# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-26-005413
**Filing Date:** 2026-3
**Character Count:** 1312679
**Document Hash:** 75a49add1f0c31898b50b6dcdebd74bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005413.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0002071691-26-005413

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-02-27

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

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

**LEI of Series:** 549300YB4R95BBT2L396

**EDGAR Series Identifier:** S000003905

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

- **WAM:** 44 days

- **WAL:** 67 days

- **Total Value of Portfolio Securities:** $83101283453.41

- **Amortized Cost of Portfolio Securities:** $83089998143.00

- **Cash:** $2541151331.34

- **Total Other Assets:** $138663925.71

- **Total Liabilities:** $1295633635.52

- **Net Assets of Series:** $84474179764.53

- **Number of Shares Outstanding (Series):** 84473911903.5600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $29990884674.78           | $45403144796.45            | 34.9400%                  | 52.8900%                   |
| 2026-02-03 | $30796441129.92           | $43552853572.98            | 36.4400%                  | 51.5300%                   |
| 2026-02-04 | $27845150288.08           | $44270622589.30            | 32.9400%                  | 52.3600%                   |
| 2026-02-05 | $26820981768.24           | $44301559854.73            | 31.5200%                  | 52.0700%                   |
| 2026-02-06 | $26481855467.29           | $44297265808.89            | 31.2300%                  | 52.2300%                   |
| 2026-02-09 | $28306201301.59           | $45818647871.40            | 33.2700%                  | 53.8600%                   |
| 2026-02-10 | $30904017143.19           | $44947864991.41            | 36.1800%                  | 52.6100%                   |
| 2026-02-11 | $28415251006.72           | $45221833905.73            | 33.0400%                  | 52.5800%                   |
| 2026-02-12 | $28857359955.27           | $44979544072.60            | 33.5500%                  | 52.3000%                   |
| 2026-02-13 | $27576261327.11           | $44555150833.28            | 32.0300%                  | 51.7500%                   |
| 2026-02-17 | $29094889451.45           | $43199439031.08            | 34.1400%                  | 50.6900%                   |
| 2026-02-18 | $27441105312.59           | $42936779243.95            | 32.2100%                  | 50.4000%                   |
| 2026-02-19 | $29402566729.46           | $43348242960.25            | 34.3500%                  | 50.6500%                   |
| 2026-02-20 | $25686539542.30           | $43787987258.92            | 29.9400%                  | 51.0400%                   |
| 2026-02-23 | $28131401384.73           | $44587354164.76            | 32.6800%                  | 51.7900%                   |
| 2026-02-24 | $29106334694.40           | $43770925795.13            | 34.1600%                  | 51.3700%                   |
| 2026-02-25 | $25784873987.54           | $43980174865.41            | 30.0400%                  | 51.2400%                   |
| 2026-02-26 | $27195458250.62           | $44110507656.67            | 31.6500%                  | 51.3400%                   |
| 2026-02-27 | $24036385671.73           | $44129709643.44            | 28.0200%                  | 51.4500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.8900%             |
| 2026-02-03 | 3.8900%             |
| 2026-02-04 | 3.8900%             |
| 2026-02-05 | 3.8900%             |
| 2026-02-06 | 3.8900%             |
| 2026-02-09 | 3.8800%             |
| 2026-02-10 | 3.8700%             |
| 2026-02-11 | 3.8700%             |
| 2026-02-12 | 3.8700%             |
| 2026-02-13 | 3.8700%             |
| 2026-02-17 | 3.8700%             |
| 2026-02-18 | 3.8800%             |
| 2026-02-19 | 3.8800%             |
| 2026-02-20 | 3.8800%             |
| 2026-02-23 | 3.8800%             |
| 2026-02-24 | 3.8800%             |
| 2026-02-25 | 3.8800%             |
| 2026-02-26 | 3.8800%             |
| 2026-02-27 | 3.8800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0002                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 2026-02-06 | 1.0002                      |
|  |  |
| 2026-02-09 | 1.0002                      |
|  |  |
| 2026-02-10 | 1.0002                      |
|  |  |
| 2026-02-11 | 1.0002                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0002                      |
|  |  |
| 2026-02-17 | 1.0002                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $13111332978.86

- **Number of Shares Outstanding:** 13111291403.8600

- **Expense Reimbursement/Waiver:** 132455.05

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $163568911.08             | $69984616.14            |
| 2026-02-03 | $178064099.36             | $41601320.59            |
| 2026-02-04 | $62209887.23              | $150021817.28           |
| 2026-02-05 | $79342962.01              | $44068027.94            |
| 2026-02-06 | $73005101.06              | $87240691.37            |
| 2026-02-09 | $73398531.20              | $72317676.38            |
| 2026-02-10 | $129224810.59             | $44167122.76            |
| 2026-02-11 | $89937987.83              | $39806087.94            |
| 2026-02-12 | $138024457.36             | $80105962.58            |
| 2026-02-13 | $200344062.71             | $73905675.64            |
| 2026-02-17 | $124491738.88             | $55578901.22            |
| 2026-02-18 | $102883261.45             | $124629252.69           |
| 2026-02-19 | $81364073.68              | $65355807.65            |
| 2026-02-20 | $216195532.48             | $75870845.56            |
| 2026-02-23 | $130466676.24             | $108561357.02           |
| 2026-02-24 | $72192389.47              | $52602589.09            |
| 2026-02-25 | $18953414.48              | $130503275.19           |
| 2026-02-26 | $66115558.95              | $70791720.44            |
| 2026-02-27 | $106199362.04             | $160639008.33           |

**Total Gross Subscriptions (Month):** $2105982818.10

**Total Gross Redemptions (Month):** $1547751755.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6800%           |
| 2026-02-03 | 3.6800%           |
| 2026-02-04 | 3.6800%           |
| 2026-02-05 | 3.6800%           |
| 2026-02-06 | 3.6800%           |
| 2026-02-09 | 3.6700%           |
| 2026-02-10 | 3.6600%           |
| 2026-02-11 | 3.6600%           |
| 2026-02-12 | 3.6600%           |
| 2026-02-13 | 3.6600%           |
| 2026-02-17 | 3.6600%           |
| 2026-02-18 | 3.6700%           |
| 2026-02-19 | 3.6700%           |
| 2026-02-20 | 3.6700%           |
| 2026-02-23 | 3.6700%           |
| 2026-02-24 | 3.6700%           |
| 2026-02-25 | 3.6700%           |
| 2026-02-26 | 3.6700%           |
| 2026-02-27 | 3.6700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 87.8000%         | 0.0000%              |
| Broker-dealer |  | 5.5200%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $21828630834.03

- **Number of Shares Outstanding:** 21828561617.1700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $210025440.29             | $116412641.45           |
| 2026-02-03 | $94913168.57              | $65313951.68            |
| 2026-02-04 | $258544299.61             | $167622172.54           |
| 2026-02-05 | $155424202.02             | $191331764.61           |
| 2026-02-06 | $88450351.93              | $154158359.73           |
| 2026-02-09 | $75131058.40              | $72075541.92            |
| 2026-02-10 | $327877660.31             | $48662821.22            |
| 2026-02-11 | $71338138.26              | $82029283.60            |
| 2026-02-12 | $101083917.43             | $55660025.18            |
| 2026-02-13 | $57871453.26              | $91368097.02            |
| 2026-02-17 | $90930525.57              | $150185982.54           |
| 2026-02-18 | $125760785.91             | $92827548.87            |
| 2026-02-19 | $111140424.77             | $318539487.46           |
| 2026-02-20 | $255450115.96             | $81983593.15            |
| 2026-02-23 | $213919103.47             | $139351329.18           |
| 2026-02-24 | $43147776.01              | $215447288.76           |
| 2026-02-25 | $200705049.06             | $130395342.60           |
| 2026-02-26 | $74518201.11              | $182746572.99           |
| 2026-02-27 | $385896876.00             | $75373126.46            |

**Total Gross Subscriptions (Month):** $2942128547.94

**Total Gross Redemptions (Month):** $2431484930.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.7200%           |
| 2026-02-03 | 3.7200%           |
| 2026-02-04 | 3.7200%           |
| 2026-02-05 | 3.7200%           |
| 2026-02-06 | 3.7100%           |
| 2026-02-09 | 3.7000%           |
| 2026-02-10 | 3.7000%           |
| 2026-02-11 | 3.7000%           |
| 2026-02-12 | 3.7000%           |
| 2026-02-13 | 3.7000%           |
| 2026-02-17 | 3.7000%           |
| 2026-02-18 | 3.7000%           |
| 2026-02-19 | 3.7000%           |
| 2026-02-20 | 3.7100%           |
| 2026-02-23 | 3.7100%           |
| 2026-02-24 | 3.7100%           |
| 2026-02-25 | 3.7000%           |
| 2026-02-26 | 3.7000%           |
| 2026-02-27 | 3.7000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 56.3500%         | 0.0000%              |
| Broker-dealer |  | 36.4100%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $9396738668.99

- **Number of Shares Outstanding:** 9396708872.6600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $60613462.85              | $40388894.01            |
| 2026-02-03 | $41930543.95              | $38022009.63            |
| 2026-02-04 | $33762265.53              | $42923865.18            |
| 2026-02-05 | $38099272.19              | $35701443.56            |
| 2026-02-06 | $32189778.32              | $47339514.00            |
| 2026-02-09 | $33040451.18              | $31244429.63            |
| 2026-02-10 | $29610923.15              | $41326835.84            |
| 2026-02-11 | $27815936.90              | $33558502.01            |
| 2026-02-12 | $28004176.02              | $31777507.36            |
| 2026-02-13 | $27093136.38              | $37497132.85            |
| 2026-02-17 | $31054799.93              | $24121279.63            |
| 2026-02-18 | $32072060.51              | $40423587.38            |
| 2026-02-19 | $30549496.44              | $34186352.29            |
| 2026-02-20 | $33643340.94              | $30564028.23            |
| 2026-02-23 | $30869038.08              | $36861804.92            |
| 2026-02-24 | $23045829.24              | $36414201.03            |
| 2026-02-25 | $30379614.02              | $34709742.25            |
| 2026-02-26 | $30863861.28              | $33891453.77            |
| 2026-02-27 | $24382826.06              | $29652583.92            |

**Total Gross Subscriptions (Month):** $619020812.97

**Total Gross Redemptions (Month):** $680605167.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3200%           |
| 2026-02-03 | 3.3200%           |
| 2026-02-04 | 3.3200%           |
| 2026-02-05 | 3.3200%           |
| 2026-02-06 | 3.3100%           |
| 2026-02-09 | 3.3000%           |
| 2026-02-10 | 3.3000%           |
| 2026-02-11 | 3.3000%           |
| 2026-02-12 | 3.3000%           |
| 2026-02-13 | 3.3000%           |
| 2026-02-17 | 3.3000%           |
| 2026-02-18 | 3.3000%           |
| 2026-02-19 | 3.3000%           |
| 2026-02-20 | 3.3000%           |
| 2026-02-23 | 3.3000%           |
| 2026-02-24 | 3.3000%           |
| 2026-02-25 | 3.3000%           |
| 2026-02-26 | 3.3000%           |
| 2026-02-27 | 3.3000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 92.2700%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $34973194179.90

- **Number of Shares Outstanding:** 34973083282.6600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $316371346.87             | $180150374.98           |
| 2026-02-03 | $180778219.04             | $191159709.76           |
| 2026-02-04 | $184466031.84             | $156314726.10           |
| 2026-02-05 | $181574398.67             | $165387525.98           |
| 2026-02-06 | $203402793.71             | $165630199.91           |
| 2026-02-09 | $136087920.05             | $164481521.31           |
| 2026-02-10 | $137154389.02             | $194600577.28           |
| 2026-02-11 | $138696643.37             | $121068831.27           |
| 2026-02-12 | $163186278.96             | $179193166.55           |
| 2026-02-13 | $196750063.79             | $152624418.99           |
| 2026-02-17 | $150150322.22             | $151935984.45           |
| 2026-02-18 | $168558977.15             | $221264852.15           |
| 2026-02-19 | $146576804.51             | $146826664.73           |
| 2026-02-20 | $130261280.32             | $157812201.58           |
| 2026-02-23 | $129762679.95             | $190370010.87           |
| 2026-02-24 | $132878070.47             | $204863436.73           |
| 2026-02-25 | $153905678.74             | $159177488.12           |
| 2026-02-26 | $128350181.28             | $159539413.83           |
| 2026-02-27 | $183271943.40             | $143740575.29           |

**Total Gross Subscriptions (Month):** $3162184023.36

**Total Gross Redemptions (Month):** $3206141679.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4700%           |
| 2026-02-03 | 3.4700%           |
| 2026-02-04 | 3.4700%           |
| 2026-02-05 | 3.4700%           |
| 2026-02-06 | 3.4600%           |
| 2026-02-09 | 3.4500%           |
| 2026-02-10 | 3.4500%           |
| 2026-02-11 | 3.4500%           |
| 2026-02-12 | 3.4500%           |
| 2026-02-13 | 3.4500%           |
| 2026-02-17 | 3.4500%           |
| 2026-02-18 | 3.4500%           |
| 2026-02-19 | 3.4600%           |
| 2026-02-20 | 3.4600%           |
| 2026-02-23 | 3.4600%           |
| 2026-02-24 | 3.4600%           |
| 2026-02-25 | 3.4500%           |
| 2026-02-26 | 3.4500%           |
| 2026-02-27 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 21.4500%         | 0.0000%              |
| Broker-dealer |  | 9.3500%          | 0.0000%              |
| Broker-dealer |  | 67.2300%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $15182333.81

- **Number of Shares Outstanding:** 15182285.6700

- **Expense Reimbursement/Waiver:** 1.86

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $143933.00                | $4884.28                |
| 2026-02-03 | $43050.78                 | $5000.00                |
| 2026-02-04 | $0.00                     | $1530.10                |
| 2026-02-05 | $0.00                     | $30.01                  |
| 2026-02-06 | $0.00                     | $32202.27               |
| 2026-02-09 | $447.94                   | $670.31                 |
| 2026-02-10 | $0.00                     | $2584.75                |
| 2026-02-11 | $1505.31                  | $1000.87                |
| 2026-02-12 | $8760.46                  | $20625.71               |
| 2026-02-13 | $0.00                     | $0.10                   |
| 2026-02-17 | $1064.15                  | $49209.10               |
| 2026-02-18 | $0.02                     | $0.00                   |
| 2026-02-19 | $0.11                     | $0.00                   |
| 2026-02-20 | $31000.00                 | $42437.03               |
| 2026-02-23 | $434.07                   | $0.02                   |
| 2026-02-24 | $0.15                     | $0.00                   |
| 2026-02-25 | $0.01                     | $8000.00                |
| 2026-02-26 | $1120.40                  | $4840.00                |
| 2026-02-27 | $0.00                     | $1006109.32             |

**Total Gross Subscriptions (Month):** $231316.40

**Total Gross Redemptions (Month):** $1179123.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2000%           |
| 2026-02-03 | 3.2100%           |
| 2026-02-04 | 3.2100%           |
| 2026-02-05 | 3.2100%           |
| 2026-02-06 | 3.2100%           |
| 2026-02-09 | 3.2000%           |
| 2026-02-10 | 3.2000%           |
| 2026-02-11 | 3.2000%           |
| 2026-02-12 | 3.2000%           |
| 2026-02-13 | 3.2000%           |
| 2026-02-17 | 3.2000%           |
| 2026-02-18 | 3.2000%           |
| 2026-02-19 | 3.2100%           |
| 2026-02-20 | 3.2100%           |
| 2026-02-23 | 3.2100%           |
| 2026-02-24 | 3.2100%           |
| 2026-02-25 | 3.2100%           |
| 2026-02-26 | 3.2000%           |
| 2026-02-27 | 3.2100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.2900%          | 0.0000%              |
| Broker-dealer |  | 45.4300%         | 0.0000%              |
| Broker-dealer |  | 16.3600%         | 0.0000%              |
| Broker-dealer |  | 6.8700%          | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $5141826176.15

- **Number of Shares Outstanding:** 5141809871.8200

- **Expense Reimbursement/Waiver:** 53096.25

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $34864837.98              | $27988762.03            |
| 2026-02-03 | $71434943.74              | $56761363.47            |
| 2026-02-04 | $69751518.05              | $42990833.49            |
| 2026-02-05 | $49595416.91              | $57615103.16            |
| 2026-02-06 | $76012593.12              | $56562886.98            |
| 2026-02-09 | $52484025.14              | $56462212.15            |
| 2026-02-10 | $57204205.72              | $48535299.79            |
| 2026-02-11 | $31962380.89              | $24823359.13            |
| 2026-02-12 | $54022866.41              | $46252131.15            |
| 2026-02-13 | $68107599.70              | $22361150.17            |
| 2026-02-17 | $52088429.06              | $29248241.92            |
| 2026-02-18 | $45803014.68              | $21413413.02            |
| 2026-02-19 | $32020383.59              | $37579087.64            |
| 2026-02-20 | $36546292.18              | $47681994.26            |
| 2026-02-23 | $37880091.03              | $57923000.98            |
| 2026-02-24 | $24175279.89              | $32523772.92            |
| 2026-02-25 | $24111767.09              | $31554570.79            |
| 2026-02-26 | $30453267.67              | $19787914.64            |
| 2026-02-27 | $19678155.89              | $26271660.79            |

**Total Gross Subscriptions (Month):** $868197068.74

**Total Gross Redemptions (Month):** $744336758.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6300%           |
| 2026-02-03 | 3.6300%           |
| 2026-02-04 | 3.6300%           |
| 2026-02-05 | 3.6300%           |
| 2026-02-06 | 3.6300%           |
| 2026-02-09 | 3.6200%           |
| 2026-02-10 | 3.6100%           |
| 2026-02-11 | 3.6100%           |
| 2026-02-12 | 3.6100%           |
| 2026-02-13 | 3.6100%           |
| 2026-02-17 | 3.6100%           |
| 2026-02-18 | 3.6200%           |
| 2026-02-19 | 3.6200%           |
| 2026-02-20 | 3.6200%           |
| 2026-02-23 | 3.6200%           |
| 2026-02-24 | 3.6200%           |
| 2026-02-25 | 3.6200%           |
| 2026-02-26 | 3.6200%           |
| 2026-02-27 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 18.1400%         | 0.0000%              |
| Broker-dealer |  | 76.7400%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $7274592.79

- **Number of Shares Outstanding:** 7274569.7200

- **Expense Reimbursement/Waiver:** 2.03

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $21458.99                 | $2059.59                |
| 2026-02-03 | $11781.48                 | $0.01                   |
| 2026-02-04 | $23.15                    | $32.10                  |
| 2026-02-05 | $0.00                     | $0.01                   |
| 2026-02-06 | $600.01                   | $0.00                   |
| 2026-02-09 | $0.01                     | $0.00                   |
| 2026-02-10 | $1097.05                  | $0.08                   |
| 2026-02-11 | $1.06                     | $12221.33               |
| 2026-02-12 | $1819.54                  | $34.19                  |
| 2026-02-13 | $0.00                     | $76.97                  |
| 2026-02-17 | $75982.46                 | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $92441.06               |
| 2026-02-20 | $0.00                     | $3315.22                |
| 2026-02-23 | $572.99                   | $0.76                   |
| 2026-02-24 | $501.06                   | $0.00                   |
| 2026-02-25 | $1239.37                  | $0.00                   |
| 2026-02-26 | $1331.71                  | $145461.56              |
| 2026-02-27 | $855.14                   | $0.07                   |

**Total Gross Subscriptions (Month):** $117264.02

**Total Gross Redemptions (Month):** $255642.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3900%           |
| 2026-02-03 | 3.4000%           |
| 2026-02-04 | 3.4000%           |
| 2026-02-05 | 3.4100%           |
| 2026-02-06 | 3.4100%           |
| 2026-02-09 | 3.4000%           |
| 2026-02-10 | 3.4000%           |
| 2026-02-11 | 3.4000%           |
| 2026-02-12 | 3.4000%           |
| 2026-02-13 | 3.4000%           |
| 2026-02-17 | 3.4000%           |
| 2026-02-18 | 3.4000%           |
| 2026-02-19 | 3.4100%           |
| 2026-02-20 | 3.4100%           |
| 2026-02-23 | 3.4100%           |
| 2026-02-24 | 3.4100%           |
| 2026-02-25 | 3.4100%           |
| 2026-02-26 | 3.4000%           |
| 2026-02-27 | 3.4100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 55.4700%         | 0.0000%              |
| Retail investor |  | 14.8600%         | 0.0000%              |
| Retail investor |  | 8.5900%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ABN AMRO BANK N.V.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3176804816, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: P17FBE1
- **C.18 - Value (incl. sponsor support):** $180908124.40
- **C.18.a - Value (excl. sponsor support):** $180908124.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: ABN AMRO BANK N.V.

- **C.1 - Title:** ABN AMRO BANK N.V.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ZS3PTTJ
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ABN AMRO BANK N.V.

- **C.1 - Title:** ABN AMRO BANK N.V.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ZS3PYK5
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: ABN AMRO BANK N.V.

- **C.1 - Title:** ABN AMRO BANK N.V.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ZS3Q2MJ
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Q25Z
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BC38, C.4 - ISIN: US03664BC384, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $38983900.80
- **C.18.a - Value (excl. sponsor support):** $38983900.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: ANZ NEW ZEALAND INT'L LTD/LONDON

- **C.1 - Title:** ANZ NEW ZEALAND INT'L LTD/LONDON
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A3HS6, C.4 - ISIN: US0018A3HS62, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $98165000.00
- **C.18.a - Value (excl. sponsor support):** $98165000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ASB BANK LIMITED

- **C.1 - Title:** ASB BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NACQ1, C.4 - ISIN: US0020NACQ13, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $75000720.00
- **C.18.a - Value (excl. sponsor support):** $75000720.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGC1, C.4 - ISIN: US04821PGC14, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $50009250.00
- **C.18.a - Value (excl. sponsor support):** $50009250.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UEM0, C.4 - ISIN: US04821UEM09, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $24786025.00
- **C.18.a - Value (excl. sponsor support):** $24786025.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CL46, C.4 - ISIN: US05253CL466, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $14527960.41
- **C.18.a - Value (excl. sponsor support):** $14527960.41
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CKU9, C.4 - ISIN: US05253CKU98, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $25368023.20
- **C.18.a - Value (excl. sponsor support):** $25368023.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CCK0, C.4 - ISIN: US05253CCK09, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $35926549.20
- **C.18.a - Value (excl. sponsor support):** $35926549.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MA53, C.4 - ISIN: US05253MA534, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $240047520.00
- **C.18.a - Value (excl. sponsor support):** $240047520.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGW0, C.4 - ISIN: US05253CGW01, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $56120632.50
- **C.18.a - Value (excl. sponsor support):** $56120632.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CHC3, C.4 - ISIN: US05253CHC38, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $132740329.50
- **C.18.a - Value (excl. sponsor support):** $132740329.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CG26, C.4 - ISIN: US05253CG268, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $101695814.00
- **C.18.a - Value (excl. sponsor support):** $101695814.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGA8, C.4 - ISIN: US05253CGA80, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $143049358.50
- **C.18.a - Value (excl. sponsor support):** $143049358.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CKV7, C.4 - ISIN: US05253CKV71, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $54633516.00
- **C.18.a - Value (excl. sponsor support):** $54633516.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CHJ8, C.4 - ISIN: US05253CHJ80, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $147398505.00
- **C.18.a - Value (excl. sponsor support):** $147398505.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CLT1, C.4 - ISIN: US05253CLT17, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $90475645.20
- **C.18.a - Value (excl. sponsor support):** $90475645.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CEB8, C.4 - ISIN: US05253CEB81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $99254660.00
- **C.18.a - Value (excl. sponsor support):** $99254660.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CH74, C.4 - ISIN: US05253CH746, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $55090884.80
- **C.18.a - Value (excl. sponsor support):** $55090884.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CC20, C.4 - ISIN: US05253CC200, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $99969630.00
- **C.18.a - Value (excl. sponsor support):** $99969630.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: ZS3PTTG
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: AUTOMATIC DATA PROCESSING INCORPORATED

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INCORPORATED
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A3C48, C.4 - ISIN: US0530A3C487, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $152921434.50
- **C.18.a - Value (excl. sponsor support):** $152921434.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHS4, C.4 - ISIN: US05973RHS40, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $200085680.00
- **C.18.a - Value (excl. sponsor support):** $200085680.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHE5, C.4 - ISIN: US05973RHE53, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $80023624.00
- **C.18.a - Value (excl. sponsor support):** $80023624.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RJK9, C.4 - ISIN: US05973RJK95, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $100009330.00
- **C.18.a - Value (excl. sponsor support):** $100009330.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGY2, C.4 - ISIN: US05973RGY27, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $168016716.00
- **C.18.a - Value (excl. sponsor support):** $168016716.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVB7, C.4 - ISIN: US06051WVB70, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $35021899.50
- **C.18.a - Value (excl. sponsor support):** $35021899.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WWX8, C.4 - ISIN: US06051WWX81, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $177054268.20
- **C.18.a - Value (excl. sponsor support):** $177054268.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVA9, C.4 - ISIN: US06051WVA97, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $170100980.00
- **C.18.a - Value (excl. sponsor support):** $170100980.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCV3, C.4 - ISIN: US06053RCV33, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100020470.00
- **C.18.a - Value (excl. sponsor support):** $100020470.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVY7, C.4 - ISIN: US06051WVY73, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $126121426.20
- **C.18.a - Value (excl. sponsor support):** $126121426.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXD1, C.4 - ISIN: US06051WXD19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100038460.00
- **C.18.a - Value (excl. sponsor support):** $100038460.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06119PUS6, C.4 - ISIN: US06119PUS63, C.3 - LEI: 254900LPUJ0AL3OPPN30
- **C.18 - Value (incl. sponsor support):** $157005589.20
- **C.18.a - Value (excl. sponsor support):** $157005589.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06119PUU1, C.4 - ISIN: US06119PUU10, C.3 - LEI: 254900LPUJ0AL3OPPN30
- **C.18 - Value (incl. sponsor support):** $25000927.50
- **C.18.a - Value (excl. sponsor support):** $25000927.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06119PUT4, C.4 - ISIN: US06119PUT47, C.3 - LEI: 254900LPUJ0AL3OPPN30
- **C.18 - Value (incl. sponsor support):** $160005952.00
- **C.18.a - Value (excl. sponsor support):** $160005952.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2Z9, C.4 - ISIN: US06367L2Z93, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $119020041.98
- **C.18.a - Value (excl. sponsor support):** $119020041.98
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MF81, C.4 - ISIN: US06369MF817, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $61354493.20
- **C.18.a - Value (excl. sponsor support):** $61354493.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3G0, C.4 - ISIN: US06367L3G04, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100049602.00
- **C.18.a - Value (excl. sponsor support):** $100049602.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LED7, C.4 - ISIN: US06373LED73, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $66002930.40
- **C.18.a - Value (excl. sponsor support):** $66002930.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MJ38, C.4 - ISIN: US06369MJ389, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $104946188.50
- **C.18.a - Value (excl. sponsor support):** $104946188.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MG72, C.4 - ISIN: US06369MG724, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $59192916.00
- **C.18.a - Value (excl. sponsor support):** $59192916.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3K1, C.4 - ISIN: US06367L3K16, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $65040163.50
- **C.18.a - Value (excl. sponsor support):** $65040163.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3E5, C.4 - ISIN: US06367L3E55, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $103084005.77
- **C.18.a - Value (excl. sponsor support):** $103084005.77
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3J4, C.4 - ISIN: US06367L3J43, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $47012066.31
- **C.18.a - Value (excl. sponsor support):** $47012066.31
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF MONTREAL-CHICAGO

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DQV0, C.4 - ISIN: US06367DQV00, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $39052837.20
- **C.18.a - Value (excl. sponsor support):** $39052837.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF MONTREAL-CHICAGO

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4U5, C.4 - ISIN: US06370B4U59, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $15007422.00
- **C.18.a - Value (excl. sponsor support):** $15007422.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BANK OF MONTREAL-LONDON

- **C.1 - Title:** BANK OF MONTREAL-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3080736880, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: O5D0B98
- **C.18 - Value (incl. sponsor support):** $75086865.00
- **C.18.a - Value (excl. sponsor support):** $75086865.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BANK OF MONTREAL-LONDON

- **C.1 - Title:** BANK OF MONTREAL-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3293792308, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: YFF20DE
- **C.18 - Value (incl. sponsor support):** $112035514.40
- **C.18.a - Value (excl. sponsor support):** $112035514.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-02-04
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QF95, C.4 - ISIN: US06406QF958, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $24740042.50
- **C.18.a - Value (excl. sponsor support):** $24740042.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QE13, C.4 - ISIN: US06406QE134, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $43151382.54
- **C.18.a - Value (excl. sponsor support):** $43151382.54
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QD22, C.4 - ISIN: US06406QD227, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $37868193.20
- **C.18.a - Value (excl. sponsor support):** $37868193.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06740BKA4, C.4 - ISIN: US06740BKA43, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06740BKH9, C.4 - ISIN: US06740BKH95, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $75001668.75
- **C.18.a - Value (excl. sponsor support):** $75001668.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECD0, C.4 - ISIN: US06741ECD04, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $54920508.50
- **C.18.a - Value (excl. sponsor support):** $54920508.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECS7, C.4 - ISIN: US06741ECS72, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $119657316.00
- **C.18.a - Value (excl. sponsor support):** $119657316.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECC2, C.4 - ISIN: US06741ECC21, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49933025.00
- **C.18.a - Value (excl. sponsor support):** $49933025.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06740BKK2, C.4 - ISIN: US06740BKK25, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200013016.00
- **C.18.a - Value (excl. sponsor support):** $200013016.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 5.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHG9, C.4 - ISIN: US06745GHG91, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200015340.00
- **C.18.a - Value (excl. sponsor support):** $200015340.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFH9, C.4 - ISIN: US06745GFH92, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $150028620.00
- **C.18.a - Value (excl. sponsor support):** $150028620.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEV9, C.4 - ISIN: US06745GEV95, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $181021086.50
- **C.18.a - Value (excl. sponsor support):** $181021086.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGU9, C.4 - ISIN: US06745GGU94, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $250104275.00
- **C.18.a - Value (excl. sponsor support):** $250104275.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MC20, C.4 - ISIN: US06945MC209, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $349892305.00
- **C.18.a - Value (excl. sponsor support):** $349892305.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: BEDFORD ROW FUNDING CORP.

- **C.1 - Title:** BEDFORD ROW FUNDING CORP.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BEE8, C.4 - ISIN: US07644BEE83, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $49609445.00
- **C.18.a - Value (excl. sponsor support):** $49609445.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224ME67, C.4 - ISIN: US08224ME674, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $98636614.55
- **C.18.a - Value (excl. sponsor support):** $98636614.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 69: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002QR5
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALIMENTATION COUCHE-T | 2034-02-12      | 5.2670%  | N/A     | $1622000.00        | $1680221.01        | Corporate Debt Securities |
| BANCO SANTANDER SA SN | 2028-08-08      | 5.5880%  | N/A     | $1600000.00        | $1662382.76        | Corporate Debt Securities |
| BARRICK NORTH AMERICA | 2041-05-30      | 5.7000%  | N/A     | $1362000.00        | $1427995.71        | Corporate Debt Securities |
| DTE ELEC CO1M GLBL -A | 2030-03-01      | 2.2500%  | N/A     | $1660000.00        | $1573248.40        | Corporate Debt Securities |
| ESSENTIAL UTILS INCSR | 2035-08-15      | 5.2500%  | N/A     | $1588000.00        | $1628811.60        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2027-10-21      | 1.9480%  | N/A     | $1477000.00        | $1467086.38        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2027-11-22      | 2.2510%  | N/A     | $1449000.00        | $1440016.40        | Corporate Debt Securities |
| NORDEA BK ABP MED TER | 2028-03-17      | 4.3913%  | N/A     | $1633000.00        | $1655419.15        | Corporate Debt Securities |
| OMNICOM GROUP INCSR G | 2033-06-15      | 5.3750%  | N/A     | $3692000.00        | $3844664.20        | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2036-02-04      | 5.7000%  | N/A     | $1523000.00        | $1532962.96        | Corporate Debt Securities |
| ROYAL BK CDA FR 4.498 | 2029-08-06      | 4.4980%  | N/A     | $1634000.00        | $1657094.68        | Corporate Debt Securities |
| WEIR GROUP INC SR GLB | 2030-05-06      | 5.3500%  | N/A     | $1419000.00        | $1490752.92        | Corporate Debt Securities |

### Security 70: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002QT1
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC GLBL NT 5.7% | 2054-11-01      | 5.7000%  | N/A     | $4500000.00        | $4466047.50        | Corporate Debt Securities |
| BAT CAPITAL CORP SR G | 2033-08-02      | 6.4210%  | N/A     | $2879000.00        | $3209765.51        | Corporate Debt Securities |
| CATERPILLAR INCSR GLB | 2049-09-19      | 3.2500%  | N/A     | $6018000.00        | $4463754.54        | Corporate Debt Securities |
| COTERRA ENERGY INC SR | 2035-02-15      | 5.4000%  | N/A     | $4300000.00        | $4433300.00        | Corporate Debt Securities |
| EBAY INC.SR GLBL NT 3 | 2035-11-06      | 5.1250%  | N/A     | $4100000.00        | $4201606.54        | Corporate Debt Securities |
| HYUNDAI CAP AMER SR 1 | 2029-06-24      | 5.3000%  | N/A     | $4000000.00        | $4172900.00        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD | 2036-01-15      | 5.5000%  | N/A     | $4115000.00        | $4253744.08        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANC | 2027-07-20      | 1.5380%  | N/A     | $4200000.00        | $4165689.03        | Corporate Debt Securities |
| MORGAN STANLEY BK N A | 2029-01-12      | 4.5794%  | N/A     | $4400000.00        | $4448808.96        | Corporate Debt Securities |
| MORGAN STANLEY FR 1.5 | 2027-07-20      | 1.5120%  | N/A     | $4341000.00        | $4305377.75        | Corporate Debt Securities |

### Security 71: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002R03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TRANSMISSION CO L | 2035-06-15      | 5.3750%  | N/A     | $250000.00         | $263142.50         | Corporate Debt Securities                         |
| ALABAMA PWR CO SR -20 | 2041-06-01      | 5.2000%  | N/A     | $400000.00         | $406596.89         | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2046-02-15      | 5.5000%  | N/A     | $291000.00         | $296447.20         | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2056-02-15      | 5.6500%  | N/A     | $40000.00          | $40944.69          | Corporate Debt Securities                         |
| ALTRIA GROUP INC SR N | 2044-01-31      | 5.3750%  | N/A     | $250000.00         | $244132.81         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGGLBL | 2026-07-16      | 4.4310%  | N/A     | $350000.00         | $352261.40         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD  | 2030-05-30      | 5.3750%  | N/A     | $145000.00         | $151684.44         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD  | 2031-01-30      | 4.7000%  | N/A     | $20000.00          | $20236.24          | Corporate Debt Securities                         |
| BANK AMERICA CORPVR 0 | 2028-02-04      | 4.7340%  | N/A     | $40000.00          | $40328.02          | Corporate Debt Securities                         |
| BANK AMERICA CORPVR 0 | 2029-01-24      | 4.5137%  | N/A     | $72000.00          | $72613.93          | Corporate Debt Securities                         |
| BANK AMERICA CORPVR 0 | 2029-05-09      | 4.7958%  | N/A     | $70000.00          | $70819.83          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-09-15      | 4.0430%  | N/A     | $414000.00         | $421904.71         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-06-04      | 4.4986%  | N/A     | $6000.00           | $6092.06           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-09-08      | 4.7115%  | N/A     | $225000.00         | $228566.90         | Corporate Debt Securities                         |
| BANQUE FED DU CRED MU | 2031-01-15      | 4.5410%  | N/A     | $100000.00         | $101063.78         | Corporate Debt Securities                         |
| BNP PARIBASFR 4.4%081 | 2028-08-14      | 4.4000%  | N/A     | $200000.00         | $201561.78         | Corporate Debt Securities                         |
| BNP PARIBASFR 4.625%0 | 2027-03-13      | 4.6250%  | N/A     | $400000.00         | $410431.78         | Corporate Debt Securities                         |
| BPCE SNR NPF REGS 27  | 2027-10-19      | 2.0450%  | N/A     | $250000.00         | $248690.28         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2026-06-15      | 3.2000%  | N/A     | $75000.00          | $75351.00          | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2035-11-15      | 3.1370%  | N/A     | $350000.00         | $308646.86         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2055-03-15      | 5.5000%  | N/A     | $323000.00         | $330118.92         | Corporate Debt Securities                         |
| CAIXABANK S AFR 6.684 | 2027-09-13      | 6.6840%  | N/A     | $150000.00         | $156707.90         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2028-04-28      | 5.0010%  | N/A     | $21000.00          | $21803.48          | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2028-01-10      | 4.0793%  | N/A     | $242000.00         | $243719.65         | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2036-09-11      | 5.1740%  | N/A     | $11000.00          | $11443.06          | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2027-06-09      | 4.4788%  | N/A     | $80000.00          | $80830.77          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON C | 2043-08-15      | 4.6000%  | N/A     | $169000.00         | $153177.09         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS  | 2030-05-01      | 4.8000%  | N/A     | $2000.00           | $2077.63           | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY IN | 2034-04-18      | 5.4000%  | N/A     | $14000.00          | $14793.52          | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2026-11-15      | 3.3750%  | N/A     | $130000.00         | $130840.13         | Corporate Debt Securities                         |
| DOMINION ENERGY INCSR | 2052-08-15      | 4.8500%  | N/A     | $56000.00          | $48604.45          | Corporate Debt Securities                         |
| DTE ELEC COSR SEC 201 | 2042-06-15      | 3.9500%  | N/A     | $300000.00         | $255546.00         | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2054-05-15      | 5.9500%  | N/A     | $46000.00          | $45214.24          | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2036-01-15      | 5.3500%  | N/A     | $11000.00          | $11205.79          | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2056-01-15      | 6.3000%  | N/A     | $4000.00           | $4071.36           | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2055-04-01      | 6.2000%  | N/A     | $75000.00          | $76943.58          | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2054-09-01      | 6.0500%  | N/A     | $229000.00         | $230932.25         | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI L | 2033-09-01      | 5.0000%  | N/A     | $213000.00         | $224387.93         | Corporate Debt Securities                         |
| EOG RES INCSR GLBL NT | 2032-07-15      | 5.0000%  | N/A     | $64000.00          | $66660.05          | Corporate Debt Securities                         |
| ESSENTIAL UTILS INCSR | 2030-04-15      | 2.7040%  | N/A     | $131000.00         | $125038.80         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2032-02-03      | 2.4500%  | N/A     | $50000.00          | $45651.17          | Corporate Debt Securities                         |
| GENERAL MTRS COSR GLB | 2028-10-01      | 5.0000%  | N/A     | $2000.00           | $2080.28           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2030-04-06      | 5.8500%  | N/A     | $5000.00           | $5392.01           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2029-10-06      | 4.9000%  | N/A     | $29000.00          | $30182.09          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2031-01-08      | 4.6000%  | N/A     | $10000.00          | $10137.81          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2030-07-15      | 5.4500%  | N/A     | $65000.00          | $68214.14          | Corporate Debt Securities                         |
| GLENCORE FDG LLC SR 1 | 2034-04-04      | 5.6340%  | N/A     | $74000.00          | $79860.02          | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA  | 2027-05-21      | 4.4359%  | N/A     | $20000.00          | $20037.71          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-10-28      | 5.6829%  | N/A     | $164000.00         | $166349.42         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-04-23      | 4.9727%  | N/A     | $50000.00          | $50622.44          | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2028-11-03      | 7.3900%  | N/A     | $226000.00         | $243361.70         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2031-03-03      | 5.1300%  | N/A     | $399000.00         | $421250.24         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2033-08-11      | 5.4020%  | N/A     | $200000.00         | $208986.18         | Corporate Debt Securities                         |
| KEMPER CORPGLBL NT 3. | 2032-02-23      | 3.8000%  | N/A     | $250000.00         | $230713.06         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY  | 2041-03-01      | 6.3750%  | N/A     | $91000.00          | $101882.39         | Corporate Debt Securities                         |
| KKR GROUP FIN CO XII  | 2032-05-17      | 4.8500%  | N/A     | $13000.00          | $13237.67          | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2028-01-05      | 5.4620%  | N/A     | $345000.00         | $351999.90         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2028-01-05      | 5.2714%  | N/A     | $300000.00         | $305053.62         | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG I | 2026-07-10      | 4.6591%  | N/A     | $200000.00         | $201818.50         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2029-08-15      | 3.1000%  | N/A     | $150000.00         | $145359.50         | Corporate Debt Securities                         |
| MET TOWER GLOBAL FUND | 2026-06-20      | 5.4000%  | N/A     | $200000.00         | $202916.00         | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLO | 2026-12-18      | 3.4500%  | N/A     | $150000.00         | $150726.38         | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLO | 2027-01-11      | 1.8750%  | N/A     | $300000.00         | $295819.75         | Corporate Debt Securities                         |
| MF1 2025-FL19 LLCA204 | 2042-05-18      | 5.1522%  | N/A     | $60000000.00       | $60205016.22       | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP SR GLB | 2026-09-15      | 3.4000%  | N/A     | $131000.00         | $132799.94         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A | 2028-05-26      | 4.5513%  | N/A     | $275000.00         | $276068.64         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 1.5 | 2027-05-04      | 1.5930%  | N/A     | $265000.00         | $265111.37         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2030-02-08      | 4.4557%  | N/A     | $70000.00          | $70161.62          | Corporate Debt Securities                         |
| MORGAN STANLEY VR 041 | 2029-04-12      | 5.0607%  | N/A     | $30000.00          | $30615.49          | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2027-10-26      | 4.2835%  | N/A     | $281000.00         | $282981.89         | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO  | 2031-03-01      | 2.9500%  | N/A     | $250000.00         | $235070.56         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2030-08-28      | 4.5796%  | N/A     | $50000.00          | $50824.95          | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2042-09-21      | 3.7000%  | N/A     | $210000.00         | $179746.00         | Corporate Debt Securities                         |
| NUCOR CORP SR GLBL NT | 2037-12-01      | 6.4000%  | N/A     | $315000.00         | $360280.90         | Corporate Debt Securities                         |
| NUTRIEN LTDSR GLBL NT | 2041-01-15      | 6.1250%  | N/A     | $151000.00         | $161821.54         | Corporate Debt Securities                         |
| OBX TR 2025-NQM18M-12 | 2065-09-25      | 6.1480%  | N/A     | $17921346.00       | $17487975.99       | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEWSR GLBL  | 2033-09-01      | 6.0500%  | N/A     | $25000.00          | $27585.19          | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL FL | 2029-02-04      | 4.7940%  | N/A     | $84000.00          | $84130.34          | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL F | 2027-02-05      | 4.5338%  | N/A     | $370000.00         | $371890.70         | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL F | 2027-02-04      | 4.1640%  | N/A     | $30000.00          | $30149.37          | Corporate Debt Securities                         |
| PFIZER INC SR GLBL NT | 2026-12-15      | 3.0000%  | N/A     | $136000.00         | $136068.00         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2035-04-30      | 4.8750%  | N/A     | $341000.00         | $351142.62         | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COL | 2041-08-15      | 4.7500%  | N/A     | $300000.00         | $282088.00         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2042-09-01      | 3.6500%  | N/A     | $436000.00         | $365051.66         | Corporate Debt Securities                         |
| QUALCOMM INC SR GLBL  | 2053-05-20      | 6.0000%  | N/A     | $296000.00         | $318296.69         | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC | 2042-08-21      | 4.1250%  | N/A     | $185000.00         | $162300.04         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS | 2032-03-15      | 3.8000%  | N/A     | $270000.00         | $262491.30         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.715 | 2028-03-27      | 4.7150%  | N/A     | $100000.00         | $102836.58         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5.069 | 2027-07-23      | 5.0690%  | N/A     | $224000.00         | $226096.06         | Corporate Debt Securities                         |
| ROYAL BK CDA VR 01192 | 2027-01-19      | 4.6316%  | N/A     | $30000.00          | $30333.02          | Corporate Debt Securities                         |
| ROYAL BK CDA VR 01212 | 2027-01-21      | 4.3917%  | N/A     | $40000.00          | $40336.69          | Corporate Debt Securities                         |
| ROYAL BK CDA VR 01242 | 2029-01-24      | 4.5132%  | N/A     | $7000.00           | $7055.63           | Corporate Debt Securities                         |
| ROYAL BK CDA VR 08062 | 2029-08-06      | 4.5640%  | N/A     | $87000.00          | $87535.95          | Corporate Debt Securities                         |
| SAFEHOLD OPER PARTNER | 2031-06-15      | 2.8000%  | N/A     | $455000.00         | $421689.45         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS US | 2027-05-31      | 6.1240%  | N/A     | $54000.00          | $55042.18          | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILD | 2030-09-03      | 4.7841%  | N/A     | $60000.00          | $60369.60          | Corporate Debt Securities                         |
| SMUCKER J M CO GLBL N | 2053-11-15      | 6.5000%  | N/A     | $78000.00          | $87290.32          | Corporate Debt Securities                         |
| SOCIETE GENERALE VR 0 | 2030-04-12      | 4.7754%  | N/A     | $250000.00         | $252003.30         | Corporate Debt Securities                         |
| SOCIETE GENERALE VR 1 | 2027-02-19      | 4.7867%  | N/A     | $350000.00         | $352226.67         | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2035-05-14      | 5.9050%  | N/A     | $300000.00         | $324424.46         | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2034-04-15      | 5.1500%  | N/A     | $331000.00         | $347587.51         | Corporate Debt Securities                         |
| THE CIGNA GROUPSR GLB | 2054-02-15      | 5.6000%  | N/A     | $204000.00         | $200306.92         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2031-09-15      | 3.6250%  | N/A     | $147000.00         | $148808.47         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2028-10-13      | 4.4294%  | N/A     | $70000.00          | $70561.31          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-09-15      | 4.6930%  | N/A     | $10000.00          | $10334.89          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2031-01-13      | 4.4110%  | N/A     | $324000.00         | $329106.64         | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP3.66 | 2028-07-20      | 3.6690%  | N/A     | $415000.00         | $416540.03         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC | 2035-09-15      | 4.8000%  | N/A     | $73000.00          | $74242.70          | Corporate Debt Securities                         |
| UBS GROUP AG GLBL 014 | 2028-08-11      | 6.4420%  | N/A     | $338000.00         | $350185.95         | Corporate Debt Securities                         |
| UBS GROUP AG SR REGS  | 2027-08-05      | 4.7030%  | N/A     | $300000.00         | $301732.22         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS IN | 2038-01-15      | 6.2000%  | N/A     | $192000.00         | $216434.56         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2026-03-15      | 3.1000%  | N/A     | $52000.00          | $52709.28          | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2034-11-01      | 4.4000%  | N/A     | $89000.00          | $88313.61          | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED VR | 2031-01-30      | 4.4344%  | N/A     | $170000.00         | $170817.06         | Corporate Debt Securities                         |
| WILLIAMS COS INC SR G | 2035-09-30      | 5.3000%  | N/A     | $7000.00           | $7323.76           | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P | 2040-04-15      | 6.3000%  | N/A     | $381000.00         | $423630.09         | Corporate Debt Securities                         |

### Security 72: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002R94
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BMO 2024-C10 MORTGAGE | 2057-11-19      | 5.4779%  | N/A     | $10857000.00       | $11536271.05       | Private Label Collateralized Mortgage Obligations |
| BMO 2026-C14 MORTGAGE | 2059-02-17      | 5.3172%  | N/A     | $15000000.00       | $15746448.00       | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE 2024-5C3 | 2057-02-16      | 5.7393%  | N/A     | $10000000.00       | $10426990.50       | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LLC 2025 | 2043-04-17      | 5.0457%  | N/A     | $20000000.00       | $20028431.38       | Private Label Collateralized Mortgage Obligations |
| CHI COML MTG TR 2025- | 2040-12-13      | 5.4477%  | N/A     | $10000000.00       | $10255144.50       | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TR | 2067-02-25      | 3.9940%  | N/A     | $22715000.00       | $13811191.54       | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-2 | 2066-08-25      | 0.9240%  | N/A     | $8408365.00        | $3944955.96        | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2014-USA A-22 | 2037-09-17      | 3.9530%  | N/A     | $11840000.00       | $11161709.42       | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM6 A-1207 | 2071-02-25      | 4.7710%  | N/A     | $17306355.00       | $17330567.71       | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2 | 2038-05-17      | 4.9549%  | N/A     | $20403500.00       | $19761333.10       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUS | 2055-10-25      | 1.5000%  | N/A     | $1692457.00        | $1403681.97        | Private Label Collateralized Mortgage Obligations |

### Security 73: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002RI4
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AIG GLOBAL FDG SR SEC | 2028-09-19      | 5.9000%  | N/A     | $3050000.00        | $3262171.56        | Corporate Debt Securities |
| AMERICAN HONDA FIN CO | 2029-01-08      | 4.1500%  | N/A     | $3311000.00        | $3344370.28        | Corporate Debt Securities |
| BALTIMORE GAS & ELEC  | 2035-06-01      | 5.4500%  | N/A     | $3320000.00        | $3523016.16        | Corporate Debt Securities |
| BANK AMERICA CORPVR 0 | 2031-01-24      | 4.6937%  | N/A     | $3900000.00        | $3939065.33        | Corporate Debt Securities |
| BAT CAPITAL CORP SR G | 2033-08-02      | 6.4210%  | N/A     | $701000.00         | $781537.21         | Corporate Debt Securities |
| DEUTSCHE BK AG N Y LW | 2032-12-01      | 4.8750%  | N/A     | $3600000.00        | $3657225.00        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC | 2036-01-25      | 6.1000%  | N/A     | $3000000.00        | $3209496.67        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC | 2033-01-25      | 5.9000%  | N/A     | $3000000.00        | $3185503.33        | Corporate Debt Securities |
| GE HEALTHCARE TECHNOL | 2035-06-15      | 5.5000%  | N/A     | $2739000.00        | $2892931.80        | Corporate Debt Securities |
| HYUNDAI CAP AMER FR 4 | 2029-01-08      | 4.2500%  | N/A     | $3457000.00        | $3491102.34        | Corporate Debt Securities |
| HYUNDAI CAP AMER FR 5 | 2028-06-26      | 5.6800%  | N/A     | $3070000.00        | $3200672.84        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CO | 2031-09-08      | 4.4000%  | N/A     | $3750000.00        | $3896233.33        | Corporate Debt Securities |
| MARS INC SR GLBL 144A | 2035-03-01      | 5.2000%  | N/A     | $3430000.00        | $3633578.12        | Corporate Debt Securities |
| NATIONWIDE BLDG SOC G | 2027-10-18      | 6.5570%  | N/A     | $3150000.00        | $3273908.14        | Corporate Debt Securities |
| PHILIP MORRIS INTL IN | 2032-11-17      | 5.7500%  | N/A     | $3000000.00        | $3276696.67        | Corporate Debt Securities |
| UBS GROUP AG SR GLBL  | 2030-04-10      | 4.5246%  | N/A     | $3941000.00        | $3949398.44        | Corporate Debt Securities |

### Security 74: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002RJ2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACRISURE LLC / ACRISU | 2029-02-01      | 8.2500%  | N/A     | $2764000.00        | $2789507.11        | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG I | 2033-10-15      | 7.7500%  | N/A     | $4316000.00        | $4542805.80        | Corporate Debt Securities                         |
| BALDWIN INS GROUP HLD | 2031-05-15      | 7.1250%  | N/A     | $3500000.00        | $3551266.25        | Corporate Debt Securities                         |
| COLT 2021-HX1 MTG LN  | 2066-10-25      | 1.1100%  | N/A     | $17665000.00       | $8638725.24        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-2 | 2066-08-25      | 0.9240%  | N/A     | $13329635.00       | $6253870.17        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2021-R0 | 2041-12-26      | 4.5172%  | N/A     | $85000.00          | $176.71            | Agency Collateralized Mortgage Obligation         |
| CPI CG INCORPORATEDSR | 2029-07-15      | 10.0000% | N/A     | $3342000.00        | $3576597.26        | Corporate Debt Securities                         |
| CROCS INCSR GLBL 144A | 2029-03-15      | 4.2500%  | N/A     | $2676000.00        | $2663489.70        | Corporate Debt Securities                         |
| DANA INC SR GLBL NT 3 | 2030-09-01      | 4.2500%  | N/A     | $6128000.00        | $6011983.34        | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR  | 2046-02-25      | 4.9579%  | N/A     | $500000.00         | $500962.09         | Agency Collateralized Mortgage Obligation         |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $4475000.00        | $4597816.38        | Corporate Debt Securities                         |
| FORVIA SESR GLBL 144A | 2033-09-15      | 6.7500%  | N/A     | $4119000.00        | $4369496.99        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY  | 2028-02-15      | 7.7500%  | N/A     | $2731000.00        | $2798410.18        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY  | 2029-06-01      | 6.0000%  | N/A     | $3630000.00        | $3616145.50        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY  | 2032-08-01      | 8.2500%  | N/A     | $4554000.00        | $4676540.55        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR  | 2031-07-15      | 5.2500%  | N/A     | $2486000.00        | $2398057.75        | Corporate Debt Securities                         |
| GROUP 1 AUTOMOTIVE IN | 2028-08-15      | 4.0000%  | N/A     | $3644000.00        | $3575942.23        | Corporate Debt Securities                         |
| HOWDEN UK RE 2 PLC /  | 2032-02-15      | 8.1250%  | N/A     | $7974000.00        | $7720812.21        | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE | 2029-02-15      | 9.0000%  | N/A     | $3649000.00        | $3844185.01        | Corporate Debt Securities                         |
| LCM INVESTMENTS HOLDI | 2031-08-01      | 8.2500%  | N/A     | $4376000.00        | $4632995.19        | Corporate Debt Securities                         |
| LITHIA MTRS INCSR GLB | 2029-06-01      | 3.8750%  | N/A     | $2760000.00        | $2695297.17        | Corporate Debt Securities                         |
| MFA 2021-NQM1 TRUSTA- | 2065-04-25      | 1.1530%  | N/A     | $74075800.00       | $10132059.42       | Private Label Collateralized Mortgage Obligations |
| NEPTUNE BIDCO US INC  | 2029-04-15      | 9.2900%  | N/A     | $4625000.00        | $4829440.42        | Corporate Debt Securities                         |
| NISOURCE INC JR SB GL | 2054-11-30      | 6.9500%  | N/A     | $2650000.00        | $2815375.46        | Corporate Debt Securities                         |
| OBX 2023-NQM9 TRUSTA- | 2063-10-25      | 7.1590%  | N/A     | $7257057.00        | $3841630.03        | Private Label Collateralized Mortgage Obligations |
| OLIN CORPSR GLBL 144A | 2033-04-01      | 6.6250%  | N/A     | $2850000.00        | $2872024.96        | Corporate Debt Securities                         |
| OSAIC HLDGS INCSR 144 | 2033-08-01      | 8.0000%  | N/A     | $6500000.00        | $6522605.56        | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROU | 2029-08-01      | 4.2500%  | N/A     | $4100000.00        | $4040383.72        | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROU | 2034-03-01      | 5.6250%  | N/A     | $4353000.00        | $4379248.59        | Corporate Debt Securities                         |
| POST HLDGS INC SR GLB | 2030-04-15      | 4.6250%  | N/A     | $4008000.00        | $3993003.40        | Corporate Debt Securities                         |
| RCS CAP CORP SR GLBL  | 2029-04-01      | 7.5000%  | N/A     | $3700000.00        | $3766550.67        | Corporate Debt Securities                         |
| ROCKET COS INC SR GLB | 2030-08-01      | 6.1250%  | N/A     | $2786000.00        | $2863850.90        | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2025-1 | 2055-11-25      | 0.6900%  | N/A     | $10433000.00       | $8277073.42        | Private Label Collateralized Mortgage Obligations |
| SHIFT4 PMTS LLC / SHI | 2032-08-15      | 6.7500%  | N/A     | $4250000.00        | $4215022.50        | Corporate Debt Securities                         |
| SINCLAIR TELEVISION G | 2033-02-15      | 8.1250%  | N/A     | $2500000.00        | $2589670.83        | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINME | 2032-05-01      | 6.6250%  | N/A     | $3000000.00        | $3116931.67        | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTY | 2030-08-01      | 5.1250%  | N/A     | $3104000.00        | $3141469.59        | Corporate Debt Securities                         |
| US FOODS INC SR GLBL  | 2032-01-15      | 7.2500%  | N/A     | $3898000.00        | $4119672.76        | Corporate Debt Securities                         |
| ZEBRA TECHNOLOGIES CO | 2032-06-01      | 6.5000%  | N/A     | $2956000.00        | $3079258.63        | Corporate Debt Securities                         |

### Security 75: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660KD87, C.4 - ISIN: US09660KD872, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $82657965.30
- **C.18.a - Value (excl. sponsor support):** $82657965.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CE12, C.4 - ISIN: US09659CE127, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $99351540.00
- **C.18.a - Value (excl. sponsor support):** $99351540.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CEF1, C.4 - ISIN: US09659CEF14, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $61509921.00
- **C.18.a - Value (excl. sponsor support):** $61509921.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CC30, C.4 - ISIN: US09659CC303, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $256895760.80
- **C.18.a - Value (excl. sponsor support):** $256895760.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05FT6
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 2017 C41 III 4.48573  | 2050-11-15      | 4.4810%  | N/A     | $17976000.00       | $16090413.08       | Asset-Backed Securities                           |
| 2018 C46 III 4.95317  | 2051-08-15      | 4.9561%  | N/A     | $13088800.00       | $11391253.06       | Asset-Backed Securities                           |
| 2018 H4 III 5.04754 1 | 2051-12-15      | 5.0549%  | N/A     | $12665600.00       | $10983985.65       | Asset-Backed Securities                           |
| 2019 C52 IV 4.36776 1 | 2052-08-15      | 4.3671%  | N/A     | $9800000.00        | $8060255.48        | Asset-Backed Securities                           |
| AAMES MTG TR 2004-1M7 | 2035-01-25      | 6.4882%  | N/A     | $5499900.00        | $4492969.82        | Asset-Backed Securities                           |
| AB BSL CLO 1 LTD SUB2 | 2033-01-15      | 0.0000%  | N/A     | $5000000.00        | $1957545.00        | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR  | 2037-02-25      | 4.0782%  | N/A     | $1868000.00        | $1673701.04        | Asset-Backed Securities                           |
| ACE SECS HEQ 2005-HE2 | 2035-04-25      | 4.9132%  | N/A     | $1936500.00        | $1789980.45        | Asset-Backed Securities                           |
| ACE SECS HEQ 2005-HE4 | 2035-07-25      | 5.7082%  | N/A     | $11000632.00       | $2424744.72        | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-NC1 | 2035-12-25      | 4.4332%  | N/A     | $29418900.00       | $15870802.79       | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-OP1 | 2036-04-25      | 4.2082%  | N/A     | $94196.00          | $76391.24          | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-OP2 | 2036-08-25      | 4.1632%  | N/A     | $9272122.00        | $6067363.39        | Asset-Backed Securities                           |
| AEGIS ABS 2005-5 M2 2 | 2035-12-26      | 4.4632%  | N/A     | $3000000.00        | $2043282.87        | Asset-Backed Securities                           |
| AKUMIN INC CR SEN SR  | 2031-08-31      | 9.7500%  | N/A     | $1739000.00        | $1740883.92        | Corporate Debt Securities                         |
| ALLO ISSUER LLC 2023- | 2053-06-20      | 12.1800% | N/A     | $5000000.00        | $5264011.67        | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2 | 2036-01-25      | 4.9432%  | N/A     | $4830000.00        | $3308227.95        | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2 | 2035-06-25      | 5.5882%  | N/A     | $2500000.00        | $2204806.14        | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2 | 2035-08-25      | 5.5132%  | N/A     | $6592461.00        | $5535434.20        | Asset-Backed Securities                           |
| APIDOS CLO 2018-30RD- | 2031-10-20      | 9.4176%  | N/A     | $3353148.00        | $3375147.44        | Asset-Backed Securities                           |
| APIDOS CLO XXVIIISUB2 | 2031-01-21      | 0.0000%  | N/A     | $2591447.00        | $673776.22         | Asset-Backed Securities                           |
| ARES CLO LTD 2016-41R | 2034-04-17      | 10.6838% | N/A     | $3747983.00        | $3636035.27        | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51  | 2034-04-17      | 0.0000%  | N/A     | $4378142.00        | $1710176.69        | Asset-Backed Securities                           |
| ARES CLO LTD 2022-64  | 2035-04-16      | 0.0000%  | N/A     | $3472680.00        | $1389072.00        | Asset-Backed Securities                           |
| ARGENT SECS INC 2005- | 2036-02-25      | 4.5482%  | N/A     | $2011075.00        | $631800.10         | Asset-Backed Securities                           |
| ASSURANT CLO 2018-3E2 | 2031-10-20      | 10.0792% | N/A     | $1199442.00        | $1175428.21        | Asset-Backed Securities                           |
| ATLAS SR LN FUND LTD  | 2037-07-20      | 0.0000%  | N/A     | $4475000.00        | $1700500.00        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT 2 | 2033-04-18      | 9.9176%  | N/A     | $2754799.00        | $2688376.96        | Asset-Backed Securities                           |
| BANCO SANTANDER SA AL | 2099-01-01      | 9.6250%  | N/A     | $800000.00         | $971779.33         | Corporate Debt Securities                         |
| BEAR STEARNS ABS TR 2 | 2037-05-25      | 4.4382%  | N/A     | $3650000.00        | $2352445.11        | Asset-Backed Securities                           |
| BELLEMEADE RE 2023-1  | 2033-10-25      | 10.3672% | N/A     | $3900000.00        | $4163195.23        | Asset-Backed Securities                           |
| BELLEMEADE RE 2025-1  | 2035-10-25      | 7.5672%  | N/A     | $2200000.00        | $2271025.68        | Asset-Backed Securities                           |
| BELLEMEADE RE 2025-1  | 2035-10-25      | 8.7172%  | N/A     | $2300000.00        | $2376330.76        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2013 | 2030-10-22      | 10.2308% | N/A     | $6950000.00        | $6804194.63        | Asset-Backed Securities                           |
| BRAVO MTG ASSET TR 20 | 2036-07-25      | 4.4632%  | N/A     | $43681654.00       | $7421818.43        | Asset-Backed Securities                           |
| C-BASS TRUST 2006-CB8 | 2036-10-25      | 4.2482%  | N/A     | $10796000.00       | $5606200.99        | Asset-Backed Securities                           |
| CANYON CLO LTD 2016-2 | 2031-10-15      | 9.9338%  | N/A     | $1000000.00        | $915535.37         | Asset-Backed Securities                           |
| CARLYLE US CLO 2024-4 | 2037-07-20      | 9.6176%  | N/A     | $8779900.00        | $8362836.68        | Asset-Backed Securities                           |
| CARRINGTON MTG LN 200 | 2036-01-25      | 4.4632%  | N/A     | $20321361.00       | $6247071.45        | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2 | 2030-04-10      | 10.4600% | N/A     | $2000000.00        | $2142292.89        | Asset-Backed Securities                           |
| CHERRY SECURITIZN TR  | 2032-04-15      | 12.2800% | N/A     | $4250000.00        | $4358758.92        | Asset-Backed Securities                           |
| CITIGROUP INCPERP SR  | 2099-01-01      | 7.1250%  | N/A     | $592000.00         | $615262.64         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2 | 2037-01-25      | 4.3282%  | N/A     | $5815000.00        | $3852354.23        | Asset-Backed Securities                           |
| COLUMBIA CENT CLO LTD | 2036-07-25      | 0.0000%  | N/A     | $6029181.00        | $3968111.50        | Asset-Backed Securities                           |
| COULMBIA CENT CLO 201 | 2035-01-25      | 11.1996% | N/A     | $4750000.00        | $4951282.32        | Asset-Backed Securities                           |
| CROTON PARK CLO LTD 2 | 2037-10-15      | 9.2222%  | N/A     | $546582.00         | $536702.75         | Asset-Backed Securities                           |
| CROWN POINT CLO 2020- | 2032-07-14      | 0.0000%  | N/A     | $5000000.00        | $2458300.00        | Asset-Backed Securities                           |
| CWABS INC 2004-13MV-7 | 2035-02-25      | 6.1882%  | N/A     | $5408000.00        | $4211503.28        | Asset-Backed Securities                           |
| CWABS INC 2005-1 MF-4 | 2035-04-25      | 5.6540%  | N/A     | $4000000.00        | $3078548.73        | Asset-Backed Securities                           |
| CWABS INC 2005-3 MV-8 | 2035-04-25      | 5.8882%  | N/A     | $6691000.00        | $5625064.24        | Asset-Backed Securities                           |
| CWABS INC 2005-4 MV-7 | 2035-07-25      | 5.6632%  | N/A     | $5700000.00        | $4327287.08        | Asset-Backed Securities                           |
| CWABS INC 2005-AB2 M- | 2035-08-25      | 4.5082%  | N/A     | $2359000.00        | $1009341.09        | Asset-Backed Securities                           |
| CWABS INC 2005-AB4 1- | 2036-03-25      | 4.2682%  | N/A     | $31673.00          | $885.10            | Asset-Backed Securities                           |
| CWABS INC 2006-11MV-1 | 2035-06-25      | 4.1932%  | N/A     | $5079500.00        | $3542778.50        | Asset-Backed Securities                           |
| CWABS INC 2006-2 M-32 | 2036-04-25      | 4.4482%  | N/A     | $3100000.00        | $2276655.55        | Asset-Backed Securities                           |
| CWABS INC 2007-5 2-A- | 2036-02-25      | 4.4282%  | N/A     | $8000000.00        | $6495149.39        | Asset-Backed Securities                           |
| DRYDEN 113 CLO 0.0 20 | 2037-10-15      | 0.0000%  | N/A     | $3000000.00        | $2221107.00        | Asset-Backed Securities                           |
| DRYDEN 2019-68R CLO L | 2035-07-16      | 10.6838% | N/A     | $3700488.00        | $3455631.17        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2020-8 | 2034-07-17      | 10.4292% | N/A     | $6000000.00        | $5717451.86        | Asset-Backed Securities                           |
| ENBRIDGE INC LW TIER  | 2084-01-15      | 8.5000%  | N/A     | $4674000.00        | $5444493.32        | Corporate Debt Securities                         |
| ENCORE CREDIT REC TR  | 2035-10-25      | 5.5432%  | N/A     | $7955000.00        | $6021387.33        | Asset-Backed Securities                           |
| EXETER ATMBL REC TR 2 | 2030-03-15      | 8.2300%  | N/A     | $25000.00          | $25587.28          | Asset-Backed Securities                           |
| EXETER AUTO REC TR 20 | 2033-04-15      | 6.9900%  | N/A     | $109000.00         | $111385.90         | Asset-Backed Securities                           |
| EXETER AUTO RECV TR 2 | 2030-04-15      | 10.4500% | N/A     | $11278000.00       | $12001171.67       | Asset-Backed Securities                           |
| EXETER AUTOMBL REC TR | 2032-09-15      | 7.4800%  | N/A     | $7773000.00        | $8130669.42        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE REC | 2029-10-15      | 6.3400%  | N/A     | $2457000.00        | $2410590.55        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE REC | 2030-01-15      | 9.0900%  | N/A     | $14949000.00       | $15220982.11       | Asset-Backed Securities                           |
| EXETER AUTOMOBILE TR  | 2030-06-17      | 11.6100% | N/A     | $11560000.00       | $12308579.36       | Asset-Backed Securities                           |
| FIGRE TR 2023-HE2CE 2 | 2053-05-25      | 5.1552%  | N/A     | $3497827.00        | $2330338.97        | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE1  | 2054-03-25      | 5.3732%  | N/A     | $1883641.00        | $3741859.39        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 20 | 2036-05-25      | 4.7632%  | N/A     | $3500000.00        | $1985084.24        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 20 | 2034-05-25      | 6.1132%  | N/A     | $5867000.00        | $3674561.05        | Asset-Backed Securities                           |
| FORTRESS CRE BSL LTD  | 2031-07-23      | 10.3826% | N/A     | $8000000.00        | $7619553.79        | Asset-Backed Securities                           |
| FOUNDATION FIN TRUST  | 2052-08-15      | 8.4200%  | N/A     | $1435000.00        | $1474077.44        | Asset-Backed Securities                           |
| FOUNDATION FINANCE TR | 2052-04-15      | 8.3500%  | N/A     | $4650000.00        | $4764479.90        | Asset-Backed Securities                           |
| FOUNDATION FINANCE TR | 2050-04-15      | 8.3700%  | N/A     | $3125000.00        | $2936624.59        | Asset-Backed Securities                           |
| FREMONT HM LN TR 2005 | 2035-11-25      | 4.4482%  | N/A     | $29200000.00       | $14634191.58       | Asset-Backed Securities                           |
| GALAXY XXIV 11.2061 1 | 2037-04-15      | 10.6222% | N/A     | $6017600.00        | $6030691.99        | Asset-Backed Securities                           |
| GENERATE CLO 13 LTDSU | 2037-01-21      | 0.0000%  | N/A     | $8000000.00        | $3840000.00        | Asset-Backed Securities                           |
| GLS AUTO RECEIVABLES  | 2030-08-15      | 9.7200%  | N/A     | $1860000.00        | $2012343.30        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPRV S | 2049-06-21      | 8.1600%  | N/A     | $1895707.00        | $1734574.15        | Asset-Backed Securities                           |
| GS MTG BACKED SEC 202 | 2060-12-25      | 3.9313%  | N/A     | $54939931.00       | $36385689.71       | Asset-Backed Securities                           |
| GSAMP TRUST 2005-AHL2 | 2035-12-25      | 4.4482%  | N/A     | $12600000.00       | $5413466.93        | Asset-Backed Securities                           |
| GSAMP TRUST 2005-SD1  | 2034-12-25      | 6.4132%  | N/A     | $2421395.00        | $1647697.22        | Asset-Backed Securities                           |
| GSAMP TRUST 2006-HE5  | 2036-08-25      | 4.2382%  | N/A     | $6723000.00        | $3807278.34        | Asset-Backed Securities                           |
| GSAMP TRUST 2006-HE8  | 2037-01-26      | 4.1632%  | N/A     | $15000000.00       | $6219805.02        | Asset-Backed Securities                           |
| GSAMP TRUST 2006-SD2  | 2036-05-25      | 4.4932%  | N/A     | $9191271.00        | $3651759.77        | Asset-Backed Securities                           |
| GSAMP TRUST 2006-SD3  | 2036-06-25      | 4.4632%  | N/A     | $11003867.00       | $1632229.85        | Asset-Backed Securities                           |
| HALCYON LN ADV FDG 20 | 2027-04-20      | 9.5792%  | N/A     | $5000000.00        | $1413818.04        | Asset-Backed Securities                           |
| HALCYON LN ADV FDG LT | 2031-01-22      | 10.8308% | N/A     | $2642231.00        | $2582624.41        | Asset-Backed Securities                           |
| HOME RE 2026-1 LTD B- | 2036-01-25      | 8.9280%  | N/A     | $1500000.00        | $1521631.60        | Asset-Backed Securities                           |
| ICG US CLO 2016-1SUB  | 2028-07-31      | 0.0000%  | N/A     | $11250000.00       | $2432992.50        | Asset-Backed Securities                           |
| INVESCO CLO LTD 2021- | 2034-07-17      | 10.0838% | N/A     | $12250000.00       | $11450865.59       | Asset-Backed Securities                           |
| IVY HILL MID MKT CR F | 2036-04-20      | 11.5176% | N/A     | $5587800.00        | $5548392.03        | Asset-Backed Securities                           |
| IXIS REAL ESTATE TR 2 | 2036-02-25      | 4.4482%  | N/A     | $8000000.00        | $2436113.40        | Asset-Backed Securities                           |
| KKR CLO LTD 2019-24E2 | 2032-04-20      | 10.3092% | N/A     | $1732610.00        | $1670204.81        | Asset-Backed Securities                           |
| LAKE SHORE MM CLO LLC | 2037-01-15      | 11.9822% | N/A     | $2733314.00        | $2697308.22        | Asset-Backed Securities                           |
| LAUREL RD PRIME STD L | 2050-11-25      | 0.0000%  | N/A     | $134776000.00      | $1994588.99        | Asset-Backed Securities                           |
| LCM LTD 2019-30R E-R2 | 2031-04-21      | 10.4292% | N/A     | $2045262.00        | $1582457.34        | Asset-Backed Securities                           |
| LCM LTD 2022-37E20340 | 2034-04-17      | 11.3022% | N/A     | $8000000.00        | $6903838.70        | Asset-Backed Securities                           |
| LONG BEACH MTG LN TR  | 2035-11-25      | 4.4932%  | N/A     | $133181.00         | $95215.96          | Asset-Backed Securities                           |
| LONG BEACH MTG LN TR  | 2035-04-25      | 5.6632%  | N/A     | $16000000.00       | $7642527.44        | Asset-Backed Securities                           |
| MAGNETITE 50 LIMITED  | 2038-07-25      | 0.0000%  | N/A     | $6072000.00        | $4370558.81        | Asset-Backed Securities                           |
| MARLETTE FDING TR 202 | 2033-06-15      | 7.9200%  | N/A     | $1730000.00        | $1768546.13        | Asset-Backed Securities                           |
| MASTR ABS TRUST 2006- | 2036-10-25      | 4.1782%  | N/A     | $9079900.00        | $4552381.32        | Asset-Backed Securities                           |
| MASTR ASSET BKD SECS  | 2036-01-25      | 4.4032%  | N/A     | $7530397.00        | $5781105.85        | Asset-Backed Securities                           |
| MCF CLO IX LTD 2019-1 | 2036-04-17      | 11.7276% | N/A     | $1478140.00        | $1475315.52        | Asset-Backed Securities                           |
| MCF CLO LLC 2017-5RR  | 2037-10-20      | 11.1676% | N/A     | $2959771.00        | $2841933.80        | Asset-Backed Securities                           |
| MCF CLO LTD 2023-10R  | 2037-04-15      | 10.1222% | N/A     | $4119324.00        | $3762143.16        | Asset-Backed Securities                           |
| METAL 2017-1 LTD A204 | 2042-10-15      | 4.5810%  | N/A     | $8400000.00        | $2355524.92        | Asset-Backed Securities                           |
| MOLINA HEALTHCARE INC | 2031-02-15      | 6.5000%  | N/A     | $4993000.00        | $5112801.49        | Corporate Debt Securities                         |
| MORGAN STANLEY CAP 20 | 2035-11-25      | 4.4932%  | N/A     | $5936189.00        | $5182347.32        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2035-04-25      | 5.5882%  | N/A     | $4131000.00        | $2081354.08        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2035-07-25      | 4.8982%  | N/A     | $7500000.00        | $4787899.38        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2034-07-25      | 9.0382%  | N/A     | $12638000.00       | $2327612.24        | Asset-Backed Securities                           |
| MOUNTIA VIEW CLO LTD2 | 2037-07-15      | 11.7422% | N/A     | $2228701.00        | $2127017.39        | Asset-Backed Securities                           |
| NEW CENTURY HEQ TR 20 | 2035-09-25      | 4.9132%  | N/A     | $15225129.00       | $8282049.46        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2019- | 2059-02-25      | 3.9548%  | N/A     | $5869585.00        | $4627826.46        | Asset-Backed Securities                           |
| NEW RESIDENTIAL MTG 2 | 2065-10-26      | 5.0100%  | N/A     | $250000.00         | $246366.00         | Private Label Collateralized Mortgage Obligations |
| NOMURA HEQ LN TR 2006 | 2035-11-25      | 4.4032%  | N/A     | $29950000.00       | $13062604.35       | Asset-Backed Securities                           |
| NOVASTAR HEQ LN TR 20 | 2035-10-25      | 4.7032%  | N/A     | $2462000.00        | $2295508.13        | Asset-Backed Securities                           |
| OAKTREE CLO 2020-1 SU | 2029-07-16      | 0.0000%  | N/A     | $7325001.00        | $3223000.44        | Asset-Backed Securities                           |
| OCP CLO LTD 2024-34SU | 2037-10-15      | 0.0000%  | N/A     | $3630967.00        | $2033341.52        | Asset-Backed Securities                           |
| ONEMAIN FIN CORP SR G | 2033-03-15      | 6.5000%  | N/A     | $1237000.00        | $1267898.89        | Corporate Debt Securities                         |
| OSD CLO LTD 2021-23SU | 2031-04-17      | 0.0000%  | N/A     | $2965800.00        | $1232794.09        | Asset-Backed Securities                           |
| OZLM VI LTD2018-6D-S2 | 2031-04-17      | 9.9792%  | N/A     | $14875000.00       | $13789922.94       | Asset-Backed Securities                           |
| OZLM XXII 2018-22D203 | 2031-01-17      | 9.2292%  | N/A     | $5816836.00        | $5459461.08        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST  | 2033-03-15      | 9.6980%  | N/A     | $2077000.00        | $2113167.54        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST  | 2033-01-18      | 11.6020% | N/A     | $35000000.00       | $35096484.29       | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST  | 2031-12-15      | 10.8950% | N/A     | $4274697.00        | $2235468.39        | Asset-Backed Securities                           |
| PAGAYA AI TECHNOLOGY  | 2040-10-26      | 3.6000%  | N/A     | $2332000.00        | $1881576.53        | Asset-Backed Securities                           |
| PAGAYA PT OF SALE HLD | 2034-01-20      | 11.2760% | N/A     | $3000000.00        | $3083047.67        | Asset-Backed Securities                           |
| PARAMOUNT GLOBAL SR G | 2029-06-01      | 4.2000%  | N/A     | $1704000.00        | $1669295.20        | Corporate Debt Securities                         |
| PARK PLACE SECS 2005- | 2035-09-25      | 4.7032%  | N/A     | $17638149.00       | $9747963.30        | Asset-Backed Securities                           |
| PARK PLACE SECS 2005- | 2035-03-25      | 5.6632%  | N/A     | $10000000.00       | $6294237.03        | Asset-Backed Securities                           |
| PIKES PEK CLOLTD 2021 | 2037-02-25      | 10.6491% | N/A     | $2948930.00        | $2924836.11        | Asset-Backed Securities                           |
| POPULAR ABS 2006-A M- | 2036-02-25      | 4.8232%  | N/A     | $3600000.00        | $3206304.51        | Asset-Backed Securities                           |
| PROG RES TR 2022-SFR1 | 2041-02-20      | 5.5200%  | N/A     | $2000000.00        | $1998737.33        | Asset-Backed Securities                           |
| PROG RES TR 2022-SFR1 | 2041-02-20      | 5.2500%  | N/A     | $2800000.00        | $2744839.06        | Asset-Backed Securities                           |
| RAMP SERIES TRUST 200 | 2036-03-25      | 4.3282%  | N/A     | $4180000.00        | $2857818.81        | Asset-Backed Securities                           |
| RASC SERIES TRUST 200 | 2036-06-25      | 4.2082%  | N/A     | $27743000.00       | $8567148.09        | Asset-Backed Securities                           |
| REGATTA FDG LTD 2021- | 2035-01-22      | 0.0000%  | N/A     | $6400000.00        | $2560000.00        | Asset-Backed Securities                           |
| REGATTA XI FDG 2018-1 | 2031-07-17      | 0.0000%  | N/A     | $15000000.00       | $2250000.00        | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2005- | 2035-11-25      | 5.7560%  | N/A     | $4050000.00        | $1438536.63        | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2005- | 2035-05-25      | 5.8570%  | N/A     | $6624900.00        | $3105246.22        | Asset-Backed Securities                           |
| REPUBLIC FINAN ISSUAN | 2037-11-20      | 5.8600%  | N/A     | $1356000.00        | $1394026.91        | Asset-Backed Securities                           |
| REPUBLIC FINAN ISSUAN | 2037-11-20      | 8.8300%  | N/A     | $1750000.00        | $1815416.65        | Asset-Backed Securities                           |
| RR 2 LTD 2017-2SUB NT | 2117-10-15      | 0.0000%  | N/A     | $11000000.00       | $2090000.00        | Asset-Backed Securities                           |
| RR LTD 2021-16 SUB203 | 2036-07-15      | 0.0000%  | N/A     | $3500000.00        | $1050000.00        | Asset-Backed Securities                           |
| RRD INTER HLDGS INCSR | 2030-12-01      | 11.0000% | N/A     | $151000.00         | $160902.24         | Corporate Debt Securities                         |
| SCULPTOR CLO LTD 2024 | 2037-07-20      | 10.3176% | N/A     | $16200000.00       | $15381330.28       | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2 | 2034-07-25      | 10.2896% | N/A     | $3117661.00        | $2654302.81        | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2 | 2032-01-26      | 10.8296% | N/A     | $6500000.00        | $6041401.19        | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2005- | 2035-12-25      | 4.6132%  | N/A     | $3586000.00        | $1757378.82        | Asset-Backed Securities                           |
| SPECIALTY UNDRWR FIN  | 2037-09-25      | 4.2682%  | N/A     | $7611000.00        | $1410986.08        | Asset-Backed Securities                           |
| SPECIALTY UNDRWR FIN  | 2035-12-26      | 4.8532%  | N/A     | $7100000.00        | $6703412.62        | Asset-Backed Securities                           |
| SPIRIT AIRLINES INC 2 | 2029-10-01      | 4.1000%  | N/A     | $4169000.00        | $1905404.38        | Asset-Backed Securities                           |
| STEWART PARK CLO 2015 | 2026-04-15      | 0.0000%  | N/A     | $27275396.00       | $409130.94         | Asset-Backed Securities                           |
| STRUCTURED ASSET INV  | 2035-11-25      | 4.4632%  | N/A     | $1800506.00        | $1235511.87        | Asset-Backed Securities                           |
| STRUCTURED ASSET INV  | 2035-07-25      | 4.7632%  | N/A     | $10700000.00       | $8346924.83        | Asset-Backed Securities                           |
| STRUCTURED ASSET INV  | 2036-01-25      | 4.4032%  | N/A     | $37505782.00       | $7125399.30        | Asset-Backed Securities                           |
| STRUCTURED ASSET INV  | 2035-03-25      | 4.8082%  | N/A     | $16936935.00       | $9004436.00        | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS | 2036-10-25      | 4.2682%  | N/A     | $11657000.00       | $2072009.86        | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS | 2035-07-25      | 7.1632%  | N/A     | $2391900.00        | $988552.93         | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS | 2036-09-25      | 4.0282%  | N/A     | $7200000.00        | $4633292.09        | Asset-Backed Securities                           |
| SUNNOVA SOL V ISER LL | 2058-04-30      | 7.3500%  | N/A     | $1920000.00        | $1810395.73        | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2020 | 2034-01-17      | 9.1722%  | N/A     | $3463218.00        | $3267842.88        | Asset-Backed Securities                           |
| TIKEHAU US CLO LTD 20 | 2036-01-22      | 12.2476% | N/A     | $2742536.00        | $2622544.71        | Asset-Backed Securities                           |
| TKC HOLDINGS INCORPOR | 2031-02-15      | 12.0000% | N/A     | $2000.00           | $2111.77           | Corporate Debt Securities                         |
| TRALEE CLO VI LTD 201 | 2032-10-25      | 0.0000%  | N/A     | $12000000.00       | $2144700.00        | Asset-Backed Securities                           |
| TWIN HOSPITALITY I LL | 2054-10-26      | 11.0000% | N/A     | $22636000.00       | $18669035.97       | Asset-Backed Securities                           |
| UPGRADE RECEIVABLES T | 2031-02-18      | 8.9000%  | N/A     | $3500000.00        | $3606542.33        | Asset-Backed Securities                           |
| UPSTART SEC TRUST 202 | 2035-09-20      | 7.4100%  | N/A     | $4167000.00        | $4294734.52        | Asset-Backed Securities                           |
| UPSTART SECURITIZATI  | 2035-06-20      | 8.0000%  | N/A     | $4082000.00        | $4266569.90        | Asset-Backed Securities                           |
| WELLFLEET CLO 2019-1  | 2032-07-20      | 10.8292% | N/A     | $1949210.00        | $1790721.42        | Asset-Backed Securities                           |
| WELLS FARGO HEQ 2005- | 2034-09-25      | 7.5382%  | N/A     | $2016000.00        | $1931492.89        | Asset-Backed Securities                           |
| WIND RIV 2021- 0.0 20 | 2037-07-20      | 0.0000%  | N/A     | $4650000.00        | $1627500.00        | Asset-Backed Securities                           |
| Z CAP CR PART BSL CLO | 2036-04-16      | 11.0211% | N/A     | $3659774.00        | $3711944.02        | Asset-Backed Securities                           |
| ZAYO ISSUER LLC 2025- | 2055-10-20      | 8.4350%  | N/A     | $3000000.00        | $3190506.42        | Asset-Backed Securities                           |

### Security 80: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05GM0
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AG TRUST 2024-NLPD204 | 2041-08-15      | 8.3140%  | N/A     | $2011000.00        | $1371187.60        | Private Label Collateralized Mortgage Obligations |
| AKUMIN INC CR SEN SR  | 2031-08-31      | 9.7500%  | N/A     | $301000.00         | $301326.08         | Corporate Debt Securities                         |
| ARD FIN S ASR SEC GLB | 2027-06-30      | 0.0000%  | N/A     | $2.00              | $0.01              | Corporate Debt Securities                         |
| ARGENTINE REPUBLIC VR | 2035-12-15      | 0.0000%  | N/A     | $13666.00          | $476.94            | Other Instrument                                  |
| ASSET BACKED FDG 2005 | 2035-03-25      | 4.8382%  | N/A     | $25055.00          | $5085.80           | Asset-Backed Securities                           |
| BANC OF CALIF LOS ANG | 2031-05-01      | 3.2500%  | N/A     | $886000.00         | $857446.19         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC | 2030-01-30      | 5.2500%  | N/A     | $100000.00         | $70932.75          | Corporate Debt Securities                         |
| BOSPHORUS LLC 2015-1  | 2028-09-15      | 4.2000%  | N/A     | $4000.00           | $835.15            | Asset-Backed Securities                           |
| CITIGROUP INCPERP JR  | 2099-01-01      | 7.6250%  | N/A     | $59000.00          | $62694.68          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATI | 2037-09-20      | 5.0000%  | N/A     | $389000.00         | $313855.14         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2026-11-05      | 5.1250%  | N/A     | $1101000.00        | $1125083.76        | Corporate Debt Securities                         |
| HOME EQUITY MTG INABS | 2037-04-25      | 4.0282%  | N/A     | $3023890.00        | $926673.22         | Asset-Backed Securities                           |
| ING GROEP N.V. ALT TI | 2099-01-01      | 7.0000%  | N/A     | $773000.00         | $823939.84         | Corporate Debt Securities                         |
| LAND O LAKES INC PERP | 2079-12-31      | 8.0000%  | N/A     | $28724000.00       | $29165775.12       | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP  | 2030-06-14      | 6.0000%  | N/A     | $169000.00         | $179283.09         | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC | 2087-03-07      | 7.8000%  | N/A     | $6478000.00        | $7798022.06        | Corporate Debt Securities                         |
| MCCLATCHY MEDIA CO LL | 2031-12-01      | 11.0000% | N/A     | $38.00             | $43.75             | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S  | 2033-09-13      | 8.8750%  | N/A     | $20000000.00       | $22663411.11       | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2027-09-13      | 5.7414%  | N/A     | $4000.00           | $4024.19           | Corporate Debt Securities                         |
| NOVASTAR HEQ LN TR 20 | 2036-01-25      | 4.6732%  | N/A     | $2950000.00        | $2575399.03        | Asset-Backed Securities                           |
| OBX 2025-NQM20 TRUST  | 2065-10-25      | 5.0210%  | N/A     | $392000.00         | $370089.92         | Private Label Collateralized Mortgage Obligations |
| OPEN TEXT CORP SR GLB | 2029-12-01      | 3.8750%  | N/A     | $9137000.00        | $8350093.64        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2033-05-15      | 5.5000%  | N/A     | $6000.00           | $5723.12           | Corporate Debt Securities                         |
| RAKUTEN GROUP INCSR 1 | 2027-02-15      | 11.2500% | N/A     | $12204000.00       | $12949054.20       | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $61000.00          | $30.50             | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $599.00            | $2.25              | Corporate Debt Securities                         |
| SBL HOLDINGS LLC PERP | 2099-01-01      | 6.5000%  | N/A     | $18925000.00       | $17482115.94       | Corporate Debt Securities                         |
| SBL HOLDINGS LLC PERP | 2099-01-01      | 9.5080%  | N/A     | $18719000.00       | $19148334.82       | Corporate Debt Securities                         |
| STEM INC 1LIEN GLBL P | 2030-12-30      | 11.0000% | N/A     | $13.00             | $10.88             | Corporate Debt Securities                         |
| SV RNO PPTY OWNER 1 L | 2031-03-01      | 5.8750%  | N/A     | $256000.00         | $257333.65         | Corporate Debt Securities                         |
| UNIGEL LUXEMBOURG SA  | 2028-12-31      | 11.0000% | N/A     | $2.00              | $0.06              | Corporate Debt Securities                         |
| UNIGEL LUXEMBOURG SA  | 2027-12-31      | 13.5000% | N/A     | $3.00              | $0.21              | Corporate Debt Securities                         |

### Security 81: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05IB2
- **C.18 - Value (incl. sponsor support):** $317000000.00
- **C.18.a - Value (excl. sponsor support):** $317000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANTARES CLO LLC 2024- | 2036-10-20      | 5.5176%  | N/A     | $1525607.00        | $1533622.79        | Asset-Backed Securities                           |
| ASB BK LTD FR 2.375%1 | 2031-10-22      | 2.3750%  | N/A     | $358000.00         | $328016.26         | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2028-06-18      | 4.3106%  | N/A     | $4725000.00        | $4785133.53        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2027-09-30      | 4.3409%  | N/A     | $3600000.00        | $3642655.06        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2028-12-08      | 4.3015%  | N/A     | $1000000.00        | $1012600.39        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2028-06-18      | 4.3106%  | N/A     | $600000.00         | $607636.00         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 5 | 2037-02-06      | 5.0450%  | N/A     | $18336000.00       | $18668668.52       | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2027-04-20      | 4.3916%  | N/A     | $3848000.00        | $3868083.18        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2027-04-20      | 4.5870%  | N/A     | $8382000.00        | $8524761.53        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FI | 2050-10-15      | 2.8500%  | N/A     | $30000.00          | $19707.90          | Corporate Debt Securities                         |
| BLACKROCK INCSR GLBL  | 2029-04-30      | 3.2500%  | N/A     | $200000.00         | $198740.50         | Corporate Debt Securities                         |
| CHEVRON USA INCSR GLB | 2027-08-13      | 3.9500%  | N/A     | $877000.00         | $882416.45         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2026-05-18      | 2.8500%  | N/A     | $54000.00          | $54307.13          | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2026-09-06      | 2.6250%  | N/A     | $72000.00          | $72467.91          | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2047-07-12      | 3.9000%  | N/A     | $310000.00         | $260227.95         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2047-07-12      | 3.9000%  | N/A     | $424000.00         | $355924.68         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2027-03-14      | 2.5520%  | N/A     | $399000.00         | $399065.79         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2031-09-15      | 1.8750%  | N/A     | $2680000.00        | $2423383.30        | Corporate Debt Securities                         |
| COSTCO WHOLESALE CORP | 2032-04-20      | 1.7500%  | N/A     | $385000.00         | $339798.54         | Corporate Debt Securities                         |
| EQUINOR ASASR GLBL DE | 2027-09-23      | 7.2500%  | N/A     | $1999000.00        | $2169842.31        | Corporate Debt Securities                         |
| EQUINOR ASASR GLBL NT | 2040-04-06      | 3.6250%  | N/A     | $1000.00           | $873.61            | Corporate Debt Securities                         |
| EQUINOR ASASR GLBL NT | 2049-11-18      | 3.2500%  | N/A     | $97000.00          | $69931.91          | Corporate Debt Securities                         |
| EQUINOR ASASR NT 3.95 | 2043-05-15      | 3.9500%  | N/A     | $106000.00         | $91224.84          | Corporate Debt Securities                         |
| EQUINOR ASASR NT 4.8% | 2043-11-08      | 4.8000%  | N/A     | $1000.00           | $961.46            | Corporate Debt Securities                         |
| EXXON MOBIL CORP SR G | 2026-08-16      | 2.2750%  | N/A     | $2000.00           | $1988.29           | Corporate Debt Securities                         |
| GRUMA SAB DE CVSR GLB | 2054-12-09      | 5.7610%  | N/A     | $386000.00         | $392362.12         | Corporate Debt Securities                         |
| HACKENSACK MERIDIAN H | 2048-07-01      | 4.2110%  | N/A     | $684000.00         | $589355.22         | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 202 | 2052-07-25      | 0.2244%  | N/A     | $29164.00          | $141.39            | Private Label Collateralized Mortgage Obligations |
| KAISER FNDTN HOSP/HLT | 2051-06-01      | 3.0020%  | N/A     | $138000.00         | $93969.92          | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG I | 2029-01-22      | 4.0000%  | N/A     | $200000.00         | $200977.78         | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG I | 2031-09-17      | 4.3500%  | N/A     | $894000.00         | $910068.16         | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG I | 2031-09-17      | 4.3500%  | N/A     | $736000.00         | $749228.37         | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2035-11-15      | 4.8750%  | N/A     | $36000.00          | $36847.71          | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2065-11-15      | 5.7500%  | N/A     | $10871000.00       | $10775425.79       | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2027-08-15      | 3.5000%  | N/A     | $5668000.00        | $5666620.79        | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLO | 2030-01-09      | 4.9000%  | N/A     | $2678000.00        | $2772970.81        | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLO | 2033-03-28      | 5.1500%  | N/A     | $1835000.00        | $1944962.88        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.4 | 2028-01-21      | 2.4750%  | N/A     | $67306000.00       | $66565297.47       | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.0 | 2037-01-30      | 5.0730%  | N/A     | $45748000.00       | $46275150.39       | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2027-01-12      | 1.8870%  | N/A     | $2269000.00        | $2239409.40        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2028-06-13      | 4.3414%  | N/A     | $2405000.00        | $2438745.97        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2031-01-13      | 4.1480%  | N/A     | $2000.00           | $2023.90           | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2027-10-26      | 4.2835%  | N/A     | $300000.00         | $302115.90         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2027-01-12      | 4.3294%  | N/A     | $3500000.00        | $3536306.66        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2027-10-26      | 4.2835%  | N/A     | $1091000.00        | $1098694.83        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2034-01-10      | 4.9510%  | N/A     | $1184000.00        | $1237580.51        | Corporate Debt Securities                         |
| NESTLE HLDGS INC GLBL | 2027-10-01      | 4.1250%  | N/A     | $374000.00         | $382841.05         | Corporate Debt Securities                         |
| NESTLE HLDGS INC GLBL | 2041-09-14      | 2.5000%  | N/A     | $1038000.00        | $769624.52         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2029-09-10      | 4.3750%  | N/A     | $546000.00         | $564561.35         | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE | 2059-09-30      | 3.6250%  | N/A     | $336000.00         | $244168.54         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2035-11-05      | 4.6000%  | N/A     | $6466000.00        | $6576769.76        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2028-11-05      | 4.2038%  | N/A     | $45000.00          | $45437.29          | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2045-11-05      | 5.2000%  | N/A     | $7379000.00        | $7404810.10        | Corporate Debt Securities                         |
| NVIDIA CORPORATION SR | 2026-09-16      | 3.2000%  | N/A     | $3382000.00        | $3420423.28        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2065-09-26      | 6.1000%  | N/A     | $1128000.00        | $1013650.25        | Corporate Debt Securities                         |
| ORION CLO LTD 2024-4  | 2037-10-20      | 5.4176%  | N/A     | $1781448.00        | $1796356.24        | Asset-Backed Securities                           |
| SANOFI SAGLBL FLT NT  | 2027-11-03      | 4.1450%  | N/A     | $1000.00           | $1007.02           | Corporate Debt Securities                         |
| SANOFI SAGLBL NT 3.75 | 2027-11-03      | 3.7500%  | N/A     | $986000.00         | $999463.83         | Corporate Debt Securities                         |
| SANTANDER MTG ASSET 2 | 2065-11-25      | 5.1380%  | N/A     | $318686.00         | $302199.27         | Private Label Collateralized Mortgage Obligations |
| SIEMENS FIN NV GLBL 1 | 2026-08-17      | 6.1250%  | N/A     | $200000.00         | $202330.28         | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.  | 2028-05-26      | 4.3258%  | N/A     | $5250000.00        | $5279136.03        | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN | 2026-06-15      | 5.2500%  | N/A     | $3235000.00        | $3281875.15        | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-12-17      | 4.5680%  | N/A     | $49899000.00       | $50645599.93       | Corporate Debt Securities                         |
| TSMC GLOBAL LTDSR GLB | 2032-07-22      | 4.6250%  | N/A     | $200000.00         | $207135.31         | Corporate Debt Securities                         |
| VASA TRUST 2021-VASA  | 2039-07-15      | 5.8745%  | N/A     | $2209196.00        | $2058014.44        | Private Label Collateralized Mortgage Obligations |
| VISA INC SR GLBL NT 2 | 2027-09-15      | 2.7500%  | N/A     | $16000.00          | $15982.16          | Corporate Debt Securities                         |
| VISA INC SR GLBL NT3. | 2029-02-12      | 3.8000%  | N/A     | $2000.00           | $2012.03           | Corporate Debt Securities                         |
| VISA INC SR GLBL NT4. | 2031-02-12      | 4.1000%  | N/A     | $2000000.00        | $2025376.67        | Corporate Debt Securities                         |
| VISA INC SR GLBL NT4. | 2036-02-12      | 4.7000%  | N/A     | $258000.00         | $261250.37         | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2051-04-04      | 5.0130%  | N/A     | $49454000.00       | $46247538.64       | Corporate Debt Securities                         |
| WESTERN-SOUTHERN GLOB | 2032-12-10      | 4.7000%  | N/A     | $490000.00         | $495254.16         | Corporate Debt Securities                         |
| WESTPAC BKG CORP GLBL | 2026-06-03      | 1.1500%  | N/A     | $1305000.00        | $1299484.20        | Corporate Debt Securities                         |
| WESTPAC BKG CORP SR G | 2026-10-20      | 4.6000%  | N/A     | $34000.00          | $34741.12          | Corporate Debt Securities                         |
| WESTPAC BKG CORP SR G | 2026-05-13      | 2.8500%  | N/A     | $288000.00         | $289783.68         | Corporate Debt Securities                         |
| WESTPAC BKG CORP VR 0 | 2026-04-16      | 4.1010%  | N/A     | $2152000.00        | $2163140.28        | Corporate Debt Securities                         |

### Security 82: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05IX4
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABPCI DI ECT LENDING  | 2036-01-20      | 5.8676%  | N/A     | $10250000.00       | $10321069.49       | Asset-Backed Securities                           |
| ABPCI DIRECT 6.24792  | 2036-10-30      | 5.4668%  | N/A     | $1490905.00        | $1500437.83        | Asset-Backed Securities                           |
| ABRY LIQUID CRD CLO L | 2039-04-20      | 0.0100%  | N/A     | $1500000.00        | $1499346.83        | Asset-Backed Securities                           |
| AGL CLO LTD 2022-17R  | 2035-01-22      | 4.6197%  | N/A     | $11110496.00       | $11165248.69       | Asset-Backed Securities                           |
| AIRPORT AUTHORITY HON | 2062-01-12      | 3.5000%  | N/A     | $375000.00         | $296551.88         | Other Instrument                                  |
| AIRPORT AUTHORITY HON | 2028-01-12      | 4.7500%  | N/A     | $660000.00         | $676009.95         | Other Instrument                                  |
| ALPHABET INC SR GLBL  | 2029-02-15      | 3.7000%  | N/A     | $1000.00           | $1001.39           | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2033-02-15      | 4.4000%  | N/A     | $9000.00           | $9074.71           | Corporate Debt Securities                         |
| ALTRIA GROUP INC SR G | 2050-05-06      | 4.4500%  | N/A     | $110000.00         | $91177.99          | Corporate Debt Securities                         |
| AMPHENOL CORPSR GLBL  | 2033-02-15      | 4.4000%  | N/A     | $5816000.00        | $5827263.65        | Corporate Debt Securities                         |
| ANTARES CLO LLC 2024- | 2036-10-20      | 5.5176%  | N/A     | $15419982.00       | $15501001.13       | Asset-Backed Securities                           |
| ANTARES CLO LTD 2018- | 2038-04-20      | 5.2676%  | N/A     | $2812290.00        | $2840045.27        | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD 2 | 2039-01-24      | 5.0211%  | N/A     | $8429951.00        | $8488890.22        | Asset-Backed Securities                           |
| ARES CLO LTD 2018-49R | 2036-10-22      | 5.4192%  | N/A     | $31250000.00       | $31482787.50       | Asset-Backed Securities                           |
| ARES DIRECT LDG CLO L | 2036-04-25      | 5.4680%  | N/A     | $1996399.00        | $1992666.66        | Asset-Backed Securities                           |
| BAIN CAPITAL CR CLO L | 2037-07-15      | 5.1922%  | N/A     | $3985659.00        | $4017949.94        | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2030-05-28      | 3.4900%  | N/A     | $1000000.00        | $978368.06         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2032-10-20      | 2.5720%  | N/A     | $6960000.00        | $6392018.37        | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2030-03-12      | 5.6900%  | N/A     | $238000.00         | $254145.72         | Corporate Debt Securities                         |
| BAT CAPITAL CORP FR 3 | 2040-09-25      | 3.7340%  | N/A     | $130000.00         | $109506.25         | Corporate Debt Securities                         |
| BATTALION CLO 0.01 20 | 2039-01-20      | 4.9291%  | N/A     | $17365208.00       | $17566267.59       | Asset-Backed Securities                           |
| BEIGNET INV LLCSR SEC | 2049-05-30      | 6.5810%  | N/A     | $8996000.00        | $9657025.33        | Corporate Debt Securities                         |
| BMW VEHICLE LEASE TR  | 2028-10-25      | 4.4900%  | N/A     | $5010000.00        | $5072271.51        | Asset-Backed Securities                           |
| BMW VEHICLE LEASE TRU | 2028-02-25      | 4.2100%  | N/A     | $3020000.00        | $3034142.32        | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2 | 2037-07-20      | 5.1576%  | N/A     | $3850000.00        | $3876658.04        | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRU | 2029-07-16      | 4.8900%  | N/A     | $2529000.00        | $2561396.49        | Asset-Backed Securities                           |
| CARVAL CLO LTD 2019-3 | 2032-07-20      | 4.6576%  | N/A     | $12499999.00       | $10601189.47       | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2 | 2028-12-10      | 2.9500%  | N/A     | $7000.00           | $476.60            | Asset-Backed Securities                           |
| CHILE REPSR GLBL NT 3 | 2031-04-13      | 4.3500%  | N/A     | $7515000.00        | $7557585.00        | Other Instrument                                  |
| CIFC FDG 2019-II LTD  | 2038-10-17      | 4.9176%  | N/A     | $15877207.00       | $15979945.74       | Asset-Backed Securities                           |
| CIFC FDG LTD 2020-4R  | 2040-01-17      | 4.9722%  | N/A     | $24000000.00       | $24185256.12       | Asset-Backed Securities                           |
| CITIGROUP INCSR GLBL  | 2039-01-24      | 3.8780%  | N/A     | $10000.00          | $8941.95           | Corporate Debt Securities                         |
| CNH EQUIP TRUST 2024- | 2029-06-15      | 4.7700%  | N/A     | $1000.00           | $696.43            | Asset-Backed Securities                           |
| CONN AVE SEC TR 2023- | 2043-05-26      | 5.9672%  | N/A     | $14094.00          | $7672.49           | Agency Collateralized Mortgage Obligation         |
| CONN AVE SECS 2019-R0 | 2039-09-26      | 7.5317%  | N/A     | $3525000.00        | $2496662.25        | Agency Collateralized Mortgage Obligation         |
| CONN AVE SECS 2020-R0 | 2040-01-25      | 6.7817%  | N/A     | $248016.00         | $251959.15         | Agency Collateralized Mortgage Obligation         |
| CONN AVE SECS TR 2023 | 2043-04-27      | 6.1672%  | N/A     | $1235215.00        | $390937.49         | Agency Collateralized Mortgage Obligation         |
| EMIRATE ABU DHABIFR 3 | 2050-04-16      | 3.8750%  | N/A     | $1800000.00        | $1478755.25        | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2031-02-09      | 1.3750%  | N/A     | $259000.00         | $231136.13         | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2036-01-13      | 4.3750%  | N/A     | $4602000.00        | $4638158.94        | Other Instrument                                  |
| EXPORT-IMPORT BK INDI | 2028-02-01      | 3.8750%  | N/A     | $26000.00          | $25962.52          | Other Instrument                                  |
| FHLMC STACR 2020-DNA3 | 2050-06-27      | 13.1317% | N/A     | $10000.00          | $12894.49          | Agency Collateralized Mortgage Obligation         |
| FHLMC STARC 2021-DNA5 | 2034-01-25      | 5.3172%  | N/A     | $3999997.00        | $826223.46         | Agency Collateralized Mortgage Obligation         |
| FORTES CR OPP CLO LTD | 2036-10-10      | 5.3497%  | N/A     | $10000000.00       | $10089857.02       | Asset-Backed Securities                           |
| FREDDIE SCRTT SERIES  | 2060-05-25      | 4.2500%  | N/A     | $1200175.00        | $1171275.32        | Agency Collateralized Mortgage Obligation         |
| FRETE 2021-ML08 TR MU | 2037-07-25      | 1.8770%  | N/A     | $1000.00           | $773.71            | Other Instrument                                  |
| GM FINANCIAL ATMB LT  | 2028-10-20      | 4.2200%  | N/A     | $8357000.00        | $8388928.39        | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $169000.00         | $166659.35         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2033-02-24      | 3.1020%  | N/A     | $2000.00           | $1851.96           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2029-10-21      | 4.1530%  | N/A     | $2000.00           | $2028.83           | Corporate Debt Securities                         |
| GOLUB CAP PAR CLO 202 | 2037-08-05      | 5.2832%  | N/A     | $7966112.00        | $7999080.73        | Asset-Backed Securities                           |
| GOLUB CAPITAL PART 20 | 2037-07-20      | 5.4676%  | N/A     | $3779534.00        | $3819753.48        | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2038-10-21      | 5.2397%  | N/A     | $267541.00         | $269436.59         | Asset-Backed Securities                           |
| GREAT LAKES 7.42219 1 | 2029-10-15      | 7.4222%  | N/A     | $5750000.00        | $5804656.01        | Asset-Backed Securities                           |
| ICG US CLO LTD 2014-1 | 2034-10-20      | 5.1292%  | N/A     | $15050000.00       | $15127721.16       | Asset-Backed Securities                           |
| INDONESIA REPSR GLBL  | 2056-02-21      | 5.4750%  | N/A     | $202000.00         | $199300.27         | Other Instrument                                  |
| INTUIT SR GLBL NT5.2% | 2033-09-15      | 5.2000%  | N/A     | $24000.00          | $25398.24          | Corporate Debt Securities                         |
| ISRAEL ST$GLBL BD 2.5 | 2030-01-15      | 2.5000%  | N/A     | $639000.00         | $598037.97         | Other Instrument                                  |
| ISRAEL ST$GLBL BD3.87 | 2050-07-03      | 3.8750%  | N/A     | $200000.00         | $150408.50         | Other Instrument                                  |
| ISRAEL ST$SR GLBL BD  | 2048-01-17      | 4.1250%  | N/A     | $1079000.00        | $865620.56         | Other Instrument                                  |
| JEFFERIES CR PT BDC C | 2037-04-27      | 5.2180%  | N/A     | $5051045.00        | $5077483.38        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2024 | 2054-10-20      | 4.8615%  | N/A     | $174765.00         | $72910.90          | Asset-Backed Securities                           |
| KAYNE CLO LTD 2021-10 | 2034-04-24      | 5.1026%  | N/A     | $3981986.00        | $4004885.97        | Asset-Backed Securities                           |
| KENVUE INC SR GLBL NT | 2053-03-22      | 5.0500%  | N/A     | $200000.00         | $190916.61         | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  | N/A     | $758000.00         | $763025.12         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2031-03-14      | 3.7500%  | N/A     | $27446000.00       | $27727207.14       | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2029-03-15      | 4.0000%  | N/A     | $1869000.00        | $1931275.08        | Other Instrument                                  |
| LIBERTY MUT GROUP INC | 2050-10-15      | 3.9510%  | N/A     | $2000.00           | $1528.31           | Corporate Debt Securities                         |
| MAGNETITE LIMITED 201 | 2034-04-20      | 4.9492%  | N/A     | $5541748.00        | $5578014.30        | Asset-Backed Securities                           |
| OBX TRUST 2025-NQM15  | 2065-07-25      | 5.1430%  | N/A     | $4504730.00        | $3844882.51        | Private Label Collateralized Mortgage Obligations |
| OHA CR PARTNERS LTD 2 | 2038-01-19      | 5.3176%  | N/A     | $1091756.00        | $1100449.71        | Asset-Backed Securities                           |
| OHA CREDIT FUNDING LT | 2038-07-19      | 4.9476%  | N/A     | $7000000.00        | $7052237.49        | Asset-Backed Securities                           |
| ORACLE CORPSR GLBL NT | 2046-02-04      | 6.5500%  | N/A     | $5220000.00        | $5160673.25        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2036-02-04      | 5.7000%  | N/A     | $422000.00         | $424760.58         | Corporate Debt Securities                         |
| OWL ROCK CLO LTD 2022 | 2037-11-23      | 5.2340%  | N/A     | $10941649.00       | $10973506.27       | Asset-Backed Securities                           |
| OZLM XV LTD 2016-15R  | 2033-04-20      | 3.2300%  | N/A     | $4658272.00        | $4453260.16        | Asset-Backed Securities                           |
| PALMER SQ CLO 2019-1R | 2038-08-16      | 4.9025%  | N/A     | $9069419.00        | $9102448.14        | Asset-Backed Securities                           |
| PARK BLUE CLO 2023-3R | 2038-04-20      | 5.3476%  | N/A     | $5292905.00        | $5337813.82        | Asset-Backed Securities                           |
| ROMANIAFR 6%052534    | 2034-05-25      | 6.0000%  | N/A     | $48000.00          | $50345.92          | Other Instrument                                  |
| SFS AUTO RECEIVABLES  | 2029-11-20      | 5.3300%  | N/A     | $3385000.00        | $2835563.73        | Asset-Backed Securities                           |
| SIXTH STREET CLO LTD  | 2038-01-20      | 4.8197%  | N/A     | $15473320.00       | $15552753.39       | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2022 | 2038-01-25      | 4.9280%  | N/A     | $4000000.00        | $4025961.85        | Asset-Backed Securities                           |
| SYSCO CORP SR GLBL NT | 2036-03-25      | 4.9500%  | N/A     | $1000.00           | $1002.25           | Corporate Debt Securities                         |
| TRINITAS CLO XXXIII L | 2038-07-22      | 4.9892%  | N/A     | $7072056.00        | $7123110.59        | Asset-Backed Securities                           |
| UNITED AIRLINES PT CE | 2031-09-01      | 3.5000%  | N/A     | $1000.00           | $651.20            | Asset-Backed Securities                           |
| UNITED MEXICAN STATES | 2047-01-15      | 4.3500%  | N/A     | $441000.00         | $338809.28         | Other Instrument                                  |
| UNITED MEXICAN STATES | 2050-01-31      | 4.5000%  | N/A     | $300000.00         | $232927.50         | Other Instrument                                  |
| UNITED MEXICAN STATES | 2031-03-22      | 4.7500%  | N/A     | $23000.00          | $23273.73          | Other Instrument                                  |
| UNITED MEXICAN STATES | 2048-02-10      | 4.6000%  | N/A     | $1200000.00        | $945566.67         | Other Instrument                                  |
| URUGUAY REPGLBL AMRTZ | 2055-04-20      | 4.9750%  | N/A     | $143.00            | $134.63            | Other Instrument                                  |
| VENTURE CLO LTD 2024- | 2037-10-20      | 5.1176%  | N/A     | $4000000.00        | $4031447.77        | Asset-Backed Securities                           |
| VERIZON MASTER TR 202 | 2029-11-20      | 5.6700%  | N/A     | $4093000.00        | $4151511.48        | Asset-Backed Securities                           |

### Security 83: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05JZ8
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALEXANDRIA REAL ESTAT | 2033-02-01      | 1.8750%  | N/A     | $330000.00         | $274973.88         | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2033-02-15      | 4.4000%  | N/A     | $18000.00          | $18149.42          | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2036-02-15      | 4.8000%  | N/A     | $98000.00          | $99516.71          | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2066-02-15      | 5.7500%  | N/A     | $2728000.00        | $2779848.67        | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2031-05-12      | 2.1000%  | N/A     | $5000.00           | $4576.63           | Corporate Debt Securities                         |
| AMPHENOL CORPSR GLBL  | 2035-01-15      | 5.0000%  | N/A     | $1475000.00        | $1519446.67        | Corporate Debt Securities                         |
| AMPHENOL CORPSR GLBL  | 2033-02-15      | 4.4000%  | N/A     | $1000.00           | $1001.94           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LL | 2036-02-01      | 4.7000%  | N/A     | $1000.00           | $1005.78           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2042-01-15      | 4.9500%  | N/A     | $610000.00         | $595314.25         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2039-01-23      | 5.4500%  | N/A     | $1172000.00        | $1233901.78        | Corporate Debt Securities                         |
| ANTARES CLO LLC 2024- | 2036-10-20      | 5.5176%  | N/A     | $873696.00         | $878286.54         | Asset-Backed Securities                           |
| AON CORP SR GLBL NT2. | 2030-05-15      | 2.8000%  | N/A     | $381000.00         | $363730.54         | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT IN | 2035-08-12      | 5.1500%  | N/A     | $7000.00           | $6966.65           | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT4. | 2048-03-09      | 4.5000%  | N/A     | $2000000.00        | $1719640.00        | Corporate Debt Securities                         |
| BAE SYSTEMS PLCSR GLB | 2030-04-15      | 3.4000%  | N/A     | $387000.00         | $382002.54         | Corporate Debt Securities                         |
| BAIN CAPITAL CR CLO L | 2037-07-15      | 5.1922%  | N/A     | $250000.00         | $252025.45         | Asset-Backed Securities                           |
| BARCLAYS PLC SR GLBL  | 2036-02-25      | 5.7850%  | N/A     | $2081000.00        | $2186738.50        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY EN | 2036-04-01      | 6.1250%  | N/A     | $1040000.00        | $1166204.29        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY EN | 2053-05-01      | 4.6000%  | N/A     | $659000.00         | $570583.43         | Corporate Debt Securities                         |
| BMW US CAP LLC GLBL 1 | 2027-08-11      | 4.1500%  | N/A     | $100000.00         | $100590.44         | Corporate Debt Securities                         |
| BROOKFIELD CAP FIN LL | 2033-06-14      | 6.0870%  | N/A     | $1379000.00        | $1484304.69        | Corporate Debt Securities                         |
| BROOKFIELD FIN I UK P | 2032-01-30      | 2.3400%  | N/A     | $300000.00         | $265576.50         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC SR | 2036-01-15      | 5.3300%  | N/A     | $848000.00         | $856130.91         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC SR | 2034-01-05      | 6.3500%  | N/A     | $1035000.00        | $1133420.45        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2086-07-28      | 6.5000%  | N/A     | $1000.00           | $1013.05           | Corporate Debt Securities                         |
| CANADIAN NATL RY COSR | 2046-08-02      | 3.2000%  | N/A     | $134000.00         | $99420.26          | Corporate Debt Securities                         |
| CARLYLE GROUP INCSR G | 2035-09-19      | 5.0500%  | N/A     | $1997000.00        | $2019014.71        | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2036-03-27      | 5.3330%  | N/A     | $5889000.00        | $6197765.18        | Corporate Debt Securities                         |
| COMCAST CORP NEW GLBL | 2034-06-01      | 5.3000%  | N/A     | $660000.00         | $696195.13         | Corporate Debt Securities                         |
| COMCAST CORP NEW GLBL | 2027-04-01      | 3.3000%  | N/A     | $318000.00         | $320354.26         | Corporate Debt Securities                         |
| COMCAST CORP NEW SR N | 2033-05-15      | 4.8000%  | N/A     | $741000.00         | $764993.58         | Corporate Debt Securities                         |
| COMCAST CORP NEW SR N | 2033-03-15      | 7.0500%  | N/A     | $219000.00         | $259586.18         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2060-12-01      | 3.0000%  | N/A     | $71000.00          | $42888.02          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2055-11-15      | 5.7500%  | N/A     | $200000.00         | $206184.56         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2057-11-15      | 4.0000%  | N/A     | $656000.00         | $504558.03         | Corporate Debt Securities                         |
| CROSSMTG TR 2025-H7A- | 2070-09-25      | 4.9340%  | N/A     | $105368.00         | $100148.83         | Private Label Collateralized Mortgage Obligations |
| CSL FIN PLCSR 144A NT | 2062-04-27      | 4.9500%  | N/A     | $794000.00         | $717116.98         | Corporate Debt Securities                         |
| CSL FIN PLCSR 144A NT | 2032-04-27      | 4.2500%  | N/A     | $147000.00         | $147844.76         | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATI | 2037-09-15      | 6.7500%  | N/A     | $520000.00         | $595459.80         | Corporate Debt Securities                         |
| DHAFRAH PV2 ENERGY CO | 2053-06-30      | 5.7940%  | N/A     | $100000.00         | $103384.97         | Corporate Debt Securities                         |
| DIAGEO CAP PLC GLBL N | 2027-10-24      | 5.3000%  | N/A     | $200000.00         | $208245.67         | Corporate Debt Securities                         |
| ECOLAB INC SR GLBL NT | 2026-11-01      | 2.7000%  | N/A     | $1150000.00        | $1152403.50        | Corporate Debt Securities                         |
| ECOLAB INC SR GLBL NT | 2047-12-01      | 3.9500%  | N/A     | $441000.00         | $371540.79         | Corporate Debt Securities                         |
| ENI SPAGLBL B 144A NT | 2040-10-01      | 5.7000%  | N/A     | $715000.00         | $743969.42         | Corporate Debt Securities                         |
| ENTERGY CORP NEW SR G | 2026-09-01      | 2.9500%  | N/A     | $615000.00         | $620524.07         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2060-01-31      | 3.9500%  | N/A     | $1000.00           | $747.44            | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2031-01-15      | 4.6000%  | N/A     | $1881000.00        | $1929034.47        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2049-02-01      | 4.8000%  | N/A     | $873000.00         | $788220.06         | Corporate Debt Securities                         |
| EOG RES INCSR NT 3.9% | 2035-04-01      | 3.9000%  | N/A     | $475000.00         | $454179.17         | Corporate Debt Securities                         |
| EQUINOR ASASR NT 4.8% | 2043-11-08      | 4.8000%  | N/A     | $1000.00           | $961.46            | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K- | 2029-06-25      | 2.7850%  | N/A     | $12078.00          | $11756.54          | Agency Collateralized Mortgage Obligation         |
| FORTITUDE GLOBAL FDG  | 2028-10-06      | 4.6250%  | N/A     | $122000.00         | $124641.86         | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2046-03-01      | 4.7500%  | N/A     | $1305000.00        | $1230852.80        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2033-02-24      | 3.1020%  | N/A     | $4000.00           | $3703.91           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $70000.00          | $69030.50          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2029-10-21      | 4.1530%  | N/A     | $580000.00         | $588360.99         | Corporate Debt Securities                         |
| HACKENSACK MERIDIAN H | 2048-07-01      | 4.2110%  | N/A     | $1000.00           | $861.63            | Corporate Debt Securities                         |
| HARTFORD INSURANCE GR | 2049-08-19      | 3.6000%  | N/A     | $1551000.00        | $1157232.12        | Corporate Debt Securities                         |
| HASBRO INC SR GLBL NT | 2034-05-14      | 6.0500%  | N/A     | $537000.00         | $586742.16         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC  | 2032-11-15      | 4.5500%  | N/A     | $10000.00          | $10263.71          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER SR 1 | 2029-01-08      | 5.3000%  | N/A     | $260000.00         | $269868.01         | Corporate Debt Securities                         |
| IBM INTL CAP PTE LTD  | 2031-02-05      | 4.7500%  | N/A     | $828000.00         | $845804.30         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCH | 2031-03-15      | 4.2000%  | N/A     | $800000.00         | $804830.93         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCH | 2032-09-15      | 1.8500%  | N/A     | $938000.00         | $813813.49         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCH | 2040-09-15      | 2.6500%  | N/A     | $504000.00         | $376217.35         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2056-02-03      | 5.8000%  | N/A     | $800000.00         | $804301.33         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2052-02-09      | 3.4300%  | N/A     | $100000.00         | $68925.50          | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2027-01-27      | 3.3000%  | N/A     | $180000.00         | $179715.60         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2027-05-15      | 1.7000%  | N/A     | $408000.00         | $399451.04         | Corporate Debt Securities                         |
| IPALCO ENTERPRISES IN | 2030-05-01      | 4.2500%  | N/A     | $511000.00         | $511533.71         | Corporate Debt Securities                         |
| KIMCO REALTY CORPSR G | 2034-03-01      | 6.4000%  | N/A     | $1459000.00        | $1668102.26        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO  | 2032-03-15      | 5.2000%  | N/A     | $355000.00         | $375494.15         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC  | 2049-12-01      | 3.1250%  | N/A     | $200000.00         | $137669.06         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2030-02-10      | 4.2410%  | N/A     | $705000.00         | $709267.15         | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2051-04-01      | 3.5000%  | N/A     | $29434000.00       | $21308580.78       | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2065-11-15      | 5.7500%  | N/A     | $144000.00         | $142734.00         | Corporate Debt Securities                         |
| METLIFE INCSR GLBL -E | 2044-12-15      | 4.7210%  | N/A     | $299000.00         | $274105.86         | Corporate Debt Securities                         |
| METLIFE INCSR NT 4.87 | 2043-11-13      | 4.8750%  | N/A     | $1622000.00        | $1531108.53        | Corporate Debt Securities                         |
| METLIFE INCSR NT 5.87 | 2041-02-06      | 5.8750%  | N/A     | $400000.00         | $420514.83         | Corporate Debt Securities                         |
| METROPOLITAN EDISON C | 2029-01-15      | 4.3000%  | N/A     | $1103000.00        | $1113871.90        | Corporate Debt Securities                         |
| MID-AMERICA APTS LPSR | 2033-01-15      | 4.6500%  | N/A     | $256000.00         | $260923.09         | Corporate Debt Securities                         |
| MISSISSIPPI POWER CO  | 2051-07-30      | 3.1000%  | N/A     | $970000.00         | $654958.55         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.4 | 2028-01-21      | 2.4750%  | N/A     | $2779000.00        | $2748417.11        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.3 | 2031-10-22      | 4.3560%  | N/A     | $50000.00          | $50755.75          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.0 | 2037-01-30      | 5.0730%  | N/A     | $98000.00          | $99129.25          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.4 | 2035-01-18      | 5.4660%  | N/A     | $998000.00         | $1049827.64        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2041-01-14      | 2.6480%  | N/A     | $327000.00         | $240195.52         | Corporate Debt Securities                         |
| NTT FINANCE CORP GLBL | 2031-04-03      | 2.0650%  | N/A     | $1628000.00        | $1474414.48        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3 A-12 | 2063-12-25      | 6.1290%  | N/A     | $2991967.00        | $1648489.25        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3 B-12 | 2063-12-25      | 7.7084%  | N/A     | $21802777.00       | $21839247.42       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM15  | 2065-07-25      | 5.1430%  | N/A     | $115526.00         | $98603.89          | Private Label Collateralized Mortgage Obligations |
| OKLAHOMA GAS & ELEC C | 2055-04-01      | 5.8000%  | N/A     | $174000.00         | $183177.15         | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2033-05-04      | 5.3500%  | N/A     | $14000.00          | $14117.71          | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2046-02-04      | 6.5500%  | N/A     | $2085000.00        | $2061303.40        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2031-02-04      | 4.9500%  | N/A     | $5998000.00        | $6029924.36        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2029-02-04      | 4.5500%  | N/A     | $8051000.00        | $8096463.55        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2066-02-04      | 6.8500%  | N/A     | $3000.00           | $2930.81           | Corporate Debt Securities                         |
| ORANGE S A SR NT 5.37 | 2042-01-13      | 5.3750%  | N/A     | $1085000.00        | $1085563.60        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC SR G | 2026-10-01      | 2.6500%  | N/A     | $311000.00         | $312087.64         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC SR G | 2054-06-01      | 5.5000%  | N/A     | $224000.00         | $218755.91         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2035-07-23      | 5.4010%  | N/A     | $200000.00         | $209544.19         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2026-08-13      | 1.1500%  | N/A     | $804000.00         | $794743.73         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2031-05-13      | 4.8990%  | N/A     | $852000.00         | $885758.51         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL G | 2029-05-15      | 3.7000%  | N/A     | $100000.00         | $99772.33          | Corporate Debt Securities                         |
| PROSUS N V FR 3.832%0 | 2051-02-08      | 3.8320%  | N/A     | $300000.00         | $205434.73         | Corporate Debt Securities                         |
| QUANTA SVCS INCSR GLB | 2031-01-15      | 4.5000%  | N/A     | $148000.00         | $150117.88         | Corporate Debt Securities                         |
| RALPH LAUREN CORPSR G | 2032-06-15      | 5.0000%  | N/A     | $337000.00         | $353091.75         | Corporate Debt Securities                         |
| REALTY INCOME CORP SR | 2033-02-01      | 4.5000%  | N/A     | $966000.00         | $969071.88         | Corporate Debt Securities                         |
| REALTY INCOME CORP SR | 2030-01-15      | 3.4000%  | N/A     | $406000.00         | $397342.73         | Corporate Debt Securities                         |
| REPUBLIC SVCS INCGLBL | 2034-04-01      | 5.0000%  | N/A     | $458000.00         | $482708.08         | Corporate Debt Securities                         |
| REPUBLIC SVCS INCSR G | 2035-03-15      | 5.1500%  | N/A     | $389000.00         | $414034.10         | Corporate Debt Securities                         |
| ROCKWELL AUTOMATION I | 2049-03-01      | 4.2000%  | N/A     | $2164000.00        | $1873555.13        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP | 2027-10-15      | 7.5000%  | N/A     | $222000.00         | $239822.16         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC SR | 2031-03-25      | 4.4500%  | N/A     | $1000.00           | $1024.01           | Corporate Debt Securities                         |
| SHELL FIN US INC SR G | 2035-05-11      | 4.1250%  | N/A     | $298000.00         | $293341.02         | Corporate Debt Securities                         |
| SUMITOMO LIFE INS CO  | 2099-01-01      | 5.8750%  | N/A     | $397000.00         | $406418.66         | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2036-02-15      | 5.0000%  | N/A     | $520000.00         | $525439.20         | Corporate Debt Securities                         |
| TC PIPELINES LPSR GLB | 2027-05-25      | 3.9000%  | N/A     | $595000.00         | $599329.62         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2031-09-15      | 3.6250%  | N/A     | $1089000.00        | $1102397.42        | Corporate Debt Securities                         |
| TRUIST BKSUB GLBL S N | 2029-09-17      | 4.6320%  | N/A     | $99000.00          | $101953.50         | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROU | 2031-02-09      | 4.5000%  | N/A     | $198000.00         | $201581.82         | Corporate Debt Securities                         |
| UNION PAC CORP GLBL N | 2062-09-16      | 2.9730%  | N/A     | $5000.00           | $3048.58           | Corporate Debt Securities                         |
| UNION PAC CORP GLBL N | 2071-04-06      | 3.7990%  | N/A     | $48000.00          | $34293.57          | Corporate Debt Securities                         |
| UNION PAC CORP GLBL N | 2060-03-20      | 3.8390%  | N/A     | $267000.00         | $201356.00         | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2052-03-10      | 2.9500%  | N/A     | $100000.00         | $66223.47          | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2072-02-14      | 3.8500%  | N/A     | $308000.00         | $217386.49         | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2053-02-14      | 3.5000%  | N/A     | $1000.00           | $723.98            | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2046-03-01      | 4.0500%  | N/A     | $159000.00         | $134956.02         | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2047-04-15      | 4.0000%  | N/A     | $302000.00         | $251266.01         | Corporate Debt Securities                         |
| VISA INC SR GLBL NT3. | 2029-02-12      | 3.8000%  | N/A     | $2229000.00        | $2242403.72        | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO  | 2033-10-15      | 6.9500%  | N/A     | $426000.00         | $487741.60         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL SR | 2035-03-01      | 3.9000%  | N/A     | $300000.00         | $291209.00         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL SR | 2027-11-15      | 3.1500%  | N/A     | $66000.00          | $66001.65          | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2051-04-04      | 5.0130%  | N/A     | $5000.00           | $4675.81           | Corporate Debt Securities                         |
| WESTPAC BKG CORP COCO | 2031-11-23      | 4.3220%  | N/A     | $8000.00           | $8092.76           | Corporate Debt Securities                         |
| WESTPAC BKG CORP LW T | 2033-11-17      | 6.8200%  | N/A     | $14000.00          | $16054.84          | Corporate Debt Securities                         |
| WOODMONT TR 2022-10R  | 2038-04-15      | 5.4222%  | N/A     | $1318007.00        | $1299671.55        | Asset-Backed Securities                           |

### Security 84: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05K45
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AG TRUST 2024-NLPD204 | 2041-08-15      | 8.3140%  | N/A     | $5010000.00        | $3416036.72        | Private Label Collateralized Mortgage Obligations |
| AKUMIN INC CR SEN SR  | 2031-08-31      | 9.7500%  | N/A     | $45070000.00       | $45118825.83       | Corporate Debt Securities                         |
| ANDRADE GUTIERREZ INT | 2029-12-28      | 9.0000%  | N/A     | $4.00              | $1.37              | Corporate Debt Securities                         |
| ARGENTINE REPUBLIC VR | 2035-12-15      | 0.0000%  | N/A     | $7298.00           | $254.70            | Other Instrument                                  |
| AVIANCA MIDCO 2 LTDSR | 2031-01-28      | 9.5000%  | N/A     | $220000.00         | $224222.41         | Corporate Debt Securities                         |
| CLARITEV CORPORATION  | 2031-03-31      | 6.7500%  | N/A     | $128.00            | $80.01             | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP  | 2029-09-30      | 9.0000%  | N/A     | $1844000.00        | $1887223.36        | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS  | 2029-04-15      | 6.8750%  | N/A     | $500000.00         | $496619.17         | Corporate Debt Securities                         |
| COMPASS GROUP DIVERSI | 2029-04-15      | 5.2500%  | N/A     | $175000.00         | $166740.00         | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRAN | 2028-08-01      | 8.7500%  | N/A     | $271000.00         | $209384.99         | Corporate Debt Securities                         |
| ECHOSTAR CORPSR SEC G | 2029-11-30      | 10.7500% | N/A     | $714705.00         | $799246.86         | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2036-01-15      | 5.3500%  | N/A     | $690000.00         | $702908.75         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2026-11-05      | 5.1250%  | N/A     | $1050000.00        | $1072968.17        | Corporate Debt Securities                         |
| GPD COS INCORPORATED  | 2029-12-31      | 12.5000% | N/A     | $2000.00           | $1096.16           | Corporate Debt Securities                         |
| INCORA INTER II LLC1L | 2030-01-31      | 0.0100%  | N/A     | $23059000.00       | $22943915.09       | Corporate Debt Securities                         |
| KOSMOS ENERGY LTDSR G | 2028-03-01      | 7.5000%  | N/A     | $200000.00         | $181597.33         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES IN | 2042-03-15      | 7.6500%  | N/A     | $261000.00         | $256934.93         | Corporate Debt Securities                         |
| MCCLATCHY MEDIA CO LL | 2031-12-01      | 11.0000% | N/A     | $993.00            | $1143.22           | Corporate Debt Securities                         |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $3000.00           | $3043.52           | Corporate Debt Securities                         |
| OFFICE PPTYS INCOME T | 2027-03-15      | 0.0000%  | N/A     | $262000.00         | $194845.61         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE  | 2027-01-20      | 5.3000%  | N/A     | $2109000.00        | $1160893.19        | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $1000.00           | $0.50              | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $506.00            | $1.90              | Corporate Debt Securities                         |
| STARWOOD RTL PPTY TR  | 2027-11-15      | 6.7500%  | N/A     | $612476.00         | $282167.73         | Private Label Collateralized Mortgage Obligations |
| STEM INC 1LIEN GLBL P | 2030-12-30      | 11.0000% | N/A     | $27.00             | $22.60             | Corporate Debt Securities                         |
| SV RNO PPTY OWNER 1 L | 2031-03-01      | 5.8750%  | N/A     | $3482000.00        | $3500139.77        | Corporate Debt Securities                         |
| TRUMP MEDIA & TECHNOL | 2028-05-29      | 0.0000%  | N/A     | $24863000.00       | $22786939.50       | Corporate Debt Securities                         |
| UNIGEL LUXEMBOURG SA  | 2028-12-31      | 11.0000% | N/A     | $4.00              | $0.13              | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS  | 2026-10-31      | 0.0000%  | N/A     | $1000.00           | $995.00            | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS  | 2027-10-31      | 13.0000% | N/A     | $100452.00         | $128266.04         | Corporate Debt Securities                         |
| X AI LLC / X AI CO IS | 2030-06-30      | 12.5000% | N/A     | $25609000.00       | $29542627.76       | Corporate Debt Securities                         |

### Security 85: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0TU003VY0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 20 TIMES SQ TR 2018-2 | 2035-05-17      | 3.0999%  | N/A     | $10500000.00       | $9867257.58        | Private Label Collateralized Mortgage Obligations |
| BA ALTERNATIVE LN TR  | 2046-05-25      | 1.4118%  | N/A     | $29500000.00       | $54265.52          | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG SECS 2 | 2042-12-15      | 7.4100%  | N/A     | $33945000.00       | $34000907.42       | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMMORT 2025-1 | 2040-12-17      | 5.4100%  | N/A     | $550000.00         | $553473.43         | Private Label Collateralized Mortgage Obligations |
| BAMLL RE-REMIC TR 0.0 | 2049-04-27      | 0.0000%  | N/A     | $18231360.00       | $10276762.39       | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK19C20610 | 2061-08-17      | 4.0313%  | N/A     | $3455000.00        | $2593607.94        | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK28X-J206 | 2063-03-16      | 1.5000%  | N/A     | $13855000.00       | $942851.22         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2021-C12 | 2054-11-18      | 1.0232%  | N/A     | $4547000.00        | $238199.00         | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2011-RR4  | 2036-02-26      | 0.0000%  | N/A     | $2686976.00        | $387.00            | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TRUST 2012-R | 2036-11-26      | 3.4916%  | N/A     | $500000.00         | $126148.24         | Private Label Collateralized Mortgage Obligations |
| BFLD COM MTG TR 2025- | 2042-11-17      | 7.2596%  | N/A     | $15400000.00       | $15485391.20       | Private Label Collateralized Mortgage Obligations |
| BMD 2 RE-REMIC TR 201 | 2028-07-25      | 0.0000%  | N/A     | $6711600.00        | $5355326.58        | Private Label Collateralized Mortgage Obligations |
| BPR TRUST 2021-NRD G2 | 2038-12-15      | 11.5290% | N/A     | $4100000.00        | $3931986.10        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FD TR 2023- | 2063-10-25      | 0.2000%  | N/A     | $322031616.00      | $276975.84         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2063-09-25      | 0.4981%  | N/A     | $283612672.00      | $3297001.89        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2063-01-25      | 6.0946%  | N/A     | $27303936.00       | $15165478.44       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2063-05-25      | 7.0117%  | N/A     | $14593424.00       | $12565901.62       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-03-25      | 0.0000%  | N/A     | $346504704.00      | $6737390.03        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-02-25      | 1.5111%  | N/A     | $488579072.00      | $11252581.42       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-09-25      | 2.3183%  | N/A     | $344501248.00      | $13823630.40       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-09-25      | 0.2000%  | N/A     | $344501248.00      | $1370485.66        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-03-25      | 6.9452%  | N/A     | $6947660.00        | $6967676.15        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-07-25      | 7.3023%  | N/A     | $4533368.00        | $3279656.25        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026 | 2065-12-25      | 0.2000%  | N/A     | $401356288.00      | $1664733.05        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2064-06-25      | 0.2000%  | N/A     | $413084672.00      | $451437.60         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2065-06-25      | 7.2725%  | N/A     | $5656000.00        | $5667768.04        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2065-06-25      | 6.3710%  | N/A     | $6788000.00        | $6896514.86        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDING TR 2 | 2063-06-25      | 0.1500%  | N/A     | $324034560.00      | $116250.39         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 202 | 2063-09-25      | 0.5400%  | N/A     | $329878016.00      | $3560592.93        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-J | 2042-11-17      | 7.0597%  | N/A     | $1100000.00        | $982870.06         | Private Label Collateralized Mortgage Obligations |
| BX TR 2021-SDMFF20340 | 2034-09-15      | 5.7115%  | N/A     | $1100000.00        | $1021760.48        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBAX-V- | 2036-02-15      | 0.1304%  | N/A     | $50327552.00       | $42795.11          | Private Label Collateralized Mortgage Obligations |
| CANACOL ENERGY LTD GL | 2028-11-24      | 0.0000%  | N/A     | $437000.00         | $131790.46         | Corporate Debt Securities                         |
| CF MORTGAGE TR 2019-C | 2053-01-17      | 2.5000%  | N/A     | $2852000.00        | $1880142.65        | Private Label Collateralized Mortgage Obligations |
| CITICORP MTG SEC REMI | 2037-01-25      | 6.0000%  | N/A     | $10348000.00       | $1148307.61        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2 | 2034-06-15      | 4.7070%  | N/A     | $5161000.00        | $5014267.62        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-LC21 | 2048-07-10      | 3.2500%  | N/A     | $4250000.00        | $2783100.69        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-R0 | 2040-01-25      | 7.0317%  | N/A     | $9960000.00        | $10142294.39       | Agency Collateralized Mortgage Obligation         |
| CONN AVE SECS 2021-R0 | 2041-11-25      | 9.8672%  | N/A     | $18038000.00       | $18635926.85       | Agency Collateralized Mortgage Obligation         |
| CONN AVE SECUS TR 202 | 2043-06-25      | 10.5172% | N/A     | $5319000.00        | $5909580.75        | Agency Collateralized Mortgage Obligation         |
| CPTS 2019-CPT MTG TR  | 2039-11-16      | 2.9968%  | N/A     | $1200000.00        | $1069864.03        | Private Label Collateralized Mortgage Obligations |
| CSMC SERIES 2010-17R  | 2036-07-28      | 4.1058%  | N/A     | $78769408.00       | $824035.88         | Private Label Collateralized Mortgage Obligations |
| CW ALT LN TR 2006-20C | 2036-07-25      | 3.3618%  | N/A     | $52416400.00       | $968219.20         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-11CB3- | 2035-06-25      | 1.2118%  | N/A     | $339530000.00      | $674066.67         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-54CB1- | 2035-11-25      | 1.0618%  | N/A     | $10909000.00       | $34459.77          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-J31-A- | 2035-05-25      | 1.1618%  | N/A     | $150000000.00      | $316324.69         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-11T1A- | 2037-05-25      | 1.6118%  | N/A     | $53000000.00       | $978275.48         | Private Label Collateralized Mortgage Obligations |
| CWALT INC ALT LN TR 2 | 2046-06-25      | 4.8551%  | N/A     | $4776000.00        | $302082.18         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2037-03-25      | 1.6618%  | N/A     | $24709100.00       | $140544.90         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2037-03-25      | 4.3382%  | N/A     | $24709100.00       | $404160.49         | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TR 2025 | 2055-01-25      | 5.6279%  | N/A     | $3550000.00        | $2984830.36        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC TRUST 202 | 2042-03-25      | 8.9172%  | N/A     | $7490000.00        | $7816402.22        | Agency Collateralized Mortgage Obligation         |
| FHLMC STACR 2019-FTR3 | 2047-09-25      | 8.6118%  | N/A     | $6668528.00        | $7285111.84        | Agency Collateralized Mortgage Obligation         |
| FHLMCT SLSTT SERIES 2 | 2058-10-25      | 3.0000%  | N/A     | $275721216.00      | $120501664.63      | Agency Collateralized Mortgage Obligation         |
| FONTA MIA BE MRTG TR  | 2039-12-15      | 6.2596%  | N/A     | $3000000.00        | $3017509.65        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2 | 2045-07-25      | 5.3172%  | N/A     | $191000.00         | $188749.55         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERI | 2062-04-25      | 5.0000%  | N/A     | $919999.00         | $875631.23         | Agency Collateralized Mortgage Obligation         |
| GCAT 2020-NQM1 TRUST  | 2060-01-25      | 5.9461%  | N/A     | $8962672.00        | $7786898.80        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV3A-X- | 2054-09-25      | 0.1100%  | N/A     | $187821568.00      | $374685.73         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV4A-X- | 2054-12-25      | 0.1100%  | N/A     | $213127680.00      | $447501.06         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV1A-X- | 2055-02-25      | 0.1100%  | N/A     | $265072640.00      | $637529.49         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2021-CM1B- | 2065-04-25      | 3.2890%  | N/A     | $6819000.00        | $5905843.09        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2021-CM1B- | 2065-04-25      | 6.1214%  | N/A     | $5683984.00        | $4841055.50        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1  | 2054-01-25      | 0.1100%  | N/A     | $301102080.00      | $480510.85         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1  | 2054-01-25      | 7.1697%  | N/A     | $5095900.00        | $2716763.26        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV2  | 2054-06-25      | 0.1100%  | N/A     | $224204800.00      | $333600.58         | Private Label Collateralized Mortgage Obligations |
| GCATTR 2023-INV1 A-X- | 2053-08-25      | 0.0900%  | N/A     | $278900224.00      | $448648.94         | Private Label Collateralized Mortgage Obligations |
| GCATTR 2023-INV1 B-62 | 2053-08-25      | 6.2674%  | N/A     | $6207088.00        | $3635716.10        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021- | 2036-06-16      | 7.1250%  | N/A     | $2500000.00        | $1744245.00        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-112A | 2036-07-25      | 4.2882%  | N/A     | $6666664.00        | $358294.22         | Private Label Collateralized Mortgage Obligations |
| GSR MTG LN TR 2006-10 | 2037-01-25      | 2.8618%  | N/A     | $38518500.00       | $326819.20         | Private Label Collateralized Mortgage Obligations |
| GSR MTG LN TR 2006-2F | 2036-02-25      | 3.3118%  | N/A     | $45918000.00       | $342776.30         | Private Label Collateralized Mortgage Obligations |
| HAVN TR 2025-MOB E203 | 2035-10-15      | 8.7096%  | N/A     | $5000000.00        | $5000906.67        | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-5A- | 2035-08-25      | 4.5482%  | N/A     | $9000000.00        | $158176.10         | Private Label Collateralized Mortgage Obligations |
| INDYMAC ARM TRUST 200 | 2031-08-25      | 0.3176%  | N/A     | $522190848.00      | $1096.92           | Private Label Collateralized Mortgage Obligations |
| INDYMAC ARM TRUST 200 | 2031-08-25      | 0.0400%  | N/A     | $520092736.00      | $137.54            | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2004-AR10 | 2034-05-25      | 0.5559%  | N/A     | $481027000.00      | $143920.52         | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2004-INDY | 2034-01-25      | 0.7580%  | N/A     | $484225000.00      | $74781.37          | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN COML TR 20 | 2041-10-10      | 2.6535%  | N/A     | $8800000.00        | $7157589.45        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 202 | 2052-03-25      | 3.0673%  | N/A     | $8786000.00        | $4496232.13        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007 | 2037-06-25      | 4.7578%  | N/A     | $7720000.00        | $399730.32         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 20 | 2047-09-17      | 4.5131%  | N/A     | $2500000.00        | $1664623.63        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-05-15      | 3.9000%  | N/A     | $20920000.00       | $3569080.51        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2049-12-17      | 4.1468%  | N/A     | $3890320.00        | $2309530.05        | Private Label Collateralized Mortgage Obligations |
| LABL INC SR GLBL 144A | 2027-07-15      | 0.0000%  | N/A     | $184000.00         | $10580.00          | Corporate Debt Securities                         |
| MASTR ADJ MTG 2003-6  | 2034-01-25      | 4.2362%  | N/A     | $7100000.00        | $789585.21         | Private Label Collateralized Mortgage Obligations |
| MASTR ALTERNATIVE LN  | 2035-04-25      | 6.5000%  | N/A     | $11750000.00       | $336442.55         | Private Label Collateralized Mortgage Obligations |
| MASTR ASSET SEC TR 20 | 2037-11-25      | 6.2500%  | N/A     | $33850000.00       | $1204007.32        | Private Label Collateralized Mortgage Obligations |
| MASTR ASSET SEC TR 20 | 2036-06-25      | 0.0000%  | N/A     | $5303032.00        | $16894.89          | Private Label Collateralized Mortgage Obligations |
| MASTR ASSET TR 2003-1 | 2033-12-25      | 5.2500%  | N/A     | $37224448.00       | $13481.99          | Private Label Collateralized Mortgage Obligations |
| MASTR REPERFORMING LN | 2035-07-25      | 1.8909%  | N/A     | $90000000.00       | $925562.31         | Private Label Collateralized Mortgage Obligations |
| MF1 LTD2021-FL7A-S203 | 2036-10-21      | 5.2305%  | N/A     | $4000000.00        | $4000329.34        | Private Label Collateralized Mortgage Obligations |
| MLTI FMLY CONN AVE SE | 2049-10-25      | 9.2817%  | N/A     | $4640000.00        | $4731638.37        | Agency Collateralized Mortgage Obligation         |
| MORGAN STN CAP I TR 2 | 2036-12-15      | 5.0745%  | N/A     | $2500000.00        | $293204.17         | Private Label Collateralized Mortgage Obligations |
| MS BOA MERRILL LYNCH  | 2058-08-16      | 1.9981%  | N/A     | $5065500.00        | $114663.18         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2007-2AX | 2036-12-25      | 4.2682%  | N/A     | $31250000.00       | $1064131.06        | Private Label Collateralized Mortgage Obligations |
| MS RESEC TR 2013-R51- | 2036-03-26      | 8.1841%  | N/A     | $27492768.00       | $1101575.41        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 20 | 2055-08-25      | 0.0000%  | N/A     | $4059280.00        | $1077746.58        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 20 | 2052-05-28      | 0.0000%  | N/A     | $1031470.00        | $367030.70         | Private Label Collateralized Mortgage Obligations |
| NOMURA ASSET ACCEPT 2 | 2035-08-25      | 4.2643%  | N/A     | $3000000.00        | $59551.40          | Private Label Collateralized Mortgage Obligations |
| NRZ FHT EXCESS LLC 20 | 2026-07-25      | 3.1040%  | N/A     | $2410660.00        | $584716.95         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST  | 2065-05-25      | 0.0000%  | N/A     | $274467520.00      | $6827999.31        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST  | 2065-05-25      | 7.0833%  | N/A     | $1922000.00        | $1285717.71        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST  | 2065-05-25      | 0.2100%  | N/A     | $274467520.00      | $1031623.19        | Private Label Collateralized Mortgage Obligations |
| OBX 2026-NQM3 TRUSTB- | 2066-01-25      | 6.6768%  | N/A     | $841683.00         | $678440.41         | Private Label Collateralized Mortgage Obligations |
| OBX 2026-NQM3 TRUSTB- | 2066-01-25      | 6.6768%  | N/A     | $4624000.00        | $4198967.33        | Private Label Collateralized Mortgage Obligations |
| OBX 2026-NQM3 TRUSTB- | 2066-01-25      | 5.9630%  | N/A     | $7146000.00        | $7149977.54        | Private Label Collateralized Mortgage Obligations |
| OBX 2026-NQM3 TRUSTXS | 2066-01-25      | 0.0000%  | N/A     | $840766464.00      | $29590775.70       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2021-INV1 A-IO | 2051-09-25      | 0.2100%  | N/A     | $32020000.00       | $265040.36         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-J1 B-6205 | 2052-02-25      | 2.8418%  | N/A     | $1752472.00        | $739076.31         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM17B-1B | 2064-11-25      | 7.2690%  | N/A     | $13593800.00       | $12177724.73       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1XS | 2063-11-25      | 0.0000%  | N/A     | $181976000.00      | $1614370.92        | Private Label Collateralized Mortgage Obligations |
| PETROLEOS DE VENEZUEL | 2026-11-15      | 6.0000%  | N/A     | $5186170.00        | $1682030.52        | Other Instrument                                  |
| PMT LN TR 2022-INV1B- | 2052-03-25      | 3.1822%  | N/A     | $4196552.00        | $1569915.20        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2021-I | 2051-11-25      | 3.2329%  | N/A     | $2987268.00        | $1427003.39        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-C | 2056-10-25      | 5.8841%  | N/A     | $729319.00         | $403560.84         | Private Label Collateralized Mortgage Obligations |
| PRIMA CAP CRE SECU 4. | 2028-04-15      | 4.0000%  | N/A     | $100000.00         | $82964.29          | Asset-Backed Securities                           |
| PROVIDENT FDG MTG 202 | 2036-01-25      | 2.1583%  | N/A     | $517032.00         | $325038.49         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG 202 | 2036-01-25      | 0.1583%  | N/A     | $250283000.00      | $309988.09         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG 202 | 2036-01-25      | 2.1583%  | N/A     | $1680000.00        | $903207.51         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG 202 | 2036-01-25      | 2.1583%  | N/A     | $517000.00         | $352076.85         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR  | 2055-12-25      | 5.8675%  | N/A     | $1191414.00        | $893209.84         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR  | 2051-04-25      | 0.1339%  | N/A     | $508690000.00      | $2668813.29        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR  | 2051-05-25      | 2.3476%  | N/A     | $1024006.00        | $423175.12         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FND MTG TR  | 2051-08-25      | 2.7781%  | N/A     | $492000.00         | $128567.60         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2046-05-25      | 1.3546%  | N/A     | $47126000.00       | $268418.97         | Private Label Collateralized Mortgage Obligations |
| RATE MORTGAGE TRUST 2 | 2054-07-25      | 0.0000%  | N/A     | $371760128.00      | $757250.63         | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2024-J2A- | 2054-08-25      | 0.0000%  | N/A     | $370951680.00      | $685852.05         | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2025-J2A- | 2055-07-25      | 0.0000%  | N/A     | $344543744.00      | $1218727.09        | Private Label Collateralized Mortgage Obligations |
| RBSGC MTG LN TR 2007- | 2037-01-25      | 2.9118%  | N/A     | $57733000.00       | $1615572.12        | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2037-06-25      | 6.0000%  | N/A     | $15654000.00       | $960142.36         | Private Label Collateralized Mortgage Obligations |
| SDR COML MTG TR 2024- | 2039-05-16      | 0.0200%  | N/A     | $174555136.00      | $27695.97          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-03-25      | 0.0100%  | N/A     | $121634816.00      | $108.91            | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2034-09-25      | 0.6905%  | N/A     | $43862000.00       | $126062.79         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-08-25      | 4.2482%  | N/A     | $150000000.00      | $7171680.09        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS | 2035-04-25      | 0.0000%  | N/A     | $7329336.00        | $54184.39          | Private Label Collateralized Mortgage Obligations |
| SUNTRUST ALT LN TR 20 | 2035-12-25      | 1.3118%  | N/A     | $106135552.00      | $54588.20          | Private Label Collateralized Mortgage Obligations |
| TBW MTG BKD TR 2006-3 | 2036-07-25      | 6.5000%  | N/A     | $20444000.00       | $1046485.71        | Private Label Collateralized Mortgage Obligations |
| VASA TRUST 2021-VASA  | 2039-07-15      | 5.8745%  | N/A     | $4000000.00        | $3726268.64        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2003-S1 | 2034-01-25      | 3.6118%  | N/A     | $25165824.00       | $3130.87           | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2006-AR | 2046-07-25      | 0.0000%  | N/A     | $283942866.00      | $132903.67         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-02-18      | 2.8690%  | N/A     | $2500000.00        | $779930.14         | Private Label Collateralized Mortgage Obligations |

### Security 86: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0TU003W45
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACRA TRUST 2024-NQM1  | 2064-10-25      | 8.1545%  | N/A     | $3000000.00        | $3070535.71        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK10G20610 | 2061-02-17      | 3.4692%  | N/A     | $1302000.00        | $886805.37         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK19E20610 | 2061-08-17      | 3.0000%  | N/A     | $6000000.00        | $2268952.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21F20521 | 2052-10-18      | 2.6818%  | N/A     | $2250000.00        | $1318175.68        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ASSET BK | 2034-10-25      | 5.7500%  | N/A     | $30000000.00       | $601345.06         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2062-12-15      | 3.4041%  | N/A     | $4839000.00        | $144824.13         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-04-17      | 2.9942%  | N/A     | $5000000.00        | $2921112.44        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FD TR 2023- | 2063-10-25      | 8.2371%  | N/A     | $18195744.00       | $14948202.93       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2021 | 2060-03-25      | 6.9079%  | N/A     | $12244576.00       | $9913180.44        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2062-09-25      | 4.9230%  | N/A     | $10869776.00       | $4522425.09        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2063-09-25      | 7.9647%  | N/A     | $7374000.00        | $7189059.62        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-02-25      | 7.3458%  | N/A     | $7329288.00        | $7221206.35        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026 | 2065-12-25      | 6.4520%  | N/A     | $4817000.00        | $4869118.87        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2065-06-25      | 7.2725%  | N/A     | $4526168.00        | $4415736.88        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2064-06-25      | 8.0920%  | N/A     | $12465568.00       | $9320454.00        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2036-11-25      | 5.0868%  | N/A     | $175000.00         | $32623.62          | Asset-Backed Securities                           |
| COMM MTG TR 2012-CCRE | 2045-10-17      | 4.4420%  | N/A     | $150000.00         | $17387.36          | Private Label Collateralized Mortgage Obligations |
| CONNECT AVE SEC TRUST | 2044-02-25      | 7.3672%  | N/A     | $7351000.00        | $7723440.55        | Private Label Collateralized Mortgage Obligations |
| CPTS 2019-CPT MTG TR  | 2039-11-16      | 2.9968%  | N/A     | $606051.00         | $498442.62         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 202 | 2053-03-17      | 2.5000%  | N/A     | $2696000.00        | $975705.47         | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-GATE B20361 | 2036-12-15      | 5.7314%  | N/A     | $7000000.00        | $6944564.45        | Private Label Collateralized Mortgage Obligations |
| CSMC SER 2013-5R 1-A- | 2036-02-27      | 4.3462%  | N/A     | $7000000.00        | $4603616.46        | Private Label Collateralized Mortgage Obligations |
| CWALT INC ALT LN TR 2 | 2036-04-25      | 4.1482%  | N/A     | $33290000.00       | $1296716.52        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2 | 2044-05-25      | 7.9172%  | N/A     | $17975000.00       | $18723224.56       | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED  | 2035-05-25      | 3.5000%  | N/A     | $21319392.00       | $13116154.68       | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV1B-42 | 2055-02-25      | 6.6149%  | N/A     | $233000.00         | $214118.46         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV2B-52 | 2055-05-25      | 7.0293%  | N/A     | $994000.00         | $853271.71         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-G | 2050-05-12      | 3.2430%  | N/A     | $2500000.00        | $1743280.42        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2035-06-19      | 4.3005%  | N/A     | $3700000.00        | $133379.93         | Private Label Collateralized Mortgage Obligations |
| HOME RE 2023-1 LTD M- | 2033-10-25      | 8.2672%  | N/A     | $150000.00         | $107786.20         | Private Label Collateralized Mortgage Obligations |
| HOMEBANC MTG TR 2006- | 2037-04-25      | 4.6717%  | N/A     | $38977000.00       | $601454.14         | Private Label Collateralized Mortgage Obligations |
| INDYMAC IMSC 2007-AR1 | 2037-06-25      | 3.2989%  | N/A     | $16522500.00       | $938179.72         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MORTGAGE  | 2064-07-25      | 8.0485%  | N/A     | $989110.00         | $1011646.05        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 20 | 2052-08-25      | 3.1212%  | N/A     | $599994.00         | $447174.21         | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022 | 2039-01-07      | 6.9185%  | N/A     | $24500000.00       | $17701169.00       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2022 | 2052-12-25      | 3.6908%  | N/A     | $2628000.00        | $1458944.33        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-05-15      | 3.8090%  | N/A     | $8820000.00        | $4413095.48        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2050-10-17      | 4.1733%  | N/A     | $6570016.00        | $5820035.63        | Private Label Collateralized Mortgage Obligations |
| LCM 34 INCOME 0.0 20O | 2034-10-20      | 0.0000%  | N/A     | $250000.00         | $119522.50         | Asset-Backed Securities                           |
| MASTR ADJ MTG 2004-13 | 2034-11-21      | 5.6032%  | N/A     | $1649959.00        | $15535.68          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 20 | 2052-10-12      | 5.2083%  | N/A     | $5355000.00        | $275439.40         | Private Label Collateralized Mortgage Obligations |
| MS B OF A ML TRUST 20 | 2045-08-17      | 4.6812%  | N/A     | $8665000.00        | $6818200.03        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015 | 2048-04-17      | 3.9725%  | N/A     | $7000000.00        | $3520083.09        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUSTB- | 2055-05-25      | 7.3127%  | N/A     | $16029000.00       | $14592380.71       | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUSTXS | 2055-05-25      | 0.0000%  | N/A     | $286221000.00      | $6607280.01        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2021-INV3 B-52 | 2051-10-25      | 3.2271%  | N/A     | $1882000.00        | $1250718.10        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM17B-1B | 2064-11-25      | 7.2690%  | N/A     | $2198100.00        | $1969122.45        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2022-INV1B- | 2051-12-25      | 3.2542%  | N/A     | $1321000.00        | $1011514.96        | Private Label Collateralized Mortgage Obligations |
| PMT LN TR 2026-J1B-52 | 2057-01-25      | 6.1511%  | N/A     | $552000.00         | $376397.40         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-C | 2056-10-25      | 5.8841%  | N/A     | $730000.00         | $505928.16         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV2 | 2054-09-25      | 7.0449%  | N/A     | $1984000.00        | $1836879.27        | Private Label Collateralized Mortgage Obligations |
| SCG MTG TRUST 2024-MS | 2041-04-15      | 9.5946%  | N/A     | $2740000.00        | $2743875.27        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1 | 2056-01-25      | 5.2409%  | N/A     | $2486000.00        | $1800792.22        | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2 | 2048-10-13      | 4.8186%  | N/A     | $2500000.00        | $1879542.69        | Private Label Collateralized Mortgage Obligations |
| STARWOOD RTL PPTY TR  | 2027-11-15      | 6.7500%  | N/A     | $5499987.00        | $12419.70          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2047-08-25      | 5.4151%  | N/A     | $2000000.00        | $259365.41         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG 20 | 2054-04-17      | 2.6250%  | N/A     | $10173000.00       | $6164348.01        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2047-05-17      | 4.3780%  | N/A     | $2258000.00        | $1256876.18        | Private Label Collateralized Mortgage Obligations |

### Security 87: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MDQ8, C.4 - ISIN: US11042MDQ87, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $99419570.00
- **C.18.a - Value (excl. sponsor support):** $99419570.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MF45, C.4 - ISIN: US11042MF458, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $24748847.50
- **C.18.a - Value (excl. sponsor support):** $24748847.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NBT2, C.4 - ISIN: US11042NBT28, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $25004106.75
- **C.18.a - Value (excl. sponsor support):** $25004106.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NBX3, C.4 - ISIN: US11042NBX30, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $100001853.00
- **C.18.a - Value (excl. sponsor support):** $100001853.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MDN5, C.4 - ISIN: US11042MDN56, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $20882442.00
- **C.18.a - Value (excl. sponsor support):** $20882442.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BDE9, C.4 - ISIN: US12800BDE92, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $99529780.00
- **C.18.a - Value (excl. sponsor support):** $99529780.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BEE8, C.4 - ISIN: US12800BEE83, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $128991512.00
- **C.18.a - Value (excl. sponsor support):** $128991512.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSL7, C.4 - ISIN: US13608CSL71, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $54110595.00
- **C.18.a - Value (excl. sponsor support):** $54110595.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BKU7, C.4 - ISIN: US13608BKU79, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $78045912.00
- **C.18.a - Value (excl. sponsor support):** $78045912.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BF58, C.4 - ISIN: US13608BF580, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $212820889.00
- **C.18.a - Value (excl. sponsor support):** $212820889.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSQ6, C.4 - ISIN: US13608CSQ68, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $58696392.00
- **C.18.a - Value (excl. sponsor support):** $58696392.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BG73, C.4 - ISIN: US13608BG737, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $209139780.80
- **C.18.a - Value (excl. sponsor support):** $209139780.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSS2, C.4 - ISIN: US13608CSS25, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $58008016.18
- **C.18.a - Value (excl. sponsor support):** $58008016.18
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CTD4, C.4 - ISIN: US13608CTD47, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $114995342.50
- **C.18.a - Value (excl. sponsor support):** $114995342.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BDQ4, C.4 - ISIN: US13608BDQ41, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $169014952.00
- **C.18.a - Value (excl. sponsor support):** $169014952.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSY9, C.4 - ISIN: US13608CSY92, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $225114885.00
- **C.18.a - Value (excl. sponsor support):** $225114885.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CST0, C.4 - ISIN: US13608CST08, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $100014150.00
- **C.18.a - Value (excl. sponsor support):** $100014150.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BFA7, C.4 - ISIN: US13608BFA70, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $127624150.50
- **C.18.a - Value (excl. sponsor support):** $127624150.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSW3, C.4 - ISIN: US13608CSW37, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $114133655.88
- **C.18.a - Value (excl. sponsor support):** $114133655.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSZ6, C.4 - ISIN: US13606DSZ68, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $58000000.00
- **C.18.a - Value (excl. sponsor support):** $58000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2027-03-03
- **C.12 - Maturity Date (WAL):** 2027-03-03
- **C.13 - Final Legal Maturity Date:** 2027-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG19, C.4 - ISIN: US12509TG193, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $49366450.00
- **C.18.a - Value (excl. sponsor support):** $49366450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG27, C.4 - ISIN: US12509TG276, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $24680700.00
- **C.18.a - Value (excl. sponsor support):** $24680700.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: CHARTA LLC

- **C.1 - Title:** CHARTA LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115YAB9, C.4 - ISIN: US16115YAB92, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $63013998.60
- **C.18.a - Value (excl. sponsor support):** $63013998.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES I

- **C.1 - Title:** CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES I
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537BDW0, C.4 - ISIN: US16537BDW00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99361060.00
- **C.18.a - Value (excl. sponsor support):** $99361060.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES IV

- **C.1 - Title:** CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES IV
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CC24, C.4 - ISIN: US16538CC243, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310904305.30
- **C.18.a - Value (excl. sponsor support):** $310904305.30
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2

- **C.1 - Title:** CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537MC31, C.4 - ISIN: US16537MC319, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99958960.00
- **C.18.a - Value (excl. sponsor support):** $99958960.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2

- **C.1 - Title:** CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537MC64, C.4 - ISIN: US16537MC640, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49964055.00
- **C.18.a - Value (excl. sponsor support):** $49964055.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KNC6, C.4 - ISIN: US16955KNC61, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $249999900.00
- **C.18.a - Value (excl. sponsor support):** $249999900.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16891NC21, C.4 - ISIN: US16891NC219, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $178945011.20
- **C.18.a - Value (excl. sponsor support):** $178945011.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KNE2, C.4 - ISIN: US16955KNE28, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $490000441.00
- **C.18.a - Value (excl. sponsor support):** $490000441.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Q24N
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Q257
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCZ8, C.4 - ISIN: US1730QPCZ86, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $150019680.00
- **C.18.a - Value (excl. sponsor support):** $150019680.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0VM002KZ5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $8000000.00        | $8182787.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $137400000.00      | $129689332.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $200.00            | $207.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $15000000.00       | $15266496.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-31      | 4.0000%  | N/A     | $53570800.00       | $54450616.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $57200000.00       | $58715683.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $1290800.00        | $1341981.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $600.00            | $541.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $16800000.00       | $17163028.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $61040000.00       | $61737525.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $117300000.00      | $125513313.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $25200.00          | $26290.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $50400000.00       | $48443959.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $66534000.00       | $68441873.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $103999800.00      | $107429799.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $6000000.00        | $6193655.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $102198800.00      | $103008107.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $7298200.00        | $7177781.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $193948800.00      | $207217175.60      | U.S. Treasuries (including strips) |

### Security 121: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: AIT9967K7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| AKAMAI TECHNOLOGIES I | 2099-01-01      | 0.0000%  | N/A     | $50050.00          | $4999995.00        | Equities   |
| ARCELLX INCCOMMON STO | 2099-01-01      | 0.0000%  | N/A     | $43905.00          | $4999901.40        | Equities   |
| ATMUS FILTRATION TECH | 2099-01-01      | 0.0000%  | N/A     | $77942.00          | $4999979.30        | Equities   |
| BANK AMERICA CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $95602.00          | $4999984.60        | Equities   |
| BANK HAWAII CORP COM  | 2099-01-01      | 0.0000%  | N/A     | $11.00             | $865.59            | Equities   |
| BARRETT BUSINESS SVCS | 2099-01-01      | 0.0000%  | N/A     | $82145.00          | $2203950.35        | Equities   |
| BIT DIGITAL INCSHS    | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $3.56              | Equities   |
| BLUE BIRD CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $84961.00          | $4999954.85        | Equities   |
| BRINKS COCOM          | 2099-01-01      | 0.0000%  | N/A     | $36878.00          | $4999919.24        | Equities   |
| BROOKDALE SR LIVING I | 2099-01-01      | 0.0000%  | N/A     | $167687.00         | $2543811.79        | Equities   |
| CALEDONIA MNG CORP SH | 2099-01-01      | 0.0000%  | N/A     | $18423.00          | $600405.57         | Equities   |
| CF BANKSHARES INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $390.00            | $12058.80          | Equities   |
| CNX RES CORP COM      | 2099-01-01      | 0.0000%  | N/A     | $125976.00         | $4999987.44        | Equities   |
| COGENT BIOSCIENCES IN | 2099-01-01      | 0.0000%  | N/A     | $8582.00           | $338645.72         | Equities   |
| COMMERCE.COM INC COM  | 2099-01-01      | 0.0000%  | N/A     | $113582.00         | $324844.52         | Equities   |
| COMSTOCK RES INC COM  | 2099-01-01      | 0.0000%  | N/A     | $266666.00         | $4999987.50        | Equities   |
| DOLE PLC ORD SHS      | 2099-01-01      | 0.0000%  | N/A     | $51511.00          | $809237.81         | Equities   |
| DYCOM INDS INC COM    | 2099-01-01      | 0.0000%  | N/A     | $5212.00           | $2191698.12        | Equities   |
| DYNEX CAP INCCOM      | 2099-01-01      | 0.0000%  | N/A     | $103679.00         | $1454616.37        | Equities   |
| ECOVYST INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $412184.00         | $4719506.80        | Equities   |
| EVOLUS INC COM        | 2099-01-01      | 0.0000%  | N/A     | $1113585.00        | $4999996.65        | Equities   |
| FORUM ENERGY TECHNOLO | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $58.36             | Equities   |
| HERON THERAPEUTICS IN | 2099-01-01      | 0.0000%  | N/A     | $2874610.00        | $3449532.00        | Equities   |
| JANUX THERAPEUTICS IN | 2099-01-01      | 0.0000%  | N/A     | $140895.00         | $1944351.00        | Equities   |
| KONTOOR BRANDS INC CO | 2099-01-01      | 0.0000%  | N/A     | $74985.00          | $4999999.80        | Equities   |
| MAZE THERAPEUTICS INC | 2099-01-01      | 0.0000%  | N/A     | $66056.00          | $3028007.04        | Equities   |
| NPK INTERNATIONAL INC | 2099-01-01      | 0.0000%  | N/A     | $125062.00         | $1862173.18        | Equities   |
| NU SKIN ENTERPRISES I | 2099-01-01      | 0.0000%  | N/A     | $171193.00         | $1477395.59        | Equities   |
| OPTION CARE HEALTH IN | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $31.89             | Equities   |
| ORRSTOWN FINL SVCS IN | 2099-01-01      | 0.0000%  | N/A     | $4349.00           | $162565.62         | Equities   |
| PEAPACK-GLADSTONE FIN | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $34.33             | Equities   |
| PORTLAND GEN ELEC CO  | 2099-01-01      | 0.0000%  | N/A     | $68698.00          | $3672595.08        | Equities   |
| PROTHENA CORP PLCSHS  | 2099-01-01      | 0.0000%  | N/A     | $62621.00          | $541045.44         | Equities   |
| QUINSTREET INC COM    | 2099-01-01      | 0.0000%  | N/A     | $84438.00          | $979480.80         | Equities   |
| RUSH STREET INTERACTI | 2099-01-01      | 0.0000%  | N/A     | $198618.00         | $3922705.50        | Equities   |
| SPS COMM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $12170.00          | $696732.50         | Equities   |
| TAYLOR MORRISON HOME  | 2099-01-01      | 0.0000%  | N/A     | $75976.00          | $4999980.56        | Equities   |
| TXNM ENERGY INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $84530.00          | $4999949.50        | Equities   |
| UNITIL CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $32713.00          | $1684719.50        | Equities   |
| VALARIS LTDCL A       | 2099-01-01      | 0.0000%  | N/A     | $52882.00          | $4999993.10        | Equities   |
| VERIS RESIDENTIAL INC | 2099-01-01      | 0.0000%  | N/A     | $120109.00         | $2261652.47        | Equities   |
| VOYAGER TECHNOLOGIES  | 2099-01-01      | 0.0000%  | N/A     | $40241.00          | $1153307.06        | Equities   |
| YELP INC CL A         | 2099-01-01      | 0.0000%  | N/A     | $6489.00           | $143277.12         | Equities   |
| YEXT INC COM          | 2099-01-01      | 0.0000%  | N/A     | $147148.00         | $821085.84         | Equities   |

### Security 122: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIW9999U3
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| 1 800 FLOWERS COM INC | 2099-01-01      | 0.0000%  | N/A     | $1109927.00        | $3973538.66        | Equities   |
| 908 DEVICES INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $31303.00          | $217868.88         | Equities   |
| ADTRAN HOLDINGS INCCO | 2099-01-01      | 0.0000%  | N/A     | $57639.00          | $571202.49         | Equities   |
| AERSALE CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $175259.00         | $1349494.30        | Equities   |
| AMERANT BANCORP INCCL | 2099-01-01      | 0.0000%  | N/A     | $147685.00         | $3259407.95        | Equities   |
| AMERICAN WOODMARK COR | 2099-01-01      | 0.0000%  | N/A     | $67598.00          | $3476565.14        | Equities   |
| AMN HEALTHCARE SVCS I | 2099-01-01      | 0.0000%  | N/A     | $12882.00          | $246561.48         | Equities   |
| APPLIED OPTOELECTRONI | 2099-01-01      | 0.0000%  | N/A     | $209536.00         | $11249987.84       | Equities   |
| ATKORE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $172202.00         | $11249956.66       | Equities   |
| ATLANTA BRAVES HLDGS  | 2099-01-01      | 0.0000%  | N/A     | $1459.00           | $71140.84          | Equities   |
| AVEANNA HEALTHCARE HL | 2099-01-01      | 0.0000%  | N/A     | $192988.00         | $1393373.36        | Equities   |
| AVIDBANK HLDGS INC CO | 2099-01-01      | 0.0000%  | N/A     | $14815.00          | $442524.05         | Equities   |
| BANK AMERICA CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $215105.00         | $11249991.50       | Equities   |
| BIOHAVEN LTD COM      | 2099-01-01      | 0.0000%  | N/A     | $250847.00         | $2796944.05        | Equities   |
| BLACKBAUD INCCOM      | 2099-01-01      | 0.0000%  | N/A     | $64847.00          | $3166479.01        | Equities   |
| BORR DRILLING LTDSHS  | 2099-01-01      | 0.0000%  | N/A     | $1293696.00        | $7658680.32        | Equities   |
| BURFORD CAPITAL LIMIT | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $8.52              | Equities   |
| CAPITAL BANCORP INC M | 2099-01-01      | 0.0000%  | N/A     | $6768.00           | $205070.40         | Equities   |
| CARTERS INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $91774.00          | $3860932.18        | Equities   |
| CEVA INC COM          | 2099-01-01      | 0.0000%  | N/A     | $520833.00         | $11249992.80       | Equities   |
| CHEMUNG FINL CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $1184.00           | $68731.20          | Equities   |
| CITIZENS FINL GROUP I | 2099-01-01      | 6.5000%  | N/A     | $9182.00           | $235288.75         | Equities   |
| CIVISTA BANCSHARES IN | 2099-01-01      | 0.0000%  | N/A     | $193014.00         | $4715332.02        | Equities   |
| CLAROS MTG TR INCCOMM | 2099-01-01      | 0.0000%  | N/A     | $103081.00         | $242240.35         | Equities   |
| CLARUS CORP NEWCOM    | 2099-01-01      | 0.0000%  | N/A     | $62403.00          | $199377.59         | Equities   |
| CONNECTONE BANCORP IN | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $27.77             | Equities   |
| CRICUT INC COM CL A   | 2099-01-01      | 0.0000%  | N/A     | $156815.00         | $689986.00         | Equities   |
| CULLINAN THERAPEUTICS | 2099-01-01      | 0.0000%  | N/A     | $34815.00          | $529536.15         | Equities   |
| DNOW INC COM          | 2099-01-01      | 0.0000%  | N/A     | $6649.00           | $78857.14          | Equities   |
| EYEPOINT INC COM NEW  | 2099-01-01      | 0.0000%  | N/A     | $19147.00          | $341965.42         | Equities   |
| FERROVIAL SE ORD SHS  | 2099-01-01      | 0.0000%  | N/A     | $151883.00         | $11249973.81       | Equities   |
| FIRST INTERNET BANCOR | 2099-01-01      | 0.0000%  | N/A     | $111953.00         | $2295036.50        | Equities   |
| FIRSTSUN CAP BANCORP  | 2099-01-01      | 0.0000%  | N/A     | $50287.00          | $1940072.46        | Equities   |
| FOGHORN THERAPEUTICS  | 2099-01-01      | 0.0000%  | N/A     | $15650.00          | $90144.00          | Equities   |
| GENTHERM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $36303.00          | $1197999.00        | Equities   |
| GENWORTH FINL INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $485165.00         | $4196677.25        | Equities   |
| GUARDANT HEALTH INCCO | 2099-01-01      | 0.0000%  | N/A     | $114831.00         | $11249993.07       | Equities   |
| HERTZ GLOBAL HLDGS IN | 2099-01-01      | 0.0000%  | N/A     | $146028.00         | $657126.00         | Equities   |
| HOME BANCSHARES INCCO | 2099-01-01      | 0.0000%  | N/A     | $152503.00         | $4402761.61        | Equities   |
| HUB GROUP INCCL A     | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $43.02             | Equities   |
| INDEPENDENT BK CORP M | 2099-01-01      | 0.0000%  | N/A     | $8573.00           | $308113.62         | Equities   |
| INNOVIVA INC COM      | 2099-01-01      | 0.0000%  | N/A     | $107506.00         | $2530691.24        | Equities   |
| INVENTRUST PPTYS CORP | 2099-01-01      | 0.0000%  | N/A     | $7798.00           | $243921.44         | Equities   |
| JEFFERSON CAPITAL INC | 2099-01-01      | 0.0000%  | N/A     | $8620.00           | $180158.00         | Equities   |
| KOLIBRI GLOBAL ENERGY | 2099-01-01      | 0.0000%  | N/A     | $571.00            | $2164.09           | Equities   |
| LEXEO THERAPEUTICS IN | 2099-01-01      | 0.0000%  | N/A     | $118431.00         | $817173.90         | Equities   |
| LUXFER HLDGS PLC SHS  | 2099-01-01      | 0.0000%  | N/A     | $85099.00          | $1136071.65        | Equities   |
| MAGNERA CORP COM SHS  | 2099-01-01      | 0.0000%  | N/A     | $7100.00           | $93791.00          | Equities   |
| MERCADOLIBREINCCOM    | 2099-01-01      | 0.0000%  | N/A     | $250.00            | $435220.00         | Equities   |
| MFA FINL INC COM      | 2099-01-01      | 0.0000%  | N/A     | $178484.00         | $1825891.32        | Equities   |
| MIDLAND STATES BANCOR | 2099-01-01      | 0.0000%  | N/A     | $97905.00          | $2254752.15        | Equities   |
| MIMEDX GROUP INC COM  | 2099-01-01      | 0.0000%  | N/A     | $13482.00          | $66601.08          | Equities   |
| MYRIAD GENETICS INCCO | 2099-01-01      | 0.0000%  | N/A     | $587851.00         | $2856955.86        | Equities   |
| NATIONAL BK HLDGS COR | 2099-01-01      | 0.0000%  | N/A     | $141941.00         | $5825258.64        | Equities   |
| NORTHWESTERN ENERGY G | 2099-01-01      | 0.0000%  | N/A     | $161128.00         | $11249956.96       | Equities   |
| OCEANFIRST FINL CORP  | 2099-01-01      | 0.0000%  | N/A     | $47817.00          | $910435.68         | Equities   |
| OFG BANCORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $2530.00           | $105880.50         | Equities   |
| OIL DRI CORP AMERCOM  | 2099-01-01      | 0.0000%  | N/A     | $29976.00          | $2017384.80        | Equities   |
| ORION S.A. COM        | 2099-01-01      | 0.0000%  | N/A     | $900459.00         | $5114607.12        | Equities   |
| PCB BANCORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $8922.00           | $204135.36         | Equities   |
| PHIBRO ANIMAL HEALTH  | 2099-01-01      | 0.0000%  | N/A     | $7363.00           | $402756.10         | Equities   |
| PROPETRO HLDG CORP CO | 2099-01-01      | 0.0000%  | N/A     | $106399.00         | $1266148.10        | Equities   |
| PROTARA THERAPEUTICS  | 2099-01-01      | 0.0000%  | N/A     | $378765.00         | $2185474.05        | Equities   |
| RBB BANCORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $34039.00          | $756346.58         | Equities   |
| REMITLY GLOBAL INC CO | 2099-01-01      | 0.0000%  | N/A     | $412.00            | $6938.08           | Equities   |
| ROCKET PHARMACEUTICAL | 2099-01-01      | 0.0000%  | N/A     | $2483443.00        | $11249996.79       | Equities   |
| SEADRILL LTD COM      | 2099-01-01      | 0.0000%  | N/A     | $217969.00         | $9429338.94        | Equities   |
| SELECT WATER SOLUTION | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $13.85             | Equities   |
| SOUTH PLAINS FINANCIA | 2099-01-01      | 0.0000%  | N/A     | $12.00             | $512.52            | Equities   |
| SOUTHERN MO BANCORP I | 2099-01-01      | 0.0000%  | N/A     | $1004.00           | $64808.20          | Equities   |
| SPROUT SOCIAL INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $123290.00         | $876591.90         | Equities   |
| STEPSTONE GROUP INCCO | 2099-01-01      | 0.0000%  | N/A     | $222288.00         | $10443090.24       | Equities   |
| SUNOPTA INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $704573.00         | $4509267.20        | Equities   |
| T1 ENERGY INCCOM NEW  | 2099-01-01      | 0.0000%  | N/A     | $356964.00         | $2602267.56        | Equities   |
| TANGER INC COM        | 2099-01-01      | 0.0000%  | N/A     | $3953.00           | $148751.39         | Equities   |
| TELOS CORP MDCOM      | 2099-01-01      | 0.0000%  | N/A     | $231678.00         | $947563.02         | Equities   |
| TEXAS CAP BANCSHARES  | 2099-01-01      | 0.0000%  | N/A     | $64409.00          | $6537513.50        | Equities   |
| TITAN MACHY INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $34593.00          | $684595.47         | Equities   |
| TRIMAS CORPCOM NEW    | 2099-01-01      | 0.0000%  | N/A     | $108234.00         | $4112892.00        | Equities   |
| TUTOR PERINI CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $125867.00         | $11249992.46       | Equities   |
| UNITY BANCORP INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $16630.00          | $887210.50         | Equities   |
| VIRTUS INVT PARTNERS  | 2099-01-01      | 0.0000%  | N/A     | $25680.00          | $3701772.00        | Equities   |
| VITA COCO CO INC COM  | 2099-01-01      | 0.0000%  | N/A     | $8799.00           | $505150.59         | Equities   |
| VTEX SHS CL A         | 2099-01-01      | 0.0000%  | N/A     | $297029.00         | $911879.03         | Equities   |
| WEIS MKTS INCCOM      | 2099-01-01      | 0.0000%  | N/A     | $34301.00          | $2277243.39        | Equities   |
| WEST BANCORPORATION I | 2099-01-01      | 0.0000%  | N/A     | $30984.00          | $772121.28         | Equities   |
| XERIS BIOPHARMA HOLDI | 2099-01-01      | 0.0000%  | N/A     | $922808.00         | $6219725.92        | Equities   |

### Security 123: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AIX9989E0
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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         |
|:---|:---|:---|:---|:---|:---|:---|
| ARGENTINE REPUBLIC GL | 2030-07-09      | 0.7500%  | N/A     | $8713927.00        | $5336060.34        | Other Instrument |
| BRAZIL FEDERATIVE REP | 2045-01-27      | 5.0000%  | N/A     | $5305000.00        | $4363610.07        | Other Instrument |
| EXPORT IMPORT BANK KO | 2032-01-18      | 2.1250%  | N/A     | $1000000.00        | $911262.08         | Other Instrument |
| JAMAICA GOVT SR GLBL  | 2039-03-15      | 8.0000%  | N/A     | $3965000.00        | $4938407.50        | Other Instrument |
| JAMAICA GOVT SR GLBL  | 2028-04-28      | 6.7500%  | N/A     | $3080000.00        | $3239582.50        | Other Instrument |
| KINGDOM OF BAHRAIN FR | 2035-04-18      | 7.7500%  | N/A     | $800000.00         | $885040.67         | Other Instrument |
| PANAMA REP GLBL AMRTZ | 2063-01-19      | 4.5000%  | N/A     | $4931000.00        | $3830647.35        | Other Instrument |
| PANAMA REP GLBL BD 8. | 2027-09-30      | 8.8750%  | N/A     | $5422000.00        | $6008061.72        | Other Instrument |
| PANAMA REP SR GLBL AM | 2036-01-26      | 6.7000%  | N/A     | $5474000.00        | $5999336.74        | Other Instrument |
| PANAMA REP SR GLBL AM | 2034-02-23      | 5.2270%  | N/A     | $4960000.00        | $4962880.66        | Other Instrument |
| PANAMA REP SR GLBL BD | 2030-01-23      | 3.1600%  | N/A     | $1500000.00        | $1426626.67        | Other Instrument |
| PANAMA REP SR GLBL BD | 2038-03-01      | 8.0000%  | N/A     | $7581000.00        | $9307656.98        | Other Instrument |
| PANAMA REP SR GLBL BD | 2028-03-17      | 3.8750%  | N/A     | $1150000.00        | $1159973.06        | Other Instrument |
| PERU REP GLBL BD 3.3% | 2041-03-11      | 3.3000%  | N/A     | $5635000.00        | $4502458.92        | Other Instrument |
| PERU REP SR GLBL BD 6 | 2060-12-01      | 2.7800%  | N/A     | $7102000.00        | $4041472.01        | Other Instrument |
| PETROLEOS DE VENEZUEL | 2035-05-17      | 0.0000%  | N/A     | $2999897.00        | $1143710.73        | Other Instrument |
| REPUBLIC OF COLOMBIA  | 2044-02-26      | 5.6250%  | N/A     | $24400000.00       | $19962036.50       | Other Instrument |
| REPUBLIC OF COLOMBIA  | 2054-11-07      | 8.3750%  | N/A     | $1000000.00        | $1091690.28        | Other Instrument |
| REPUBLIC OF COLOMBIA  | 2051-05-15      | 4.1250%  | N/A     | $13859000.00       | $8957591.41        | Other Instrument |
| REPUBLIC OF COLOMBIA  | 2061-02-15      | 3.8750%  | N/A     | $10759000.00       | $6365365.10        | Other Instrument |
| REPUBLIC OF THE PHILI | 2034-10-23      | 6.3750%  | N/A     | $2764000.00        | $3151756.95        | Other Instrument |
| TRINIDAD & TOBAGO REP | 2031-01-14      | 5.9500%  | N/A     | $1800000.00        | $1853292.50        | Other Instrument |
| UKRAINE GOVERNMENT GL | 2034-02-01      | 4.5000%  | N/A     | $3000000.00        | $1909320.00        | Other Instrument |
| UNITED MEXICAN STATES | 2045-01-21      | 5.5500%  | N/A     | $309000.00         | $289872.90         | Other Instrument |
| URUGUAY REPGLBL AMRTZ | 2037-02-14      | 5.4420%  | N/A     | $795277.00         | $834575.75         | Other Instrument |
| URUGUAY REPSR GLBL SN | 2036-03-21      | 7.6250%  | N/A     | $776000.00         | $966881.77         | Other Instrument |

### Security 124: COLORADO ST HSG & FIN AUTH

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GVE9, C.4 - ISIN: US19648GVE96, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15355000.00
- **C.18.a - Value (excl. sponsor support):** $15355000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2055-11-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: COLORADO ST HSG & FIN AUTH SF

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH SF
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEM5, C.4 - ISIN: US20632CEM55, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $20001709.40
- **C.18.a - Value (excl. sponsor support):** $20001709.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEB9, C.4 - ISIN: US20632CEB90, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $80054080.00
- **C.18.a - Value (excl. sponsor support):** $80054080.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: CONSTELLATION FUNDING COMPANY LLC

- **C.1 - Title:** CONSTELLATION FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038XF20, C.4 - ISIN: US21038XF204, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $64357533.50
- **C.18.a - Value (excl. sponsor support):** $64357533.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LK84, C.4 - ISIN: US21684LK846, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $25001130.00
- **C.18.a - Value (excl. sponsor support):** $25001130.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5L6, C.4 - ISIN: US21684X5L66, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $150106170.00
- **C.18.a - Value (excl. sponsor support):** $150106170.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687BEV9, C.4 - ISIN: US21687BEV99, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $39621604.00
- **C.18.a - Value (excl. sponsor support):** $39621604.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3R5, C.4 - ISIN: US21684X3R54, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $100018890.00
- **C.18.a - Value (excl. sponsor support):** $100018890.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: COOPERATIEVE RABOBANK U.A. LONDON BRANCH

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3087741636, C.3 - LEI: N/A, C.5 - Other ID: O6B99DA
- **C.18 - Value (incl. sponsor support):** $99031560.00
- **C.18.a - Value (excl. sponsor support):** $99031560.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002HK9
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COFR 4%091448      | 2048-09-14      | 4.0000%  | N/A     | $6148000.00        | $5075303.79        | Corporate Debt Securities                         |
| ACADIA HEALTHCARE COM | 2028-07-01      | 5.5000%  | N/A     | $2700000.00        | $2713191.00        | Corporate Debt Securities                         |
| AECOMSR GLBL 144A 33  | 2033-08-01      | 6.0000%  | N/A     | $196000.00         | $201222.09         | Corporate Debt Securities                         |
| ALLSTATE CORPSR GLBL  | 2049-08-10      | 3.8500%  | N/A     | $12230000.00       | $9421845.92        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2033-08-15      | 6.6250%  | N/A     | $28000.00          | $31883.27          | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 2 | 2026-09-11      | 2.0500%  | N/A     | $40000000.00       | $40020911.11       | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAN | 2035-09-15      | 5.3750%  | N/A     | $466000.00         | $506279.88         | Corporate Debt Securities                         |
| ARGENT SECS INC 2004- | 2034-10-25      | 3.8468%  | N/A     | $90292.00          | $1771.49           | Asset-Backed Securities                           |
| AVANT CR CRD MSTR TR  | 2030-04-15      | 5.4082%  | N/A     | $9796000.00        | $9851301.11        | Asset-Backed Securities                           |
| AVIENT CORPORATION SR | 2030-08-01      | 7.1250%  | N/A     | $50000.00          | $51818.79          | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2032-04-22      | 2.6870%  | N/A     | $7748000.00        | $7233531.72        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2032-02-06      | 4.4560%  | N/A     | $1464000.00        | $1478024.14        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2028-07-14      | 1.6500%  | N/A     | $48000.00          | $45913.96          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-06-04      | 4.4986%  | N/A     | $1690000.00        | $1715931.05        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-07-26      | 4.5134%  | N/A     | $84706000.00       | $85738748.84       | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2034-02-02      | 4.8130%  | N/A     | $72000.00          | $72960.65          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-02-07      | 4.5842%  | N/A     | $4934000.00        | $5003349.60        | Corporate Debt Securities                         |
| BARCLAYS PLC SR GLBL  | 2037-02-24      | 5.2070%  | N/A     | $6536000.00        | $6548444.00        | Corporate Debt Securities                         |
| BARCLAYS PLC SR GLBL  | 2036-02-25      | 5.7850%  | N/A     | $2650000.00        | $2784650.18        | Corporate Debt Securities                         |
| BAYER US FIN II LLCSR | 2064-07-15      | 4.7000%  | N/A     | $7740000.00        | $6111762.00        | Corporate Debt Securities                         |
| BLOCK INCSR GLBL NT 2 | 2026-06-01      | 2.7500%  | N/A     | $990000.00         | $992296.25         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORP | 2028-06-11      | 2.8750%  | N/A     | $20000.00          | $18850.39          | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 4.6250%  | N/A     | $400000.00         | $400436.50         | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 6.8750%  | N/A     | $388000.00         | $397486.60         | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 8.5000%  | N/A     | $13742000.00       | $14786796.63       | Corporate Debt Securities                         |
| BNP PARIBASFR 5.176%0 | 2030-01-09      | 5.1760%  | N/A     | $4226000.00        | $4374380.49        | Corporate Debt Securities                         |
| BOMBARDIER INC SR 144 | 2031-07-01      | 7.2500%  | N/A     | $136000.00         | $146318.02         | Corporate Debt Securities                         |
| BPCE FR 4.625%091228  | 2028-09-12      | 4.6250%  | N/A     | $2766000.00        | $2853870.06        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  | N/A     | $5542000.00        | $5572619.55        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2033-10-20      | 6.0000%  | N/A     | $14304000.00       | $14881833.92       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2032-01-22      | 6.1250%  | N/A     | $12818000.00       | $13461141.37       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2031-09-12      | 3.7500%  | N/A     | $37866000.00       | $36071056.94       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2031-03-18      | 6.2500%  | N/A     | $32486000.00       | $35224705.16       | Other Instrument                                  |
| BROADCOM INC SR GLBL  | 2034-04-15      | 3.4690%  | N/A     | $21036000.00       | $19659397.15       | Corporate Debt Securities                         |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 6.5187%  | N/A     | $420000.00         | $421403.11         | Asset-Backed Securities                           |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 5.9187%  | N/A     | $29919000.00       | $18236715.12       | Asset-Backed Securities                           |
| BURFORD CAPITAL GLOBA | 2031-07-01      | 9.2500%  | N/A     | $7182000.00        | $7452394.32        | Corporate Debt Securities                         |
| CADENCE DESIGN SYSTEM | 2034-09-10      | 4.7000%  | N/A     | $1126000.00        | $1155414.25        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2029-06-08      | 6.3120%  | N/A     | $2026000.00        | $2147684.26        | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2027-12-15      | 4.2500%  | N/A     | $2836000.00        | $2841615.28        | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2029-12-15      | 4.6250%  | N/A     | $244000.00         | $239878.84         | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL | 2029-03-15      | 3.7500%  | N/A     | $278000.00         | $271749.17         | Corporate Debt Securities                         |
| CHART INDS INC SR SEC | 2030-01-01      | 7.5000%  | N/A     | $2488000.00        | $2614207.95        | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2018 | 2038-10-18      | 4.9376%  | N/A     | $500000.00         | $503790.97         | Asset-Backed Securities                           |
| CITIGROUP INCSR GLBL  | 2039-07-15      | 8.1250%  | N/A     | $32000.00          | $41435.81          | Corporate Debt Securities                         |
| CK HUTCHISON INTLSR G | 2033-04-21      | 4.8750%  | N/A     | $690000.00         | $717960.53         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2033-05-01      | 7.3750%  | N/A     | $242000.00         | $254551.06         | Corporate Debt Securities                         |
| COMM MTG TR 2015-CCRE | 2048-08-12      | 4.2556%  | N/A     | $968274.00         | $699211.87         | Private Label Collateralized Mortgage Obligations |
| CORPORACION NACIONAL  | 2036-01-26      | 6.4400%  | N/A     | $9172000.00        | $10068705.68       | Corporate Debt Securities                         |
| COX COMMUNICATIONS IN | 2053-12-15      | 5.8000%  | N/A     | $1100000.00        | $973753.00         | Corporate Debt Securities                         |
| CRIBS MTG TR 2025-RTL | 2040-05-25      | 5.8110%  | N/A     | $362368.00         | $365336.46         | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE TOWERS 2 | 2048-07-15      | 4.2410%  | N/A     | $1837770.00        | $1842725.85        | Asset-Backed Securities                           |
| CWABS INC 2007-122-M- | 2037-09-25      | 4.7582%  | N/A     | $40000.00          | $36129.09          | Asset-Backed Securities                           |
| DARLING INGREDIENTS I | 2030-06-15      | 6.0000%  | N/A     | $60000.00          | $61465.20          | Corporate Debt Securities                         |
| DB MASTER FIN LLC 201 | 2049-05-20      | 4.3520%  | N/A     | $2818000.00        | $2632807.04        | Asset-Backed Securities                           |
| DB MASTER FINANCE LLC | 2051-11-20      | 2.7910%  | N/A     | $266000.00         | $230850.89         | Asset-Backed Securities                           |
| DOW CHEMICAL COSR GLB | 2029-11-01      | 7.3750%  | N/A     | $11744000.00       | $13184564.71       | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $1934000.00        | $1997197.75        | Corporate Debt Securities                         |
| ENOVA INTL INC SR GLB | 2028-12-15      | 11.2500% | N/A     | $134000.00         | $144615.48         | Corporate Debt Securities                         |
| ENTERGY LA LLC 1M GLB | 2055-03-15      | 5.8000%  | N/A     | $1046000.00        | $1088770.94        | Corporate Debt Securities                         |
| EQUINOR ASA3.625%28   | 2028-09-10      | 3.6250%  | N/A     | $252000.00         | $256003.27         | Corporate Debt Securities                         |
| ERAC USA FINANCE COMP | 2037-10-15      | 7.0000%  | N/A     | $1670000.00        | $2003265.20        | Corporate Debt Securities                         |
| EXPORT-IMPORT BK INDI | 2036-01-12      | 5.0000%  | N/A     | $4620000.00        | $4714894.80        | Other Instrument                                  |
| FACTSET RESH SYS INC  | 2027-03-01      | 2.9000%  | N/A     | $250000.00         | $250256.94         | Corporate Debt Securities                         |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $3006508.00        | $2488649.29        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE2  | 2055-03-25      | 6.0250%  | N/A     | $1196800.00        | $969719.24         | Asset-Backed Securities                           |
| FORD MOTOR CREDIT COM | 2033-11-07      | 7.1220%  | N/A     | $620000.00         | $690445.43         | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $140000.00         | $152141.73         | Corporate Debt Securities                         |
| FORTRESS INTER 3 INC  | 2031-06-01      | 7.5000%  | N/A     | $5498000.00        | $5484566.55        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORP | 2030-10-01      | 12.2500% | N/A     | $56000.00          | $63761.63          | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC | 2029-08-15      | 4.3750%  | N/A     | $44000.00          | $43320.13          | Corporate Debt Securities                         |
| GLENCORE FDG LLC SR R | 2027-03-27      | 4.0000%  | N/A     | $10000.00          | $10165.97          | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINAN | 2054-10-15      | 7.9500%  | N/A     | $120000.00         | $120463.20         | Corporate Debt Securities                         |
| GOEASY LTD SR 144A NT | 2029-07-01      | 7.6250%  | N/A     | $350000.00         | $335744.89         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-06-15      | 4.3870%  | N/A     | $7990000.00        | $8067215.36        | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT 6 | 2054-04-01      | 6.0000%  | N/A     | $20000.00          | $20520.67          | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2079-12-31      | 6.0000%  | N/A     | $400000.00         | $411349.33         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2029-03-03      | 4.7806%  | N/A     | $4236000.00        | $4314774.81        | Corporate Debt Securities                         |
| INCREF LLC 2025-FL1B2 | 2042-10-22      | 6.2546%  | N/A     | $2826146.00        | $2827108.31        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP SR GLBL NT | 2030-03-25      | 3.9000%  | N/A     | $1068000.00        | $1072022.80        | Corporate Debt Securities                         |
| INTESA FDG LLC        | 2026-10-30      | 0.0000%  | N/A     | $2103184.00        | $2044824.85        | Money Market                                      |
| INVITATION HOMES OPER | 2033-08-15      | 5.5000%  | N/A     | $2830000.00        | $2926003.03        | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2032-07-15      | 5.6250%  | N/A     | $260000.00         | $261474.85         | Corporate Debt Securities                         |
| ISLAND FINANCE TR 202 | 2035-03-19      | 6.5400%  | N/A     | $2806000.00        | $2842760.47        | Asset-Backed Securities                           |
| JGWPT XXXIX LLC 2017- | 2072-09-15      | 3.5300%  | N/A     | $8778000.00        | $4772525.87        | Asset-Backed Securities                           |
| KINETIC ADV MASTER TR | 2029-10-15      | 5.8582%  | N/A     | $10600000.00       | $10695439.02       | Asset-Backed Securities                           |
| KOMMUNALBANKEN ASSR G | 2026-06-17      | 4.6940%  | N/A     | $25000000.00       | $25298402.50       | Other Instrument                                  |
| KOREA GAS CORP FR 2.2 | 2026-07-18      | 2.2500%  | N/A     | $66222000.00       | $65969528.63       | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2031-01-15      | 3.8750%  | N/A     | $11568000.00       | $11613703.24       | Other Instrument                                  |
| KOREA NATIONAL OIL CO | 2026-10-24      | 2.5000%  | N/A     | $738000.00         | $737639.61         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2028-02-15      | 3.7500%  | N/A     | $4000.00           | $4026.20           | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2027-06-28      | 4.0000%  | N/A     | $100000.00         | $101308.56         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2027-08-27      | 3.5000%  | N/A     | $554000.00         | $554277.00         | Other Instrument                                  |
| LG ENERGY SOLUTION LT | 2027-07-02      | 5.3750%  | N/A     | $4346000.00        | $4446270.07        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC | 2050-10-15      | 3.9510%  | N/A     | $6064000.00        | $4633848.05        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2099-01-01      | 6.7500%  | N/A     | $2000000.00        | $2036400.00        | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2029-04-05      | 3.6500%  | N/A     | $1240000.00        | $1246196.56        | Corporate Debt Securities                         |
| LSEG US FIN CORP      | 2026-04-20      | 0.0000%  | N/A     | $1000000.00        | $994381.00         | Money Market                                      |
| MACQUARIE GROUP LIMIT | 2033-01-14      | 2.8710%  | N/A     | $5170000.00        | $4736181.42        | Corporate Debt Securities                         |
| MEDLINE BOR LLP/ CO-I | 2029-04-01      | 6.2500%  | N/A     | $294000.00         | $310642.52         | Corporate Debt Securities                         |
| METHANEX CORPSR GLBL  | 2029-12-15      | 5.2500%  | N/A     | $78000.00          | $79525.68          | Corporate Debt Securities                         |
| MFI LLC 2022-B1A20371 | 2037-11-20      | 5.6796%  | N/A     | $1834000.00        | $1836864.97        | Private Label Collateralized Mortgage Obligations |
| MISSION LANE CR MSTR  | 2030-12-16      | 4.7800%  | N/A     | $28950000.00       | $29101012.87       | Asset-Backed Securities                           |
| MITSUBISHI UFJ FINANC | 2032-01-14      | 4.5050%  | N/A     | $8232000.00        | $8343551.60        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.1 | 2029-02-01      | 5.1230%  | N/A     | $598000.00         | $612250.31         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.4 | 2035-01-18      | 5.4660%  | N/A     | $2226000.00        | $2341599.52        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 6.2 | 2026-08-09      | 6.2500%  | N/A     | $252000.00         | $255413.34         | Corporate Debt Securities                         |
| MOSAIC CO             | 2026-03-24      | 0.0000%  | N/A     | $5230628.00        | $5216076.39        | Money Market                                      |
| NESTLE HLDGS INC GLBL | 2029-10-01      | 4.2500%  | N/A     | $8220000.00        | $8471006.83        | Corporate Debt Securities                         |
| NEW RES MTG LN TR 202 | 2039-09-25      | 5.4430%  | N/A     | $201666.00         | $203434.49         | Private Label Collateralized Mortgage Obligations |
| NEXTERA ENERGY CAP HL | 2026-04-07      | 0.0000%  | N/A     | $27258616.00       | $27142521.55       | Money Market                                      |
| NORDEA BK ABP MED TER | 2099-01-01      | 6.7500%  | N/A     | $1668000.00        | $1761879.21        | Corporate Debt Securities                         |
| NORTHWESTERN ENERGY G | 2044-11-15      | 4.1760%  | N/A     | $844000.00         | $723453.17         | Corporate Debt Securities                         |
| NOVELIS CORP SR GLBL  | 2030-01-30      | 6.8750%  | N/A     | $2730000.00        | $2839954.16        | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2032-02-15      | 3.8750%  | N/A     | $200000.00         | $188336.33         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2031-05-01      | 7.5000%  | N/A     | $714000.00         | $829237.22         | Corporate Debt Securities                         |
| OHA CREDIT PARTNERS 2 | 2037-10-21      | 5.0497%  | N/A     | $500088.00         | $503893.65         | Asset-Backed Securities                           |
| OPEN TEXT CORP SR GLB | 2029-12-01      | 3.8750%  | N/A     | $466000.00         | $425866.66         | Corporate Debt Securities                         |
| ORGANON & CO SR GLBL  | 2031-04-30      | 5.1250%  | N/A     | $4496000.00        | $4109641.86        | Corporate Debt Securities                         |
| OWL ROCK CLO 2025-10R | 2037-04-20      | 5.0576%  | N/A     | $1803068.00        | $1816876.99        | Asset-Backed Securities                           |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $33040000.00       | $34521086.83       | Other Instrument                                  |
| POLAND REP GLBL NT 5. | 2034-09-18      | 5.1250%  | N/A     | $28000.00          | $29689.95          | Other Instrument                                  |
| POST HLDGS INC SR GLB | 2031-09-15      | 4.5000%  | N/A     | $58000.00          | $56735.60          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCJR | 2054-03-15      | 6.5000%  | N/A     | $664000.00         | $721960.56         | Corporate Debt Securities                         |
| RANGE RES CORP SR GLB | 2030-02-15      | 4.7500%  | N/A     | $384000.00         | $381539.84         | Corporate Debt Securities                         |
| REC LTDFR 4.75%092729 | 2029-09-27      | 4.7500%  | N/A     | $10136000.00       | $10470707.61       | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPEL | 2033-03-15      | 6.7500%  | N/A     | $5760000.00        | $6250492.80        | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CO | 2029-02-01      | 3.1250%  | N/A     | $412000.00         | $397471.62         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP D | 2026-07-28      | 0.0000%  | N/A     | $42056352.00       | $41402754.23       | Money Market                                      |
| SHINHAN FINANCIAL GRO | 2099-01-01      | 2.8750%  | N/A     | $30206000.00       | $30315207.28       | Corporate Debt Securities                         |
| SIEMENS FIN NV SR GLB | 2031-03-11      | 2.1500%  | N/A     | $3074000.00        | $2845613.75        | Corporate Debt Securities                         |
| SNAP INC SR GLBL 144A | 2034-03-15      | 6.8750%  | N/A     | $3350000.00        | $3468722.60        | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 9.3750%  | N/A     | $600000.00         | $655517.75         | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 4.7500%  | N/A     | $4882000.00        | $4936858.76        | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIO | 2031-10-15      | 3.8750%  | N/A     | $4996000.00        | $4769073.35        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2055-03-01      | 5.9000%  | N/A     | $958000.00         | $974845.90         | Corporate Debt Securities                         |
| SPRINT SPECTRUM CO LL | 2029-09-20      | 5.1520%  | N/A     | $88354000.00       | $40392206.21       | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK | 2030-09-11      | 4.3500%  | N/A     | $2000000.00        | $2060736.67        | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FI | 2027-04-15      | 6.0000%  | N/A     | $1890000.00        | $1933885.80        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2032-08-15      | 6.6250%  | N/A     | $4000.00           | $4153.55           | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2034-03-15      | 5.8750%  | N/A     | $252000.00         | $260436.44         | Corporate Debt Securities                         |
| SWEDISH EXPT CR CORP  | 2026-08-03      | 4.6843%  | N/A     | $12600000.00       | $12684566.50       | Other Instrument                                  |
| T MOBILE USA INC SR G | 2052-10-15      | 3.4000%  | N/A     | $2488000.00        | $1726912.51        | Corporate Debt Securities                         |
| TABERNA PREF FDG II 2 | 2035-11-05      | 4.3548%  | N/A     | $5112000.00        | $481865.39         | Other Instrument                                  |
| TEVA PHARMACEUTICAL F | 2026-10-01      | 3.1500%  | N/A     | $840000.00         | $844918.20         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $248000.00         | $256082.11         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-2 | 2058-03-25      | 3.5000%  | N/A     | $200000.00         | $187058.56         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-2 | 2058-12-25      | 3.7500%  | N/A     | $1331902.00        | $1150085.83        | Private Label Collateralized Mortgage Obligations |
| TPG TR 2024-WLSC A204 | 2041-11-15      | 5.7922%  | N/A     | $20000.00          | $20023.21          | Private Label Collateralized Mortgage Obligations |
| TRICON RES 2021-SFR1  | 2038-07-19      | 2.7940%  | N/A     | $518000.00         | $514047.60         | Asset-Backed Securities                           |
| TRINITY INDS INC SR G | 2028-07-15      | 7.7500%  | N/A     | $260000.00         | $269966.23         | Corporate Debt Securities                         |
| TWILIO INC SR GLBL NT | 2031-03-15      | 3.8750%  | N/A     | $50000.00          | $47996.38          | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 4.8750%  | N/A     | $996000.00         | $994816.01         | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 3.8750%  | N/A     | $800000.00         | $804199.44         | Corporate Debt Securities                         |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $200.00            | $207.48            | U.S. Treasuries (including strips)                |
| UNITEDHEALTH GROUP IN | 2054-07-15      | 5.6250%  | N/A     | $928000.00         | $920346.32         | Corporate Debt Securities                         |
| URUGUAY REPGLBL AMRTZ | 2037-02-14      | 5.4420%  | N/A     | $8680312.00        | $9109251.06        | Other Instrument                                  |
| US BANCORP FR 4.481%0 | 2032-01-26      | 4.4810%  | N/A     | $70000.00          | $70947.00          | Corporate Debt Securities                         |
| VISTA PT SEC TR 2025- | 2055-11-26      | 5.2970%  | N/A     | $2927186.00        | $2804213.10        | Asset-Backed Securities                           |
| VORNADO RLTY L P GLBL | 2026-06-01      | 2.1500%  | N/A     | $242000.00         | $240803.58         | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2 | 2049-10-18      | 3.6210%  | N/A     | $2782844.00        | $2705723.51        | Private Label Collateralized Mortgage Obligations |
| WESCO DISTR INCSR GLB | 2033-03-15      | 6.3750%  | N/A     | $348000.00         | $373250.01         | Corporate Debt Securities                         |
| WHEELS FLEET LEASE FD | 2039-02-18      | 6.6600%  | N/A     | $2200000.00        | $2274564.60        | Asset-Backed Securities                           |
| WILLIAMS COS INC SR G | 2044-06-24      | 5.7500%  | N/A     | $14000.00          | $14321.48          | Corporate Debt Securities                         |
| WYNN LAS VEGAS LLC /  | 2027-05-15      | 5.2500%  | N/A     | $5430000.00        | $5533360.05        | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN | 2042-07-31      | 8.9470%  | N/A     | $5080000.00        | $5465334.94        | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC | 2031-03-24      | 7.5000%  | N/A     | $3820000.00        | $4059876.90        | Corporate Debt Securities                         |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002HY9
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2029-02-15      | 3.5000%  | N/A     | $2212000.00        | $2145212.35        | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS L | 2031-04-15      | 8.2500%  | N/A     | $19380000.00       | $20886988.80       | Corporate Debt Securities                         |
| AIA GROUP LTD HONG KO | 2040-09-16      | 3.2000%  | N/A     | $400000.00         | $326568.44         | Corporate Debt Securities                         |
| APIDOS CLO 2020-32RA- | 2033-01-21      | 4.7676%  | N/A     | $500014.00         | $359467.82         | Asset-Backed Securities                           |
| ARGENT SECS INC 2004- | 2034-10-25      | 3.8468%  | N/A     | $7523866.00        | $147615.05         | Asset-Backed Securities                           |
| BANK MONTREAL MEDIUM  | 2027-06-04      | 5.3700%  | N/A     | $946000.00         | $975582.21         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-07-26      | 4.5134%  | N/A     | $27558000.00       | $27893991.46       | Corporate Debt Securities                         |
| BARCLAYS PLC ALT TIER | 2099-01-01      | 4.3750%  | N/A     | $800000.00         | $786472.00         | Corporate Debt Securities                         |
| BLOCK INCSR GLBL NT6. | 2032-05-15      | 6.5000%  | N/A     | $4894000.00        | $5099972.15        | Corporate Debt Securities                         |
| BNG BK N V GLBL 1824  | 2036-01-14      | 4.2500%  | N/A     | $5196000.00        | $5254436.24        | Other Instrument                                  |
| BNP PARIBASALT TIER I | 2099-01-01      | 7.0000%  | N/A     | $500000.00         | $517249.44         | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 7.0000%  | N/A     | $400000.00         | $413799.56         | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 5.1250%  | N/A     | $2240000.00        | $2255323.47        | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD  | 2027-09-18      | 3.5000%  | N/A     | $400000.00         | $403603.33         | Corporate Debt Securities                         |
| BOYD GAMING CORP SR G | 2031-06-15      | 4.7500%  | N/A     | $1078000.00        | $1078285.67        | Corporate Debt Securities                         |
| BPCE FR 4.625%091228  | 2028-09-12      | 4.6250%  | N/A     | $504000.00         | $520011.03         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTN | 2028-03-15      | 8.3000%  | N/A     | $58000.00          | $63527.40          | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2031-03-18      | 6.2500%  | N/A     | $13866000.00       | $15034961.58       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2032-01-22      | 6.1250%  | N/A     | $3462000.00        | $3635705.37        | Other Instrument                                  |
| BROADCOM INC SR GLBL  | 2034-04-15      | 3.4690%  | N/A     | $750000.00         | $700919.75         | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL1 | 2039-07-15      | 6.3037%  | N/A     | $6215000.00        | $6210407.20        | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 6.5187%  | N/A     | $19717000.00       | $19782869.29       | Asset-Backed Securities                           |
| BUILDERS FIRSTSOURCE  | 2035-05-15      | 6.7500%  | N/A     | $274000.00         | $292742.97         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE  | 2030-03-01      | 5.0000%  | N/A     | $280000.00         | $285200.84         | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD  | 2027-06-01      | 3.8500%  | N/A     | $68000.00          | $68575.77          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2031-10-30      | 7.6240%  | N/A     | $94000.00          | $108398.73         | Corporate Debt Securities                         |
| CAPSTONE COPPER CORP  | 2033-03-31      | 6.7500%  | N/A     | $430000.00         | $456446.08         | Corporate Debt Securities                         |
| CARLYLE US CLO LTD 20 | 2038-07-26      | 5.0480%  | N/A     | $60000000.00       | $60480427.74       | Asset-Backed Securities                           |
| CDP FINANCIAL INC. SR | 2028-07-25      | 4.2500%  | N/A     | $6800000.00        | $6932108.89        | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2029-12-15      | 4.6250%  | N/A     | $110000.00         | $108142.10         | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2027-12-15      | 4.2500%  | N/A     | $4970000.00        | $4979840.60        | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL | 2029-03-15      | 3.7500%  | N/A     | $512000.00         | $500487.68         | Corporate Debt Securities                         |
| CHILE REPGLBL NT 3.1% | 2041-05-07      | 3.1000%  | N/A     | $4322000.00        | $3439025.00        | Other Instrument                                  |
| CIFC FUNDING LTD 2018 | 2038-10-18      | 4.9376%  | N/A     | $10534600.00       | $10614472.74       | Asset-Backed Securities                           |
| CORPORACION NACIONAL  | 2036-01-26      | 6.4400%  | N/A     | $452000.00         | $496190.03         | Corporate Debt Securities                         |
| CRIBS MTG TR 2025-RTL | 2040-05-25      | 5.8110%  | N/A     | $12782876.00       | $12887591.20       | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE TOWERS 2 | 2048-07-15      | 4.2410%  | N/A     | $628502.00         | $630196.86         | Asset-Backed Securities                           |
| CWABS INC 2007-122-M- | 2037-09-25      | 4.7582%  | N/A     | $43134.00          | $38959.81          | Asset-Backed Securities                           |
| DB MASTER FIN LLC 201 | 2049-05-20      | 4.3520%  | N/A     | $1252000.00        | $1169721.22        | Asset-Backed Securities                           |
| EL SALVADOR REPSR AMZ | 2030-04-17      | 9.2500%  | N/A     | $9100000.00        | $10182561.28       | Other Instrument                                  |
| ELI LILLY & CO SR NT  | 2045-03-01      | 3.7000%  | N/A     | $1324000.00        | $1099090.65        | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP | 2031-04-01      | 4.6250%  | N/A     | $336000.00         | $335925.05         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V. SR | 2030-09-30      | 4.3750%  | N/A     | $1000000.00        | $1021634.58        | Corporate Debt Securities                         |
| ENERGY TRANSFER L PJR | 2056-02-15      | 6.5000%  | N/A     | $3200000.00        | $3249621.33        | Corporate Debt Securities                         |
| EQUINOR ASA3.625%28   | 2028-09-10      | 3.6250%  | N/A     | $1638000.00        | $1664021.22        | Corporate Debt Securities                         |
| ERAC USA FIN CO       | 2026-03-27      | 0.0000%  | N/A     | $75449838.00       | $75211039.26       | Money Market                                      |
| EXPORT-IMPORT BK INDI | 2036-01-12      | 5.0000%  | N/A     | $10374000.00       | $10587081.96       | Other Instrument                                  |
| FIFTH THIRD BANCORPSR | 2032-04-29      | 4.5660%  | N/A     | $1600000.00        | $1613634.13        | Corporate Debt Securities                         |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $826612.00         | $684231.46         | Asset-Backed Securities                           |
| FIP MSTR FDG 2023-1 L | 2053-03-15      | 6.3800%  | N/A     | $7540492.00        | $7428460.89        | Private Label Collateralized Mortgage Obligations |
| FLATIRON RR CLO 27 LT | 2037-10-18      | 5.0276%  | N/A     | $1690312.00        | $1705452.03        | Asset-Backed Securities                           |
| FREEDOM MTG HLDGS LLC | 2031-05-15      | 9.1250%  | N/A     | $1166000.00        | $1242890.90        | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL HOL | 2034-02-01      | 5.5000%  | N/A     | $3908000.00        | $3948072.20        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINAN | 2054-10-15      | 7.9500%  | N/A     | $4340000.00        | $4356752.40        | Corporate Debt Securities                         |
| GOEASY LTD SR GLBL 14 | 2030-05-15      | 6.8750%  | N/A     | $300000.00         | $272957.75         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-03-15      | 3.6150%  | N/A     | $164000.00         | $165895.43         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERAT | 2030-10-15      | 5.5000%  | N/A     | $652000.00         | $671068.83         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER  | 2029-05-01      | 3.7500%  | N/A     | $2142000.00        | $2109812.88        | Corporate Debt Securities                         |
| HLF FING SARL LLC / H | 2029-06-01      | 4.8750%  | N/A     | $3700000.00        | $3604413.58        | Corporate Debt Securities                         |
| HOMEWARD OPPORTI FD 2 | 2039-09-25      | 5.9890%  | N/A     | $604000.00         | $604512.02         | Private Label Collateralized Mortgage Obligations |
| HUTCHISON WHAMPOASR G | 2027-08-01      | 7.5000%  | N/A     | $1300000.00        | $1368817.67        | Corporate Debt Securities                         |
| INDIAN RAILWAY FINANC | 2030-02-13      | 3.2490%  | N/A     | $3998000.00        | $3841852.11        | Other Instrument                                  |
| ING GROEP N.V. ALT TI | 2099-01-01      | 3.8750%  | N/A     | $6142000.00        | $6073280.40        | Corporate Debt Securities                         |
| ING GROEP N.V. ALT TI | 2099-01-01      | 5.7500%  | N/A     | $1000000.00        | $1021351.94        | Corporate Debt Securities                         |
| INSTALLED BLDG PRODS  | 2034-02-01      | 5.6250%  | N/A     | $240000.00         | $244846.80         | Corporate Debt Securities                         |
| INTESA FDG LLC        | 2026-10-30      | 0.0000%  | N/A     | $10042892.00       | $9764221.83        | Money Market                                      |
| JAGUAR LAND ROVER PLC | 2028-01-15      | 5.8750%  | N/A     | $12368000.00       | $12471942.73       | Corporate Debt Securities                         |
| KOOKMIN BANK FR 1.375 | 2026-05-06      | 1.3750%  | N/A     | $460000.00         | $459746.81         | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2030-09-17      | 3.8750%  | N/A     | $6326000.00        | $6421663.18        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2027-06-28      | 4.0000%  | N/A     | $1092000.00        | $1106289.43        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-10-29      | 4.7500%  | N/A     | $2536000.00        | $2702512.35        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-07-15      | 3.7500%  | N/A     | $11534000.00       | $11683422.97       | Other Instrument                                  |
| LADDER CAPITAL FIN HL | 2027-02-01      | 4.2500%  | N/A     | $318000.00         | $316851.84         | Corporate Debt Securities                         |
| LEHMAN XS TRUST 2007- | 2047-09-25      | 4.7282%  | N/A     | $142018.00         | $17140.71          | Private Label Collateralized Mortgage Obligations |
| LEVEL 3 FING INC 1LIE | 2034-03-31      | 7.0000%  | N/A     | $1436510.00        | $1552752.39        | Corporate Debt Securities                         |
| LYRA MUSIC ASSETS 202 | 2064-12-20      | 5.7600%  | N/A     | $10312000.00       | $9765813.13        | Asset-Backed Securities                           |
| MAREX GROUP PLCCR SEN | 2029-11-04      | 6.4040%  | N/A     | $1734000.00        | $1848342.46        | Corporate Debt Securities                         |
| MFI LLC 2022-B1A20371 | 2037-11-20      | 5.6796%  | N/A     | $2990000.00        | $2994670.81        | Private Label Collateralized Mortgage Obligations |
| MGM RESORTS INTERNATI | 2032-04-15      | 6.5000%  | N/A     | $76000.00          | $80032.81          | Corporate Debt Securities                         |
| MISSION LN CR CD MT T | 2029-08-15      | 5.3082%  | N/A     | $8080000.00        | $8100373.70        | Asset-Backed Securities                           |
| MORGAN STAN CAP I2015 | 2048-12-17      | 3.1800%  | N/A     | $3370796.00        | $3201233.73        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 4.9 | 2029-04-12      | 4.9940%  | N/A     | $1286000.00        | $1333617.37        | Corporate Debt Securities                         |
| MOZART DEBT MERGER SU | 2029-10-01      | 5.2500%  | N/A     | $32000.00          | $32692.53          | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT | 2031-03-15      | 3.5000%  | N/A     | $10014000.00       | $7932590.10        | Corporate Debt Securities                         |
| MSD INVT CORPSR GLBL  | 2031-02-05      | 6.1250%  | N/A     | $6598000.00        | $6616747.48        | Corporate Debt Securities                         |
| MYLAN N VSR GLBL NT 2 | 2026-06-15      | 3.9500%  | N/A     | $764000.00         | $769554.28         | Corporate Debt Securities                         |
| NATWEST MKTS PLC US M | 2030-03-21      | 4.8804%  | N/A     | $6838000.00        | $6982779.51        | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION | 2028-10-01      | 5.0000%  | N/A     | $200000.00         | $201035.56         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 202 | 2039-09-25      | 5.4430%  | N/A     | $3896688.00        | $3930859.57        | Private Label Collateralized Mortgage Obligations |
| NRG ENERGY INC SR GLB | 2029-06-15      | 5.2500%  | N/A     | $106000.00         | $107608.02         | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2033-02-01      | 6.0000%  | N/A     | $196000.00         | $201988.45         | Corporate Debt Securities                         |
| NTT FINANCE CORP SR G | 2026-04-03      | 1.1620%  | N/A     | $23936000.00       | $23980712.45       | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2031-05-01      | 7.5000%  | N/A     | $2000.00           | $2322.79           | Corporate Debt Securities                         |
| OIL & GAS HLDG CO B S | 2027-10-25      | 7.5000%  | N/A     | $11000000.00       | $11622563.33       | Corporate Debt Securities                         |
| OPEN TEXT CORP SR GLB | 2029-12-01      | 3.8750%  | N/A     | $450000.00         | $411244.63         | Corporate Debt Securities                         |
| OWL ROCK CLO 2025-10R | 2037-04-20      | 5.0576%  | N/A     | $10256870.00       | $10335423.37       | Asset-Backed Securities                           |
| PENNYMAC FINL SVCS IN | 2031-09-15      | 5.7500%  | N/A     | $48000.00          | $48096.24          | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROU | 2032-09-15      | 6.1250%  | N/A     | $200000.00         | $211090.50         | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NE | 2029-07-17      | 3.8750%  | N/A     | $3754000.00        | $3687762.76        | Corporate Debt Securities                         |
| PK ALIFT LN FDG LP 20 | 2039-10-15      | 5.4320%  | N/A     | $4250000.00        | $2840039.97        | Asset-Backed Securities                           |
| PNC FINL SVCS GROUP I | 2036-07-21      | 5.3730%  | N/A     | $16450000.00       | $17128447.35       | Corporate Debt Securities                         |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $14656000.00       | $15312985.73       | Other Instrument                                  |
| POLAND REP GLBL NT 5. | 2034-09-18      | 5.1250%  | N/A     | $3136000.00        | $3325274.59        | Other Instrument                                  |
| POLAND REP GLBL NT 5. | 2027-11-16      | 5.5000%  | N/A     | $2012000.00        | $2100388.28        | Other Instrument                                  |
| REINSURANCE GROUP AME | 2033-09-15      | 6.0000%  | N/A     | $40000.00          | $43745.60          | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.498 | 2029-08-06      | 4.4980%  | N/A     | $344000.00         | $348862.04         | Corporate Debt Securities                         |
| SABRE FINL BORROWER L | 2029-06-15      | 11.1250% | N/A     | $1610000.00        | $1590358.45        | Corporate Debt Securities                         |
| SABRE GLBL INC SR SEC | 2030-07-15      | 11.1250% | N/A     | $2000000.00        | $1503278.33        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPSR | 2034-05-19      | 5.8530%  | N/A     | $146000.00         | $159064.54         | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 4.7500%  | N/A     | $37612000.00       | $38034643.95       | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIO | 2031-10-15      | 3.8750%  | N/A     | $376000.00         | $358921.45         | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2027-07-06      | 5.6120%  | N/A     | $400000.00         | $405264.66         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2028-10-15      | 5.2500%  | N/A     | $4200000.00        | $4302196.50        | Corporate Debt Securities                         |
| STORE MSTR FDG I-VII  | 2048-10-20      | 4.7400%  | N/A     | $390800.00         | $364878.58         | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC SR G | 2052-10-15      | 3.4000%  | N/A     | $368000.00         | $255427.57         | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED | 2028-06-01      | 4.2500%  | N/A     | $370000.00         | $368154.73         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $1802000.00        | $1661707.54        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  | N/A     | $200000.00         | $196604.47         | Private Label Collateralized Mortgage Obligations |
| TRAVEL PLUS LEISURE C | 2026-07-31      | 6.6250%  | N/A     | $6710000.00        | $6763000.61        | Corporate Debt Securities                         |
| TRIMAS CORPSR GLBL 14 | 2029-04-15      | 4.1250%  | N/A     | $910000.00         | $893633.65         | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 3.8750%  | N/A     | $12914000.00       | $12981789.53       | Corporate Debt Securities                         |
| ULTRAPAR INTL S ASR G | 2029-06-06      | 5.2500%  | N/A     | $6592000.00        | $6685820.64        | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2053-02-14      | 3.5000%  | N/A     | $2000.00           | $1447.97           | Corporate Debt Securities                         |
| VAIL RESORTS INC SR G | 2030-07-15      | 5.6250%  | N/A     | $78000.00          | $79983.74          | Corporate Debt Securities                         |
| VASA TRUST 2021-VASA  | 2039-07-15      | 4.6745%  | N/A     | $200000.00         | $197533.43         | Private Label Collateralized Mortgage Obligations |
| VENTURE GLOBAL PLAQUE | 2033-05-01      | 7.5000%  | N/A     | $22000.00          | $24956.29          | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2033-01-15      | 6.7500%  | N/A     | $1550000.00        | $1507173.50        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER | 2028-11-13      | 4.7500%  | N/A     | $932000.00         | $955963.79         | Corporate Debt Securities                         |
| WESCO DISTR INCGLBL 1 | 2032-03-15      | 6.6250%  | N/A     | $132000.00         | $141334.05         | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2032-04-01      | 5.3750%  | N/A     | $658000.00         | $684351.99         | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC | 2030-04-14      | 7.1250%  | N/A     | $3440000.00        | $3620885.23        | Corporate Debt Securities                         |

### Security 136: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JA62, C.4 - ISIN: US22536JA628, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $152162989.60
- **C.18.a - Value (excl. sponsor support):** $152162989.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UE66, C.4 - ISIN: US22533UE665, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $34760435.50
- **C.18.a - Value (excl. sponsor support):** $34760435.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UKW2, C.4 - ISIN: US22533UKW26, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $63373953.50
- **C.18.a - Value (excl. sponsor support):** $63373953.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XAW4, C.4 - ISIN: US22536XAW48, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $76959983.10
- **C.18.a - Value (excl. sponsor support):** $76959983.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UF16, C.4 - ISIN: US22533UF167, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $148574430.00
- **C.18.a - Value (excl. sponsor support):** $148574430.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JN76, C.4 - ISIN: US22536JN761, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $50015835.00
- **C.18.a - Value (excl. sponsor support):** $50015835.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XJ58, C.4 - ISIN: US22532XJ587, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $75049942.50
- **C.18.a - Value (excl. sponsor support):** $75049942.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UKP7, C.4 - ISIN: US22533UKP74, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $104397867.00
- **C.18.a - Value (excl. sponsor support):** $104397867.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UGX5, C.4 - ISIN: US22533UGX54, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $196904360.00
- **C.18.a - Value (excl. sponsor support):** $196904360.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3097925138, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: O819D51
- **C.18 - Value (incl. sponsor support):** $260045682.00
- **C.18.a - Value (excl. sponsor support):** $260045682.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3114897476, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: OB2BF78
- **C.18 - Value (incl. sponsor support):** $127057848.50
- **C.18.a - Value (excl. sponsor support):** $127057848.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ZS3Q2DS
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3196126612, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: P430815
- **C.18 - Value (incl. sponsor support):** $24917820.00
- **C.18.a - Value (excl. sponsor support):** $24917820.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3196125994, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: P43083E
- **C.18 - Value (incl. sponsor support):** $224212815.00
- **C.18.a - Value (excl. sponsor support):** $224212815.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3286698207, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: YEFC1B0
- **C.18 - Value (incl. sponsor support):** $117017256.00
- **C.18.a - Value (excl. sponsor support):** $117017256.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3233962722, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: Y5707F1
- **C.18 - Value (incl. sponsor support):** $203384497.50
- **C.18.a - Value (excl. sponsor support):** $203384497.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3237432664, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: Y5C327E
- **C.18 - Value (incl. sponsor support):** $49979290.00
- **C.18.a - Value (excl. sponsor support):** $49979290.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3274469595, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: YCA2B55
- **C.18 - Value (incl. sponsor support):** $187317181.00
- **C.18.a - Value (excl. sponsor support):** $187317181.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3293786326, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: YFF2294
- **C.18 - Value (incl. sponsor support):** $211451403.50
- **C.18.a - Value (excl. sponsor support):** $211451403.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPE0, C.4 - ISIN: US22536WPE02, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $114015139.20
- **C.18.a - Value (excl. sponsor support):** $114015139.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536MEN4, C.4 - ISIN: US22536MEN48, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $84267223.50
- **C.18.a - Value (excl. sponsor support):** $84267223.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WNZ5, C.4 - ISIN: US22536WNZ58, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $75025522.50
- **C.18.a - Value (excl. sponsor support):** $75025522.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EED1, C.4 - ISIN: US23305EED13, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $109147500.00
- **C.18.a - Value (excl. sponsor support):** $109147500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EC35, C.4 - ISIN: US23305EC350, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $99959490.00
- **C.18.a - Value (excl. sponsor support):** $99959490.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECQ4, C.4 - ISIN: US23305ECQ44, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $24936242.50
- **C.18.a - Value (excl. sponsor support):** $24936242.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3PMGC
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3PQN9
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3PV3N
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3PV40
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3Q2GM
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3Q2H1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: DNB BANK ASA - LONDON BRANCH

- **C.1 - Title:** DNB BANK ASA - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3098015715, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: O81A016
- **C.18 - Value (incl. sponsor support):** $119843340.00
- **C.18.a - Value (excl. sponsor support):** $119843340.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1GX2, C.4 - ISIN: US2332K1GX29, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $73833930.00
- **C.18.a - Value (excl. sponsor support):** $73833930.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K4PY4, C.4 - ISIN: US2332K4PY40, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $47000789.60
- **C.18.a - Value (excl. sponsor support):** $47000789.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CJ7, C.4 - ISIN: US2332K1CJ70, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $35931614.40
- **C.18.a - Value (excl. sponsor support):** $35931614.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CH1, C.4 - ISIN: US2332K1CH15, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $124775112.50
- **C.18.a - Value (excl. sponsor support):** $124775112.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1FV7, C.4 - ISIN: US2332K1FV71, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $98764780.00
- **C.18.a - Value (excl. sponsor support):** $98764780.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1DN7, C.4 - ISIN: US2332K1DN73, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $125314912.80
- **C.18.a - Value (excl. sponsor support):** $125314912.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1K25, C.4 - ISIN: US2332K1K256, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $146720280.00
- **C.18.a - Value (excl. sponsor support):** $146720280.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1K90, C.4 - ISIN: US2332K1K900, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $195487340.00
- **C.18.a - Value (excl. sponsor support):** $195487340.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK - NEW YORK BRANCH

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK - NEW YORK BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821MHC0, C.4 - ISIN: US26821MHC01, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $172014307.50
- **C.18.a - Value (excl. sponsor support):** $172014307.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WHH3, C.4 - ISIN: US23343WHH34, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $98242500.00
- **C.18.a - Value (excl. sponsor support):** $98242500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT-AM-MAIN - LONDON

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT-AM-MAIN - LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3282847402, C.3 - LEI: 529900HNOAA1KXQJUQ27, C.5 - Other ID: YE35663
- **C.18 - Value (incl. sponsor support):** $98495430.00
- **C.18.a - Value (excl. sponsor support):** $98495430.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FAIRWAY FINANCE COMPANY LLC

- **C.1 - Title:** FAIRWAY FINANCE COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WCC1, C.4 - ISIN: US30601WCC10, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $41943875.40
- **C.18.a - Value (excl. sponsor support):** $41943875.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GMJ9, C.4 - ISIN: US31428GMJ93, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $145583955.00
- **C.18.a - Value (excl. sponsor support):** $145583955.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GGG2, C.4 - ISIN: US31428GGG29, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $177460704.00
- **C.18.a - Value (excl. sponsor support):** $177460704.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GPR8, C.4 - ISIN: US31428GPR82, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $105053829.40
- **C.18.a - Value (excl. sponsor support):** $105053829.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-25
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGA3, C.4 - ISIN: US31849MGA36, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $226842721.00
- **C.18.a - Value (excl. sponsor support):** $226842721.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MF22, C.4 - ISIN: US31849MF221, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $49507845.00
- **C.18.a - Value (excl. sponsor support):** $49507845.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MC90, C.4 - ISIN: US31849MC905, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $499490950.00
- **C.18.a - Value (excl. sponsor support):** $499490950.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MG70, C.4 - ISIN: US31849MG708, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $295973610.00
- **C.18.a - Value (excl. sponsor support):** $295973610.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MDV0, C.4 - ISIN: US31849MDV00, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $362693090.50
- **C.18.a - Value (excl. sponsor support):** $362693090.50
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: FIRST ABU DHABI BANK USA N.V.

- **C.1 - Title:** FIRST ABU DHABI BANK USA N.V.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Q3FL
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005Y64
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $412464900.00      | $270572043.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $91453600.00       | $91379449.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $286000000.00      | $269945219.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $230999300.00      | $235103331.83      | U.S. Treasuries (including strips) |

### Security 190: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005Y72
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $90000000.00       | $89348418.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $149995000.00      | $112283207.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $114750000.00      | $99637400.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $90400000.00       | $92808938.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $110732300.00      | $114428538.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $106000000.00      | $104129750.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $89990000.00       | $90959363.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $93167000.00       | $93177439.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $27867600.00       | $28364351.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $102200000.00      | $90238346.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $135000000.00      | $132772529.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $169850000.00      | $124131939.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $100000000.00      | $100797665.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $145742500.00      | $129343066.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $117680000.00      | $99364798.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $73788600.00       | $74793843.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $105114400.00      | $101377007.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $256000000.00      | $131055565.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $129300000.00      | $134135777.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $96000000.00       | $96852101.83       | U.S. Treasuries (including strips) |

### Security 191: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **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: N/A, C.5 - Other ID: ORS005Y80
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $1000.00           | $12.79             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $37186000.00       | $31561645.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $38471872.00       | $37119445.69       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $490374.00         | $273794.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.0000%  | N/A     | $61232676.00       | $33576988.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $20617546.00       | $19719663.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $15527034.00       | $14567043.10       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $4673680.00        | $3128771.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $13833650.00       | $7043370.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 4.0000%  | N/A     | $1000.00           | $356.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $144660.00         | $142408.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1482205.00        | $1524472.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $5259457.00        | $3765879.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $4687000.00        | $3322921.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $7848446.00        | $5671968.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $106615340.00      | $88901066.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $7826312.00        | $6485345.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1454395.00        | $1339349.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $6845112.00        | $5781006.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $4499289.00        | $3269840.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $808.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $64279804.00       | $51180263.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $8817354.00        | $4446138.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $46129131.00       | $35366529.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $3042987.00        | $2607692.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $5387320.00        | $4749395.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $3148052.00        | $3078256.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $59075380.00       | $41932717.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $116384320.00      | $45465403.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $7906904.00        | $5098627.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $567.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $24474204.00       | $21047359.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4707690.00        | $3067651.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $4245264.00        | $4304328.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $5049239.00        | $5077133.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $7064801.00        | $5541010.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $11083379.00       | $5830254.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $775720.00         | $426079.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $53804750.00       | $29612263.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $4864977.00        | $3657118.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $10598896.00       | $10598519.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.0000%  | N/A     | $7213000.00        | $3837630.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $104482240.00      | $86950857.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1094004.00        | $974689.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $6263607.00        | $6297960.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 2.0000%  | N/A     | $75512799.00       | $37840041.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $8585365.00        | $6437790.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $99682720.00       | $52452774.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1784235.00        | $1286417.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $82405163.00       | $42373581.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $5184744.00        | $4427972.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $66123201.00       | $33571508.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $5969865.00        | $4751049.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $23049071.00       | $17942865.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $84247311.00       | $43834744.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $60615808.00       | $33100742.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1400000.00        | $1098435.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $152411648.00      | $20499926.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $1001.00           | $720.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $161926841.00      | $72036821.75       | Agency Mortgage-Backed Securities |

### Security 192: GOLDMAN SACHS & CO LLC (NON-TRAD REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO LLC (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GSC01E28
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1261229 BC LTD 1LIEN  | 2032-04-15      | 10.0000% | N/A     | $15709000.00       | $16915241.75       | Corporate Debt Securities                         |
| AAG FH UK PLC/GL AU H | 2029-08-15      | 11.5000% | N/A     | $4317000.00        | $4447992.17        | Corporate Debt Securities                         |
| ACTIVISION BLIZZARD I | 2027-06-15      | 3.4000%  | N/A     | $29000.00          | $28515.99          | Corporate Debt Securities                         |
| AFFINITY GAMINGSR SEC | 2027-12-15      | 6.8750%  | N/A     | $16861000.00       | $10479003.78       | Corporate Debt Securities                         |
| AIR CANADA 2020-1C202 | 2026-07-15      | 10.5000% | N/A     | $4870000.00        | $5052008.13        | Asset-Backed Securities                           |
| ALLERGAN FDG SCS SR N | 2035-03-15      | 4.5500%  | N/A     | $75000.00          | $70093.13          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER L | 2027-10-15      | 6.7500%  | N/A     | $8065000.00        | $8267189.55        | Corporate Debt Securities                         |
| ALTICE FINANCING S.A. | 2027-07-15      | 9.6250%  | N/A     | $5825000.00        | $4455479.40        | Corporate Debt Securities                         |
| AMBIPAR LUX S A R LSR | 2033-02-05      | 0.0000%  | N/A     | $8821000.00        | $1323150.00        | Corporate Debt Securities                         |
| AMC NETWORKS INC SR S | 2029-01-15      | 10.2500% | N/A     | $5711000.00        | $6200308.96        | Corporate Debt Securities                         |
| AMERICAN AIRLN PSTHRU | 2029-08-15      | 3.8500%  | N/A     | $42000.00          | $17612.01          | Asset-Backed Securities                           |
| ANYWHERE REAL ESTATE  | 2030-04-15      | 7.0000%  | N/A     | $9400.00           | $9723.89           | Corporate Debt Securities                         |
| ARAGVI FIN INTL DAC14 | 2029-11-20      | 11.1250% | N/A     | $1315000.00        | $1391961.29        | Corporate Debt Securities                         |
| ARBOR REALTY TRUST IN | 2027-03-15      | 4.5000%  | N/A     | $76000.00          | $74388.04          | Corporate Debt Securities                         |
| ARMOR HOLDCO INC SR 1 | 2029-11-15      | 8.5000%  | N/A     | $931000.00         | $953086.42         | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS  | 2029-09-30      | 11.1750% | N/A     | $437561.00         | $300907.96         | Corporate Debt Securities                         |
| ASSET BACKED FDG 2004 | 2033-11-25      | 4.5682%  | N/A     | $3300000.00        | $213853.35         | Asset-Backed Securities                           |
| AZORRA FIN LTD SR GLB | 2030-04-15      | 7.7500%  | N/A     | $1359000.00        | $1469115.24        | Corporate Debt Securities                         |
| AZUL SECD FIN LLP1LIE | 2031-02-15      | 9.8750%  | N/A     | $4264000.00        | $4320542.42        | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRA | 2030-01-22      | 6.5000%  | N/A     | $200000.00         | $210439.69         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2027-04-27      | 0.0000%  | N/A     | $49000.00          | $53876.92          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-04-03      | 0.0000%  | N/A     | $21000.00          | $26419.18          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-19      | 0.0000%  | N/A     | $264000.00         | $282532.27         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-05-06      | 0.0000%  | N/A     | $9000.00           | $10838.11          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-09-01      | 0.0000%  | N/A     | $15000.00          | $14707.11          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-15      | 11.9004% | N/A     | $8000.00           | $7431.07           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-04-30      | 0.0000%  | N/A     | $60000.00          | $97962.66          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-03-29      | 0.0000%  | N/A     | $10000.00          | $15307.87          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-07      | 12.5508% | N/A     | $50000.00          | $47366.80          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-01      | 0.0000%  | N/A     | $37000.00          | $38067.67          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-02-07      | 0.0000%  | N/A     | $10000.00          | $12864.65          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-02-04      | 0.0000%  | N/A     | $16000.00          | $18153.34          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-12-02      | 0.0000%  | N/A     | $6000.00           | $6239.34           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-03-26      | 0.0000%  | N/A     | $27000.00          | $38302.93          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-04-30      | 0.0000%  | N/A     | $133000.00         | $180388.03         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-08      | 11.3508% | N/A     | $21000.00          | $19631.05          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-04-05      | 0.0000%  | N/A     | $16000.00          | $17585.68          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-22      | 10.6008% | N/A     | $15000.00          | $14964.20          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-06-25      | 0.0000%  | N/A     | $22000.00          | $34342.84          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-14      | 9.5508%  | N/A     | $38000.00          | $37973.48          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-03-29      | 0.0000%  | N/A     | $93000.00          | $135052.65         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-05      | 0.0000%  | N/A     | $25000.00          | $26408.38          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-30      | 0.0000%  | N/A     | $95000.00          | $161655.52         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-08-05      | 0.0000%  | N/A     | $11000.00          | $12623.94          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-02-11      | 10.6500% | N/A     | $10000.00          | $8987.33           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-11-04      | 0.0000%  | N/A     | $75000.00          | $83077.43          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-05-05      | 0.0000%  | N/A     | $5000.00           | $5494.70           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-03-09      | 0.0000%  | N/A     | $22000.00          | $27054.32          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-08      | 10.6500% | N/A     | $40000.00          | $38953.28          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-11-13      | 12.5508% | N/A     | $10000.00          | $7750.00           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-05-07      | 0.0000%  | N/A     | $16000.00          | $19502.16          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-07-03      | 0.0000%  | N/A     | $8000.00           | $9060.51           | Corporate Debt Securities                         |
| BATTALION CLO 2018-12 | 2031-05-19      | 10.0041% | N/A     | $5465000.00        | $4115412.39        | Asset-Backed Securities                           |
| BAUSCH HEALTH COS INC | 2029-02-15      | 5.0000%  | N/A     | $3295000.00        | $2526166.67        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC | 2028-06-01      | 4.8750%  | N/A     | $634000.00         | $597142.94         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC | 2028-01-15      | 7.0000%  | N/A     | $6046000.00        | $5551235.67        | Corporate Debt Securities                         |
| BBCMS MORTGAGE TRUST  | 2057-07-17      | 4.0000%  | N/A     | $298000.00         | $207898.18         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2056-12-15      | 5.0000%  | N/A     | $254000.00         | $156612.11         | Private Label Collateralized Mortgage Obligations |
| BGC GROUP INCSR GLBL  | 2028-05-25      | 8.0000%  | N/A     | $100000.00         | $108846.44         | Corporate Debt Securities                         |
| BMO MTG TR 2022-C1 E2 | 2055-02-18      | 2.0000%  | N/A     | $735000.00         | $458917.42         | Private Label Collateralized Mortgage Obligations |
| BRASKEM IDESA S A P I | 2029-11-15      | 0.0000%  | N/A     | $3154000.00        | $1837205.00        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V  | 2034-10-15      | 8.0000%  | N/A     | $4105000.00        | $1803463.33        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2033-02-04      | 5.5000%  | N/A     | $2948000.00        | $2983423.50        | Other Instrument                                  |
| CALIFORNIA RES CORPSR | 2029-06-15      | 8.2500%  | N/A     | $1398000.00        | $1490268.00        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK  | 2027-03-10      | 0.0000%  | N/A     | $158000.00         | $163743.93         | Corporate Debt Securities                         |
| CARLYLE GLBL MKT STRT | 2032-07-20      | 10.6292% | N/A     | $2000000.00        | $1958159.51        | Asset-Backed Securities                           |
| CARVANA CO SR GLBL 14 | 2029-09-01      | 4.8750%  | N/A     | $49000.00          | $45757.83          | Corporate Debt Securities                         |
| CDK GLOBALINCSR GLBL  | 2029-05-15      | 5.2500%  | N/A     | $186000.00         | $185279.25         | Corporate Debt Securities                         |
| CHENANGO PARK CLO LTD | 2030-04-15      | 12.0338% | N/A     | $2500000.00        | $2182609.27        | Asset-Backed Securities                           |
| CITGRP COML MTG TR 20 | 2047-10-11      | 4.3450%  | N/A     | $15053000.00       | $3767368.24        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2072-12-16      | 2.7500%  | N/A     | $533727.00         | $326819.78         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2072-12-16      | 1.1723%  | N/A     | $587111.00         | $23120.24          | Private Label Collateralized Mortgage Obligations |
| CLARITEV CORPORATION  | 2031-03-31      | 6.7500%  | N/A     | $201823.00         | $126151.99         | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR | 2029-06-01      | 7.5000%  | N/A     | $56000.00          | $57418.85          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2030-04-15      | 6.7500%  | N/A     | $1170000.00        | $1219806.90        | Corporate Debt Securities                         |
| CMG MEDIA CORP SR GLB | 2027-12-15      | 8.8750%  | N/A     | $2000000.00        | $1855500.00        | Corporate Debt Securities                         |
| CNX MIDSTREAM PARTNER | 2030-04-15      | 4.7500%  | N/A     | $162000.00         | $160512.30         | Corporate Debt Securities                         |
| COHERENT CORPGLBL REG | 2029-12-15      | 5.0000%  | N/A     | $27000.00          | $27295.65          | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST 2 | 2034-06-15      | 4.7070%  | N/A     | $5234000.00        | $5085192.16        | Private Label Collateralized Mortgage Obligations |
| COMMUNITY HEALTH SYS  | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $100788.00         | Corporate Debt Securities                         |
| CONNECT FINCO SARL /  | 2029-09-15      | 9.0000%  | N/A     | $200000.00         | $220628.00         | Corporate Debt Securities                         |
| CONNECT HLDG II LLCSR | 2031-04-03      | 10.5000% | N/A     | $3185000.00        | $3157141.87        | Corporate Debt Securities                         |
| CONUMA RES LTD SR SEC | 2028-05-01      | 13.1250% | N/A     | $15000.00          | $15540.63          | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOM | 2027-05-15      | 5.6250%  | N/A     | $7000000.00        | $7172410.00        | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRAN | 2029-01-15      | 6.1250%  | N/A     | $4502000.00        | $2287132.30        | Corporate Debt Securities                         |
| COSTA RICA REP GLBL R | 2043-04-30      | 5.6250%  | N/A     | $621000.00         | $616324.65         | Other Instrument                                  |
| CROCS INCSR GLBL 144A | 2029-03-15      | 4.2500%  | N/A     | $8293000.00        | $8254230.23        | Corporate Debt Securities                         |
| CROWN POINT CLO LTD 2 | 2031-10-20      | 10.2292% | N/A     | $2906000.00        | $2480467.25        | Asset-Backed Securities                           |
| CSC HLDGS LLCSR GLBL  | 2028-04-01      | 7.5000%  | N/A     | $39907000.00       | $23694781.25       | Corporate Debt Securities                         |
| CSC HLDGS LLCSR GLBL  | 2029-02-01      | 6.5000%  | N/A     | $51294000.00       | $33021766.35       | Corporate Debt Securities                         |
| CSC HLDGS LLCSR GLBL  | 2029-01-31      | 11.7500% | N/A     | $1794000.00        | $1301587.37        | Corporate Debt Securities                         |
| CWMBS INC 2005-2 2-A- | 2035-03-25      | 4.4282%  | N/A     | $10510000.00       | $199942.51         | Private Label Collateralized Mortgage Obligations |
| DANA INC SR GLBL NT4. | 2032-02-15      | 4.5000%  | N/A     | $3115000.00        | $2965261.95        | Corporate Debt Securities                         |
| DCLI BIDCO LLC SR SEC | 2029-11-15      | 7.7500%  | N/A     | $5000.00           | $5239.24           | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2026-12-01      | 5.2500%  | N/A     | $26489000.00       | $26061776.58       | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2029-06-01      | 5.1250%  | N/A     | $10799000.00       | $9757361.46        | Corporate Debt Securities                         |
| DOMINICAN REPUBLIC SR | 2038-05-17      | 6.1500%  | N/A     | $500000.00         | $502104.17         | Other Instrument                                  |
| DONNELLEY R R & SONS  | 2029-04-15      | 6.6250%  | N/A     | $1809000.00        | $1810649.21        | Corporate Debt Securities                         |
| ECHOSTAR CORPSR SEC G | 2029-11-30      | 10.7500% | N/A     | $8043940.00        | $8995450.96        | Corporate Debt Securities                         |
| EXETER AUTO REC TR 20 | 2032-02-17      | 7.6500%  | N/A     | $5480000.00        | $5775333.64        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 20 | 2031-10-15      | 7.9800%  | N/A     | $2000000.00        | $2122600.00        | Asset-Backed Securities                           |
| EXETER AUTOMBL REC TR | 2032-09-15      | 7.4800%  | N/A     | $2000000.00        | $2092028.67        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE REC | 2030-01-15      | 9.0900%  | N/A     | $2000000.00        | $2036388.00        | Asset-Backed Securities                           |
| FIRST REP BK SAN FRAN | 2046-08-01      | 4.3750%  | N/A     | $14001000.00       | $48439.57          | Corporate Debt Securities                         |
| FIRST REP BK SAN FRAN | 2047-02-13      | 4.6250%  | N/A     | $7500000.00        | $15739.58          | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2 | 2028-03-15      | 3.6400%  | N/A     | $295000.00         | $290121.09         | Asset-Backed Securities                           |
| GRAFTECH FINANCE INC  | 2029-12-23      | 4.6250%  | N/A     | $10000.00          | $5007.22           | Corporate Debt Securities                         |
| GREAT LAKES DREDGE &  | 2029-06-01      | 5.2500%  | N/A     | $2346000.00        | $2371974.13        | Corporate Debt Securities                         |
| GULFPORT ENERGY OPERA | 2029-09-01      | 6.7500%  | N/A     | $1133000.00        | $1211346.95        | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTION | 2029-03-01      | 9.7500%  | N/A     | $7363000.00        | $8080647.07        | Corporate Debt Securities                         |
| ICG US CLO LTD 2016-1 | 2034-05-01      | 11.3722% | N/A     | $9250000.00        | $8732211.53        | Asset-Backed Securities                           |
| INNOPHOS HOLDINGS INC | 2028-02-15      | 9.3750%  | N/A     | $376000.00         | $375295.00         | Corporate Debt Securities                         |
| IVORY COAST REPUBLIC  | 2041-02-25      | 6.7500%  | N/A     | $50000.00          | $47905.75          | Other Instrument                                  |
| JELD-WEN INC SR GLBL  | 2027-12-15      | 4.8750%  | N/A     | $14453000.00       | $12127945.89       | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR | 2051-06-16      | 1.5000%  | N/A     | $1375005.00        | $39086.35          | Private Label Collateralized Mortgage Obligations |
| KANSAS CITY SOUTHN RY | 2045-08-15      | 4.9500%  | N/A     | $100000.00         | $83721.00          | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLCSR | 2029-02-15      | 7.2500%  | N/A     | $1135000.00        | $1181077.22        | Corporate Debt Securities                         |
| KOSMOS ENERGY LTDSR G | 2031-10-01      | 8.7500%  | N/A     | $200000.00         | $157597.22         | Corporate Debt Securities                         |
| LCM INVESTMENTS HOLDI | 2029-05-01      | 4.8750%  | N/A     | $120000.00         | $120295.00         | Corporate Debt Securities                         |
| LCM LTD 2018-28E20301 | 2030-10-21      | 9.6792%  | N/A     | $3550000.00        | $1592412.76        | Asset-Backed Securities                           |
| LCM XVI LTD 2014-16R  | 2031-10-15      | 10.3138% | N/A     | $2000000.00        | $1391918.52        | Asset-Backed Securities                           |
| LD HOLDINGS GROUP LLC | 2028-04-01      | 6.1250%  | N/A     | $17806000.00       | $16485511.99       | Corporate Debt Securities                         |
| LEVEL 3 FING INC 1LIE | 2034-03-31      | 7.0000%  | N/A     | $5256.00           | $5681.32           | Corporate Debt Securities                         |
| LIBERTY COSTA RICA SR | 2031-01-15      | 10.8750% | N/A     | $200000.00         | $215037.50         | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DE | 2030-02-01      | 8.2500%  | N/A     | $13365000.00       | $703377.67         | Corporate Debt Securities                         |
| LSF12 HELIX PARENT LL | 2033-02-01      | 7.1250%  | N/A     | $1988000.00        | $2012798.64        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES IN | 2029-01-15      | 4.5000%  | N/A     | $150000.00         | $143659.50         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES IN | 2029-01-15      | 4.5000%  | N/A     | $19096000.00       | $18288812.08       | Corporate Debt Securities                         |
| MARBLE POINT CLO LTD  | 2034-10-17      | 11.1292% | N/A     | $1870000.00        | $1818028.08        | Asset-Backed Securities                           |
| MPH ACQUISITION HLDGS | 2031-03-31      | 6.7500%  | N/A     | $85894.00          | $55407.00          | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS | 2028-09-01      | 5.5000%  | N/A     | $234000.00         | $167698.18         | Corporate Debt Securities                         |
| MSU ENERGY S A SR SEC | 2030-12-05      | 9.7500%  | N/A     | $410000.00         | $423000.42         | Corporate Debt Securities                         |
| MUVICO LLC 1LIEN GLBL | 2029-02-19      | 15.0000% | N/A     | $1500000.00        | $1454115.00        | Corporate Debt Securities                         |
| NEPTUNE BIDCO US INC  | 2031-05-15      | 10.3750% | N/A     | $4438000.00        | $4665764.32        | Corporate Debt Securities                         |
| NEWELL BRANDS INCSR G | 2032-05-15      | 6.6250%  | N/A     | $126000.00         | $128358.83         | Corporate Debt Securities                         |
| NEXPOINT REAL ESTATE  | 2026-05-01      | 5.7500%  | N/A     | $500000.00         | $505788.89         | Corporate Debt Securities                         |
| OCTAGON INV PTNRS 34  | 2030-01-22      | 9.4292%  | N/A     | $3046000.00        | $2789597.12        | Asset-Backed Securities                           |
| ODEON FINCO PLC1LIEN  | 2027-11-01      | 12.7500% | N/A     | $1359000.00        | $1448046.21        | Corporate Debt Securities                         |
| OT MERGER CORPORATION | 2029-10-15      | 7.8750%  | N/A     | $359000.00         | $96526.13          | Corporate Debt Securities                         |
| OT MIDCO INC SR SEC G | 2030-02-15      | 10.0000% | N/A     | $1892000.00        | $805676.67         | Corporate Debt Securities                         |
| PAPA JOHNS INTL INCSR | 2029-09-15      | 3.8750%  | N/A     | $1448000.00        | $1398170.70        | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC  | 2028-10-01      | 5.8750%  | N/A     | $64000.00          | $65529.37          | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS I | 2030-12-31      | 8.7500%  | N/A     | $186262.00         | $180744.82         | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS  | 2029-12-15      | 3.1500%  | N/A     | $132000.00         | $124106.40         | Corporate Debt Securities                         |
| PITNEY BOWES INC SR G | 2029-03-15      | 7.2500%  | N/A     | $200000.00         | $205419.00         | Corporate Debt Securities                         |
| PM GENERAL PURCHASER  | 2028-10-01      | 9.5000%  | N/A     | $10936000.00       | $10509653.96       | Corporate Debt Securities                         |
| RACKSPACE FIN LLCSR S | 2028-05-15      | 3.5000%  | N/A     | $328225.00         | $125108.43         | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS IN | 2030-02-15      | 9.7810%  | N/A     | $13522.00          | $12738.59          | Corporate Debt Securities                         |
| RIVERS ENTERPRISE LEN | 2030-10-15      | 6.2500%  | N/A     | $3865000.00        | $4043415.92        | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO | 2029-10-15      | 4.5000%  | N/A     | $12000.00          | $12051.36          | Corporate Debt Securities                         |
| SCRIPPS E W CO OHIO2L | 2030-08-15      | 9.8750%  | N/A     | $10990000.00       | $11185860.12       | Corporate Debt Securities                         |
| SERVICE PPTYS TR 1LIE | 2031-11-15      | 8.6250%  | N/A     | $115000.00         | $123821.36         | Corporate Debt Securities                         |
| SHACKLETON CLO 2014-V | 2031-05-07      | 10.0715% | N/A     | $7200000.00        | $6359081.40        | Asset-Backed Securities                           |
| SHACKLETON CLO 2015-7 | 2031-07-15      | 10.1338% | N/A     | $8725000.00        | $7761099.18        | Asset-Backed Securities                           |
| SHACKLETON CLO LTD 20 | 2031-04-14      | 9.7634%  | N/A     | $1850000.00        | $1861109.73        | Asset-Backed Securities                           |
| SHUTTERFLY FIN LLC SR | 2027-10-01      | 9.7500%  | N/A     | $8484960.00        | $8661376.46        | Corporate Debt Securities                         |
| SIGNAL PARENT INCORPO | 2029-04-01      | 6.1250%  | N/A     | $417000.00         | $174114.30         | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINME | 2031-05-15      | 7.2500%  | N/A     | $10000000.00       | $10038216.67       | Corporate Debt Securities                         |
| SIXTH STREET CLO 2020 | 2039-01-21      | 8.1620%  | N/A     | $4650000.00        | $4675302.11        | Asset-Backed Securities                           |
| SM ENERGY COMPANYSR G | 2029-08-01      | 6.7500%  | N/A     | $177000.00         | $182063.09         | Corporate Debt Securities                         |
| SOUND PNT CLO XVI 201 | 2030-07-25      | 10.0296% | N/A     | $2000000.00        | $1368276.97        | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2 | 2032-01-26      | 10.8296% | N/A     | $5250000.00        | $4879593.27        | Asset-Backed Securities                           |
| SPIRIT AIRLINES 2017- | 2031-08-15      | 3.6500%  | N/A     | $100000.00         | $53197.80          | Asset-Backed Securities                           |
| SPIRIT AIRLINES INC 2 | 2029-10-01      | 4.1000%  | N/A     | $484000.00         | $221207.90         | Asset-Backed Securities                           |
| STAPLES INCSR REGS NT | 2027-04-15      | 10.7500% | N/A     | $485000.00         | $487142.08         | Corporate Debt Securities                         |
| STRUCTURED ASSET MTG  | 2047-09-25      | 4.1482%  | N/A     | $2500000.00        | $218703.79         | Private Label Collateralized Mortgage Obligations |
| SV RNO PPTY OWNER 1 L | 2031-03-01      | 5.8750%  | N/A     | $2114000.00        | $2125013.06        | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2015 | 2031-10-15      | 10.0338% | N/A     | $1250000.00        | $1111931.02        | Asset-Backed Securities                           |
| TALEN ENERGY SUPPLY L | 2034-02-01      | 6.2500%  | N/A     | $7412000.00        | $7695088.99        | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA  | 2036-01-20      | 8.5000%  | N/A     | $100000.00         | $103631.61         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-08-17      | 0.0000%  | N/A     | $150000.00         | $172823.10         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-08-11      | 0.0000%  | N/A     | $375000.00         | $383594.25         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-09-11      | 0.0000%  | N/A     | $200000.00         | $215306.20         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-04-29      | 0.0000%  | N/A     | $90000.00          | $98288.28          | Corporate Debt Securities                         |
| TOWD POINT MTG TR 202 | 2065-05-25      | 7.6407%  | N/A     | $633000.00         | $649039.13         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-06-25      | 8.0074%  | N/A     | $625000.00         | $628127.57         | Asset-Backed Securities                           |
| TRINITAS CLOLTD 2021- | 2034-07-20      | 10.9292% | N/A     | $1000000.00        | $943066.42         | Asset-Backed Securities                           |
| VFH PARENT LLC & VALO | 2031-06-15      | 7.5000%  | N/A     | $14000.00          | $14837.76          | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2031-01-31      | 4.2500%  | N/A     | $9438000.00        | $8402918.81        | Corporate Debt Securities                         |
| WASTE PRO USA INCSR 1 | 2033-02-01      | 7.0000%  | N/A     | $1364000.00        | $1424705.58        | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2029-10-31      | 7.2500%  | N/A     | $931000.00         | $988166.50         | Corporate Debt Securities                         |
| X AI LLC / X AI CO IS | 2030-06-30      | 12.5000% | N/A     | $14692000.00       | $16948740.17       | Corporate Debt Securities                         |

### Security 193: GOLDMAN SACHS & CO LLC (NON-TRAD REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO LLC (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GSC01E36
- **C.18 - Value (incl. sponsor support):** $570000000.00
- **C.18.a - Value (excl. sponsor support):** $570000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACE SECS HEQ 2006-SL4 | 2036-09-25      | 6.6400%  | N/A     | $8025000.00        | $151779.37         | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-SL4 | 2036-09-25      | 4.0282%  | N/A     | $8784000.00        | $42356.47          | Asset-Backed Securities                           |
| ACHV ABS TR 2024-3AL  | 2031-12-26      | 5.4500%  | N/A     | $2262000.00        | $785159.38         | Asset-Backed Securities                           |
| ACHV ABS TR 2024-3AL  | 2031-12-26      | 5.6800%  | N/A     | $450000.00         | $147519.21         | Asset-Backed Securities                           |
| AEGIS ABS 2005-4 M2 2 | 2035-10-25      | 4.4932%  | N/A     | $500000.00         | $295550.95         | Asset-Backed Securities                           |
| AGL CLO LTD 2020-6RR  | 2038-04-20      | 7.8676%  | N/A     | $2800000.00        | $2747286.01        | Asset-Backed Securities                           |
| AGL CLO LTD 2024-33D- | 2037-07-21      | 6.4697%  | N/A     | $2000000.00        | $1996038.81        | Asset-Backed Securities                           |
| ALLIANT HLDGS INTER L | 2029-11-01      | 5.8750%  | N/A     | $36000.00          | $35835.86          | Corporate Debt Securities                         |
| ALLSTATE CORPEXT JR S | 2067-05-15      | 6.5000%  | N/A     | $1000.00           | $1069.95           | Corporate Debt Securities                         |
| ALTICE FRANCE S ASR S | 2030-10-15      | 6.8750%  | N/A     | $9518528.00        | $9500651.68        | Corporate Debt Securities                         |
| AMERICAN HM ASSETS 20 | 2047-02-25      | 4.6151%  | N/A     | $1450000.00        | $120851.64         | Private Label Collateralized Mortgage Obligations |
| AMERICAN HM ASSETS 20 | 2047-03-25      | 3.9132%  | N/A     | $100000.00         | $7947.38           | Private Label Collateralized Mortgage Obligations |
| AMERICAN HM ASSETS 20 | 2037-06-25      | 6.7500%  | N/A     | $7850000.00        | $584531.32         | Private Label Collateralized Mortgage Obligations |
| AMERICAN HM ASSETS 20 | 2046-05-25      | 0.4720%  | N/A     | $109801472.00      | $81916.89          | Private Label Collateralized Mortgage Obligations |
| AMERIQUEST MTG SECS 2 | 2035-08-25      | 4.8382%  | N/A     | $350000.00         | $61036.82          | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2 | 2035-11-25      | 4.8232%  | N/A     | $2000000.00        | $1846745.91        | Asset-Backed Securities                           |
| AMNEAL PHARMACEUTICAL | 2032-08-01      | 6.8750%  | N/A     | $3561000.00        | $3767165.08        | Corporate Debt Securities                         |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 2.3270%  | N/A     | $1840000.00        | $1811262.16        | Asset-Backed Securities                           |
| AQUA FIN TR 2019-A D2 | 2040-07-16      | 6.0700%  | N/A     | $16065000.00       | $6230188.18        | Asset-Backed Securities                           |
| ARCHWEST 2025-RTL1 M2 | 2040-10-25      | 17.0068% | N/A     | $12000000.00       | $12015096.59       | Asset-Backed Securities                           |
| ARGENT SECS INC 2006- | 2036-06-25      | 4.0882%  | N/A     | $6600000.00        | $475483.43         | Asset-Backed Securities                           |
| ARGENT SECS INC 2006- | 2036-04-25      | 4.0282%  | N/A     | $999999.00         | $6882.88           | Asset-Backed Securities                           |
| ARGENT SECS TR 2006-W | 2036-03-25      | 4.1682%  | N/A     | $4500000.00        | $510094.33         | Asset-Backed Securities                           |
| ARGENTINE REPUBLIC VR | 2035-12-15      | 0.0000%  | N/A     | $158227182.00      | $5522128.65        | Other Instrument                                  |
| ASP UNIFRAX HOLDINGS  | 2029-09-30      | 7.1000%  | N/A     | $1038394.00        | $84360.86          | Corporate Debt Securities                         |
| ATRIUM XIII 2017-13SU | 2047-11-21      | 0.0000%  | N/A     | $9354750.00        | $1122570.00        | Asset-Backed Securities                           |
| BA ALTERNATIVE LN TR  | 2036-10-25      | 6.7262%  | N/A     | $560000.00         | $45064.38          | Private Label Collateralized Mortgage Obligations |
| BA MTG TRUST 2007-2A- | 2037-05-25      | 5.5000%  | N/A     | $550000.00         | $46295.74          | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2005 | 2035-11-25      | 5.7500%  | N/A     | $300000.00         | $15568.70          | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2005 | 2035-11-25      | 4.3282%  | N/A     | $8000000.00        | $160999.37         | Private Label Collateralized Mortgage Obligations |
| BANK NOVA SCOTIA B C  | 2026-11-19      | 14.4000% | N/A     | $20000.00          | $19064.40          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-11-20      | 13.8000% | N/A     | $20000.00          | $19845.40          | Corporate Debt Securities                         |
| BARINGS CLO 2019-3 LT | 2031-04-21      | 0.0000%  | N/A     | $3500000.00        | $1015000.00        | Asset-Backed Securities                           |
| BBCMS MORTGAGE TRUST  | 2056-12-15      | 5.0000%  | N/A     | $413000.00         | $240842.65         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2057-07-17      | 6.7475%  | N/A     | $1040844.00        | $801170.11         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWA | 2034-11-15      | 4.7305%  | N/A     | $8000000.00        | $5466879.54        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2024-5C3 | 2057-12-17      | 6.5893%  | N/A     | $1147000.00        | $805999.12         | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2007-AA2  | 2047-05-25      | 4.2082%  | N/A     | $42200000.00       | $2044919.48        | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2007-AA2  | 2037-04-25      | 6.0000%  | N/A     | $3050000.00        | $252374.69         | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2007-AA4  | 2047-06-25      | 4.2864%  | N/A     | $15000000.00       | $422933.15         | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2011-RR5  | 2036-06-26      | 5.2500%  | N/A     | $4000000.00        | $351212.22         | Private Label Collateralized Mortgage Obligations |
| BCP TR 2021-330N C203 | 2038-06-15      | 5.3705%  | N/A     | $5000000.00        | $1580501.67        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ABS TR 2 | 2036-10-25      | 4.2832%  | N/A     | $497650.00         | $462124.15         | Asset-Backed Securities                           |
| BEAR STEARNS ABS TR 2 | 2037-10-25      | 4.1882%  | N/A     | $4700000.00        | $4246815.08        | Asset-Backed Securities                           |
| BEAR STEARNS ABS TR 2 | 2036-11-25      | 4.0682%  | N/A     | $1756000.00        | $42419.29          | Asset-Backed Securities                           |
| BEAR STEARNS ALT-A 20 | 2036-02-25      | 4.3926%  | N/A     | $7000000.00        | $289567.53         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 20 | 2036-01-25      | 4.0950%  | N/A     | $7699990.00        | $99932.51          | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ARM TR 2 | 2033-08-25      | 6.3750%  | N/A     | $8580000.00        | $19144.08          | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ASSET BK | 2034-03-25      | 4.6882%  | N/A     | $900000.00         | $128813.42         | Asset-Backed Securities                           |
| BELLA VISTA MTG TR 20 | 2045-01-22      | 4.5415%  | N/A     | $5000000.00        | $461239.71         | Private Label Collateralized Mortgage Obligations |
| BLACK DIAMOND CLO 201 | 2031-04-28      | 0.0000%  | N/A     | $400000.00         | $63126.40          | Asset-Backed Securities                           |
| BLUE RACER MIDSTREAM  | 2032-07-15      | 7.2500%  | N/A     | $24000.00          | $25657.40          | Corporate Debt Securities                         |
| BNC MTG LN TR 2006-2  | 2036-11-25      | 4.1082%  | N/A     | $7495000.00        | $332629.63         | Asset-Backed Securities                           |
| BOROO INVTS PTE LTDSR | 2032-08-07      | 9.5000%  | N/A     | $150000.00         | $151166.67         | Corporate Debt Securities                         |
| BOROO INVTS PTE LTDSR | 2032-08-07      | 9.5000%  | N/A     | $740000.00         | $745755.56         | Corporate Debt Securities                         |
| BRASKEM AMERICA FINAN | 2041-07-22      | 7.1250%  | N/A     | $893000.00         | $350026.61         | Corporate Debt Securities                         |
| BSREP COMM MTG TR 202 | 2038-08-16      | 7.6245%  | N/A     | $4000000.00        | $1261279.83        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 202 | 2038-08-16      | 6.6245%  | N/A     | $13000000.00       | $4732426.74        | Private Label Collateralized Mortgage Obligations |
| BSST MORTGAGE TRUST 2 | 2036-03-17      | 5.7245%  | N/A     | $2150000.00        | $857865.77         | Private Label Collateralized Mortgage Obligations |
| BUCKHORN PARK 2019 SU | 2031-01-21      | 0.0000%  | N/A     | $7500000.00        | $2475000.00        | Asset-Backed Securities                           |
| BX TR 2025-DELCE20421 | 2042-12-25      | 6.7096%  | N/A     | $1500000.00        | $1505229.83        | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILMB20360 | 2036-08-15      | 4.6745%  | N/A     | $8850000.00        | $8200038.30        | Private Label Collateralized Mortgage Obligations |
| C-BASS TRUST 2006-CB7 | 2036-10-25      | 4.1082%  | N/A     | $1578000.00        | $332690.84         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB1 | 2037-01-25      | 3.0924%  | N/A     | $1200000.00        | $40121.52          | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB3 | 2037-03-25      | 3.2637%  | N/A     | $1600000.00        | $294679.32         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB5 | 2037-04-25      | 2.9002%  | N/A     | $2570000.00        | $509792.94         | Asset-Backed Securities                           |
| CANYON CAPITAL CLO 20 | 2031-01-30      | 11.6285% | N/A     | $1500000.00        | $542897.58         | Asset-Backed Securities                           |
| CARLYLE US CLO 2019-1 | 2031-04-21      | 0.0000%  | N/A     | $2925000.00        | $819000.00         | Asset-Backed Securities                           |
| CCO HLDGS LLC / CCO H | 2036-02-01      | 7.3750%  | N/A     | $17392000.00       | $17835737.56       | Corporate Debt Securities                         |
| CD 2006-CD3 MTG TR A- | 2048-10-15      | 5.6880%  | N/A     | $7910312.00        | $211863.29         | Private Label Collateralized Mortgage Obligations |
| CENTEX HM EQ LN TR 20 | 2032-09-25      | 4.9382%  | N/A     | $11450000.00       | $1896195.82        | Asset-Backed Securities                           |
| CF MTG2019-CF1 TRX-G2 | 2052-05-17      | 1.2912%  | N/A     | $3376044.00        | $122896.63         | Private Label Collateralized Mortgage Obligations |
| CHASE MORTGAGE FIN TR | 2036-12-25      | 6.0000%  | N/A     | $3000000.00        | $248831.43         | Private Label Collateralized Mortgage Obligations |
| CHASE MORTGAGE FIN TR | 2037-06-25      | 6.0000%  | N/A     | $3052244.00        | $132004.74         | Private Label Collateralized Mortgage Obligations |
| CHASEFLEX TRUST 2005- | 2035-06-25      | 5.0000%  | N/A     | $701000.00         | $88646.24          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN 2006 | 2036-08-25      | 4.5167%  | N/A     | $7000000.00        | $110150.73         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2035-05-25      | 4.8232%  | N/A     | $400000.00         | $307733.15         | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2 | 2045-11-27      | 5.1382%  | N/A     | $2756000.00        | $2468630.38        | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2 | 2036-10-27      | 4.3882%  | N/A     | $1503068.00        | $160088.21         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2037-05-25      | 3.9882%  | N/A     | $2000000.00        | $479706.02         | Asset-Backed Securities                           |
| CITIGRP COML MTG TR 2 | 2049-04-16      | 2.8040%  | N/A     | $2500000.00        | $2002345.28        | Private Label Collateralized Mortgage Obligations |
| COLLEGE AVE ST LN2019 | 2048-12-28      | 3.8100%  | N/A     | $1207000.00        | $391134.85         | Asset-Backed Securities                           |
| COLLEGE AVE STD LN LL | 2051-07-25      | 2.3200%  | N/A     | $200000.00         | $75136.51          | Asset-Backed Securities                           |
| COLLEGE AVE STUD LN L | 2054-08-25      | 6.0800%  | N/A     | $200000.00         | $205896.76         | Asset-Backed Securities                           |
| COMM MORTGAGE TRUST 2 | 2036-12-15      | 5.0745%  | N/A     | $5000000.00        | $4095311.00        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-05-10      | 4.9297%  | N/A     | $4206000.00        | $2984158.41        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-05-10      | 4.9297%  | N/A     | $6511500.00        | $5492452.44        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2 | 2047-03-12      | 4.9607%  | N/A     | $5000000.00        | $301280.66         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4 | 2047-08-12      | 4.8089%  | N/A     | $7015500.00        | $1603063.36        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV | 2033-09-15      | 5.6560%  | N/A     | $3309000.00        | $1436788.38        | Private Label Collateralized Mortgage Obligations |
| COMMUNITY HEALTH SYS  | 2030-05-15      | 5.2500%  | N/A     | $189000.00         | $184585.91         | Corporate Debt Securities                         |
| COMPASS GROUP DIVERSI | 2032-01-15      | 5.0000%  | N/A     | $67000.00          | $59939.76          | Corporate Debt Securities                         |
| CONNECT HLDG II LLCSR | 2031-04-03      | 10.5000% | N/A     | $1000.00           | $991.25            | Corporate Debt Securities                         |
| COREVEST AMER FIN TR  | 2052-10-18      | 3.7600%  | N/A     | $500000.00         | $474337.28         | Private Label Collateralized Mortgage Obligations |
| CPS AUTO RECV TR 2023 | 2031-05-15      | 10.1300% | N/A     | $5730000.00        | $6293280.01        | Asset-Backed Securities                           |
| CSFB MTG PTC 2005-1II | 2035-02-25      | 5.5000%  | N/A     | $52000.00          | $26815.64          | Private Label Collateralized Mortgage Obligations |
| CSFB TRUST 2004-CF2II | 2044-05-25      | 5.1382%  | N/A     | $1100000.00        | $164094.75         | Asset-Backed Securities                           |
| CSMC 2021-ADVG2038071 | 2038-07-15      | 10.0245% | N/A     | $2500000.00        | $8604.17           | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CALI  | 2032-11-12      | 3.4313%  | N/A     | $9500000.00        | $7998507.81        | Private Label Collateralized Mortgage Obligations |
| CUMULUS MEDIA NEW HLD | 2029-07-01      | 8.0000%  | N/A     | $1333000.00        | $411230.50         | Corporate Debt Securities                         |
| CWABS INC 2006-172-A- | 2034-12-25      | 4.2682%  | N/A     | $100000.00         | $73891.62          | Asset-Backed Securities                           |
| CWABS INC 2007-BC3 2- | 2037-11-25      | 4.2882%  | N/A     | $950000.00         | $777234.22         | Asset-Backed Securities                           |
| CWABS TRUST 2005-HYB9 | 2036-02-20      | 6.4485%  | N/A     | $3854000.00        | $165794.27         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2004-7T1 M2 | 2034-06-25      | 5.7500%  | N/A     | $8500000.00        | $597809.00         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-28CB3- | 2035-08-25      | 6.0000%  | N/A     | $1645000.00        | $226868.51         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-512-A- | 2035-11-20      | 4.6817%  | N/A     | $13076000.00       | $144774.41         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-612-A- | 2035-12-25      | 4.3482%  | N/A     | $4318000.00        | $247163.63         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-622-A- | 2035-12-25      | 4.9151%  | N/A     | $19837000.00       | $395078.67         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-65CB2- | 2035-12-25      | 6.0000%  | N/A     | $1000000.00        | $82575.44          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-J11 1- | 2035-11-25      | 5.5000%  | N/A     | $2100000.00        | $54338.38          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-26CBA- | 2036-09-25      | 6.0000%  | N/A     | $5000000.00        | $310283.77         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-41CB1- | 2037-01-25      | 6.0000%  | N/A     | $2200000.00        | $124554.62         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-15CBA- | 2037-07-25      | 5.7500%  | N/A     | $3950000.00        | $241788.72         | Private Label Collateralized Mortgage Obligations |
| CWALT INC RESECURE 20 | 2036-05-25      | 6.0000%  | N/A     | $1480000.00        | $111494.47         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2036-03-20      | 4.6978%  | N/A     | $3200000.00        | $122639.45         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2036-05-20      | 4.0007%  | N/A     | $817000.00         | $45649.43          | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2036-03-25      | 4.2682%  | N/A     | $8000000.00        | $388641.44         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2046-04-25      | 0.0000%  | N/A     | $199999000.00      | $27391.95          | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2047-11-25      | 6.5000%  | N/A     | $200000.00         | $21814.03          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-113-A- | 2035-04-25      | 3.6355%  | N/A     | $600000.00         | $14617.51          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-191-A- | 2035-08-25      | 5.5000%  | N/A     | $15000000.00       | $47179.35          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-2 2-A- | 2035-03-25      | 4.4682%  | N/A     | $12996000.00       | $238619.09         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-4 1-X- | 2035-02-25      | 0.5284%  | N/A     | $206946000.00      | $61492.86          | Private Label Collateralized Mortgage Obligations |
| CWMBS REPERFORMING 20 | 2035-03-25      | 0.3179%  | N/A     | $90439680.00       | $5167.04           | Private Label Collateralized Mortgage Obligations |
| DEALER TIRE LLCSR GLB | 2028-02-01      | 8.0000%  | N/A     | $30000.00          | $30020.63          | Corporate Debt Securities                         |
| DEUTSCHE ALT-A SECS 2 | 2035-12-25      | 5.5000%  | N/A     | $2200000.00        | $246501.24         | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE ALT-A SECS 2 | 2047-08-25      | 4.1682%  | N/A     | $2300000.00        | $335527.22         | Private Label Collateralized Mortgage Obligations |
| DIVIDEND SLR LN LLC 2 | 2038-07-20      | 4.2900%  | N/A     | $2570000.00        | $874101.86         | Asset-Backed Securities                           |
| DIVIDEND SOLAR LOANS  | 2038-12-20      | 4.2500%  | N/A     | $3170000.00        | $1219793.32        | Asset-Backed Securities                           |
| DIVIDEND SOLAR LONS L | 2038-03-22      | 5.2500%  | N/A     | $740000.00         | $141691.12         | Asset-Backed Securities                           |
| DRYDEN XXVI SR LN FD  | 2029-04-16      | 11.5238% | N/A     | $3750000.00        | $1509829.89        | Asset-Backed Securities                           |
| DSLA MTG LN TR 2005-A | 2045-09-19      | 4.4405%  | N/A     | $7143928.00        | $287392.20         | Private Label Collateralized Mortgage Obligations |
| DSLA MTG LN TR 2005-A | 2045-10-19      | 4.6205%  | N/A     | $46430000.00       | $579453.53         | Private Label Collateralized Mortgage Obligations |
| EDUCATION FDG TR 2020 | 2041-07-25      | 2.7900%  | N/A     | $1640000.00        | $219321.25         | Asset-Backed Securities                           |
| FEDERAL EX CORP 2020- | 2035-08-20      | 1.8750%  | N/A     | $11000.00          | $6881.04           | Asset-Backed Securities                           |
| FEDERAL HOME LOAN MOR | 2049-08-25      | 0.2100%  | N/A     | $121552896.00      | $55288.95          | Private Label Collateralized Mortgage Obligations |
| FFMLT2007 FFB SS      | 2035-07-25      | 4.7632%  | N/A     | $32391168.00       | $16144.86          | Private Label Collateralized Mortgage Obligations |
| FIELDSTONE MTG INV 20 | 2035-02-25      | 6.4882%  | N/A     | $2250000.00        | $1462444.74        | Asset-Backed Securities                           |
| FIESTA PURCHASER INC  | 2031-03-01      | 7.8750%  | N/A     | $2266000.00        | $2427248.56        | Corporate Debt Securities                         |
| FIGRE TR 2023-HE2A205 | 2053-05-25      | 6.5120%  | N/A     | $1500000.00        | $808634.53         | Asset-Backed Securities                           |
| FIGRE TR 2024-HE4A205 | 2054-09-25      | 5.0560%  | N/A     | $1000000.00        | $704074.07         | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE5  | 2054-10-25      | 5.4400%  | N/A     | $2800000.00        | $2035878.72        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 20 | 2037-03-25      | 4.0882%  | N/A     | $41160000.00       | $6117965.90        | Asset-Backed Securities                           |
| FIRST HORIZON ALT 200 | 2037-06-25      | 6.0000%  | N/A     | $3965000.00        | $178362.44         | Private Label Collateralized Mortgage Obligations |
| FIRST HORIZON MTG TR  | 2037-05-25      | 4.9626%  | N/A     | $7990000.00        | $146305.09         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2020- | 2050-03-25      | 0.1346%  | N/A     | $291725312.00      | $257914.74         | Private Label Collateralized Mortgage Obligations |
| FORT CRE ISSUER LLC 2 | 2039-02-24      | 6.4152%  | N/A     | $7500000.00        | $7459834.51        | Private Label Collateralized Mortgage Obligations |
| FOUNDATION FIN TR 202 | 2043-12-15      | 6.2700%  | N/A     | $6702000.00        | $4485617.95        | Asset-Backed Securities                           |
| FOUNDATION FIN TR 202 | 2043-12-15      | 7.2200%  | N/A     | $3101000.00        | $2105078.09        | Asset-Backed Securities                           |
| FOUNDATION FINANCE TR | 2049-06-15      | 6.5300%  | N/A     | $491000.00         | $254286.14         | Asset-Backed Securities                           |
| FREEDOM MTG HLDGS LLC | 2031-05-01      | 6.8750%  | N/A     | $3031000.00        | $2984737.26        | Corporate Debt Securities                         |
| FREMF MORTGAGE TR2024 | 2029-03-26      | 5.6785%  | N/A     | $34648768.00       | $34236453.27       | Private Label Collateralized Mortgage Obligations |
| FREMONT HM LN TR 2004 | 2034-05-25      | 4.6582%  | N/A     | $300000.00         | $121367.20         | Asset-Backed Securities                           |
| FREMONT HM LN TR 2004 | 2034-07-25      | 4.6432%  | N/A     | $1200000.00        | $386571.19         | Asset-Backed Securities                           |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 5.5741%  | N/A     | $8000000.00        | $8004985.65        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 5.3241%  | N/A     | $15026000.00       | $15051947.15       | Private Label Collateralized Mortgage Obligations |
| GETTY IMAGES INC 1LIE | 2030-11-15      | 10.5000% | N/A     | $100000.00         | $93427.00          | Corporate Debt Securities                         |
| GLOBAL MEDICAL RESPON | 2032-10-01      | 7.3750%  | N/A     | $178000.00         | $192456.81         | Corporate Debt Securities                         |
| GMACM MTG LN TR 2006- | 2036-04-19      | 3.7122%  | N/A     | $1799292.00        | $80869.82          | Private Label Collateralized Mortgage Obligations |
| GOODLEAP HM IMP SOL T | 2046-10-22      | 5.3500%  | N/A     | $3289000.00        | $2095801.09        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV  | 2049-02-20      | 6.2700%  | N/A     | $197000.00         | $152724.32         | Asset-Backed Securities                           |
| GPMT LTD 2021-FL3C203 | 2035-07-18      | 6.6805%  | N/A     | $3000000.00        | $2949013.67        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4A-S2 | 2036-12-22      | 5.4876%  | N/A     | $3000000.00        | $2999692.12        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4B203 | 2036-12-22      | 5.7376%  | N/A     | $4731000.00        | $4704545.22        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4C203 | 2036-12-22      | 6.1376%  | N/A     | $5000000.00        | $4597622.70        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2021-PJ9 A- | 2052-02-25      | 0.1500%  | N/A     | $165000000.00      | $1094813.07        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2022-PJ3 A- | 2052-08-25      | 0.1500%  | N/A     | $584592384.00      | $4114405.96        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS 2004 | 2034-04-25      | 6.5000%  | N/A     | $23928832.00       | $6826.04           | Private Label Collateralized Mortgage Obligations |
| GS MRTG BCK SEC TR 20 | 2052-06-25      | 0.1500%  | N/A     | $703669248.00      | $4858117.69        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACK SEC TR 20 | 2052-10-25      | 0.1500%  | N/A     | $477616640.00      | $3652054.47        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACK SEC TR 20 | 2052-09-25      | 0.1500%  | N/A     | $512482304.00      | $3740597.43        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED TR 2024 | 2054-11-25      | 0.1500%  | N/A     | $339665408.00      | $486581.59         | Private Label Collateralized Mortgage Obligations |
| GS MTG BCKD SECS TR 2 | 2053-01-25      | 0.1500%  | N/A     | $388357632.00      | $2860443.52        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2019-P | 2049-11-25      | 0.1685%  | N/A     | $530628608.00      | $358988.08         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-P | 2050-05-25      | 0.2182%  | N/A     | $448804352.00      | $793481.55         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-P | 2051-01-25      | 0.2100%  | N/A     | $464388608.00      | $1528280.31        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-P | 2050-07-25      | 0.2139%  | N/A     | $395759104.00      | $826150.06         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-P | 2051-01-25      | 0.2962%  | N/A     | $440008000.00      | $1696043.09        | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SEC 202 | 2053-10-25      | 0.1500%  | N/A     | $362242560.00      | $1232780.84        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-6 AF | 2036-03-25      | 6.6214%  | N/A     | $1212750.00        | $126050.74         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-6 AF | 2036-03-25      | 6.7408%  | N/A     | $1700000.00        | $176694.66         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-10A- | 2037-11-25      | 8.0000%  | N/A     | $6838064.00        | $120035.21         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-5 1A | 2037-05-25      | 6.0316%  | N/A     | $5800000.00        | $885812.44         | Private Label Collateralized Mortgage Obligations |
| GSAMP TRUST 2004-OPT  | 2034-11-25      | 3.5057%  | N/A     | $1504000.00        | $66469.94          | Asset-Backed Securities                           |
| GSMPS MTG LN TR 2003- | 2043-07-25      | 0.0000%  | N/A     | $8770320.00        | $100212.49         | Asset-Backed Securities                           |
| GSMPS MTG LN TR 2003- | 2043-07-25      | 0.4516%  | N/A     | $75350016.00       | $11935.77          | Asset-Backed Securities                           |
| GUITAR CTR MGMT INC1L | 2029-01-15      | 8.5000%  | N/A     | $12000.00          | $9754.00           | Corporate Debt Securities                         |
| HARBORVIEW MTG LN TR  | 2034-11-19      | 2.2788%  | N/A     | $10000000.00       | $67790.25          | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2035-09-19      | 5.4151%  | N/A     | $50000000.00       | $483472.05         | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2037-04-25      | 3.9482%  | N/A     | $2539756.00        | $144338.87         | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2045-10-20      | 5.9151%  | N/A     | $6514816.00        | $389188.54         | Private Label Collateralized Mortgage Obligations |
| HLEND CLO LLC 2025-3  | 2037-01-20      | 5.0676%  | N/A     | $29999900.00       | $30226674.19       | Asset-Backed Securities                           |
| HOME EQUITY MTG TR 20 | 2036-07-25      | 5.9100%  | N/A     | $3580000.00        | $11743.60          | Asset-Backed Securities                           |
| HPS LOAN MANAGEMENT 1 | 2030-05-06      | 11.7774% | N/A     | $1000000.00        | $60733.49          | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2006 | 2036-10-25      | 3.8882%  | N/A     | $24231000.00       | $104377.05         | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2006 | 2036-07-25      | 4.2882%  | N/A     | $750000.00         | $81393.41          | Asset-Backed Securities                           |
| IMPAC CMB TR 2005-21- | 2035-04-25      | 4.5532%  | N/A     | $16200000.00       | $214413.51         | Private Label Collateralized Mortgage Obligations |
| IMPAC SECD ASSETS TR  | 2037-03-25      | 4.2682%  | N/A     | $8551808.00        | $3943319.07        | Private Label Collateralized Mortgage Obligations |
| IMPAC SECD ASSETS TR  | 2035-07-25      | 4.1682%  | N/A     | $569754.00         | $121134.19         | Private Label Collateralized Mortgage Obligations |
| INDYMAC IMSC 2007-AR2 | 2047-03-25      | 3.9382%  | N/A     | $3681000.00        | $185334.96         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR1 | 2036-07-25      | 3.9450%  | N/A     | $2850000.00        | $290347.36         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR1 | 2046-11-25      | 4.1882%  | N/A     | $3868000.00        | $816386.81         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR1 | 2046-09-25      | 4.1682%  | N/A     | $4265000.00        | $388979.67         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR2 | 2046-04-25      | 4.2082%  | N/A     | $4603584.00        | $327770.96         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR2 | 2036-11-25      | 4.1282%  | N/A     | $2100000.00        | $133743.34         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR3 | 2036-11-25      | 3.9874%  | N/A     | $5500000.00        | $329676.83         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR3 | 2037-01-25      | 4.1282%  | N/A     | $6200000.00        | $440514.18         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2007-FLX | 2037-07-25      | 4.2882%  | N/A     | $2400000.00        | $207711.36         | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2004-AR10 | 2034-05-25      | 4.6282%  | N/A     | $35265000.00       | $178785.23         | Private Label Collateralized Mortgage Obligations |
| INEOS FINANCE PLCSR S | 2028-05-15      | 6.7500%  | N/A     | $10000000.00       | $9496550.00        | Corporate Debt Securities                         |
| INTOWN MTG TR 2025-ST | 2042-03-17      | 5.9100%  | N/A     | $3100000.00        | $3111919.50        | Private Label Collateralized Mortgage Obligations |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0745%  | N/A     | $3000000.00        | $2825689.48        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN ACCEPT 2004 | 2034-12-25      | 4.6819%  | N/A     | $1035000.00        | $9700.52           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2033-07-08      | 5.3635%  | N/A     | $15000000.00       | $1488804.59        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2035-06-15      | 4.9170%  | N/A     | $1500000.00        | $947095.66         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2033-07-08      | 6.8100%  | N/A     | $2630000.00        | $642092.20         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007 | 2037-03-25      | 6.0000%  | N/A     | $99000.00          | $7351.92           | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 202 | 2036-12-15      | 5.1245%  | N/A     | $4770000.00        | $1963052.92        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 20 | 2047-08-16      | 4.5541%  | N/A     | $7500000.00        | $4281714.03        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2047-09-17      | 4.0362%  | N/A     | $2500000.00        | $2301717.63        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-02-18      | 3.8981%  | N/A     | $1000000.00        | $868235.29         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-02-18      | 4.3743%  | N/A     | $2500000.00        | $1670448.11        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2031-04-15      | 5.1570%  | N/A     | $4700000.00        | $2191229.30        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2049-12-17      | 3.3968%  | N/A     | $4500000.00        | $3416396.51        | Private Label Collateralized Mortgage Obligations |
| K HOVNANIAN ENTERPRIS | 2033-10-01      | 8.3750%  | N/A     | $1215000.00        | $1289432.25        | Corporate Debt Securities                         |
| KEN GARFF AUTOMOTIVE  | 2028-09-15      | 4.8750%  | N/A     | $1122000.00        | $1140959.00        | Corporate Debt Securities                         |
| KNDR TRUST 2021-KIND  | 2038-08-16      | 0.2466%  | N/A     | $78036875.00       | $15111.28          | Private Label Collateralized Mortgage Obligations |
| KSA IJARAH SUKUK LTD  | 2030-09-09      | 4.2500%  | N/A     | $6000.00           | $6126.02           | Other Instrument                                  |
| LEHMAN MTG TR 2006-1  | 2036-02-25      | 5.5000%  | N/A     | $3800000.00        | $320035.37         | Private Label Collateralized Mortgage Obligations |
| LEHMAN MTG TR 2007-5  | 2037-06-25      | 5.7500%  | N/A     | $62919500.00       | $1519313.96        | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2006- | 2046-11-25      | 4.1682%  | N/A     | $6965000.00        | $592244.80         | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2006- | 2036-12-25      | 4.1482%  | N/A     | $3600000.00        | $529630.05         | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007- | 2037-07-25      | 4.1482%  | N/A     | $19000000.00       | $2053167.40        | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007- | 2037-05-25      | 5.3003%  | N/A     | $2063600.00        | $123766.09         | Private Label Collateralized Mortgage Obligations |
| LEVEL 3 FING INC 1LIE | 2033-06-30      | 6.8750%  | N/A     | $165000.00         | $173544.59         | Corporate Debt Securities                         |
| LOANCORE ISSUER LTD20 | 2038-11-15      | 5.4241%  | N/A     | $15000000.00       | $15035970.65       | Private Label Collateralized Mortgage Obligations |
| LOANPAL SOLAR LN LTD  | 2048-03-20      | 2.2200%  | N/A     | $690000.00         | $323069.39         | Asset-Backed Securities                           |
| LP LMS 2023-1 ASSET 2 | 2033-10-15      | 11.0000% | N/A     | $2000000.00        | $1220976.67        | Asset-Backed Securities                           |
| LUMINENT MTG TR 2007- | 2037-05-26      | 4.3482%  | N/A     | $1757864.00        | $98251.82          | Private Label Collateralized Mortgage Obligations |
| MAC TR 2025-801B D204 | 2040-10-15      | 7.7596%  | N/A     | $3000000.00        | $3047566.65        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FDG XLVI | 2031-10-15      | 0.0000%  | N/A     | $5000000.00        | $1500000.00        | Asset-Backed Securities                           |
| MADISON PARK FDG XXII | 2030-07-29      | 0.0000%  | N/A     | $8000000.00        | $400000.00         | Asset-Backed Securities                           |
| MARLETTE FDG TR 2022- | 2032-11-15      | 7.8000%  | N/A     | $11770000.00       | $9682533.54        | Asset-Backed Securities                           |
| MARLETTE FDG TR 2022- | 2032-08-15      | 7.5000%  | N/A     | $7718000.00        | $4794005.67        | Asset-Backed Securities                           |
| MARLETTE FUNDING TRUS | 2032-04-15      | 3.3900%  | N/A     | $1444000.00        | $683026.46         | Asset-Backed Securities                           |
| MASTR ABS TRUST 2006- | 2036-08-25      | 4.2682%  | N/A     | $269999.00         | $33553.41          | Asset-Backed Securities                           |
| ML ALT NT ASSET TR 20 | 2037-04-27      | 4.3082%  | N/A     | $3500000.00        | $153471.48         | Private Label Collateralized Mortgage Obligations |
| ML FF MTG LN TR 2007- | 2037-04-25      | 4.0682%  | N/A     | $9700000.00        | $741333.04         | Asset-Backed Securities                           |
| ML FF MTG LN TR 2007- | 2037-10-25      | 5.7882%  | N/A     | $34500000.00       | $5551027.13        | Asset-Backed Securities                           |
| ML MTG INV TR 2006-HE | 2037-06-25      | 3.9682%  | N/A     | $5739000.00        | $225153.85         | Asset-Backed Securities                           |
| ML MTG INV TR 2006-RM | 2037-02-25      | 3.7888%  | N/A     | $1647000.00        | $124742.53         | Asset-Backed Securities                           |
| ML MTG INVESTORS 2004 | 2034-10-25      | 6.1882%  | N/A     | $2000000.00        | $250176.63         | Asset-Backed Securities                           |
| ML-CFC COML MTG TR 20 | 2048-08-14      | 5.4500%  | N/A     | $20762320.00       | $253879.35         | Private Label Collateralized Mortgage Obligations |
| ML-CFC COML MTG TR 20 | 2048-08-14      | 5.4500%  | N/A     | $25068520.00       | $306525.76         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY ABS 20 | 2036-07-25      | 3.8882%  | N/A     | $4000000.00        | $36978.46          | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2037-02-25      | 3.9682%  | N/A     | $2000000.00        | $372411.53         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-12-25      | 3.8982%  | N/A     | $1400000.00        | $283400.86         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-09-25      | 3.9882%  | N/A     | $2101404.00        | $94030.74          | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-11-25      | 3.9282%  | N/A     | $458000.00         | $92178.00          | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-09-25      | 4.2482%  | N/A     | $41000.00          | $9321.48           | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-08-25      | 4.0682%  | N/A     | $2000000.00        | $347822.37         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2036-10-25      | 3.8582%  | N/A     | $15000000.00       | $290508.63         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2036-10-25      | 3.8982%  | N/A     | $140000.00         | $11622.86          | Asset-Backed Securities                           |
| MOSAIC SOLAR LNS 2019 | 2043-12-21      | 0.0000%  | N/A     | $7042000.00        | $1945873.61        | Asset-Backed Securities                           |
| MOSAIC SOLAR LOAN TRU | 2052-04-22      | 8.5000%  | N/A     | $3000000.00        | $1862885.33        | Asset-Backed Securities                           |
| MPH ACQUISITION HLDGS | 2031-03-31      | 6.7500%  | N/A     | $18.00             | $11.61             | Corporate Debt Securities                         |
| MS BOFAML TRUST 2014- | 2047-06-17      | 4.6037%  | N/A     | $2749900.00        | $2204743.53        | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-15X | 2036-11-25      | 6.6995%  | N/A     | $1225000.00        | $110560.87         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-16A | 2036-11-25      | 5.3003%  | N/A     | $600000.00         | $73730.89          | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-25- | 2036-02-25      | 5.5000%  | N/A     | $1120000.00        | $118603.89         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-3AR | 2036-03-25      | 4.4533%  | N/A     | $4300000.00        | $156432.51         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-3AR | 2036-03-25      | 4.4533%  | N/A     | $3046000.00        | $106560.29         | Private Label Collateralized Mortgage Obligations |
| NATIONAL COLL ST LN T | 2037-08-25      | 4.4982%  | N/A     | $21200896.00       | $5510.13           | Asset-Backed Securities                           |
| NATIONAL COLL ST LN T | 2038-03-25      | 0.0100%  | N/A     | $150000.00         | $132405.70         | Asset-Backed Securities                           |
| NATIONAL COLLEGIATE I | 2038-03-25      | 0.0100%  | N/A     | $325000.00         | $39559.72          | Asset-Backed Securities                           |
| NATIXIS COMM MTG SEC  | 2039-01-18      | 5.2111%  | N/A     | $2700000.00        | $2420560.84        | Private Label Collateralized Mortgage Obligations |
| NAVIENT PRIV ED LN TR | 2069-09-15      | 2.5000%  | N/A     | $105000.00         | $90221.49          | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 4.4400%  | N/A     | $839999.00         | $764316.21         | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 2.8500%  | N/A     | $5165000.00        | $4736703.57        | Asset-Backed Securities                           |
| NEW RESI MTG LN TR 20 | 2057-09-25      | 3.0036%  | N/A     | $2500000.00        | $1452606.32        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORT  | 2039-03-25      | 9.2983%  | N/A     | $20749000.00       | $20766528.98       | Private Label Collateralized Mortgage Obligations |
| NEW YORK MTG TR 2006- | 2036-05-25      | 4.6025%  | N/A     | $3200000.00        | $102463.15         | Private Label Collateralized Mortgage Obligations |
| NOVELIS CORP SR GLBL  | 2030-01-30      | 6.8750%  | N/A     | $72000.00          | $74899.89          | Corporate Debt Securities                         |
| OBX 2025-NQM20 TRUST  | 2065-10-25      | 7.0963%  | N/A     | $385000.00         | $355620.98         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM20 TRUST  | 2065-10-25      | 0.0000%  | N/A     | $384534000.00      | $1413512.49        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-HE1B-3205 | 2055-02-25      | 8.2889%  | N/A     | $4113376.00        | $3453840.71        | Asset-Backed Securities                           |
| OCTAGON INV PNRS 27 2 | 2030-07-15      | 11.7838% | N/A     | $3250000.00        | $233074.06         | Asset-Backed Securities                           |
| OI S A - EM RECUPERAC | 2027-06-30      | 10.0000% | N/A     | $35019.00          | $16108.74          | Corporate Debt Securities                         |
| OPTION ONE MTG LN TR  | 2037-07-25      | 4.0382%  | N/A     | $110000.00         | $31104.80          | Asset-Backed Securities                           |
| OPTION ONE MTG LN TR  | 2037-05-26      | 3.9582%  | N/A     | $200000.00         | $40444.53          | Asset-Backed Securities                           |
| OZLM VI LTD2018-6E-S2 | 2031-04-17      | 12.5692% | N/A     | $2000000.00        | $500342.61         | Asset-Backed Securities                           |
| PAGAYA AI DEBT 2024-8 | 2032-01-15      | 6.5260%  | N/A     | $2000000.00        | $953159.66         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRANTO | 2033-07-15      | 5.6110%  | N/A     | $820000.00         | $832366.56         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRT TR | 2032-03-15      | 6.1740%  | N/A     | $700000.00         | $360084.40         | Asset-Backed Securities                           |
| PARADIGM PARENT LLC / | 2032-04-17      | 8.7500%  | N/A     | $37000.00          | $33266.60          | Corporate Debt Securities                         |
| PARK PLACE SECS 2005- | 2035-07-25      | 3.7384%  | N/A     | $400000.00         | $361449.05         | Asset-Backed Securities                           |
| PECF USS INTER HLDG I | 2029-11-15      | 0.0000%  | N/A     | $96000.00          | $480.00            | Corporate Debt Securities                         |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 4.9545%  | N/A     | $2322000.00        | $2010242.46        | Private Label Collateralized Mortgage Obligations |
| PRIME MTG TR 2007-2A- | 2037-04-25      | 6.0000%  | N/A     | $534000.00         | $258735.57         | Private Label Collateralized Mortgage Obligations |
| PRIME MTG TR 2007-3I- | 2037-09-25      | 0.0000%  | N/A     | $1051372.00        | $47925.57          | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL  | 2042-07-17      | 3.3900%  | N/A     | $1510000.00        | $1393801.47        | Asset-Backed Securities                           |
| PROSPER MRKTPL ISSU T | 2029-08-15      | 10.9800% | N/A     | $1201000.00        | $1227269.47        | Asset-Backed Securities                           |
| PRPM 2025-5 LLCA-2203 | 2030-07-25      | 8.5690%  | N/A     | $4200000.00        | $4224132.04        | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF1 M- | 2054-01-25      | 4.0000%  | N/A     | $5188000.00        | $4985082.91        | Asset-Backed Securities                           |
| RACKSPACE FIN LLCSR S | 2028-05-15      | 3.5000%  | N/A     | $4056112.00        | $1546054.69        | Corporate Debt Securities                         |
| RAD CLO 20 L 10.72549 | 2040-07-20      | 10.0676% | N/A     | $1000000.00        | $996786.94         | Asset-Backed Securities                           |
| RALI SERIES TRUST 200 | 2036-05-25      | 4.1482%  | N/A     | $8238736.00        | $351023.08         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-09-25      | 6.0000%  | N/A     | $3000000.00        | $147148.42         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-11-25      | 6.0000%  | N/A     | $4300000.00        | $177449.48         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-12-25      | 4.1382%  | N/A     | $12245000.00       | $453459.19         | Private Label Collateralized Mortgage Obligations |
| RALI TRUST 2005-QA12  | 2035-12-25      | 5.6795%  | N/A     | $12000000.00       | $407008.09         | Private Label Collateralized Mortgage Obligations |
| RAMP SERIES TRUST 200 | 2036-02-25      | 4.3282%  | N/A     | $100000.00         | $70329.61          | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2006- | 2036-05-25      | 5.6080%  | N/A     | $680000.00         | $176907.65         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007- | 2037-04-25      | 5.7420%  | N/A     | $11244000.00       | $686273.73         | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 200 | 2035-07-25      | 5.5000%  | N/A     | $3840000.00        | $419026.56         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET 200 | 2034-12-25      | 4.7857%  | N/A     | $3185000.00        | $2387848.96        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET SEC | 2036-04-25      | 6.0000%  | N/A     | $2668000.00        | $209230.18         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2037-05-25      | 6.0000%  | N/A     | $140000.00         | $6647.49           | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2034-08-25      | 5.5000%  | N/A     | $2258000.00        | $366031.53         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-02-25      | 6.0000%  | N/A     | $1000000.00        | $123434.65         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2034-06-25      | 5.4382%  | N/A     | $2024716.00        | $147047.31         | Asset-Backed Securities                           |
| RESIDENTIAL ASSET SEC | 2036-07-25      | 6.0000%  | N/A     | $10238000.00       | $1125380.34        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2034-02-25      | 5.4300%  | N/A     | $509000.00         | $211345.36         | Asset-Backed Securities                           |
| RESIDENTIAL ASSET SEC | 2036-11-25      | 6.0000%  | N/A     | $1100000.00        | $151316.59         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-05-25      | 4.4882%  | N/A     | $844000.00         | $30366.37          | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2035-12-25      | 5.5000%  | N/A     | $15415000.00       | $843457.26         | Asset-Backed Securities                           |
| RESORTS WORLD LAS VEG | 2031-04-06      | 4.6250%  | N/A     | $200000.00         | $176454.92         | Corporate Debt Securities                         |
| RFMSI SERIES TRUST 20 | 2036-07-25      | 6.0000%  | N/A     | $9640384.00        | $166718.08         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2036-03-25      | 0.6303%  | N/A     | $337772544.00      | $114133.20         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2036-08-25      | 6.2500%  | N/A     | $10150000.00       | $136800.76         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2037-09-25      | 6.0000%  | N/A     | $300000.00         | $12415.72          | Private Label Collateralized Mortgage Obligations |
| SABEY DATA CENTER LLC | 2049-04-20      | 6.0000%  | N/A     | $100000.00         | $101796.80         | Asset-Backed Securities                           |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $8678500.00        | $32544.38          | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $4408000.00        | $881.60            | Corporate Debt Securities                         |
| SALUDA GRAD ALT MTG T | 2054-03-25      | 6.3060%  | N/A     | $565000.00         | $302735.63         | Asset-Backed Securities                           |
| SAMARCO MINERACAO SA  | 2031-06-30      | 9.5000%  | N/A     | $3851888.00        | $3930235.40        | Corporate Debt Securities                         |
| SEADRILL FIN LTD 2LIE | 2030-08-01      | 8.3750%  | N/A     | $2065000.00        | $2180409.98        | Corporate Debt Securities                         |
| SECURITIZED ASSET REC | 2036-01-25      | 2.8020%  | N/A     | $1100000.00        | $114581.81         | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2036-06-25      | 4.2882%  | N/A     | $6000000.00        | $1457311.32        | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2036-09-25      | 4.1082%  | N/A     | $88218.00          | $9048.37           | Asset-Backed Securities                           |
| SEQUOIA MTG TRUST 200 | 2035-03-20      | 4.5227%  | N/A     | $32530000.00       | $111907.80         | Private Label Collateralized Mortgage Obligations |
| SFO COMMERCIAL MTG TR | 2038-05-17      | 6.6745%  | N/A     | $5600000.00        | $5556459.03        | Private Label Collateralized Mortgage Obligations |
| SHACKLETON CLO 2015-7 | 2031-07-15      | 12.1138% | N/A     | $2900000.00        | $387755.85         | Asset-Backed Securities                           |
| SHACKLETON CLO LTD 20 | 2031-04-14      | 9.7634%  | N/A     | $13099900.00       | $12332956.69       | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR  | 2032-09-15      | 5.5845%  | N/A     | $3000000.00        | $618591.55         | Asset-Backed Securities                           |
| SMB PRIV EDU LN TR 20 | 2052-11-15      | 6.3600%  | N/A     | $3175000.00        | $3379638.28        | Asset-Backed Securities                           |
| SMB PRIVATE ED LN TR  | 2054-09-15      | 0.0000%  | N/A     | $1219222.00        | $1110560.87        | Asset-Backed Securities                           |
| SMB PRIVATE ED LN TR  | 2053-01-15      | 5.8800%  | N/A     | $207000.00         | $214101.76         | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR | 2053-07-15      | 5.8600%  | N/A     | $1330000.00        | $1388958.01        | Asset-Backed Securities                           |
| SOFI ALTERNATIVE TRUS | 2030-08-15      | 0.0000%  | N/A     | $115000.00         | $534562.55         | Asset-Backed Securities                           |
| SOFI PRFSSNAL LN PRGR | 2048-08-17      | 3.7300%  | N/A     | $110000.00         | $104850.83         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2006- | 2036-03-25      | 4.3432%  | N/A     | $317364.00         | $300359.31         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2007- | 2037-06-25      | 3.9882%  | N/A     | $414000.00         | $63295.72          | Asset-Backed Securities                           |
| SPCM SASR GLBL 144A 3 | 2030-03-15      | 3.3750%  | N/A     | $283000.00         | $272276.42         | Corporate Debt Securities                         |
| SPECIALTY UNDRWR FIN  | 2037-02-25      | 3.7772%  | N/A     | $1250000.00        | $92964.52          | Asset-Backed Securities                           |
| STANLEY BLACK & DECKE | 2026-04-02      | 0.0000%  | N/A     | $5999.00           | $5975.75           | Money Market                                      |
| STREAM INNOV ISSUE TR | 2044-07-15      | 11.4000% | N/A     | $2000000.00        | $2003330.91        | Asset-Backed Securities                           |
| STREAM INNOVATION TR  | 2045-09-15      | 6.1200%  | N/A     | $951000.00         | $939719.39         | Asset-Backed Securities                           |
| STRUCTURED ADJ RATE 2 | 2036-01-25      | 4.3280%  | N/A     | $14148800.00       | $139412.58         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ADJ RATE 2 | 2035-12-25      | 5.2151%  | N/A     | $7999990.00        | $81107.00          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-09-25      | 4.3907%  | N/A     | $120000.00         | $11194.84          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-09-25      | 4.3069%  | N/A     | $15772128.00       | $569653.76         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-09-25      | 4.7007%  | N/A     | $14685008.00       | $269732.84         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-03-25      | 4.9432%  | N/A     | $14074000.00       | $4123068.23        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-06-25      | 4.2282%  | N/A     | $37999900.00       | $54589.30          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-08-25      | 4.4282%  | N/A     | $35000000.00       | $2669498.72        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-10-25      | 4.1882%  | N/A     | $10033000.00       | $613809.23         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2034-01-19      | 4.4805%  | N/A     | $10365000.00       | $54449.03          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS | 2036-03-25      | 4.3882%  | N/A     | $41164000.00       | $1447330.63        | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS | 2036-09-25      | 4.0482%  | N/A     | $127064320.00      | $1171129.29        | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS | 2036-01-25      | 4.0682%  | N/A     | $500000.00         | $40981.43          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS | 2031-05-25      | 4.3282%  | N/A     | $20073000.00       | $697102.67         | Asset-Backed Securities                           |
| SUNNOVA HELIOS VI ISU | 2048-07-20      | 2.0100%  | N/A     | $300000.00         | $160156.76         | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2015 | 2031-10-15      | 11.9138% | N/A     | $3525000.00        | $173435.44         | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2022 | 2038-01-25      | 6.2680%  | N/A     | $4000000.00        | $3960686.29        | Asset-Backed Securities                           |
| TBW MTG BKD TR 2007-2 | 2037-07-25      | 5.9646%  | N/A     | $7400000.00        | $227416.36         | Private Label Collateralized Mortgage Obligations |
| TELECOM ARGENTINA SA  | 2036-01-20      | 8.5000%  | N/A     | $2411000.00        | $2498558.14        | Corporate Debt Securities                         |
| TIAA CLO II LTD 2017  | 2029-04-20      | 0.0000%  | N/A     | $4000000.00        | $40000.00          | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-05-25      | 7.6407%  | N/A     | $376000.00         | $376067.03         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-06-25      | 8.0074%  | N/A     | $513000.00         | $491012.36         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-01-25      | 1.5000%  | N/A     | $16658000.00       | $512685.32         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2066-02-25      | 4.7200%  | N/A     | $2000000.00        | $2011463.78        | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR  | 2028-04-17      | 8.6100%  | N/A     | $2280000.00        | $647882.52         | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR  | 2031-04-15      | 6.8400%  | N/A     | $380000.00         | $48556.40          | Asset-Backed Securities                           |
| TRICON AMER HOMES TR  | 2038-03-18      | 3.7450%  | N/A     | $2911000.00        | $2911409.64        | Asset-Backed Securities                           |
| UBS-BARCLY COML MTG T | 2046-03-12      | 3.7555%  | N/A     | $5000000.00        | $4092311.67        | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLY COML MTG T | 2046-04-12      | 3.9056%  | N/A     | $4000000.00        | $3150900.90        | Private Label Collateralized Mortgage Obligations |
| UKRAINE GOVERNMENT GL | 2035-02-01      | 0.0000%  | N/A     | $7009.00           | $4033.40           | Other Instrument                                  |
| UNITI SVC LLC / UNITI | 2032-06-15      | 8.6250%  | N/A     | $1004000.00        | $1042382.92        | Corporate Debt Securities                         |
| UPGRADE AUTO RECV 202 | 2031-01-15      | 4.6000%  | N/A     | $5050000.00        | $5083372.08        | Asset-Backed Securities                           |
| UPST SECURITIZATION T | 2035-04-20      | 9.2700%  | N/A     | $2300000.00        | $2475378.45        | Asset-Backed Securities                           |
| UPSTART PASS-THRU TR  | 2027-04-20      | 0.0000%  | N/A     | $28400000.00       | $41322.00          | Asset-Backed Securities                           |
| UPSTART PSS-THRUGH SR | 2030-03-20      | 0.0000%  | N/A     | $1750000.00        | $6816.25           | Asset-Backed Securities                           |
| UPSTART SEC TR 2022-3 | 2032-06-20      | 8.5000%  | N/A     | $13800000.00       | $8686937.64        | Asset-Backed Securities                           |
| UPSTART SEC TRUST 202 | 2035-09-20      | 7.4100%  | N/A     | $7483000.00        | $7712382.63        | Asset-Backed Securities                           |
| UPSTART SECURITIZATI  | 2035-06-20      | 8.0000%  | N/A     | $4000000.00        | $4180862.22        | Asset-Backed Securities                           |
| VELOCITY VEH GROUP LL | 2029-06-01      | 8.0000%  | N/A     | $7000.00           | $6827.25           | Corporate Debt Securities                         |
| VENTURE 31 CLO 2018-3 | 2031-04-20      | 11.0792% | N/A     | $4000000.00        | $63874.21          | Asset-Backed Securities                           |
| VERICAST CORPORATION  | 2030-12-15      | 13.0000% | N/A     | $485784.00         | $594046.36         | Corporate Debt Securities                         |
| VIBRANT CLO 2021-13 L | 2034-07-17      | 0.0000%  | N/A     | $3500000.00        | $1225000.00        | Asset-Backed Securities                           |
| VOYA CLO LTD 2017-1SU | 2030-04-17      | 0.0000%  | N/A     | $3000000.00        | $120000.00         | Asset-Backed Securities                           |
| WAMU MTG CERT 2005-2  | 2035-04-25      | 1.2618%  | N/A     | $20000000.00       | $40438.64          | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-6  | 2035-08-25      | 6.5000%  | N/A     | $6675000.00        | $201992.23         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2006-AR | 2036-08-25      | 4.2672%  | N/A     | $4305000.00        | $342789.02         | Private Label Collateralized Mortgage Obligations |
| WELLFLEET CLO 2019-1  | 2032-07-20      | 10.8292% | N/A     | $3369000.00        | $3095069.52        | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2 | 2046-07-17      | 3.6730%  | N/A     | $2000000.00        | $1345305.50        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO HEQ 2007- | 2037-04-25      | 4.3882%  | N/A     | $400000.00         | $299661.92         | Asset-Backed Securities                           |
| WEX INCSR GLBL 144A 3 | 2033-03-15      | 6.5000%  | N/A     | $6000.00           | $6224.64           | Corporate Debt Securities                         |
| WFRBS COML MTG TR 201 | 2057-09-17      | 3.6442%  | N/A     | $4500000.00        | $3848768.53        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2046-08-17      | 4.1021%  | N/A     | $3000000.00        | $2753917.93        | Private Label Collateralized Mortgage Obligations |
| WILSONART LLCSR 144A  | 2032-08-15      | 11.0000% | N/A     | $3909000.00        | $3215491.28        | Corporate Debt Securities                         |
| WOM MOBILE SPA 1LIEN  | 2031-04-01      | 11.0000% | N/A     | $100000.00         | $106569.44         | Corporate Debt Securities                         |

### Security 194: GOTHAM FUNDING CORPORATION

- **C.1 - Title:** GOTHAM FUNDING CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MC36, C.4 - ISIN: US38346MC368, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99958840.00
- **C.18.a - Value (excl. sponsor support):** $99958840.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GSN7, C.4 - ISIN: US39014GSN78, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $100001691.00
- **C.18.a - Value (excl. sponsor support):** $100001691.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GSR8, C.4 - ISIN: US39014GSR82, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $50001417.00
- **C.18.a - Value (excl. sponsor support):** $50001417.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GSC1, C.4 - ISIN: US39014GSC14, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $157503843.00
- **C.18.a - Value (excl. sponsor support):** $157503843.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: ILLINOIS ST HSG DEV AUTH REVEN

- **C.1 - Title:** ILLINOIS ST HSG DEV AUTH REVEN
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MTC5, C.4 - ISIN: US45203MTC54, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2053-10-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FLD9, C.4 - ISIN: US45580FLD95, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $85997910.20
- **C.18.a - Value (excl. sponsor support):** $85997910.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FLQ0, C.4 - ISIN: US45580FLQ09, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $162003661.20
- **C.18.a - Value (excl. sponsor support):** $162003661.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FLP2, C.4 - ISIN: US45580FLP26, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $162003547.80
- **C.18.a - Value (excl. sponsor support):** $162003547.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RE45, C.4 - ISIN: US45685RE456, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $119184240.00
- **C.18.a - Value (excl. sponsor support):** $119184240.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RES2, C.4 - ISIN: US45685RES22, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $60448187.90
- **C.18.a - Value (excl. sponsor support):** $60448187.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $69011253.90
- **C.18.a - Value (excl. sponsor support):** $69011253.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHM3, C.4 - ISIN: US44988GHM33, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $122980959.60
- **C.18.a - Value (excl. sponsor support):** $122980959.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RG27, C.4 - ISIN: US45685RG279, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $58243035.90
- **C.18.a - Value (excl. sponsor support):** $58243035.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHD3, C.4 - ISIN: US44988GHD34, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $50009755.00
- **C.18.a - Value (excl. sponsor support):** $50009755.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RJ24, C.4 - ISIN: US45685RJ240, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $122619062.50
- **C.18.a - Value (excl. sponsor support):** $122619062.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHF8, C.4 - ISIN: US44988GHF81, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $25005010.00
- **C.18.a - Value (excl. sponsor support):** $25005010.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685REK9, C.4 - ISIN: US45685REK95, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $105116839.80
- **C.18.a - Value (excl. sponsor support):** $105116839.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685REJ2, C.4 - ISIN: US45685REJ23, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $99177040.00
- **C.18.a - Value (excl. sponsor support):** $99177040.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3218661315, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: Y2E3175
- **C.18 - Value (incl. sponsor support):** $217054922.70
- **C.18.a - Value (excl. sponsor support):** $217054922.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3284943613, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: YE982F4
- **C.18 - Value (incl. sponsor support):** $25011852.50
- **C.18.a - Value (excl. sponsor support):** $25011852.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3PQM1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3PTT0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3Q246
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0IFX02IK6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $46000000.00
- **C.18.a - Value (excl. sponsor support):** $46000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALTRIA GROUP INC SR G | 2051-02-04      | 3.7000%  | N/A     | $2000.00           | $1440.65           | Corporate Debt Securities |
| BP CAP MKTS P L CSR G | 2027-09-19      | 3.2790%  | N/A     | $3015000.00        | $3038641.12        | Corporate Debt Securities |
| GEORGIA PWR CO SR GLB | 2028-10-01      | 4.0000%  | N/A     | $5000.00           | $5106.47           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $1000.00           | $986.15            | Corporate Debt Securities |
| HUMANA INC SR GLBL NT | 2028-03-01      | 5.7500%  | N/A     | $11953000.00       | $12608993.92       | Corporate Debt Securities |
| MORGAN STANLEY BK N A | 2028-05-26      | 5.5040%  | N/A     | $13442000.00       | $13869628.85       | Corporate Debt Securities |
| NESTLE HLDGS INC SR G | 2028-09-24      | 3.6250%  | N/A     | $15000000.00       | $15217743.75       | Corporate Debt Securities |
| SHELL INTERNATIONAL F | 2038-12-15      | 6.3750%  | N/A     | $350000.00         | $399381.50         | Corporate Debt Securities |
| US BANCORP FR 2.215%0 | 2028-01-27      | 2.2150%  | N/A     | $3216000.00        | $3172120.36        | Corporate Debt Securities |
| WELLS FARGO & CO FR 4 | 2028-01-24      | 4.9000%  | N/A     | $1000.00           | $1012.56           | Corporate Debt Securities |

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

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0IFX02IH3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $27.00             | $6066.63           | Equities   |
| ALLISON TRANSMISSION  | 2099-01-01      | 0.0000%  | N/A     | $1044.00           | $130301.64         | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $18322.00          | $5000989.90        | Equities   |
| APPLIED MATLS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $13309.00          | $5000457.48        | Equities   |
| ARDELYX INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $33956.00          | $225128.28         | Equities   |
| ARISTA NETWORKS INCCO | 2099-01-01      | 0.0000%  | N/A     | $26.00             | $3386.50           | Equities   |
| CAPITAL CITY BK GROUP | 2099-01-01      | 0.0000%  | N/A     | $706.00            | $30626.28          | Equities   |
| CARNIVAL CORPCOMMON S | 2099-01-01      | 0.0000%  | N/A     | $4.00              | $130.80            | Equities   |
| CHIPOTLE MEXICAN GRIL | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $38.05             | Equities   |
| CITIGROUP INCCOM NEW  | 2099-01-01      | 0.0000%  | N/A     | $13467.00          | $1564730.73        | Equities   |
| CLEARWATER ANALYTICS  | 2099-01-01      | 0.0000%  | N/A     | $213192.00         | $5001484.32        | Equities   |
| COSTCO WHOLESALE CORP | 2099-01-01      | 0.0000%  | N/A     | $5068.00           | $5000798.32        | Equities   |
| CUMMINS INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $8502.00           | $5000111.22        | Equities   |
| CVS HEALTH CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $59923.00          | $4674593.23        | Equities   |
| DATADOG INCCL A COM   | 2099-01-01      | 0.0000%  | N/A     | $3167.00           | $368828.82         | Equities   |
| DEVON ENERGY CORP NEW | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $42.66             | Equities   |
| DEXCOM INC COM        | 2099-01-01      | 0.0000%  | N/A     | $67240.00          | $5001311.20        | Equities   |
| DOMINOS PIZZA INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $12526.00          | $5001506.54        | Equities   |
| ELECTRONIC ARTS INCCO | 2099-01-01      | 0.0000%  | N/A     | $24872.00          | $5001013.04        | Equities   |
| FORD MTR COCOM        | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $14.41             | Equities   |
| FREEPORT MCMORAN INC  | 2099-01-01      | 0.0000%  | N/A     | $18.00             | $1230.84           | Equities   |
| GENERAL MTRS COCOM    | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $80.79             | Equities   |
| GILEAD SCIENCES INCCO | 2099-01-01      | 0.0000%  | N/A     | $34788.00          | $5001470.76        | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $18925.00          | $4558654.00        | Equities   |
| INTERNATIONAL BANCSHA | 2099-01-01      | 0.0000%  | N/A     | $69.00             | $4883.13           | Equities   |
| INTERNATIONAL BUSINES | 2099-01-01      | 0.0000%  | N/A     | $20666.00          | $5001378.66        | Equities   |
| LAM RESEARCH CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $20918.00          | $5000866.26        | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $7795.00           | $5001505.85        | Equities   |
| MAMMOTH ENERGY SVCS I | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $2.37              | Equities   |
| MASIMO CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $175.22            | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $12448.00          | $5000610.56        | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $27046.00          | $5000534.94        | Equities   |
| OPTION CARE HEALTH IN | 2099-01-01      | 0.0000%  | N/A     | $3.00              | $95.67             | Equities   |
| ORACLE CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $6099.00           | $916740.69         | Equities   |
| OREILLY AUTOMOTIVE IN | 2099-01-01      | 0.0000%  | N/A     | $860.00            | $78543.80          | Equities   |
| OTIS WORLDWIDE CORPCO | 2099-01-01      | 0.0000%  | N/A     | $54685.00          | $5001490.10        | Equities   |
| PROCTER & GAMBLE COCO | 2099-01-01      | 0.0000%  | N/A     | $30542.00          | $5001252.50        | Equities   |
| PUBLIC SVC ENTERPRISE | 2099-01-01      | 0.0000%  | N/A     | $51508.00          | $4421961.80        | Equities   |
| RADIAN GROUP INC COM  | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $70.64             | Equities   |
| REALTY INCOME CORP CO | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $133.20            | Equities   |
| REVOLUTION MEDICINES  | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $204.30            | Equities   |
| TESLA INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $262.00            | $107047.96         | Equities   |
| TEXAS INSTRS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $23522.00          | $5001482.86        | Equities   |
| TPG INCCOM CL A       | 2099-01-01      | 0.0000%  | N/A     | $111218.00         | $5001473.46        | Equities   |
| VERALTO CORP COM SHS  | 2099-01-01      | 0.0000%  | N/A     | $9388.00           | $920211.76         | Equities   |

### Security 219: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0IFX02GN2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $29.00             | $6516.01           | Equities   |
| ALEXANDRIA REAL ESTAT | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $55.12             | Equities   |
| ALPHABET INC CAP STK  | 2099-01-01      | 0.0000%  | N/A     | $49145.00          | $15106190.10       | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $55340.00          | $15105053.00       | Equities   |
| APPLIED MATLS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $3.00              | $1127.16           | Equities   |
| ARISTA NETWORKS INCCO | 2099-01-01      | 0.0000%  | N/A     | $50.00             | $6512.50           | Equities   |
| AVIDBANK HLDGS INC CO | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $59.74             | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $46955.00          | $15105423.50       | Equities   |
| CADENCE DESIGN SYSTEM | 2099-01-01      | 0.0000%  | N/A     | $47712.00          | $14199091.20       | Equities   |
| CARNIVAL CORPCOMMON S | 2099-01-01      | 0.0000%  | N/A     | $461960.00         | $15106092.00       | Equities   |
| CENTURY COMMUNITIES I | 2099-01-01      | 0.0000%  | N/A     | $2224.00           | $148830.08         | Equities   |
| CLEARWAY ENERGY INCCL | 2099-01-01      | 0.0000%  | N/A     | $4799.00           | $172668.02         | Equities   |
| CMS ENERGY CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $132328.00         | $10195872.40       | Equities   |
| COMCAST CORP NEW CL A | 2099-01-01      | 0.0000%  | N/A     | $56.00             | $1727.60           | Equities   |
| CVS HEALTH CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $193643.00         | $15106090.43       | Equities   |
| DANAHER CORP DEL COM  | 2099-01-01      | 0.0000%  | N/A     | $59895.00          | $12539617.20       | Equities   |
| DOLLAR TREE INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $126.95            | Equities   |
| DUKE ENERGY CORP NEW  | 2099-01-01      | 0.0000%  | N/A     | $69101.00          | $8929922.23        | Equities   |
| FTI CONSULTING INC CO | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $336.22            | Equities   |
| GILEAD SCIENCES INCCO | 2099-01-01      | 0.0000%  | N/A     | $105072.00         | $15106201.44       | Equities   |
| HOME DEPOT INC COM    | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $375.09            | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $62709.00          | $15105343.92       | Equities   |
| ILLINOIS TOOL WKS INC | 2099-01-01      | 0.0000%  | N/A     | $91.00             | $26415.48          | Equities   |
| INTERNATIONAL BUSINES | 2099-01-01      | 0.0000%  | N/A     | $6.00              | $1452.06           | Equities   |
| INTUITIVE SURGICAL IN | 2099-01-01      | 0.0000%  | N/A     | $29801.00          | $15105530.88       | Equities   |
| LEIDOS HOLDINGS INCCO | 2099-01-01      | 0.0000%  | N/A     | $37.00             | $6506.82           | Equities   |
| LINDE PLCSHS          | 2099-01-01      | 0.0000%  | N/A     | $30300.00          | $15104853.00       | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $23542.00          | $15105253.46       | Equities   |
| MASTERCARD INCORPORAT | 2099-01-01      | 0.0000%  | N/A     | $29343.00          | $15104896.11       | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $22990.00          | $15104659.90       | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $37601.00          | $15105073.72       | Equities   |
| MONARCH CASINO & RESO | 2099-01-01      | 0.0000%  | N/A     | $543.00            | $52747.02          | Equities   |
| NORFOLK SOUTHN CORPCO | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $313.01            | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $81700.00          | $15105513.00       | Equities   |
| ON HLDG AG NAMEN AKT  | 2099-01-01      | 0.0000%  | N/A     | $93524.00          | $4451742.40        | Equities   |
| ORACLE CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $100500.00         | $15106155.00       | Equities   |
| PTC INCCOM            | 2099-01-01      | 0.0000%  | N/A     | $80.00             | $12575.20          | Equities   |
| RALLIANT CORPCOM      | 2099-01-01      | 0.0000%  | N/A     | $7598.00           | $356802.08         | Equities   |
| REGENCY CTRS CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $72.00             | $5646.24           | Equities   |
| ROBLOX CORPCL A       | 2099-01-01      | 0.0000%  | N/A     | $38344.00          | $2737761.60        | Equities   |
| ROPER TECHNOLOGIES IN | 2099-01-01      | 0.0000%  | N/A     | $19802.00          | $6973274.30        | Equities   |
| RPM INTL INC COM      | 2099-01-01      | 0.0000%  | N/A     | $169.00            | $19260.93          | Equities   |
| TJX COS INC NEWCOM    | 2099-01-01      | 0.0000%  | N/A     | $95192.00          | $15106018.48       | Equities   |
| TRANE TECHNOLOGIES PL | 2099-01-01      | 0.0000%  | N/A     | $18929.00          | $8653203.06        | Equities   |
| ULTA BEAUTY INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $21713.00          | $15104214.19       | Equities   |
| WW GRAINGER INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $1105.52           | Equities   |

### Security 220: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0IFX02II1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $37.00             | $8313.53           | Equities   |
| AMAZON COM INC COM    | 2099-01-01      | 0.0000%  | N/A     | $28202.00          | $5863759.84        | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $36646.00          | $10002525.70       | Equities   |
| ARISTA NETWORKS INCCO | 2099-01-01      | 0.0000%  | N/A     | $30.00             | $3907.50           | Equities   |
| AUTODESK INC COM      | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $233.45            | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $31094.00          | $10002939.80       | Equities   |
| BROOKFIELD BUSINESS C | 2099-01-01      | 0.0000%  | N/A     | $897.00            | $31430.88          | Equities   |
| CITIGROUP INCCOM NEW  | 2099-01-01      | 0.0000%  | N/A     | $86090.00          | $10002797.10       | Equities   |
| CLEARWATER ANALYTICS  | 2099-01-01      | 0.0000%  | N/A     | $426388.00         | $10003062.48       | Equities   |
| CLOROX CO DELCOM      | 2099-01-01      | 0.0000%  | N/A     | $38164.00          | $4842629.96        | Equities   |
| COGNIZANT TECHNOLOGY  | 2099-01-01      | 0.0000%  | N/A     | $153960.00         | $10002781.20       | Equities   |
| CUMMINS INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $17006.00          | $10001398.66       | Equities   |
| CVS HEALTH CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $128226.00         | $10002910.26       | Equities   |
| DATADOG INCCL A COM   | 2099-01-01      | 0.0000%  | N/A     | $80.00             | $9316.80           | Equities   |
| DOMINOS PIZZA INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $25050.00          | $10002214.50       | Equities   |
| EDGEWISE THERAPEUTICS | 2099-01-01      | 0.0000%  | N/A     | $3597.00           | $106687.02         | Equities   |
| FACTSET RESH SYS INC  | 2099-01-01      | 0.0000%  | N/A     | $113.00            | $24212.51          | Equities   |
| FIRST INTERNET BANCOR | 2099-01-01      | 0.0000%  | N/A     | $14878.00          | $304999.00         | Equities   |
| FREEPORT MCMORAN INC  | 2099-01-01      | 0.0000%  | N/A     | $16.00             | $1094.08           | Equities   |
| GENERAL MTRS COCOM    | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $80.79             | Equities   |
| HOME DEPOT INC COM    | 2099-01-01      | 0.0000%  | N/A     | $26668.00          | $10002900.12       | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $13866.00          | $3340042.08        | Equities   |
| HUNT J B TRANS SVCS I | 2099-01-01      | 0.0000%  | N/A     | $2020.00           | $461004.40         | Equities   |
| INNOVIVA INC COM      | 2099-01-01      | 0.0000%  | N/A     | $10430.00          | $245522.20         | Equities   |
| KEYSIGHT TECHNOLOGIES | 2099-01-01      | 0.0000%  | N/A     | $32685.00          | $10002590.55       | Equities   |
| KONTOOR BRANDS INC CO | 2099-01-01      | 0.0000%  | N/A     | $117.00            | $7801.56           | Equities   |
| LIBERTY MEDIA CORP DE | 2099-01-01      | 0.0000%  | N/A     | $64500.00          | $5581830.00        | Equities   |
| LINDE PLCSHS          | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $498.51            | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $15590.00          | $10003011.70       | Equities   |
| MACOM TECH SOLUTIONS  | 2099-01-01      | 0.0000%  | N/A     | $49.00             | $12108.39          | Equities   |
| MASTERCARD INCORPORAT | 2099-01-01      | 0.0000%  | N/A     | $19430.00          | $10001981.10       | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $15223.00          | $10001663.23       | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $24898.00          | $10002024.56       | Equities   |
| MODINE MFG COCOM      | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $228.90            | Equities   |
| MONGODB INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $673.22            | Equities   |
| MSCI INC COM          | 2099-01-01      | 0.0000%  | N/A     | $66.00             | $37809.42          | Equities   |
| NEWMARK GROUP INCCL A | 2099-01-01      | 0.0000%  | N/A     | $7955.00           | $118449.95         | Equities   |
| NEWS CORP NEWCL A     | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $24.32             | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $54098.00          | $10002179.22       | Equities   |
| ORACLE CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $150.31            | Equities   |
| PHILIP MORRIS INTL IN | 2099-01-01      | 0.0000%  | N/A     | $53349.00          | $10002937.50       | Equities   |
| PINNACLE FINL PARTNER | 2099-01-01      | 0.0000%  | N/A     | $104077.00         | $10002840.47       | Equities   |
| RADIAN GROUP INC COM  | 2099-01-01      | 0.0000%  | N/A     | $283212.00         | $10003047.84       | Equities   |
| RTX CORPORATIONCOM    | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $197.63            | Equities   |
| RUBRIK INC.CL A       | 2099-01-01      | 0.0000%  | N/A     | $184117.00         | $10003076.61       | Equities   |
| VIKING HOLDINGS LTDOR | 2099-01-01      | 0.0000%  | N/A     | $62921.00          | $5015432.91        | Equities   |

### Security 221: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0IFX02IJ9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMAZON COM INC SR GLB | 2028-05-12      | 1.6500%  | N/A     | $2108000.00        | $2029482.27        | Corporate Debt Securities |
| BANCO SANTANDER SA SN | 2028-03-24      | 4.1750%  | N/A     | $4800000.00        | $4887522.00        | Corporate Debt Securities |
| BANK AMERICA CORPFR 2 | 2028-02-04      | 2.5510%  | N/A     | $40688000.00       | $40220080.09       | Corporate Debt Securities |
| BANK NEW YORK MELLON  | 2028-02-07      | 3.4420%  | N/A     | $1000.00           | $997.91            | Corporate Debt Securities |
| BP CAP MKTS P L CSR G | 2027-09-19      | 3.2790%  | N/A     | $8505000.00        | $8571689.12        | Corporate Debt Securities |
| CAMERON LNG LLCSR SEC | 2035-01-15      | 3.3020%  | N/A     | $1000000.00        | $893222.33         | Corporate Debt Securities |
| CARDINAL HEALTH INCSR | 2026-11-15      | 4.7000%  | N/A     | $9451000.00        | $9634884.96        | Corporate Debt Securities |
| CATERPILLAR FINL SVCS | 2027-01-08      | 4.5000%  | N/A     | $662000.00         | $670622.55         | Corporate Debt Securities |
| DIAGEO CAP PLC SR GLB | 2029-10-24      | 2.3750%  | N/A     | $17000000.00       | $16208217.92       | Corporate Debt Securities |
| GEORGIA PWR CO SR GLB | 2028-10-01      | 4.0000%  | N/A     | $8121000.00        | $8293932.18        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $1000.00           | $986.15            | Corporate Debt Securities |
| HOME DEPOT INC SR GLB | 2028-03-15      | 0.9000%  | N/A     | $4835000.00        | $4597988.30        | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2029-08-05      | 4.0000%  | N/A     | $10450000.00       | $10436252.44       | Corporate Debt Securities |
| MARS INC SR GLBL 144A | 2028-03-01      | 4.6000%  | N/A     | $5921000.00        | $6135155.99        | Corporate Debt Securities |
| METLIFE INCEXT JR SB  | 2069-08-01      | 10.7500% | N/A     | $2983000.00        | $3981809.49        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2027-01-15      | 1.8750%  | N/A     | $20663000.00       | $20358582.35       | Corporate Debt Securities |
| PEPSICO INCSR GLBL NT | 2027-02-07      | 4.4000%  | N/A     | $11200000.00       | $11308017.78       | Corporate Debt Securities |
| PNC FINL SVCS GROUP I | 2028-01-21      | 5.3000%  | N/A     | $10586000.00       | $10769561.24       | Corporate Debt Securities |
| QUALCOMM INC GLBL NT  | 2028-05-20      | 1.3000%  | N/A     | $18551000.00       | $17647988.85       | Corporate Debt Securities |
| T MOBILE USA INC SR G | 2029-01-15      | 4.8500%  | N/A     | $395000.00         | $406537.29         | Corporate Debt Securities |
| TAMPA ELEC COSR NT 6. | 2037-05-15      | 6.1500%  | N/A     | $1350000.00        | $1502111.25        | Corporate Debt Securities |

### Security 222: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAL1, C.4 - ISIN: US46125GAL14, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $114011355.54
- **C.18.a - Value (excl. sponsor support):** $114011355.54
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAM9, C.4 - ISIN: US46125GAM96, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $50003092.50
- **C.18.a - Value (excl. sponsor support):** $50003092.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FD71, C.4 - ISIN: US46125FD715, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $54778531.50
- **C.18.a - Value (excl. sponsor support):** $54778531.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAN7, C.4 - ISIN: US46125GAN79, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $60009984.00
- **C.18.a - Value (excl. sponsor support):** $60009984.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FDA4, C.4 - ISIN: US46125FDA49, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $229002881.00
- **C.18.a - Value (excl. sponsor support):** $229002881.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224MAB0, C.4 - ISIN: US46224MAB00, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $75007875.00
- **C.18.a - Value (excl. sponsor support):** $75007875.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LEU6, C.4 - ISIN: US46224LEU61, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $69342000.00
- **C.18.a - Value (excl. sponsor support):** $69342000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LDH6, C.4 - ISIN: US46224LDH69, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $99487720.00
- **C.18.a - Value (excl. sponsor support):** $99487720.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: IOWA ST STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA ST STUDENT LOAN LIQUIDITY CORP
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $31200000.00
- **C.18.a - Value (excl. sponsor support):** $31200000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: KBC BANK NV

- **C.1 - Title:** KBC BANK NV
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Q25C
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** KREDITANSTALT FUR WIEDERAUFBAU
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UCB0, C.4 - ISIN: US48246UCB08, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $155812924.80
- **C.18.a - Value (excl. sponsor support):** $155812924.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: NR; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** KREDITANSTALT FUR WIEDERAUFBAU
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UC95, C.4 - ISIN: US48246UC957, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $136862904.10
- **C.18.a - Value (excl. sponsor support):** $136862904.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: NR; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: LANDESBANK BADEN WUERTTEMBERG-NEW YORK

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG-NEW YORK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1C27, C.4 - ISIN: US5148X1C271, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $999694600.00
- **C.18.a - Value (excl. sponsor support):** $999694600.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UDP2, C.4 - ISIN: US53127UDP21, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $28835848.40
- **C.18.a - Value (excl. sponsor support):** $28835848.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UDM9, C.4 - ISIN: US53127UDM99, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $74590687.50
- **C.18.a - Value (excl. sponsor support):** $74590687.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAV2, C.4 - ISIN: US53128PAV22, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $30001449.00
- **C.18.a - Value (excl. sponsor support):** $30001449.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UET3, C.4 - ISIN: US53127UET34, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $39633156.00
- **C.18.a - Value (excl. sponsor support):** $39633156.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619YC54, C.4 - ISIN: US53619YC546, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169895569.00
- **C.18.a - Value (excl. sponsor support):** $169895569.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC21, C.4 - ISIN: US53943SC211, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $177945354.00
- **C.18.a - Value (excl. sponsor support):** $177945354.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC47, C.4 - ISIN: US53943SC476, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $132931890.70
- **C.18.a - Value (excl. sponsor support):** $132931890.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SH34, C.4 - ISIN: US53943SH343, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $255829938.00
- **C.18.a - Value (excl. sponsor support):** $255829938.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SDL8, C.4 - ISIN: US53943SDL88, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $112400761.00
- **C.18.a - Value (excl. sponsor support):** $112400761.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53946BKB6, C.4 - ISIN: US53946BKB61, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $75010005.00
- **C.18.a - Value (excl. sponsor support):** $75010005.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SDN4, C.4 - ISIN: US53943SDN45, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $114367615.00
- **C.18.a - Value (excl. sponsor support):** $114367615.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SHM2, C.4 - ISIN: US53943SHM26, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $98215160.00
- **C.18.a - Value (excl. sponsor support):** $98215160.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SG68, C.4 - ISIN: US53943SG683, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $98676320.00
- **C.18.a - Value (excl. sponsor support):** $98676320.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SFN2, C.4 - ISIN: US53943SFN27, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $306349161.00
- **C.18.a - Value (excl. sponsor support):** $306349161.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC54, C.4 - ISIN: US53943SC542, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $132918231.60
- **C.18.a - Value (excl. sponsor support):** $132918231.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RE61, C.4 - ISIN: US53944RE613, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24823860.00
- **C.18.a - Value (excl. sponsor support):** $24823860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC22, C.4 - ISIN: US53944RC229, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $237127013.56
- **C.18.a - Value (excl. sponsor support):** $237127013.56
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UCP2, C.4 - ISIN: US54316UCP21, C.3 - LEI: 549300G4B36F14ADXY71
- **C.18 - Value (incl. sponsor support):** $66834603.80
- **C.18.a - Value (excl. sponsor support):** $66834603.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: LVMH MOET HENNESSY LOUIS VUITTON SE

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244MCG5, C.4 - ISIN: US50244MCG50, C.3 - LEI: IOG4E947OATN0KJYSD45
- **C.18 - Value (incl. sponsor support):** $49913685.00
- **C.18.a - Value (excl. sponsor support):** $49913685.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: MACKINAC FUNDING COMPANY LLC

- **C.1 - Title:** MACKINAC FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FH42, C.4 - ISIN: US55458FH420, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $64931902.20
- **C.18.a - Value (excl. sponsor support):** $64931902.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 255: MACKINAC FUNDING COMPANY LLC

- **C.1 - Title:** MACKINAC FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FFC6, C.4 - ISIN: US55458FFC68, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $98915970.00
- **C.18.a - Value (excl. sponsor support):** $98915970.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LCA0, C.4 - ISIN: US55607LCA08, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $24971987.50
- **C.18.a - Value (excl. sponsor support):** $24971987.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NJ35, C.4 - ISIN: US55607NJ356, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $100022150.00
- **C.18.a - Value (excl. sponsor support):** $100022150.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 258: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABW6, C.4 - ISIN: US56036ABW62, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $50000140.00
- **C.18.a - Value (excl. sponsor support):** $50000140.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABY2, C.4 - ISIN: US56036ABY29, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $99999863.00
- **C.18.a - Value (excl. sponsor support):** $99999863.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ACA3, C.4 - ISIN: US56036ACA34, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $192000489.60
- **C.18.a - Value (excl. sponsor support):** $192000489.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UCH1, C.4 - ISIN: US59157UCH14, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $53899884.00
- **C.18.a - Value (excl. sponsor support):** $53899884.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON

- **C.1 - Title:** MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3197770087, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: P457DF7
- **C.18 - Value (incl. sponsor support):** $49826895.00
- **C.18.a - Value (excl. sponsor support):** $49826895.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FEZ3, C.4 - ISIN: US60683FEZ36, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $97995403.80
- **C.18.a - Value (excl. sponsor support):** $97995403.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCT9, C.4 - ISIN: US60683FCT93, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $100026270.00
- **C.18.a - Value (excl. sponsor support):** $100026270.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDW1, C.4 - ISIN: US60683FDW14, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $199970040.00
- **C.18.a - Value (excl. sponsor support):** $199970040.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60682XG83, C.4 - ISIN: US60682XG837, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $123283550.00
- **C.18.a - Value (excl. sponsor support):** $123283550.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBG8, C.4 - ISIN: US60683FBG81, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $137010877.80
- **C.18.a - Value (excl. sponsor support):** $137010877.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCY8, C.4 - ISIN: US60683FCY88, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $25006385.00
- **C.18.a - Value (excl. sponsor support):** $25006385.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60683CEJ6, C.4 - ISIN: US60683CEJ62, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $123976750.00
- **C.18.a - Value (excl. sponsor support):** $123976750.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AA60, C.4 - ISIN: US60701AA604, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $179992080.00
- **C.18.a - Value (excl. sponsor support):** $179992080.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A3L5, C.4 - ISIN: US60701A3L52, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $100038660.00
- **C.18.a - Value (excl. sponsor support):** $100038660.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5M1, C.4 - ISIN: US60701A5M18, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $167991784.80
- **C.18.a - Value (excl. sponsor support):** $167991784.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7M7, C.4 - ISIN: US60710T7M74, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $170048127.00
- **C.18.a - Value (excl. sponsor support):** $170048127.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AA94, C.4 - ISIN: US60701AA943, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $114977943.00
- **C.18.a - Value (excl. sponsor support):** $114977943.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7K1, C.4 - ISIN: US60710T7K19, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $30008493.00
- **C.18.a - Value (excl. sponsor support):** $30008493.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689GCD6, C.4 - ISIN: US60689GCD60, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $194722593.00
- **C.18.a - Value (excl. sponsor support):** $194722593.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60710WDA9, C.4 - ISIN: US60710WDA99, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $106542243.30
- **C.18.a - Value (excl. sponsor support):** $106542243.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A7C1, C.4 - ISIN: US60701A7C18, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $139998642.00
- **C.18.a - Value (excl. sponsor support):** $139998642.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T3K5, C.4 - ISIN: US60710T3K54, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $191502240.55
- **C.18.a - Value (excl. sponsor support):** $191502240.55
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300IJV8X2BVHFN697, C.5 - Other ID: ZS3Q3DH
- **C.18 - Value (incl. sponsor support):** $780000000.00
- **C.18.a - Value (excl. sponsor support):** $780000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: MUFG BANK LTD. - NEW YORK BRANCH

- **C.1 - Title:** MUFG BANK LTD. - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRD2, C.4 - ISIN: US55381BRD28, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $100025190.00
- **C.18.a - Value (excl. sponsor support):** $100025190.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: MUFG BANK LTD. - NEW YORK BRANCH

- **C.1 - Title:** MUFG BANK LTD. - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPU6, C.4 - ISIN: US55381BPU60, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $50017000.00
- **C.18.a - Value (excl. sponsor support):** $50017000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: N TEXAS ST HGR EDU AUTH

- **C.1 - Title:** N TEXAS ST HGR EDU AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13700000.00
- **C.18.a - Value (excl. sponsor support):** $13700000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G3B9, C.4 - ISIN: US63254G3B90, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $50004790.00
- **C.18.a - Value (excl. sponsor support):** $50004790.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GZ81, C.4 - ISIN: US63254GZ811, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $51021098.70
- **C.18.a - Value (excl. sponsor support):** $51021098.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 286: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GZ73, C.4 - ISIN: US63254GZ738, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $108046656.00
- **C.18.a - Value (excl. sponsor support):** $108046656.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 287: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G3M5, C.4 - ISIN: US63254G3M55, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $97985525.40
- **C.18.a - Value (excl. sponsor support):** $97985525.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3181619845, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: P204B32
- **C.18 - Value (incl. sponsor support):** $179790138.00
- **C.18.a - Value (excl. sponsor support):** $179790138.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3307431158, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: P714C25
- **C.18 - Value (incl. sponsor support):** $98085900.00
- **C.18.a - Value (excl. sponsor support):** $98085900.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3309065376, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: P76BC8E
- **C.18 - Value (incl. sponsor support):** $194470520.00
- **C.18.a - Value (excl. sponsor support):** $194470520.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 291: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3309071002, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: P76C8FA
- **C.18 - Value (incl. sponsor support):** $77810744.00
- **C.18.a - Value (excl. sponsor support):** $77810744.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 292: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3218688359, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: Y2E3CF5
- **C.18 - Value (incl. sponsor support):** $156089054.60
- **C.18.a - Value (excl. sponsor support):** $156089054.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3261206265, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: YA1F943
- **C.18 - Value (incl. sponsor support):** $194059740.00
- **C.18.a - Value (excl. sponsor support):** $194059740.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 294: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRR0, C.4 - ISIN: US63307NRR07, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $80004899.20
- **C.18.a - Value (excl. sponsor support):** $80004899.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRS8, C.4 - ISIN: US63307NRS89, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $470022898.40
- **C.18.a - Value (excl. sponsor support):** $470022898.40
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MCR8, C.4 - ISIN: US63307MCR88, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $34906928.00
- **C.18.a - Value (excl. sponsor support):** $34906928.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 297: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: AIS9904X6
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 298: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ZS3PQWH
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: NATIONAL FIN AUTH NH INDL DEVR

- **C.1 - Title:** NATIONAL FIN AUTH NH INDL DEVR
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAD1, C.4 - ISIN: US63609FAD15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $89000000.00
- **C.18.a - Value (excl. sponsor support):** $89000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2029-02-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 300: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FC58, C.4 - ISIN: US63854FC587, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $199876380.00
- **C.18.a - Value (excl. sponsor support):** $199876380.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 301: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FC41, C.4 - ISIN: US63854FC413, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $324832657.50
- **C.18.a - Value (excl. sponsor support):** $324832657.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FED9, C.4 - ISIN: US63854FED96, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $99232290.00
- **C.18.a - Value (excl. sponsor support):** $99232290.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FGT2, C.4 - ISIN: US63854FGT21, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $24617707.50
- **C.18.a - Value (excl. sponsor support):** $24617707.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FC66, C.4 - ISIN: US63854FC660, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $499639300.00
- **C.18.a - Value (excl. sponsor support):** $499639300.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 305: NATIXIS S.A.- NY BRANCH

- **C.1 - Title:** NATIXIS S.A.- NY BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KH34, C.4 - ISIN: US63873KH347, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $266607008.70
- **C.18.a - Value (excl. sponsor support):** $266607008.70
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 306: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001IK4
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AG CC FDG 2021-1 LTD  | 2038-04-25      | 2.8200%  | N/A     | $2773440.00        | $2710445.93        | Asset-Backed Securities                           |
| ANCHORAGE CR 2019-9R  | 2037-10-25      | 3.5540%  | N/A     | $1000000.00        | $949484.11         | Asset-Backed Securities                           |
| APOLLO MGMT HLDGS LP  | 2030-06-05      | 2.6500%  | N/A     | $4000.00           | $3761.62           | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS  | 2031-06-15      | 3.1500%  | N/A     | $2000.00           | $1896.70           | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 5 | 2042-02-07      | 5.8750%  | N/A     | $7057000.00        | $7616365.26        | Corporate Debt Securities                         |
| BATTERY PK CLO 2022-2 | 2037-10-20      | 7.2676%  | N/A     | $798920.00         | $800598.84         | Asset-Backed Securities                           |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.5790%  | N/A     | $1995000.00        | $1919835.06        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2062-03-17      | 3.8995%  | N/A     | $44023.00          | $37967.08          | Private Label Collateralized Mortgage Obligations |
| BIO RAD LABS INC SR G | 2027-03-15      | 3.3000%  | N/A     | $2000.00           | $2015.04           | Corporate Debt Securities                         |
| BOYNE USA INCSR GLBL  | 2029-05-15      | 4.7500%  | N/A     | $325000.00         | $326575.71         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $981000.00         | $1006046.24        | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P  | 2043-11-15      | 5.8500%  | N/A     | $1000.00           | $961.93            | Corporate Debt Securities                         |
| BX COML MTG TR 2025-C | 2042-08-15      | 5.4097%  | N/A     | $2245000.00        | $2254494.59        | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILMA20360 | 2036-08-15      | 4.4245%  | N/A     | $3713000.00        | $3532825.44        | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTDA203 | 2038-05-17      | 4.8285%  | N/A     | $100000.00         | $41547.33          | Private Label Collateralized Mortgage Obligations |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $376000.00         | $378632.00         | Corporate Debt Securities                         |
| CARLYLE FIN LLCGLBL R | 2029-09-19      | 3.5000%  | N/A     | $88000.00          | $87041.78          | Corporate Debt Securities                         |
| CHURCHILL NCDLC CLO I | 2036-04-20      | 5.6676%  | N/A     | $250000.00         | $251460.62         | Asset-Backed Securities                           |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $10000.00          | $9936.70           | Corporate Debt Securities                         |
| CPI CG INCORPORATEDSR | 2029-07-15      | 10.0000% | N/A     | $2000.00           | $2140.39           | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2048-03-25      | 5.0500%  | N/A     | $69000.00          | $63144.81          | Corporate Debt Securities                         |
| CWALT INC 2006-OA18A- | 2046-12-25      | 4.2682%  | N/A     | $25073.00          | $614.63            | Private Label Collateralized Mortgage Obligations |
| DAVITA INC SR GLBL 14 | 2030-06-01      | 4.6250%  | N/A     | $2000.00           | $1977.16           | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 4.9245%  | N/A     | $1566904.00        | $1553822.44        | Private Label Collateralized Mortgage Obligations |
| ELEVATION CLO 2021-13 | 2034-07-17      | 8.3338%  | N/A     | $500000.00         | $494767.13         | Asset-Backed Securities                           |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $1000.00           | $683.25            | Corporate Debt Securities                         |
| FERTITTA ENTMT LLC /  | 2029-01-15      | 4.6250%  | N/A     | $3000.00           | $2924.81           | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.7338%  | N/A     | $100000.00         | $100731.87         | Asset-Backed Securities                           |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $25000.00          | $27168.17          | Corporate Debt Securities                         |
| FORTRESS CR BSL LTD 2 | 2034-10-16      | 6.3338%  | N/A     | $1361889.00        | $1371020.97        | Asset-Backed Securities                           |
| FORTRESS CREDIT BSL 2 | 2038-04-20      | 5.7676%  | N/A     | $1240000.00        | $1257009.15        | Asset-Backed Securities                           |
| FS KKR CAP CORPSR GLB | 2029-01-15      | 7.8750%  | N/A     | $277000.00         | $285724.81         | Corporate Debt Securities                         |
| FS RIALTO 2026-FL11 2 | 2044-01-19      | 5.1000%  | N/A     | $1904430.00        | $1913206.25        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD  | 2038-05-18      | 4.9941%  | N/A     | $137000.00         | $36981.47          | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP I | 2031-04-23      | 5.2180%  | N/A     | $8871000.00        | $9332674.44        | Corporate Debt Securities                         |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.1599%  | N/A     | $3614401.00        | $3637605.26        | Asset-Backed Securities                           |
| GREYWOLF CLO 2018-7B2 | 2031-10-20      | 6.2292%  | N/A     | $772820.00         | $778620.25         | Asset-Backed Securities                           |
| GS MTG SECS TR 2017-G | 2034-05-12      | 2.8555%  | N/A     | $4382100.00        | $3322528.25        | Private Label Collateralized Mortgage Obligations |
| GUARDIAN LIFE INS CO  | 2039-09-30      | 7.3750%  | N/A     | $2000.00           | $2425.83           | Corporate Debt Securities                         |
| GUGGENHEIM CLO LLC 20 | 2036-01-25      | 6.1680%  | N/A     | $1344728.00        | $1354104.36        | Asset-Backed Securities                           |
| HCA INC. SR DEB 7.5%9 | 2095-11-15      | 7.5000%  | N/A     | $688000.00         | $764712.00         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-08-01      | 9.0000%  | N/A     | $17000.00          | $16169.55          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-30      | 9.5000%  | N/A     | $1000.00           | $961.46            | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $10000.00          | $9496.14           | Corporate Debt Securities                         |
| ITT HOLDINGS LLC SR 1 | 2029-08-01      | 6.5000%  | N/A     | $20000.00          | $19584.89          | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $119000.00         | $116483.15         | Corporate Debt Securities                         |
| KREF LTD2022-FL3 A-S2 | 2039-02-22      | 5.5672%  | N/A     | $2726000.00        | $2729169.03        | Asset-Backed Securities                           |
| LEHMAN XS TRUST 2005- | 2035-12-25      | 4.4882%  | N/A     | $27809.00          | $509.11            | Private Label Collateralized Mortgage Obligations |
| LIFEPOINT HEALTH INC  | 2030-10-15      | 11.0000% | N/A     | $1400000.00        | $1578728.67        | Corporate Debt Securities                         |
| LIVE NATION ENTERTAIN | 2027-05-15      | 6.5000%  | N/A     | $1000.00           | $1022.87           | Corporate Debt Securities                         |
| LPL HLDGS INCSR GLBL  | 2029-03-15      | 4.0000%  | N/A     | $2000.00           | $2007.96           | Corporate Debt Securities                         |
| MAPLE GROVE FDG TR I  | 2051-08-15      | 4.1610%  | N/A     | $4000.00           | $2961.39           | Corporate Debt Securities                         |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.2921%  | N/A     | $1767296.00        | $1770480.51        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC  | 2038-12-16      | 2.9660%  | N/A     | $5003604.00        | $1238852.64        | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1710%  | N/A     | $322724.00         | $317012.40         | Asset-Backed Securities                           |
| NOVA SECURITISATION S | 2031-02-03      | 5.7500%  | N/A     | $1000.00           | $986.47            | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2036-02-03      | 6.5000%  | N/A     | $14000.00          | $13744.13          | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 B-1A | 2064-02-25      | 7.4700%  | N/A     | $5927848.00        | $6030441.27        | Private Label Collateralized Mortgage Obligations |
| OHA CREDIT PARTNERS X | 2037-04-20      | 5.1276%  | N/A     | $3375000.00        | $3397857.18        | Asset-Backed Securities                           |
| ONEMAIN FIN CORP SR G | 2030-09-15      | 4.0000%  | N/A     | $2000.00           | $1886.68           | Corporate Debt Securities                         |
| ONEOK INC NEWSR NT 5. | 2045-04-01      | 5.0500%  | N/A     | $2000.00           | $1845.52           | Corporate Debt Securities                         |
| PALMER SQUARE CLO 202 | 2037-04-15      | 5.9722%  | N/A     | $696509.00         | $700996.92         | Asset-Backed Securities                           |
| PALMER SQUARE LN FDG  | 2034-01-17      | 5.1100%  | N/A     | $250013.00         | $253110.51         | Asset-Backed Securities                           |
| PIKES PEAK CLO 2019-3 | 2034-10-25      | 6.0796%  | N/A     | $975526.00         | $981763.63         | Asset-Backed Securities                           |
| PPM CLO LTD 2022-6RA- | 2037-01-20      | 5.6176%  | N/A     | $474768.00         | $477796.89         | Asset-Backed Securities                           |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $720000.00         | $787358.40         | Corporate Debt Securities                         |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $2000.00           | $1795.64           | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $335000.00         | $311793.43         | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $200000.00         | $201916.00         | Other Instrument                                  |
| RR LTD 2019-7R B-1-B2 | 2037-01-15      | 5.7722%  | N/A     | $988720.00         | $997079.19         | Asset-Backed Securities                           |
| STANDARD BLDG SOLUTIO | 2030-07-15      | 4.3750%  | N/A     | $3000.00           | $2916.40           | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA  | 2036-01-20      | 8.5000%  | N/A     | $7571.00           | $7845.95           | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $100000.00         | $103258.92         | Corporate Debt Securities                         |
| TRINITAS CLO LTD 2025 | 2038-04-22      | 9.1692%  | N/A     | $2500000.00        | $2539570.50        | Asset-Backed Securities                           |
| UNITED AIRLINES PT CE | 2031-09-01      | 3.5000%  | N/A     | $2000.00           | $1302.41           | Asset-Backed Securities                           |
| US FOODS INC SR GLBL  | 2030-06-01      | 4.6250%  | N/A     | $3536000.00        | $3540521.17        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $39000.00          | $42093.91          | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2056-10-30      | 2.9870%  | N/A     | $6000.00           | $3701.69           | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2033-01-15      | 6.7500%  | N/A     | $849000.00         | $825542.13         | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $2795000.00        | $3042511.23        | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC  | 2030-03-09      | 9.2500%  | N/A     | $80.00             | $81.43             | Corporate Debt Securities                         |

### Security 307: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001IW8
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6838%  | N/A     | $164000.00         | $106483.39         | Corporate Debt Securities                         |
| AIMCO CLO 22 LTD A203 | 2037-04-20      | 5.1676%  | N/A     | $890220.00         | $895592.23         | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $19400000.00       | $21049258.67       | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.5790%  | N/A     | $203000.00         | $195351.64         | Private Label Collateralized Mortgage Obligations |
| BLACKROCK MA 6.02219  | 2038-01-15      | 6.0222%  | N/A     | $250000.00         | $251158.29         | Asset-Backed Securities                           |
| CI FINL CORP CR SEN S | 2029-05-30      | 7.5000%  | N/A     | $1338000.00        | $1453328.91        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $232000.00         | $230888.72         | Corporate Debt Securities                         |
| CONTINE FIN CR CD MT  | 2035-12-15      | 5.4000%  | N/A     | $619000.00         | $623063.74         | Asset-Backed Securities                           |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $2000.00           | $912.59            | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $43000.00          | $44405.12          | Corporate Debt Securities                         |
| ELEVATION CLO 2021-12 | 2037-04-20      | 5.2876%  | N/A     | $4020690.00        | $4051916.23        | Asset-Backed Securities                           |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $1000.00           | $683.25            | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $25000.00          | $27168.17          | Corporate Debt Securities                         |
| FORTRESS CR B 0.01 20 | 2035-10-20      | 7.9176%  | N/A     | $5500000.00        | $5548881.24        | Asset-Backed Securities                           |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.0750%  | N/A     | $5136400.00        | $4973394.63        | Private Label Collateralized Mortgage Obligations |
| HF SINCLAIR CORP SR G | 2035-01-15      | 6.2500%  | N/A     | $722000.00         | $767667.70         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $2000.00           | $1899.23           | Corporate Debt Securities                         |
| MSDBTRUST 2017-712FB2 | 2039-07-13      | 3.4528%  | N/A     | $3662000.00        | $3506437.10        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6 A-22 | 2064-02-25      | 6.7000%  | N/A     | $1429457.00        | $809211.12         | Private Label Collateralized Mortgage Obligations |
| OPTEUM MTG ACCEP 2005 | 2035-11-25      | 4.5532%  | N/A     | $2768760.00        | $2359360.41        | Private Label Collateralized Mortgage Obligations |
| STEELE CREEK CLO 2019 | 2032-07-15      | 5.1922%  | N/A     | $6382952.00        | $6276482.97        | Asset-Backed Securities                           |
| UNITED AIRLINES PT CE | 2031-09-01      | 3.5000%  | N/A     | $1000.00           | $651.20            | Asset-Backed Securities                           |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $10000.00          | $10162.38          | Corporate Debt Securities                         |

### Security 308: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001JD9
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AB BSL CLO LTD 2021-3 | 2038-04-20      | 5.2176%  | N/A     | $250027.00         | $251421.53         | Asset-Backed Securities                           |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6838%  | N/A     | $12181000.00       | $7908989.11        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CO | 2026-10-05      | 4.4067%  | N/A     | $1182000.00        | $1193013.16        | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $3400000.00        | $3689045.33        | Corporate Debt Securities                         |
| BANNER HEALTHSR GLBL  | 2031-01-01      | 1.8970%  | N/A     | $49000.00          | $44460.19          | Corporate Debt Securities                         |
| BAT CAPITAL CORP FR 2 | 2031-03-25      | 2.7260%  | N/A     | $43000.00          | $40499.54          | Corporate Debt Securities                         |
| BATTALION CLO 2018-12 | 2031-05-19      | 5.2025%  | N/A     | $359547.00         | $359832.89         | Asset-Backed Securities                           |
| BLACKROCK MA 6.02219  | 2038-01-15      | 6.0222%  | N/A     | $250000.00         | $251158.29         | Asset-Backed Securities                           |
| BOEING CO3.2%29       | 2029-03-01      | 3.2000%  | N/A     | $2055000.00        | $2037295.03        | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2020 | 2060-05-25      | 3.1810%  | N/A     | $1337340.00        | $1308666.61        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-C | 2042-08-15      | 5.4097%  | N/A     | $720000.00         | $723045.04         | Private Label Collateralized Mortgage Obligations |
| CIFC FUNDING LTD 2019 | 2037-07-16      | 8.3211%  | N/A     | $684665.00         | $688833.91         | Asset-Backed Securities                           |
| CITIGROUP INCSR GLBL  | 2042-11-03      | 2.9040%  | N/A     | $1000.00           | $754.07            | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $325000.00         | $322942.75         | Corporate Debt Securities                         |
| CONTINE FIN CR CD MT  | 2035-12-15      | 5.4000%  | N/A     | $1222000.00        | $1230022.43        | Asset-Backed Securities                           |
| CROCS INCSR GLBL 144A | 2029-03-15      | 4.2500%  | N/A     | $1623000.00        | $1615412.48        | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 4.9245%  | N/A     | $455936.00         | $452129.54         | Private Label Collateralized Mortgage Obligations |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $3779000.00        | $2582001.75        | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $20000.00          | $21734.53          | Corporate Debt Securities                         |
| FRANKLIN PK PLACE CLO | 2038-04-14      | 5.5669%  | N/A     | $879899.00         | $885780.27         | Asset-Backed Securities                           |
| FS RIALTO 2026-FL11 2 | 2044-01-19      | 5.1000%  | N/A     | $554310.00         | $556864.45         | Private Label Collateralized Mortgage Obligations |
| GOEASY LTD SR 144A NT | 2030-10-01      | 7.3750%  | N/A     | $1800000.00        | $1671839.50        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2038-10-31      | 4.0170%  | N/A     | $4000000.00        | $3669141.00        | Corporate Debt Securities                         |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.0750%  | N/A     | $185710.00         | $179816.43         | Private Label Collateralized Mortgage Obligations |
| GUARDIAN LIFE INS CO  | 2039-09-30      | 7.3750%  | N/A     | $35000.00          | $42452.01          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $59000.00          | $56027.24          | Corporate Debt Securities                         |
| MORGAN STANLEY EATON  | 2037-10-23      | 4.9610%  | N/A     | $4347200.00        | $4380470.05        | Asset-Backed Securities                           |
| MORGAN STANLEY FR 5.0 | 2030-07-19      | 5.0420%  | N/A     | $2601000.00        | $2684861.73        | Corporate Debt Securities                         |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $1000.00           | $1014.51           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2053-09-15      | 7.1250%  | N/A     | $2755000.00        | $2991523.64        | Corporate Debt Securities                         |
| NATIXIS COMM MTG SEC  | 2036-08-15      | 3.6553%  | N/A     | $100000.00         | $90111.79          | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC  | 2038-12-16      | 2.9660%  | N/A     | $8512016.00        | $2107507.60        | Private Label Collateralized Mortgage Obligations |
| NOVA SECURITISATION S | 2036-02-03      | 6.5000%  | N/A     | $14000.00          | $13744.13          | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $599000.00         | $557505.27         | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $200000.00         | $201916.00         | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2031-01-15      | 5.9500%  | N/A     | $200000.00         | $202658.33         | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $200000.00         | $214462.44         | Other Instrument                                  |
| SANDSTONE PEAK LTD 20 | 2037-04-27      | 5.2980%  | N/A     | $301953.00         | $303616.57         | Asset-Backed Securities                           |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4582%  | N/A     | $420500.00         | $421260.85         | Private Label Collateralized Mortgage Obligations |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $100000.00         | $103258.92         | Corporate Debt Securities                         |
| VENTURE CLO LTD 2019- | 2032-07-30      | 5.0668%  | N/A     | $4189525.00        | $4208716.69        | Asset-Backed Securities                           |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $801000.00         | $854540.40         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $26000.00          | $28062.61          | Corporate Debt Securities                         |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $1084000.00        | $1209816.27        | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $1027000.00        | $1043676.77        | Corporate Debt Securities                         |

### Security 309: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001JF4
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6838%  | N/A     | $941000.00         | $610980.93         | Corporate Debt Securities                         |
| APEX CREDIT CLO LTD 2 | 2031-04-25      | 5.0780%  | N/A     | $4217198.00        | $4245258.37        | Asset-Backed Securities                           |
| APOLLO MGMT HLDGS LP  | 2030-06-05      | 2.6500%  | N/A     | $2000.00           | $1880.81           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2079-12-31      | 3.7500%  | N/A     | $1618000.00        | $1612222.39        | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN  | 2051-08-05      | 2.8500%  | N/A     | $7268000.00        | $4554576.99        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $11409000.00       | $11700286.98       | Corporate Debt Securities                         |
| BXMT 2021-FL4 LTDA203 | 2038-05-17      | 4.8285%  | N/A     | $1905000.00        | $791476.65         | Private Label Collateralized Mortgage Obligations |
| CENTRAL PARENT INC /  | 2029-06-15      | 7.2500%  | N/A     | $5000.00           | $3314.75           | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2042-11-03      | 2.9040%  | N/A     | $2000.00           | $1508.13           | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 4.9245%  | N/A     | $7795333.00        | $7730252.36        | Private Label Collateralized Mortgage Obligations |
| ENEL FIN INTL N.V. GL | 2027-05-25      | 3.6250%  | N/A     | $1257000.00        | $1264785.72        | Corporate Debt Securities                         |
| FARMERS INS EXCHANGE  | 2064-10-15      | 7.0000%  | N/A     | $440000.00         | $459930.53         | Corporate Debt Securities                         |
| FEDEX CORP SR GLBL NT | 2043-04-15      | 4.1000%  | N/A     | $1000.00           | $853.63            | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $700000.00         | $760708.67         | Corporate Debt Securities                         |
| FRANKLIN PK PL LTD 20 | 2038-07-15      | 8.5222%  | N/A     | $6500000.00        | $6601135.34        | Asset-Backed Securities                           |
| FS RIALTO 2026-FL11 2 | 2044-01-19      | 5.1000%  | N/A     | $4337926.00        | $4357916.61        | Private Label Collateralized Mortgage Obligations |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.1599%  | N/A     | $334488.00         | $336635.39         | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.4099%  | N/A     | $3728672.00        | $3712321.57        | Asset-Backed Securities                           |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.0750%  | N/A     | $965241.00         | $934608.75         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-G | 2034-05-12      | 2.8555%  | N/A     | $6727501.00        | $5100822.01        | Private Label Collateralized Mortgage Obligations |
| GUARDIAN LIFE INS CO  | 2039-09-30      | 7.3750%  | N/A     | $2000.00           | $2425.83           | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $63000.00          | $59825.69          | Corporate Debt Securities                         |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0745%  | N/A     | $100000.00         | $94189.65          | Private Label Collateralized Mortgage Obligations |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $222000.00         | $231603.38         | Corporate Debt Securities                         |
| KREF LTD2022-FL3 A-S2 | 2039-02-22      | 5.5672%  | N/A     | $137000.00         | $137159.27         | Asset-Backed Securities                           |
| MINERVA LUXEMBOURG S  | 2033-09-13      | 8.8750%  | N/A     | $6870000.00        | $7784881.72        | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR  | 2040-07-12      | 4.2760%  | N/A     | $1989000.00        | $1859335.54        | Private Label Collateralized Mortgage Obligations |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $700000.00         | $710153.50         | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1710%  | N/A     | $6922710.00        | $6800191.30        | Asset-Backed Securities                           |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $4000.00           | $4284.05           | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2031-02-03      | 5.7500%  | N/A     | $1000.00           | $986.47            | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-12 | 2064-02-25      | 6.4470%  | N/A     | $1893494.00        | $1071067.22        | Private Label Collateralized Mortgage Obligations |
| PARAMOUNT GLOBAL SR G | 2043-03-15      | 4.3750%  | N/A     | $39000.00          | $27097.49          | Corporate Debt Securities                         |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $2000.00           | $1895.61           | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC | 2049-07-15      | 5.5360%  | N/A     | $8000.00           | $8253.83           | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $264000.00         | $266529.12         | Other Instrument                                  |
| SK INVICTUS INTERMEDI | 2029-10-30      | 5.0000%  | N/A     | $54000.00          | $54286.20          | Corporate Debt Securities                         |
| SOUTH COVE 2025-3 CLO | 2038-01-15      | 5.2659%  | N/A     | $4501881.00        | $4570499.62        | Asset-Backed Securities                           |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4582%  | N/A     | $2494500.00        | $2499013.54        | Private Label Collateralized Mortgage Obligations |
| TELECOM ARGENTINA SA  | 2036-01-20      | 8.5000%  | N/A     | $60218.00          | $62404.88          | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC SR | 2029-03-31      | 6.5000%  | N/A     | $452000.00         | $458116.31         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $100000.00         | $103258.92         | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2043-02-11      | 3.1790%  | N/A     | $4172000.00        | $3221463.57        | Corporate Debt Securities                         |
| UNITED AIRLINES PT CE | 2031-09-01      | 3.5000%  | N/A     | $7000.00           | $4558.43           | Asset-Backed Securities                           |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $301000.00         | $321119.43         | Corporate Debt Securities                         |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $136918.00         | $125129.40         | Private Label Collateralized Mortgage Obligations |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $200000.00         | $223213.33         | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $39000.00          | $39633.29          | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $183000.00         | $199205.57         | Corporate Debt Securities                         |

### Security 310: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001JN7
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 37 CAPITAL CLO LTD 23 | 2038-07-15      | 9.3122%  | N/A     | $2444020.00        | $2476246.59        | Asset-Backed Securities                           |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6838%  | N/A     | $3068000.00        | $1992018.60        | Corporate Debt Securities                         |
| APIDOS CLO LTD 2022-4 | 2037-10-20      | 6.6676%  | N/A     | $1000000.00        | $1008088.05        | Asset-Backed Securities                           |
| APOLLO MGMT HLDGS LP  | 2030-06-05      | 2.6500%  | N/A     | $7525000.00        | $7076555.99        | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT4. | 2062-08-08      | 4.1000%  | N/A     | $9807000.00        | $7802291.20        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXE | 2039-10-15      | 7.0000%  | N/A     | $791000.00         | $933567.20         | Corporate Debt Securities                         |
| ARES LOAN FDG LTD 202 | 2038-03-31      | 5.4722%  | N/A     | $360000.00         | $360927.80         | Asset-Backed Securities                           |
| ASSURED GTY US HLDGS  | 2031-06-15      | 3.1500%  | N/A     | $184000.00         | $174496.40         | Corporate Debt Securities                         |
| ATLANTIC MARINE CORP  | 2048-02-15      | 5.3830%  | N/A     | $5000000.00        | $3217835.72        | Corporate Debt Securities                         |
| ATLAS SENIOR LOAN 202 | 2037-10-19      | 7.5176%  | N/A     | $5963736.00        | $6028354.73        | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $13200000.00       | $14322176.00       | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 1 | 2031-07-23      | 1.8980%  | N/A     | $10000000.00       | $9081125.56        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 5 | 2042-02-07      | 5.8750%  | N/A     | $5020000.00        | $5417904.72        | Corporate Debt Securities                         |
| BANK AMERICA CORPPERP | 2099-01-01      | 6.2500%  | N/A     | $38000.00          | $39455.47          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2079-12-31      | 3.7500%  | N/A     | $3000.00           | $2989.29           | Corporate Debt Securities                         |
| BANNER HEALTHSR GLBL  | 2031-01-01      | 1.8970%  | N/A     | $4131000.00        | $3748266.52        | Corporate Debt Securities                         |
| BARCLAYS PLC SR GLBL  | 2034-09-13      | 6.6920%  | N/A     | $300000.00         | $342694.73         | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA | 2043-05-01      | 5.7500%  | N/A     | $6000.00           | $6340.91           | Corporate Debt Securities                         |
| BATTALION CLO LTD 202 | 2036-10-15      | 7.3838%  | N/A     | $383518.00         | $365588.36         | Asset-Backed Securities                           |
| BATTERY PK CLO 2022-2 | 2037-10-20      | 7.2676%  | N/A     | $4733650.00        | $4743597.23        | Asset-Backed Securities                           |
| BAYVIEW COML TR 2007- | 2037-03-25      | 4.1171%  | N/A     | $691154.00         | $36615.28          | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.5790%  | N/A     | $2610000.00        | $2511663.91        | Private Label Collateralized Mortgage Obligations |
| BCP TR 2021-330N A203 | 2038-06-15      | 4.5735%  | N/A     | $800000.00         | $722667.73         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2053-10-20      | 2.0000%  | N/A     | $3551533.00        | $2115415.38        | Private Label Collateralized Mortgage Obligations |
| BLACKROCK MA 6.02219  | 2038-01-15      | 6.0222%  | N/A     | $250000.00         | $251158.29         | Asset-Backed Securities                           |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $4000.00           | $4102.13           | Corporate Debt Securities                         |
| BSREP COMM MTG TR 202 | 2038-08-16      | 5.1245%  | N/A     | $100000.00         | $78540.62          | Private Label Collateralized Mortgage Obligations |
| BUCKHORN PARK CLO LTD | 2034-07-18      | 4.7376%  | N/A     | $3547275.00        | $3570689.97        | Asset-Backed Securities                           |
| BX COML MTG TR 2025-C | 2042-08-15      | 5.4097%  | N/A     | $553000.00         | $555338.76         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRBK A2 | 2041-10-15      | 6.5437%  | N/A     | $205039.00         | $206503.34         | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTDA203 | 2038-05-17      | 4.8285%  | N/A     | $100000.00         | $41547.33          | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.3029%  | N/A     | $2327456.00        | $2322444.37        | Private Label Collateralized Mortgage Obligations |
| CALDERYS FING LLCSR S | 2028-06-01      | 11.2500% | N/A     | $2007000.00        | $2140054.07        | Corporate Debt Securities                         |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $180000.00         | $181260.00         | Corporate Debt Securities                         |
| CARLYLE FIN LLCGLBL R | 2029-09-19      | 3.5000%  | N/A     | $6225000.00        | $6157216.67        | Corporate Debt Securities                         |
| CATERPILLAR INCSR GLB | 2097-03-01      | 7.3750%  | N/A     | $4012000.00        | $5094981.45        | Corporate Debt Securities                         |
| CF INDS INCSR NT 5.37 | 2044-03-15      | 5.3750%  | N/A     | $6682000.00        | $6561306.38        | Corporate Debt Securities                         |
| CHENANGO PARK CLO LTD | 2030-04-15      | 5.4722%  | N/A     | $5000000.00        | $5039131.13        | Asset-Backed Securities                           |
| CHOICE HOTELS INTL IN | 2031-01-15      | 3.7000%  | N/A     | $62000.00          | $59935.81          | Corporate Debt Securities                         |
| CHURCHILL NCDLC CLO I | 2036-04-20      | 5.6676%  | N/A     | $868784.00         | $873859.87         | Asset-Backed Securities                           |
| CI FINL CORP CR SEN S | 2029-05-30      | 7.5000%  | N/A     | $143000.00         | $155325.89         | Corporate Debt Securities                         |
| COBANK ACB PERP -M NT | 2099-01-01      | 7.1250%  | N/A     | $250000.00         | $260588.33         | Corporate Debt Securities                         |
| COBANK ACB PERP GLBL  | 2079-12-31      | 7.2500%  | N/A     | $2002000.00        | $2067641.13        | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2028-03-05      | 1.5000%  | N/A     | $1009000.00        | $975386.85         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $598000.00         | $595135.58         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $2675000.00        | $2658067.25        | Corporate Debt Securities                         |
| COMVEST CR CLO LP 202 | 2037-10-15      | 5.3422%  | N/A     | $8000000.00        | $8071287.59        | Asset-Backed Securities                           |
| CPI CG INCORPORATEDSR | 2029-07-15      | 10.0000% | N/A     | $5114000.00        | $5472985.75        | Corporate Debt Securities                         |
| CROWN POINT CLO 2019- | 2034-10-20      | 6.2292%  | N/A     | $750000.00         | $755651.48         | Asset-Backed Securities                           |
| CVS HEALTH CORPSR GLB | 2048-03-25      | 5.0500%  | N/A     | $14282000.00       | $13070061.22       | Corporate Debt Securities                         |
| CWALT INC 2006-OA18A- | 2046-12-25      | 4.2682%  | N/A     | $52148412.00       | $1278354.21        | Private Label Collateralized Mortgage Obligations |
| CWHEQ REV HEQ RES 200 | 2035-11-15      | 3.9641%  | N/A     | $65368911.00       | $282892.52         | Asset-Backed Securities                           |
| DAVITA INC SR GLBL 14 | 2030-06-01      | 4.6250%  | N/A     | $3680000.00        | $3637969.29        | Corporate Debt Securities                         |
| DIAMETER CAPITAL CLO  | 2038-04-20      | 5.4176%  | N/A     | $1000000.00        | $1007658.61        | Asset-Backed Securities                           |
| DUKE ENERGY CAROLINAS | 2052-03-15      | 3.5500%  | N/A     | $11000000.00       | $8232785.00        | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $2955000.00        | $3051561.19        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2044-08-15      | 4.6500%  | N/A     | $7367000.00        | $6589486.82        | Corporate Debt Securities                         |
| ELEVATION CLO 2021-12 | 2037-04-20      | 5.2876%  | N/A     | $1779310.00        | $1793128.81        | Asset-Backed Securities                           |
| ENERGY TRANSFER L PSR | 2031-02-01      | 7.3750%  | N/A     | $231000.00         | $241174.72         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $7649000.00        | $5226179.25        | Corporate Debt Securities                         |
| FARMERS INS EXCHANGE  | 2064-10-15      | 7.0000%  | N/A     | $40000.00          | $41811.87          | Corporate Debt Securities                         |
| FEDEX CORP SR GLBL NT | 2043-04-15      | 4.1000%  | N/A     | $1000.00           | $853.63            | Corporate Debt Securities                         |
| FIRST AMERN FINL CORP | 2030-05-15      | 4.0000%  | N/A     | $7000.00           | $6887.74           | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.7338%  | N/A     | $2490682.00        | $2508910.57        | Asset-Backed Securities                           |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $1261000.00        | $1295608.15        | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $2805000.00        | $3048268.30        | Corporate Debt Securities                         |
| FORTRESS CR BSL LTD 2 | 2034-10-16      | 6.3338%  | N/A     | $1638111.00        | $1649095.14        | Asset-Backed Securities                           |
| FS RIALTO 2026-FL11 2 | 2044-01-19      | 5.1000%  | N/A     | $471740.00         | $473913.94         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS BDC INC | 2029-01-28      | 5.1000%  | N/A     | $3598000.00        | $3574103.28        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-04-22      | 2.6150%  | N/A     | $4487000.00        | $4154826.77        | Corporate Debt Securities                         |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.1599%  | N/A     | $2208798.00        | $2222978.36        | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.4099%  | N/A     | $5806339.00        | $5780877.88        | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2038-10-21      | 5.2397%  | N/A     | $767990.00         | $754970.45         | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.2599%  | N/A     | $1598400.00        | $1599438.87        | Asset-Backed Securities                           |
| GREAT LAKES CLO LTD20 | 2037-07-15      | 5.4722%  | N/A     | $4000000.00        | $4032624.91        | Asset-Backed Securities                           |
| GUARDIAN LIFE INS CO  | 2039-09-30      | 7.3750%  | N/A     | $36000.00          | $43664.93          | Corporate Debt Securities                         |
| HCA INC. SR DEB 7.5%9 | 2095-11-15      | 7.5000%  | N/A     | $2921000.00        | $3246691.50        | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT 2 | 2027-03-15      | 3.1250%  | N/A     | $221000.00         | $222244.78         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC  | 2037-02-01      | 5.9500%  | N/A     | $760000.00         | $832775.49         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING | 2031-04-02      | 5.6500%  | N/A     | $221000.00         | $220316.13         | Corporate Debt Securities                         |
| ICG US CLO LTD 2014-1 | 2034-10-20      | 12.2792% | N/A     | $2950000.00        | $2944726.64        | Asset-Backed Securities                           |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $104000.00         | $98759.87          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-30      | 9.5000%  | N/A     | $6724000.00        | $6464868.25        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-08-01      | 9.0000%  | N/A     | $2306000.00        | $2193351.90        | Corporate Debt Securities                         |
| IVY HL MD MRT CR 2017 | 2037-04-20      | 5.0676%  | N/A     | $7956368.00        | $7942111.50        | Asset-Backed Securities                           |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $2972000.00        | $2909142.20        | Corporate Debt Securities                         |
| KKR CLO 22 A20310721  | 2031-07-21      | 5.0792%  | N/A     | $6400000.00        | $1361782.60        | Asset-Backed Securities                           |
| KKR CLO LTD 2024-47B2 | 2038-01-15      | 5.4722%  | N/A     | $380000.00         | $383764.37         | Asset-Backed Securities                           |
| KKR CLO LTD 2024-53C2 | 2038-01-19      | 5.6722%  | N/A     | $300000.00         | $302776.53         | Asset-Backed Securities                           |
| KREF LTD2022-FL3 A-S2 | 2039-02-22      | 5.5672%  | N/A     | $855000.00         | $855993.95         | Asset-Backed Securities                           |
| LEHMAN XS TRUST 2005- | 2035-12-25      | 4.4882%  | N/A     | $90433801.00       | $1655602.10        | Private Label Collateralized Mortgage Obligations |
| LIFEPOINT HEALTH INC  | 2030-08-15      | 9.8750%  | N/A     | $400000.00         | $428868.67         | Corporate Debt Securities                         |
| LIVE NATION ENTERTAIN | 2027-05-15      | 6.5000%  | N/A     | $2999000.00        | $3067577.13        | Corporate Debt Securities                         |
| MADISON PARK 2019-37R | 2037-04-15      | 5.2022%  | N/A     | $2750000.00        | $2770772.75        | Asset-Backed Securities                           |
| MAPLE GROVE FDG TR I  | 2051-08-15      | 4.1610%  | N/A     | $1000.00           | $740.35            | Corporate Debt Securities                         |
| MAREX GROUP PLCCR SEN | 2029-11-04      | 6.4040%  | N/A     | $97000.00          | $103396.32         | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC SR | 2028-08-01      | 5.7500%  | N/A     | $239000.00         | $240221.95         | Corporate Debt Securities                         |
| METLIFE INCSR GLBL -E | 2044-12-15      | 4.7210%  | N/A     | $6999000.00        | $6416277.26        | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLO | 2034-01-08      | 5.0500%  | N/A     | $150000.00         | $155810.04         | Corporate Debt Securities                         |
| MF1 2022-FL8 LTD A203 | 2037-02-20      | 5.0172%  | N/A     | $8795000.00        | $3357642.76        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.2921%  | N/A     | $15797975.00       | $15826441.58       | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2007-8XS | 2037-04-25      | 6.0000%  | N/A     | $1928000.00        | $1200847.42        | Asset-Backed Securities                           |
| NATIONAL RURAL UTILS  | 2053-09-15      | 7.1250%  | N/A     | $318000.00         | $345301.10         | Corporate Debt Securities                         |
| NAVESINK CLO LTD 2025 | 2037-07-15      | 7.3222%  | N/A     | $1000000.00        | $1006432.95        | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1710%  | N/A     | $1558213.00        | $1530635.62        | Asset-Backed Securities                           |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $5899000.00        | $5743725.21        | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTDSR | 2030-07-17      | 7.5000%  | N/A     | $1167000.00        | $1240548.23        | Corporate Debt Securities                         |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $14892000.00       | $15949530.56       | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-12 | 2064-02-25      | 6.4470%  | N/A     | $359956.00         | $203611.46         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6 A-22 | 2064-02-25      | 6.7000%  | N/A     | $192536.00         | $108994.03         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6 A-32 | 2064-02-25      | 6.8520%  | N/A     | $260600.00         | $147478.16         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6 M-12 | 2064-02-25      | 6.9240%  | N/A     | $1314000.00        | $1338104.89        | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEWSR GLBL  | 2030-09-01      | 6.5000%  | N/A     | $2000.00           | $2220.22           | Corporate Debt Securities                         |
| ONEOK INC NEWSR NT 5. | 2045-04-01      | 5.0500%  | N/A     | $14534000.00       | $13411401.91       | Corporate Debt Securities                         |
| OPEN TEXT CORP SR GLB | 2028-02-15      | 3.8750%  | N/A     | $10000000.00       | $9552816.67        | Corporate Debt Securities                         |
| OPTEUM MTG ACCEP 2005 | 2035-11-25      | 4.5532%  | N/A     | $909240.00         | $774796.25         | Private Label Collateralized Mortgage Obligations |
| ORACLE CORPSR GLBL NT | 2041-03-25      | 3.6500%  | N/A     | $4000.00           | $3038.84           | Corporate Debt Securities                         |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $6000.00           | $5686.84           | Corporate Debt Securities                         |
| PERSHING SQUARE HOLDI | 2032-07-15      | 3.0000%  | N/A     | $1550000.00        | $1354886.00        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $3138000.00        | $3166798.12        | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC | 2049-07-15      | 5.5360%  | N/A     | $1835000.00        | $1893222.10        | Corporate Debt Securities                         |
| PIKES PEAK CLO 4 B-RR | 2034-07-15      | 5.4222%  | N/A     | $950000.00         | $958613.18         | Asset-Backed Securities                           |
| POINT SECURITIZATION  | 2056-02-25      | 5.2500%  | N/A     | $10000000.00       | $9911008.33        | Asset-Backed Securities                           |
| PPM CLO LTD 2022-6RA- | 2037-01-20      | 5.6176%  | N/A     | $4525232.00        | $4554101.72        | Asset-Backed Securities                           |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $62000.00          | $67800.31          | Corporate Debt Securities                         |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $1000.00           | $897.82            | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $274000.00         | $255019.11         | Corporate Debt Securities                         |
| RAD CLO LTD 2025-9 C- | 2038-01-15      | 5.6722%  | N/A     | $449610.00         | $453643.95         | Asset-Backed Securities                           |
| REPUBLIC OF TURKEY GL | 2031-01-15      | 5.9500%  | N/A     | $12800000.00       | $12970133.33       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $10711000.00       | $10813611.38       | Other Instrument                                  |
| RIO OIL FIN TR SR SEC | 2028-04-06      | 8.2000%  | N/A     | $2000000.00        | $905164.88         | Corporate Debt Securities                         |
| SANDSTONE PEAK LTD 20 | 2037-04-27      | 5.2980%  | N/A     | $11839779.00       | $11905008.50       | Asset-Backed Securities                           |
| SCHLUMBERGER HLDGS CO | 2034-06-01      | 5.0000%  | N/A     | $49000.00          | $50693.17          | Corporate Debt Securities                         |
| SFO COMMERCIAL MTG TR | 2038-05-17      | 5.5745%  | N/A     | $130000.00         | $129608.72         | Private Label Collateralized Mortgage Obligations |
| SKYMILES IP LTD & DEL | 2028-10-20      | 4.7500%  | N/A     | $14774.00          | $13726.37          | Corporate Debt Securities                         |
| SOTHEBYS / BIDFAIR HL | 2029-06-01      | 5.8750%  | N/A     | $2200000.00        | $2148398.39        | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIO | 2030-07-15      | 4.3750%  | N/A     | $12000.00          | $11665.61          | Corporate Debt Securities                         |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4582%  | N/A     | $2978500.00        | $2983889.29        | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 5.3680%  | N/A     | $5000000.00        | $4909992.87        | Asset-Backed Securities                           |
| TELECOM ARGENTINA SA  | 2036-01-20      | 8.5000%  | N/A     | $210.00            | $217.63            | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC SR | 2029-03-31      | 6.5000%  | N/A     | $806000.00         | $816906.52         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $100000.00         | $103258.92         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $3344000.00        | $3083657.06        | Corporate Debt Securities                         |
| TPG TR 2024-WLSC A204 | 2041-11-15      | 5.7922%  | N/A     | $5000000.00        | $5005803.62        | Private Label Collateralized Mortgage Obligations |
| TRESTLES CLO 2023-6R  | 2038-04-26      | 5.2180%  | N/A     | $15000000.00       | $15070773.60       | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2019 | 2034-07-17      | 6.2338%  | N/A     | $5679854.00        | $5717261.11        | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2021 | 2038-04-20      | 4.8476%  | N/A     | $3026053.00        | $2962532.95        | Asset-Backed Securities                           |
| UNITED AIR PASS THRU  | 2033-11-01      | 2.7000%  | N/A     | $170936.00         | $117910.91         | Asset-Backed Securities                           |
| VALERO ENERGY CORP SR | 2037-06-15      | 6.6250%  | N/A     | $97000.00          | $109996.06         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $2713000.00        | $2928225.30        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2028-06-01      | 8.1250%  | N/A     | $2397000.00        | $2504408.90        | Corporate Debt Securities                         |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $5921132.00        | $5411324.18        | Private Label Collateralized Mortgage Obligations |
| VERUS SECTR 2022-2 A- | 2067-02-25      | 4.2600%  | N/A     | $256092.00         | $185374.09         | Private Label Collateralized Mortgage Obligations |
| VIBRANT CLO X 0.01 20 | 2035-01-20      | 4.8676%  | N/A     | $5457816.00        | $5490606.85        | Asset-Backed Securities                           |
| VMED O2 UK FING I PLC | 2032-04-15      | 7.7500%  | N/A     | $700000.00         | $722138.67         | Corporate Debt Securities                         |
| WASHINGTON GAS LT CO  | 2046-09-15      | 3.7960%  | N/A     | $10037000.00       | $8173952.13        | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $1100000.00        | $1197410.50        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2053-04-25      | 4.6110%  | N/A     | $15407000.00       | $13555173.61       | Corporate Debt Securities                         |
| WINDHILL CLO 1 LTD /  | 2035-10-22      | 6.1192%  | N/A     | $845441.00         | $851595.13         | Asset-Backed Securities                           |
| WOODMONT TR 2022-10R  | 2038-04-15      | 5.4222%  | N/A     | $1000000.00        | $986088.51         | Asset-Backed Securities                           |
| ZIGGO BD CO BV SR GLB | 2030-02-28      | 5.1250%  | N/A     | $4361000.00        | $3831091.26        | Corporate Debt Securities                         |

### Security 311: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001JQ0
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| AGILENT TECHNOLOGIES  | 2099-01-01      | 0.0000%  | N/A     | $32285.00          | $3905516.45        | Equities   |
| AMERICAN TOWER CORPCO | 2099-01-01      | 0.0000%  | N/A     | $28925.00          | $5351414.25        | Equities   |
| AMETEK INC COM        | 2099-01-01      | 0.0000%  | N/A     | $22832.00          | $5410270.72        | Equities   |
| ANALOG DEVICES INC CO | 2099-01-01      | 0.0000%  | N/A     | $15531.00          | $5503409.85        | Equities   |
| AUTODESK INC COM      | 2099-01-01      | 0.0000%  | N/A     | $11973.00          | $2795096.85        | Equities   |
| AXIS CAP HLDGS LTD SH | 2099-01-01      | 0.0000%  | N/A     | $12279.00          | $1284506.19        | Equities   |
| BERKSHIRE HATHAWAY IN | 2099-01-01      | 0.0000%  | N/A     | $2508.00           | $1260696.36        | Equities   |
| BOOKING HOLDINGS INC  | 2099-01-01      | 0.0000%  | N/A     | $125.00            | $531282.50         | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $1679.00           | $540134.30         | Equities   |
| CITIZENS FINL GROUP I | 2099-01-01      | 0.0000%  | N/A     | $56299.00          | $3595254.14        | Equities   |
| COSTCO WHOLESALE CORP | 2099-01-01      | 0.0000%  | N/A     | $5509.00           | $5435950.66        | Equities   |
| DANAHER CORP DEL COM  | 2099-01-01      | 0.0000%  | N/A     | $922.00            | $193029.92         | Equities   |
| ELECTRONIC ARTS INCCO | 2099-01-01      | 0.0000%  | N/A     | $27239.00          | $5476945.73        | Equities   |
| EPR PPTYSCOM SH BEN I | 2099-01-01      | 0.0000%  | N/A     | $84677.00          | $5149208.37        | Equities   |
| EQUINIX INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $5727.00           | $5429310.54        | Equities   |
| FIVE BELOW INC COM    | 2099-01-01      | 0.0000%  | N/A     | $137.00            | $30841.44          | Equities   |
| GLOBE LIFE INC COM    | 2099-01-01      | 0.0000%  | N/A     | $36267.00          | $5297883.36        | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $19784.00          | $4765569.92        | Equities   |
| HOST HOTELS & RESORTS | 2099-01-01      | 0.0000%  | N/A     | $259518.00         | $5268215.40        | Equities   |
| INTUITIVE SURGICAL IN | 2099-01-01      | 0.0000%  | N/A     | $465.00            | $235699.20         | Equities   |
| JOHNSON & JOHNSONCOM  | 2099-01-01      | 0.0000%  | N/A     | $991.00            | $241278.77         | Equities   |
| KKR & CO INC COM      | 2099-01-01      | 0.0000%  | N/A     | $48615.00          | $4551336.30        | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $2600.00           | $1668238.00        | Equities   |
| MARSH & MCLENNAN COS  | 2099-01-01      | 0.0000%  | N/A     | $22116.00          | $4097873.64        | Equities   |
| NORFOLK SOUTHN CORPCO | 2099-01-01      | 0.0000%  | N/A     | $17403.00          | $5447313.03        | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $28133.00          | $5201510.37        | Equities   |
| PG&E CORPCOM          | 2099-01-01      | 0.0000%  | N/A     | $286559.00         | $5410233.92        | Equities   |
| PNC FINL SVCS GROUP I | 2099-01-01      | 0.0000%  | N/A     | $23865.00          | $5317599.30        | Equities   |
| PUBLIC SVC ENTERPRISE | 2099-01-01      | 0.0000%  | N/A     | $10356.00          | $889062.60         | Equities   |
| SCHWAB CHARLES CORPCO | 2099-01-01      | 0.0000%  | N/A     | $49509.00          | $4828117.68        | Equities   |
| SEAGATE TECHNOLOGY HL | 2099-01-01      | 0.0000%  | N/A     | $309.00            | $126588.03         | Equities   |
| SYNOPSYS INC COM      | 2099-01-01      | 0.0000%  | N/A     | $2937.00           | $1251162.00        | Equities   |
| TECHNIPFMC PLC COM    | 2099-01-01      | 0.0000%  | N/A     | $23793.00          | $1601030.97        | Equities   |
| UNITED AIRLS HLDGS IN | 2099-01-01      | 0.0000%  | N/A     | $4349.00           | $506354.07         | Equities   |
| VIRTU FINL INC CL A   | 2099-01-01      | 0.0000%  | N/A     | $46095.00          | $1924005.30        | Equities   |
| WARNER BROS DISCOVERY | 2099-01-01      | 0.0000%  | N/A     | $172810.00         | $4976928.00        | Equities   |
| WELLS FARGO & CO COM  | 2099-01-01      | 0.0000%  | N/A     | $39125.00          | $3376487.50        | Equities   |

### Security 312: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001JT4
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AB BSL CLO LTD 2021-3 | 2038-04-20      | 5.2176%  | N/A     | $18905740.00       | $19011186.73       | Asset-Backed Securities                           |
| BATTERY PK CLO 2022-2 | 2037-10-20      | 7.2676%  | N/A     | $1692930.00        | $1696487.50        | Asset-Backed Securities                           |
| CENTRAL PARENT LLC /  | 2029-06-15      | 8.0000%  | N/A     | $4000.00           | $2721.12           | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2042-11-03      | 2.9040%  | N/A     | $1000.00           | $754.07            | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $302000.00         | $300553.42         | Corporate Debt Securities                         |
| CONTINE FIN CR CD MT  | 2035-12-15      | 5.4000%  | N/A     | $3784000.00        | $3808841.96        | Asset-Backed Securities                           |
| DAVITA INC SR GLBL 14 | 2030-06-01      | 4.6250%  | N/A     | $404000.00         | $399385.76         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $868000.00         | $896363.83         | Corporate Debt Securities                         |
| FDF LTD 2019-5RC-R203 | 2038-01-25      | 3.9190%  | N/A     | $4590000.00        | $4409353.92        | Asset-Backed Securities                           |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $50000.00          | $54336.33          | Corporate Debt Securities                         |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0745%  | N/A     | $6746000.00        | $6354033.75        | Private Label Collateralized Mortgage Obligations |
| KKR CLO LTD 2019-26R  | 2034-10-16      | 11.0838% | N/A     | $7265266.00        | $6883468.88        | Asset-Backed Securities                           |
| MS MTG LN TR 2007-8XS | 2037-04-25      | 6.0000%  | N/A     | $134000.00         | $83461.39          | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN | 2038-10-25      | 8.0180%  | N/A     | $978120.00         | $975699.28         | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1710%  | N/A     | $366624.00         | $360135.46         | Asset-Backed Securities                           |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $1391000.00        | $1489779.55        | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 B-1A | 2064-02-25      | 7.4700%  | N/A     | $456960.00         | $464868.61         | Private Label Collateralized Mortgage Obligations |
| OHA CR PARTN 7.63201  | 2037-04-20      | 6.0176%  | N/A     | $1200000.00        | $1208390.33        | Asset-Backed Securities                           |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $4496000.00        | $4261338.77        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2030-01-23      | 6.8400%  | N/A     | $1200000.00        | $1241208.00        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $932000.00         | $940553.17         | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $13213000.00       | $13339580.54       | Other Instrument                                  |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4582%  | N/A     | $9646000.00        | $9663453.43        | Private Label Collateralized Mortgage Obligations |
| TELECOM ARGENTINA SA  | 2036-01-20      | 8.5000%  | N/A     | $1276.00           | $1322.34           | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC SR | 2029-03-31      | 6.5000%  | N/A     | $402000.00         | $407439.73         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $100000.00         | $103258.92         | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $684000.00         | $681138.60         | Corporate Debt Securities                         |
| UNITED AIRLINES PT CE | 2031-09-01      | 3.5000%  | N/A     | $3000.00           | $1953.61           | Asset-Backed Securities                           |
| VENTURE CLO LTD 2018- | 2031-10-15      | 10.0638% | N/A     | $2550000.00        | $1511641.66        | Asset-Backed Securities                           |
| VENTURE CLO LTD 2019- | 2032-07-30      | 5.0668%  | N/A     | $7381328.00        | $7415140.94        | Asset-Backed Securities                           |
| VMED O2 UK FING I PLC | 2033-01-15      | 6.7500%  | N/A     | $2151000.00        | $2091567.87        | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $24000.00          | $24389.72          | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $1239000.00        | $1348719.65        | Corporate Debt Securities                         |

### Security 313: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001JU1
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALLEGRO CLO LTD 2024- | 2038-01-25      | 5.5180%  | N/A     | $1549300.00        | $1563700.60        | Asset-Backed Securities                           |
| ARES FIN CO IV LLC GL | 2052-02-01      | 3.6500%  | N/A     | $908000.00         | $625744.67         | Corporate Debt Securities                         |
| BBAM US CLO LTD 2024- | 2039-07-15      | 5.5222%  | N/A     | $250002.00         | $252221.01         | Asset-Backed Securities                           |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.5790%  | N/A     | $1777000.00        | $1710048.57        | Private Label Collateralized Mortgage Obligations |
| BEIGNET INV LLCSR SEC | 2049-05-30      | 6.5810%  | N/A     | $4700000.00        | $5045355.61        | Corporate Debt Securities                         |
| BELL CDA JR SB GLBL - | 2055-09-15      | 6.8750%  | N/A     | $352000.00         | $378955.28         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $2224000.00        | $2280781.69        | Corporate Debt Securities                         |
| BSREP COMM MTG TR 202 | 2038-08-16      | 4.7245%  | N/A     | $10114000.00       | $8300826.13        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3597%  | N/A     | $3430000.00        | $3440415.37        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.3029%  | N/A     | $1528437.00        | $1525145.87        | Private Label Collateralized Mortgage Obligations |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $2000.00           | $2014.00           | Corporate Debt Securities                         |
| CENTRAL PARENT LLC /  | 2029-06-15      | 8.0000%  | N/A     | $231000.00         | $157144.68         | Corporate Debt Securities                         |
| COBANK ACB PERP JR GL | 2079-12-31      | 4.2500%  | N/A     | $1415000.00        | $1411520.67        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $279000.00         | $277233.93         | Corporate Debt Securities                         |
| COLT MTG LN 2021-1R T | 2065-05-25      | 1.1650%  | N/A     | $10600000.00       | $1475916.18        | Private Label Collateralized Mortgage Obligations |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 4.9245%  | N/A     | $100000.00         | $99165.13          | Private Label Collateralized Mortgage Obligations |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $704000.00         | $727004.76         | Corporate Debt Securities                         |
| EMPOWER CLO 2024-1 LT | 2037-04-27      | 10.1680% | N/A     | $1543000.00        | $1487912.18        | Asset-Backed Securities                           |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.7338%  | N/A     | $794904.00         | $800721.67         | Asset-Backed Securities                           |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $7000.00           | $7192.12           | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $1465000.00        | $1592054.57        | Corporate Debt Securities                         |
| FORTRESS CREDIT BSL 2 | 2038-01-15      | 5.8222%  | N/A     | $3500000.00        | $3536519.99        | Asset-Backed Securities                           |
| GUGGENHEIM CLO LLC 20 | 2036-01-25      | 6.1680%  | N/A     | $4246736.00        | $4276347.15        | Asset-Backed Securities                           |
| HCA INC. SR GLBL NT 2 | 2027-03-15      | 3.1250%  | N/A     | $15000.00          | $15084.49          | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2032-07-27      | 4.4000%  | N/A     | $6761000.00        | $6782950.71        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-15      | 5.7500%  | N/A     | $800000.00         | $758107.33         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $1000.00           | $949.61            | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $2178000.00        | $2272216.95        | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $8000.00           | $7830.80           | Corporate Debt Securities                         |
| MADISON PK FD 0.01 22 | 2030-10-22      | 5.1692%  | N/A     | $4318192.00        | $4350099.98        | Asset-Backed Securities                           |
| MARANON LOAN FDG LTD  | 2036-10-15      | 8.4822%  | N/A     | $4540847.00        | $4603154.25        | Asset-Backed Securities                           |
| NATIXIS COMM MTG SEC  | 2036-08-15      | 3.6553%  | N/A     | $4119136.00        | $3711827.34        | Private Label Collateralized Mortgage Obligations |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $901000.00         | $877283.68         | Corporate Debt Securities                         |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $32000.00          | $34272.43          | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2031-02-03      | 5.7500%  | N/A     | $325000.00         | $320603.83         | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2036-02-03      | 6.5000%  | N/A     | $2000.00           | $1963.45           | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-32 | 2064-02-25      | 6.8520%  | N/A     | $118978.00         | $67331.76          | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEWSR NT 5. | 2043-10-15      | 5.1500%  | N/A     | $1874000.00        | $1766888.41        | Corporate Debt Securities                         |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $14000.00          | $13269.29          | Corporate Debt Securities                         |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $150000.00         | $164033.00         | Corporate Debt Securities                         |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $2000.00           | $1795.64           | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $300000.00         | $279218.00         | Corporate Debt Securities                         |
| SANDSTONE PEAK LTD 20 | 2037-04-27      | 5.2980%  | N/A     | $600313.00         | $603620.34         | Asset-Backed Securities                           |
| STEELE CREEK CLO LTD  | 2032-07-15      | 6.6722%  | N/A     | $4278980.00        | $4305293.85        | Asset-Backed Securities                           |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4582%  | N/A     | $100000.00         | $100180.94         | Private Label Collateralized Mortgage Obligations |
| TELECOM ARGENTINA SA  | 2036-01-20      | 8.5000%  | N/A     | $1590.00           | $1647.74           | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $550000.00         | $567924.04         | Corporate Debt Securities                         |
| TRINITAS CLO LTD 2021 | 2038-04-20      | 4.8476%  | N/A     | $3434561.00        | $3362465.93        | Asset-Backed Securities                           |
| VERUS SECRITIZATION T | 2064-02-25      | 2.2440%  | N/A     | $101030.00         | $93908.97          | Private Label Collateralized Mortgage Obligations |
| VERUS SECTR 2022-2 A- | 2067-02-25      | 4.2600%  | N/A     | $100408.00         | $72681.07          | Private Label Collateralized Mortgage Obligations |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $2562000.00        | $2859362.80        | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $6000.00           | $6097.43           | Corporate Debt Securities                         |
| WINDHILL CLO 1 LTD /  | 2035-10-22      | 6.1192%  | N/A     | $1041215.00        | $1048794.21        | Asset-Backed Securities                           |

### Security 314: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001JV9
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $401.00            | $90100.69          | Equities   |
| AGILENT TECHNOLOGIES  | 2099-01-01      | 0.0000%  | N/A     | $97350.00          | $11776429.50       | Equities   |
| ALBEMARLE CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $76597.00          | $14165083.21       | Equities   |
| AMERICAN TOWER CORPCO | 2099-01-01      | 0.0000%  | N/A     | $8421.00           | $1557969.21        | Equities   |
| AMETEK INC COM        | 2099-01-01      | 0.0000%  | N/A     | $61022.00          | $14459773.12       | Equities   |
| ANALOG DEVICES INC CO | 2099-01-01      | 0.0000%  | N/A     | $32549.00          | $11533738.15       | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $4012.00           | $1095075.40        | Equities   |
| APPLIED INDL TECHNOLO | 2099-01-01      | 0.0000%  | N/A     | $2577.00           | $730579.50         | Equities   |
| AT&T INC COM          | 2099-01-01      | 0.0000%  | N/A     | $52263.00          | $1435141.98        | Equities   |
| AUTODESK INC COM      | 2099-01-01      | 0.0000%  | N/A     | $54072.00          | $12623108.40       | Equities   |
| AXALTA COATING SYS LT | 2099-01-01      | 0.0000%  | N/A     | $3147.00           | $105770.67         | Equities   |
| AXIS CAP HLDGS LTD SH | 2099-01-01      | 0.0000%  | N/A     | $1035.00           | $108271.35         | Equities   |
| BERKSHIRE HATHAWAY IN | 2099-01-01      | 0.0000%  | N/A     | $22821.00          | $11471432.07       | Equities   |
| BLACKSTONE INC COM    | 2099-01-01      | 0.0000%  | N/A     | $9406.00           | $1109437.70        | Equities   |
| BOOKING HOLDINGS INC  | 2099-01-01      | 0.0000%  | N/A     | $1339.00           | $5691098.14        | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $46651.00          | $15007626.70       | Equities   |
| CHEVRON CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $7334.00           | $1350629.44        | Equities   |
| CITIZENS FINL GROUP I | 2099-01-01      | 0.0000%  | N/A     | $15576.00          | $994683.36         | Equities   |
| CME GROUP INCCOM      | 2099-01-01      | 0.0000%  | N/A     | $3481.00           | $1101562.45        | Equities   |
| COCA COLA CO COM      | 2099-01-01      | 0.0000%  | N/A     | $14056.00          | $1131508.00        | Equities   |
| COSTCO WHOLESALE CORP | 2099-01-01      | 0.0000%  | N/A     | $12918.00          | $12746707.32       | Equities   |
| COUPANG INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $358883.00         | $6714700.93        | Equities   |
| DANAHER CORP DEL COM  | 2099-01-01      | 0.0000%  | N/A     | $12230.00          | $2560472.80        | Equities   |
| EBAY INC.COM          | 2099-01-01      | 0.0000%  | N/A     | $7947.00           | $698541.30         | Equities   |
| EDWARDS LIFESCIENCES  | 2099-01-01      | 0.0000%  | N/A     | $550.00            | $47245.00          | Equities   |
| ELECTRONIC ARTS INCCO | 2099-01-01      | 0.0000%  | N/A     | $55230.00          | $11105096.10       | Equities   |
| ELLINGTON FINANCIAL I | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $25.16             | Equities   |
| EPR PPTYSCOM SH BEN I | 2099-01-01      | 0.0000%  | N/A     | $2873.00           | $174707.13         | Equities   |
| EQUINIX INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $15830.00          | $15007156.60       | Equities   |
| EXPEDITORS INTL WASH  | 2099-01-01      | 0.0000%  | N/A     | $5334.00           | $771936.48         | Equities   |
| FIVE BELOW INC COM    | 2099-01-01      | 0.0000%  | N/A     | $7.00              | $1575.84           | Equities   |
| FOX CORP CL A COM     | 2099-01-01      | 0.0000%  | N/A     | $34380.00          | $1953471.60        | Equities   |
| GLOBE LIFE INC COM    | 2099-01-01      | 0.0000%  | N/A     | $89590.00          | $13087307.20       | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $62304.00          | $15007787.52       | Equities   |
| ILLINOIS TOOL WKS INC | 2099-01-01      | 0.0000%  | N/A     | $10110.00          | $2934730.80        | Equities   |
| INDEPENDENCE RLTY TR  | 2099-01-01      | 0.0000%  | N/A     | $651900.00         | $11017110.00       | Equities   |
| INTERCONTINENTAL EXCH | 2099-01-01      | 0.0000%  | N/A     | $52583.00          | $8565244.87        | Equities   |
| INTUITIVE SURGICAL IN | 2099-01-01      | 0.0000%  | N/A     | $25.00             | $12672.00          | Equities   |
| KEURIG DR PEPPER INC  | 2099-01-01      | 0.0000%  | N/A     | $45222.00          | $1371583.26        | Equities   |
| KKR & CO INC COM      | 2099-01-01      | 0.0000%  | N/A     | $17727.00          | $1659601.74        | Equities   |
| MARSH & MCLENNAN COS  | 2099-01-01      | 0.0000%  | N/A     | $80996.00          | $15007748.84       | Equities   |
| MCKESSON CORPCOM      | 2099-01-01      | 0.0000%  | N/A     | $3642.00           | $3548946.90        | Equities   |
| NORFOLK SOUTHN CORPCO | 2099-01-01      | 0.0000%  | N/A     | $36012.00          | $11272116.12       | Equities   |
| NORTHROP GRUMMAN CORP | 2099-01-01      | 0.0000%  | N/A     | $15522.00          | $11034589.80       | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $81172.00          | $15007891.08       | Equities   |
| PARKER-HANNIFIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $123.00            | $124841.31         | Equities   |
| PEPSICO INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $66638.00          | $11167196.04       | Equities   |
| PG&E CORPCOM          | 2099-01-01      | 0.0000%  | N/A     | $32042.00          | $604952.96         | Equities   |
| PNC FINL SVCS GROUP I | 2099-01-01      | 0.0000%  | N/A     | $28295.00          | $6304691.90        | Equities   |
| QORVO INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $7637.00           | $629747.02         | Equities   |
| S&P GLOBAL INC COM    | 2099-01-01      | 0.0000%  | N/A     | $212.00            | $92747.88          | Equities   |
| SCHWAB CHARLES CORPCO | 2099-01-01      | 0.0000%  | N/A     | $102791.00         | $10024178.32       | Equities   |
| SHERWIN WILLIAMS COCO | 2099-01-01      | 0.0000%  | N/A     | $6106.00           | $2201213.00        | Equities   |
| SIMON PPTY GROUP INC  | 2099-01-01      | 0.0000%  | N/A     | $6385.00           | $1293601.00        | Equities   |
| SUN CMNTYS INC COM    | 2099-01-01      | 0.0000%  | N/A     | $66.00             | $8961.48           | Equities   |
| SYNOPSYS INC COM      | 2099-01-01      | 0.0000%  | N/A     | $6502.00           | $2769852.00        | Equities   |
| TECHNIPFMC PLC COM    | 2099-01-01      | 0.0000%  | N/A     | $67.00             | $4508.43           | Equities   |
| TEREX CORP NEW COM    | 2099-01-01      | 0.0000%  | N/A     | $20673.00          | $1409071.68        | Equities   |
| TRANE TECHNOLOGIES PL | 2099-01-01      | 0.0000%  | N/A     | $2269.00           | $1037250.66        | Equities   |
| UNITED AIRLS HLDGS IN | 2099-01-01      | 0.0000%  | N/A     | $114525.00         | $13334145.75       | Equities   |
| UNUM GROUP COM        | 2099-01-01      | 0.0000%  | N/A     | $3016.00           | $222641.12         | Equities   |
| VERTEX PHARMACEUTICAL | 2099-01-01      | 0.0000%  | N/A     | $920.00            | $441719.60         | Equities   |
| WABTEC COM            | 2099-01-01      | 0.0000%  | N/A     | $2670.00           | $703304.70         | Equities   |
| WARNER BROS DISCOVERY | 2099-01-01      | 0.0000%  | N/A     | $11338.00          | $326534.40         | Equities   |
| WELLS FARGO & CO COM  | 2099-01-01      | 0.0000%  | N/A     | $30379.00          | $2621707.70        | Equities   |

### Security 315: NIEUW AMSTERDAM RECEIVABLES CORPORATION

- **C.1 - Title:** NIEUW AMSTERDAM RECEIVABLES CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65409SCH9, C.4 - ISIN: US65409SCH94, C.3 - LEI: 54930052Z500U6IGFJ82
- **C.18 - Value (incl. sponsor support):** $60885991.00
- **C.18.a - Value (excl. sponsor support):** $60885991.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RJA9, C.4 - ISIN: US65557RJA95, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $48025080.00
- **C.18.a - Value (excl. sponsor support):** $48025080.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 317: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMT2, C.4 - ISIN: US65558WMT26, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $100039820.00
- **C.18.a - Value (excl. sponsor support):** $100039820.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 318: NORDEA BANK ABP / NEW YORK

- **C.1 - Title:** NORDEA BANK ABP / NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WHH4, C.4 - ISIN: US65558WHH43, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $50005175.00
- **C.18.a - Value (excl. sponsor support):** $50005175.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 319: NORDEA BANK ABP / NEW YORK

- **C.1 - Title:** NORDEA BANK ABP / NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WPJ1, C.4 - ISIN: US65558WPJ17, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $50033500.00
- **C.18.a - Value (excl. sponsor support):** $50033500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 320: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BC49, C.4 - ISIN: US86724BC493, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $19989870.00
- **C.18.a - Value (excl. sponsor support):** $19989870.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BH44, C.4 - ISIN: US86724BH443, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $24597320.00
- **C.18.a - Value (excl. sponsor support):** $24597320.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 322: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BG86, C.4 - ISIN: US86724BG866, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $39464888.00
- **C.18.a - Value (excl. sponsor support):** $39464888.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 323: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MCR6, C.4 - ISIN: US62939MCR60, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $156592349.50
- **C.18.a - Value (excl. sponsor support):** $156592349.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 324: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MD20, C.4 - ISIN: US62939MD201, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $99660690.00
- **C.18.a - Value (excl. sponsor support):** $99660690.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 325: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MD12, C.4 - ISIN: US62939MD128, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $109637803.00
- **C.18.a - Value (excl. sponsor support):** $109637803.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 326: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 52990002O5KK6XOGJ020, C.5 - Other ID: ZS3PQMG
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 327: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 52990002O5KK6XOGJ020, C.5 - Other ID: ZS3PTSY
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 328: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UFQ1, C.4 - ISIN: US67983UFQ13, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $34577305.00
- **C.18.a - Value (excl. sponsor support):** $34577305.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 329: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UEF6, C.4 - ISIN: US67983UEF66, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $24800547.50
- **C.18.a - Value (excl. sponsor support):** $24800547.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UFA6, C.4 - ISIN: US67983UFA60, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $84093585.50
- **C.18.a - Value (excl. sponsor support):** $84093585.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 331: OVERSEA-CHINESE BANKING CORPORATION LIMITED

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BF13, C.4 - ISIN: US69034BF137, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $148538040.00
- **C.18.a - Value (excl. sponsor support):** $148538040.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 332: OVERSEA-CHINESE BANKING CORPORATION LIMITED

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSY5, C.4 - ISIN: US69034CSY56, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100009780.00
- **C.18.a - Value (excl. sponsor support):** $100009780.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 333: OVERSEA-CHINESE BANKING CORPORATION LIMITED

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BEN6, C.4 - ISIN: US69034BEN64, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $99125530.00
- **C.18.a - Value (excl. sponsor support):** $99125530.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 334: OVERSEA-CHINESE BANKING CORPORATION NY AGENCY

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NML6, C.4 - ISIN: US69033NML63, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $99988290.00
- **C.18.a - Value (excl. sponsor support):** $99988290.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 335: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NNF7, C.4 - ISIN: US69901NNF77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $67733568.00
- **C.18.a - Value (excl. sponsor support):** $67733568.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 336: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q4S3, C.4 - ISIN: US69901Q4S32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $113000508.50
- **C.18.a - Value (excl. sponsor support):** $113000508.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 337: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NMX9, C.4 - ISIN: US69901NMX92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119190923.70
- **C.18.a - Value (excl. sponsor support):** $119190923.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 338: PERSHING LLC

- **C.1 - Title:** PERSHING LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VR001AM2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3R LUX SR SEC REGS NT | 2031-02-05      | 9.7500%  | N/A     | $4179000.00        | $4407417.18        | Corporate Debt Securities                         |
| ADAMS IND CENT ELEM S | 2037-01-15      | 5.0000%  | N/A     | $130000.00         | $146986.23         | Other Instrument                                  |
| AES CORP JR SB GLBL N | 2055-01-15      | 7.6000%  | N/A     | $1910000.00        | $1932569.83        | Corporate Debt Securities                         |
| AMAGGI LUXEMBOURG INT | 2028-01-28      | 5.2500%  | N/A     | $568000.00         | $565659.37         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP I | 2087-03-15      | 6.2500%  | N/A     | $304000.00         | $303034.80         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP I | 2068-05-15      | 8.1750%  | N/A     | $302000.00         | $345682.04         | Corporate Debt Securities                         |
| BAC CAP TR XIIIPERP J | 2099-01-01      | 4.3848%  | N/A     | $519000.00         | $407738.45         | Corporate Debt Securities                         |
| BANK HAPOALIM B M NEW | 2027-06-30      | 3.6000%  | N/A     | $33000.00          | $33096.99          | Money Market                                      |
| BANK OF AMERICA NA CD | 2026-10-07      | 3.5500%  | N/A     | $3000.00           | $3009.99           | Money Market                                      |
| BARCLAYS PLC LW TIER  | 2042-03-10      | 3.8110%  | N/A     | $425000.00         | $353905.49         | Corporate Debt Securities                         |
| BETHEL MINN CHARTER S | 2059-07-01      | 5.0000%  | N/A     | $135000.00         | $128230.80         | Other Instrument                                  |
| BMO MORTGAGE TRUST 20 | 2056-12-15      | 0.8058%  | N/A     | $44775000.00       | $2052462.55        | Private Label Collateralized Mortgage Obligations |
| BMW BK NORTH AMER SAL | 2030-01-02      | 3.8000%  | N/A     | $47000.00          | $47042.31          | Money Market                                      |
| BMW BK NORTH AMER SAL | 2027-12-13      | 3.7000%  | N/A     | $9000.00           | $9049.64           | Money Market                                      |
| BP CAP MKTS P L CPERP | 2079-12-31      | 4.8750%  | N/A     | $3477000.00        | $3500998.54        | Corporate Debt Securities                         |
| BPCE FR 6.347%011347  | 2047-01-13      | 6.3470%  | N/A     | $4000000.00        | $4077469.78        | Corporate Debt Securities                         |
| BREAN ABS TRUST 2025- | 2065-01-25      | 5.0000%  | N/A     | $979000.00         | $693869.29         | Asset-Backed Securities                           |
| BREAN ASET BKD SEC TR | 2064-09-25      | 5.0000%  | N/A     | $1348000.00        | $895250.66         | Asset-Backed Securities                           |
| BREAN ASSET BACKED 20 | 2066-01-25      | 4.2500%  | N/A     | $2286699.00        | $1509733.82        | Asset-Backed Securities                           |
| BUCKEYE PARTNERS L P  | 2044-10-15      | 5.6000%  | N/A     | $1114000.00        | $1043565.49        | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE  | 2032-02-01      | 4.2500%  | N/A     | $11000.00          | $10530.62          | Corporate Debt Securities                         |
| CADDO BASIN TEX SPL U | 2050-09-01      | 4.0000%  | N/A     | $270000.00         | $253615.20         | Other Instrument                                  |
| CALIFORNIA HEALTH FAC | 2044-11-01      | 4.0000%  | N/A     | $10000.00          | $9924.39           | Other Instrument                                  |
| CANADIAN IMPERIAL BAN | 2086-07-28      | 6.5000%  | N/A     | $1559000.00        | $1579351.88        | Corporate Debt Securities                         |
| CD MTG TR 2018-C7A-42 | 2051-08-17      | 4.2790%  | N/A     | $355000.00         | $354767.26         | Private Label Collateralized Mortgage Obligations |
| CEDAR PARK TEX REV202 | 2043-02-15      | 5.0000%  | N/A     | $115000.00         | $127357.52         | Other Instrument                                  |
| CENTER STR LENDI 5.37 | 2030-12-25      | 5.3750%  | N/A     | $215000.00         | $215044.64         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INCJR SB GL | 2026-11-20      | 4.3000%  | N/A     | $435000.00         | $441079.61         | Corporate Debt Securities                         |
| CITIGROUP INCPERP SR  | 2099-01-01      | 7.0000%  | N/A     | $1275000.00        | $1353225.50        | Corporate Debt Securities                         |
| CITY NATL BK LOS ANGE | 2028-03-31      | 5.0000%  | N/A     | $3000.00           | $3123.35           | Money Market                                      |
| COLORADO HEALTH FACS  | 2034-12-01      | 5.0000%  | N/A     | $10000.00          | $11697.44          | Other Instrument                                  |
| COMAL CNTY TEX WTR IM | 2047-03-01      | 4.0000%  | N/A     | $300000.00         | $285895.67         | Other Instrument                                  |
| CONNECTICUT ST HEALTH | 2042-07-01      | 5.0000%  | N/A     | $5000.00           | $5580.72           | Other Instrument                                  |
| CONNERSVILLE IND MIDD | 2038-07-15      | 5.0000%  | N/A     | $305000.00         | $351325.09         | Other Instrument                                  |
| CONTINENTAL FIN CR TR | 2030-10-15      | 8.1400%  | N/A     | $2000000.00        | $2031770.67        | Asset-Backed Securities                           |
| CSN RESOURCES SA SR R | 2031-06-10      | 4.6250%  | N/A     | $2290000.00        | $1620272.01        | Corporate Debt Securities                         |
| D P FACS DATA 0.0 10N | 2027-12-15      | 0.0000%  | N/A     | $457000.00         | $398779.57         | Asset-Backed Securities                           |
| DANA INC SR GLBL NT4. | 2032-02-15      | 4.5000%  | N/A     | $1018000.00        | $969064.74         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATI | 2028-03-20      | 3.9500%  | N/A     | $25000.00          | $24944.66          | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2026-12-01      | 5.2500%  | N/A     | $345000.00         | $339435.73         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2078-02-15      | 5.3750%  | N/A     | $362000.00         | $362865.78         | Corporate Debt Securities                         |
| EVERSOURCE ENERGYJR S | 2056-08-15      | 6.3500%  | N/A     | $4372000.00        | $4408271.81        | Corporate Debt Securities                         |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 4.7580%  | N/A     | $943961.00         | $971939.37         | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $20000000.00       | $1884724.41        | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2030-12-26      | 3.9792%  | N/A     | $999517.00         | $295052.15         | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 5.0000%  | N/A     | $2805095.00        | $2635293.89        | Agency Debentures and Agency Strips               |
| FEDERAL HOME LOAN MOR | 2036-05-25      | 5.5000%  | N/A     | $1903047.00        | $1881554.12        | Agency Debentures and Agency Strips               |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 5.5000%  | N/A     | $3422904.00        | $1902102.18        | Agency Debentures and Agency Strips               |
| FEDERAL NATIONAL MORT | 2055-03-25      | 4.9672%  | N/A     | $1575623.00        | $1174889.46        | Agency Collateralized Mortgage Obligation         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $3884670.00        | $3102443.97        | Agency Mortgage-Backed Securities                 |
| FORD MTR COSR DEB 8.9 | 2032-01-15      | 8.9000%  | N/A     | $1737000.00        | $2045965.98        | Corporate Debt Securities                         |
| FORD MTR COSR NT 4.75 | 2043-01-15      | 4.7500%  | N/A     | $15000.00          | $12159.03          | Corporate Debt Securities                         |
| GEO GROUP INCSR SEC G | 2029-04-15      | 8.6250%  | N/A     | $2302000.00        | $2465177.27        | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA  | 2028-12-18      | 3.7000%  | N/A     | $6000.00           | $6020.82           | Money Market                                      |
| GOLDMAN SACHS BK USA  | 2030-12-16      | 3.8000%  | N/A     | $160000.00         | $160134.40         | Money Market                                      |
| GOLDMAN SACHS BK USA  | 2030-12-23      | 3.8500%  | N/A     | $1000.00           | $1002.35           | Money Market                                      |
| GOLDMAN SACHS CAP III | 2043-09-01      | 4.8239%  | N/A     | $1145000.00        | $900407.25         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 7.5000%  | N/A     | $1137000.00        | $1240821.37        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-01-15      | 5.9500%  | N/A     | $295000.00         | $302042.14         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR  | 2028-03-15      | 7.0000%  | N/A     | $340000.00         | $362664.40         | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2074-03-20      | 4.8115%  | N/A     | $2000000.00        | $1935428.30        | Agency Collateralized Mortgage Obligation         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $1409002.00        | $1511470.74        | Agency Collateralized Mortgage Obligation         |
| GS FIN CORPSR GLBL IN | 2030-02-05      | 0.0000%  | N/A     | $270000.00         | $278712.36         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERAT | 2029-06-01      | 6.5000%  | N/A     | $2349000.00        | $2468065.59        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER  | 2029-04-01      | 5.8750%  | N/A     | $99000.00          | $103778.37         | Corporate Debt Securities                         |
| HNI CORP SR SEC GLBL  | 2029-01-18      | 5.1250%  | N/A     | $286000.00         | $284021.48         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P  | 2027-11-01      | 3.9500%  | N/A     | $2146000.00        | $2087066.07        | Corporate Debt Securities                         |
| INDIAN RIVER CNTY FLA | 2050-04-01      | 4.1250%  | N/A     | $10000.00          | $9504.89           | Other Instrument                                  |
| INTERPUBLIC GROUP COS | 2031-03-01      | 2.4000%  | N/A     | $4903000.00        | $4285630.58        | Corporate Debt Securities                         |
| JEFFERSON CNTY ALA BR | 2044-02-01      | 5.0000%  | N/A     | $25000.00          | $27086.53          | Other Instrument                                  |
| JP MORGAN CHASE CMBS  | 2046-04-17      | 3.9582%  | N/A     | $600000.00         | $211550.96         | Private Label Collateralized Mortgage Obligations |
| KENNEDY WILSON INC SR | 2030-02-01      | 4.7500%  | N/A     | $6000.00           | $5964.13           | Corporate Debt Securities                         |
| LIBERTY MO SPL OBLIG  | 2042-11-01      | 4.2500%  | N/A     | $125000.00         | $128439.48         | Other Instrument                                  |
| LINCOLN NATL CORP IND | 2066-05-17      | 6.2716%  | N/A     | $1154000.00        | $933497.03         | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND | 2067-04-20      | 5.9692%  | N/A     | $395000.00         | $312572.60         | Corporate Debt Securities                         |
| MADISON CNTY KYGO REF | 2031-03-01      | 3.0000%  | N/A     | $200000.00         | $198775.33         | Other Instrument                                  |
| MAPS TR 2026-1 B20510 | 2051-01-15      | 6.1290%  | N/A     | $2660000.00        | $2695518.01        | Asset-Backed Securities                           |
| MIDDLESEX CNTY N J GO | 2027-06-01      | 2.0000%  | N/A     | $4160000.00        | $4160905.96        | Other Instrument                                  |
| MIDWEST GAMING BORROW | 2029-05-01      | 4.8750%  | N/A     | $5029000.00        | $5020442.32        | Corporate Debt Securities                         |
| ML MTG INV MLCC 2007- | 2037-06-25      | 5.0360%  | N/A     | $2975000.00        | $47320.29          | Private Label Collateralized Mortgage Obligations |
| MON VALLEY PA SEW AUT | 2052-11-01      | 4.1250%  | N/A     | $55000.00          | $52462.94          | Other Instrument                                  |
| MONTGOMERY CNTY TEX M | 2044-09-01      | 4.3750%  | N/A     | $145000.00         | $146611.74         | Other Instrument                                  |
| MONTGOMERY CNTY TEX M | 2042-09-01      | 4.3750%  | N/A     | $140000.00         | $143437.19         | Other Instrument                                  |
| MONTGOMERY CNTY TEX M | 2043-09-01      | 4.3750%  | N/A     | $470000.00         | $478965.45         | Other Instrument                                  |
| MORGAN STANLEY BK N A | 2030-12-03      | 3.8500%  | N/A     | $32000.00          | $32144.04          | Money Market                                      |
| MORGAN STANLEY BK N A | 2030-12-17      | 3.8500%  | N/A     | $69000.00          | $69206.62          | Money Market                                      |
| MORGAN STANLEY BK N A | 2030-12-31      | 3.8500%  | N/A     | $143000.00         | $143228.49         | Money Market                                      |
| MORGAN STANLEY BK N A | 2030-02-19      | 3.9500%  | N/A     | $1615000.00        | $1617089.77        | Money Market                                      |
| MORGAN STANLEY BK N A | 2031-02-18      | 3.9500%  | N/A     | $204000.00         | $204174.21         | Money Market                                      |
| MORGAN STANLEY PERP J | 2099-12-31      | 5.8750%  | N/A     | $219000.00         | $225641.72         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2030-12-17      | 3.8500%  | N/A     | $31000.00          | $31092.83          | Money Market                                      |
| MORGAN STANLEY PRIVAT | 2030-12-31      | 3.8500%  | N/A     | $102000.00         | $102200.72         | Money Market                                      |
| MORGAN STANLEY PRIVAT | 2031-02-18      | 3.9500%  | N/A     | $1227000.00        | $1228047.82        | Money Market                                      |
| MOSAIC COSR GLBL NT 2 | 2027-11-15      | 4.0500%  | N/A     | $166000.00         | $167886.59         | Corporate Debt Securities                         |
| MS MTG LN TR 2007-8XS | 2037-04-25      | 6.0000%  | N/A     | $5010000.00        | $3120459.32        | Asset-Backed Securities                           |
| MURPHY OIL USA INC SR | 2029-09-15      | 4.7500%  | N/A     | $1982000.00        | $2009123.67        | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2028-03-15      | 4.8750%  | N/A     | $38000.00          | $37439.41          | Corporate Debt Securities                         |
| NEPTUNE BIDCO US INC  | 2031-05-15      | 10.3750% | N/A     | $4044000.00        | $4251543.70        | Corporate Debt Securities                         |
| NEW JERSEY ST TRANSN  | 2046-06-15      | 3.5000%  | N/A     | $180000.00         | $156832.20         | Other Instrument                                  |
| NEW YORK N Y CITY HSG | 2043-11-01      | 4.0000%  | N/A     | $120000.00         | $119824.67         | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2045-07-01      | 4.0000%  | N/A     | $35000.00          | $34794.98          | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2038-02-15      | 3.0000%  | N/A     | $75000.00          | $69832.50          | Other Instrument                                  |
| NORTH EAST INDPT SCH  | 2028-02-01      | 5.2500%  | N/A     | $5000.00           | $5317.01           | Other Instrument                                  |
| OCCIDENTAL PETE CORP  | 2047-02-15      | 4.1000%  | N/A     | $2402000.00        | $1802116.51        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2039-06-15      | 7.9500%  | N/A     | $538000.00         | $655563.76         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2096-09-15      | 7.7300%  | N/A     | $1512000.00        | $1659064.68        | Corporate Debt Securities                         |
| ODESSA TEX COLLEGE DI | 2038-07-01      | 5.0000%  | N/A     | $250000.00         | $281419.44         | Other Instrument                                  |
| ODESSA TEX COLLEGE DI | 2036-07-01      | 5.0000%  | N/A     | $250000.00         | $286174.44         | Other Instrument                                  |
| ONDECK ASSET SEC 2024 | 2031-06-17      | 7.1500%  | N/A     | $158000.00         | $159832.19         | Asset-Backed Securities                           |
| ONDECK ASSET SEC 2024 | 2031-06-17      | 8.9900%  | N/A     | $2000000.00        | $2043898.44        | Asset-Backed Securities                           |
| ORBIA ADVANCE CORP S  | 2042-09-19      | 6.7500%  | N/A     | $2325000.00        | $2108019.38        | Corporate Debt Securities                         |
| ORION CLO 2023-1R LTD | 2038-10-25      | 4.8880%  | N/A     | $4402527.00        | $4429668.17        | Asset-Backed Securities                           |
| PACIFICORP JR SB NT7. | 2056-08-15      | 7.1250%  | N/A     | $1898000.00        | $1902885.77        | Corporate Debt Securities                         |
| PHARR TEX INTL TOLL B | 2038-08-15      | 5.0000%  | N/A     | $50000.00          | $55932.39          | Other Instrument                                  |
| PHILADELPHIA PA WTR & | 2046-10-01      | 5.0000%  | N/A     | $110000.00         | $117527.06         | Other Instrument                                  |
| PILOT KNOB TEX MUN UT | 2041-02-15      | 4.0000%  | N/A     | $195000.00         | $197853.07         | Other Instrument                                  |
| PUBLIC PWR GENERATION | 2041-01-01      | 7.2420%  | N/A     | $235000.00         | $270968.00         | Other Instrument                                  |
| PUBLIC SVC ENTERPRISE | 2031-04-15      | 8.6250%  | N/A     | $14000.00          | $16563.05          | Corporate Debt Securities                         |
| PUEBLO CITY-CNTY LIBR | 2032-12-01      | 4.0000%  | N/A     | $50000.00          | $52975.78          | Other Instrument                                  |
| REPUBLIC FINANCE ISS  | 2034-11-20      | 7.7000%  | N/A     | $1401000.00        | $1427996.18        | Asset-Backed Securities                           |
| REWORLD HLDG CORPSR G | 2030-09-01      | 5.0000%  | N/A     | $505000.00         | $461642.94         | Corporate Debt Securities                         |
| S&P GLOBAL INC SR GLB | 2052-03-01      | 3.7000%  | N/A     | $112000.00         | $87213.16          | Corporate Debt Securities                         |
| SABESP LUX S A R L SR | 2030-08-20      | 5.6250%  | N/A     | $13525000.00       | $13552641.72       | Corporate Debt Securities                         |
| SEMPRA JR SB GLBL NT  | 2056-04-01      | 6.3750%  | N/A     | $779000.00         | $824587.73         | Corporate Debt Securities                         |
| SISKIYOU CNTY CALIFPE | 2037-06-01      | 6.1000%  | N/A     | $255000.00         | $149981.28         | Other Instrument                                  |
| SIX FLAGS ENTERTAINME | 2032-05-01      | 6.6250%  | N/A     | $132000.00         | $137144.99         | Corporate Debt Securities                         |
| SOUTH BOW CDN INFRAST | 2055-03-01      | 7.6250%  | N/A     | $246000.00         | $265389.17         | Corporate Debt Securities                         |
| SOUTH CAROLINA JOBS-E | 2048-05-01      | 4.2500%  | N/A     | $200000.00         | $191622.89         | Other Instrument                                  |
| SOUTH CAROLINA JOBS-E | 2038-08-15      | 3.0000%  | N/A     | $485000.00         | $422871.50         | Other Instrument                                  |
| SOUTHERN UTAH VY PWR  | 2029-07-15      | 5.0000%  | N/A     | $10000.00          | $10862.83          | Other Instrument                                  |
| SUNOCO LP/SUNOCO FIN  | 2099-01-01      | 7.8750%  | N/A     | $8000.00           | $8568.25           | Corporate Debt Securities                         |
| SWITCH ABS ISSUER LLC | 2055-03-25      | 5.0360%  | N/A     | $2272000.00        | $2251510.60        | Asset-Backed Securities                           |
| TELUS CORPORATIONJR S | 2055-10-15      | 6.6250%  | N/A     | $99000.00          | $104454.08         | Corporate Debt Securities                         |
| TIKEHAU US CLO LTD 20 | 2036-01-22      | 8.8176%  | N/A     | $2000000.00        | $2018335.00        | Asset-Backed Securities                           |
| TIME WARNER INCSR STE | 2036-01-15      | 8.3000%  | N/A     | $361000.00         | $416840.68         | Corporate Debt Securities                         |
| TRANSOCEAN AQUILA LTD | 2028-09-30      | 8.0000%  | N/A     | $576000.00         | $440922.36         | Corporate Debt Securities                         |
| TRANSOCEAN INC 1LIEN  | 2030-02-15      | 8.7500%  | N/A     | $357000.00         | $261522.02         | Corporate Debt Securities                         |
| TRI TWP IND CONS SCH  | 2037-07-15      | 5.0000%  | N/A     | $295000.00         | $336008.28         | Other Instrument                                  |
| UBS BK USA SALT LAKE  | 2031-02-18      | 3.9500%  | N/A     | $1336000.00        | $1337595.15        | Money Market                                      |
| UBS COML MTG TR 2018- | 2051-03-17      | 0.9273%  | N/A     | $36240000.00       | $487615.89         | Private Label Collateralized Mortgage Obligations |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $7118500.00        | $7176812.31        | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $29100.00          | $30351.66          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $4230000.00        | $4282703.79        | U.S. Treasuries (including strips)                |
| VILLA PARK ILL GEN OB | 2041-12-15      | 4.0000%  | N/A     | $100000.00         | $102526.11         | Other Instrument                                  |
| VIRGINIA COMWLTH UNIV | 2054-07-01      | 4.0000%  | N/A     | $320000.00         | $294653.51         | Other Instrument                                  |
| WELLS FARGO & CO FR 4 | 2027-07-22      | 4.3000%  | N/A     | $440000.00         | $443265.04         | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL | 2028-11-21      | 5.0500%  | N/A     | $2000.00           | $2064.34           | Money Market                                      |
| WEST UNIVERSITY PLACE | 2039-02-01      | 5.0000%  | N/A     | $310000.00         | $353291.84         | Other Instrument                                  |
| WHIRLPOOL CORP SR GLB | 2031-05-15      | 2.4000%  | N/A     | $44000.00          | $37184.40          | Corporate Debt Securities                         |
| WHITKO IND HIGH SCH B | 2033-01-15      | 5.0000%  | N/A     | $140000.00         | $162788.89         | Other Instrument                                  |
| WILLOW PT MUN UTIL DI | 2044-03-01      | 4.0000%  | N/A     | $10000.00          | $9902.29           | Other Instrument                                  |
| WOODMONT TRUST 2022-9 | 2036-10-27      | 11.4380% | N/A     | $2404684.00        | $2418984.97        | Asset-Backed Securities                           |
| WOODMORE OHIO LOC SCH | 2045-01-15      | 3.0000%  | N/A     | $260000.00         | $208252.20         | Other Instrument                                  |
| XP INC SR REGS NT 29  | 2029-07-02      | 6.7500%  | N/A     | $352000.00         | $366651.12         | Corporate Debt Securities                         |
| ZAYO ISSUER LLC 2025- | 2055-10-20      | 5.5700%  | N/A     | $4000000.00        | $4086560.22        | Asset-Backed Securities                           |

### Security 339: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0RCM01GO9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BED BATH & BEYOND INC | 2044-08-01      | 0.0000%  | N/A     | $10000.00          | $22.06             | Corporate Debt Securities          |
| DBS BK LTD SINGAPORE  | 2026-04-27      | 0.0000%  | N/A     | $78253944.00       | $77862674.28       | Money Market                       |
| NEW FORTRESS ENERGY I | 2029-03-15      | 8.7500%  | N/A     | $52000.00          | $6467.50           | Corporate Debt Securities          |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $68481300.00       | $69023600.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $58500300.00       | $59332295.77       | U.S. Treasuries (including strips) |

### Security 340: RIDGEFIELD FUNDING COMPANY LLC - SERIES A

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC - SERIES A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KF97, C.4 - ISIN: US76582KF970, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49473095.00
- **C.18.a - Value (excl. sponsor support):** $49473095.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 341: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.4 - ISIN: US78014XRJ80, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $135091408.50
- **C.18.a - Value (excl. sponsor support):** $135091408.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 342: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WG79, C.4 - ISIN: US78013WG795, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $169714309.20
- **C.18.a - Value (excl. sponsor support):** $169714309.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 343: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $181303736.40
- **C.18.a - Value (excl. sponsor support):** $181303736.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRY5, C.4 - ISIN: US78014XRY57, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $110081664.00
- **C.18.a - Value (excl. sponsor support):** $110081664.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 345: ROYAL BANK OF CANADA - NY

- **C.1 - Title:** ROYAL BANK OF CANADA - NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015MCA6, C.4 - ISIN: US78015MCA62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $200031800.00
- **C.18.a - Value (excl. sponsor support):** $200031800.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 346: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3PV0W
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 347: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Q2GR
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 348: SHEFFIELD RECEIVABLES CO LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES CO LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MCA6, C.4 - ISIN: US82124MCA62, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $124858450.00
- **C.18.a - Value (excl. sponsor support):** $124858450.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 349: SHEFFIELD RECEIVABLES CO LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES CO LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124QEA5, C.4 - ISIN: US82124QEA58, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $61002726.70
- **C.18.a - Value (excl. sponsor support):** $61002726.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 350: SHINHAN BANK -NEW YORK BR

- **C.1 - Title:** SHINHAN BANK -NEW YORK BR
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 82460ATS7, C.4 - ISIN: US82460ATS77, C.3 - LEI: 5493003P813VL21KG928
- **C.18 - Value (incl. sponsor support):** $75021105.00
- **C.18.a - Value (excl. sponsor support):** $75021105.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSR6, C.4 - ISIN: US83050WSR69, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $50015565.00
- **C.18.a - Value (excl. sponsor support):** $50015565.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSS4, C.4 - ISIN: US83050WSS43, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $46021022.00
- **C.18.a - Value (excl. sponsor support):** $46021022.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WPS7, C.4 - ISIN: US83050WPS79, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $100008830.00
- **C.18.a - Value (excl. sponsor support):** $100008830.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UD13, C.4 - ISIN: US83050UD130, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $39863304.00
- **C.18.a - Value (excl. sponsor support):** $39863304.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSQ8, C.4 - ISIN: US83050WSQ86, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $50023460.00
- **C.18.a - Value (excl. sponsor support):** $50023460.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UD21, C.4 - ISIN: US83050UD213, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $63774681.60
- **C.18.a - Value (excl. sponsor support):** $63774681.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UK23, C.4 - ISIN: US83050UK234, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $73353547.50
- **C.18.a - Value (excl. sponsor support):** $73353547.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFV5, C.4 - ISIN: US83050UFV52, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $46419239.80
- **C.18.a - Value (excl. sponsor support):** $46419239.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 359: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UJR0, C.4 - ISIN: US83050UJR05, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $44041558.50
- **C.18.a - Value (excl. sponsor support):** $44041558.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 360: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UEL8, C.4 - ISIN: US83050UEL89, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $48587625.80
- **C.18.a - Value (excl. sponsor support):** $48587625.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 361: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFR4, C.4 - ISIN: US83050UFR41, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $44461867.50
- **C.18.a - Value (excl. sponsor support):** $44461867.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 362: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UG85, C.4 - ISIN: US83050UG851, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $72030749.80
- **C.18.a - Value (excl. sponsor support):** $72030749.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 363: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UE53, C.4 - ISIN: US83050UE534, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $65544256.80
- **C.18.a - Value (excl. sponsor support):** $65544256.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 364: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UK64, C.4 - ISIN: US83050UK648, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $48883755.00
- **C.18.a - Value (excl. sponsor support):** $48883755.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-06
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 365: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3146953057, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: OEB4396
- **C.18 - Value (incl. sponsor support):** $35080748.50
- **C.18.a - Value (excl. sponsor support):** $35080748.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 366: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3182406390, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: P2228B4
- **C.18 - Value (incl. sponsor support):** $25013360.00
- **C.18.a - Value (excl. sponsor support):** $25013360.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 367: SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: ZS3PTTC
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 368: SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: ZS3Q3F0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 369: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02ZC9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK N.V. FR | 2029-12-13      | 2.4700%  | N/A     | $26800000.00       | $25732749.56       | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2045-11-15      | 5.3500%  | N/A     | $2000.00           | $2035.97           | Corporate Debt Securities |
| AMERIQUEST MTG SECS 2 | 2035-09-25      | 4.8832%  | N/A     | $116000.00         | $92013.62          | Asset-Backed Securities   |
| BANK AMERICA CORPFR 3 | 2029-03-05      | 3.9700%  | N/A     | $3738000.00        | $3805275.69        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CR | 2030-04-01      | 5.2500%  | N/A     | $25646000.00       | $25636810.18       | Corporate Debt Securities |
| BROADRIDGE FINL SOLUT | 2031-05-01      | 2.6000%  | N/A     | $27076000.00       | $24720869.35       | Corporate Debt Securities |
| CROWN CASTLE INC SR G | 2031-07-15      | 2.5000%  | N/A     | $26190000.00       | $23694267.60       | Corporate Debt Securities |
| CVR ENERGY INC SR GLB | 2031-02-15      | 7.5000%  | N/A     | $2000.00           | $2004.37           | Corporate Debt Securities |
| DEUTSCHE BK AG N Y SN | 2035-09-11      | 5.4030%  | N/A     | $23460000.00       | $24676490.93       | Corporate Debt Securities |
| GC TREAS CTR CO LTDFR | 2031-03-18      | 2.9800%  | N/A     | $25712000.00       | $23767187.17       | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2030-01-07      | 4.9686%  | N/A     | $23794000.00       | $24020548.07       | Corporate Debt Securities |
| GOLUB CAP BDC INCSR G | 2027-02-15      | 2.0500%  | N/A     | $17032000.00       | $16567594.13       | Corporate Debt Securities |
| KOREA HYDRO & NUCLEAR | 2027-07-27      | 4.2500%  | N/A     | $23384000.00       | $23611331.45       | Corporate Debt Securities |
| MIDAMERICAN ENERGY CO | 2054-09-15      | 5.8500%  | N/A     | $22876000.00       | $24419100.58       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2043-06-15      | 4.6000%  | N/A     | $2000.00           | $1729.80           | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2032-03-01      | 4.4000%  | N/A     | $23604000.00       | $23826847.99       | Corporate Debt Securities |
| PACIFICORP JR SB NT7. | 2056-08-15      | 7.1250%  | N/A     | $2000.00           | $2005.15           | Corporate Debt Securities |
| RADIAN GROUP INC SR G | 2029-05-15      | 6.2000%  | N/A     | $23474000.00       | $25052078.77       | Corporate Debt Securities |
| SONOCO PRODS COSR NT  | 2040-11-01      | 5.7500%  | N/A     | $256000.00         | $269682.63         | Corporate Debt Securities |
| STANDARD CHARTERED PL | 2034-07-06      | 6.2960%  | N/A     | $22960000.00       | $25165292.69       | Corporate Debt Securities |
| THE CIGNA GROUPSR GLB | 2036-01-15      | 5.2500%  | N/A     | $6000.00           | $6184.59           | Corporate Debt Securities |
| WELLS FARGO & CO FR 5 | 2031-01-24      | 5.2440%  | N/A     | $2000.00           | $2083.77           | Corporate Debt Securities |
| ZIFF DAVIS INC SR GLB | 2030-10-15      | 4.6250%  | N/A     | $178000.00         | $163464.22         | Corporate Debt Securities |

### Security 370: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02ZB1, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN HONDA FIN CO | 2027-11-19      | 4.3367%  | N/A     | $7490000.00        | $7507345.48        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITA | 2027-04-10      | 4.7500%  | N/A     | $2850000.00        | $2923263.21        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD  | 2033-04-01      | 4.8500%  | N/A     | $2000.00           | $1983.80           | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC  | 2034-06-01      | 5.3000%  | N/A     | $104000.00         | $110226.60         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2041-06-19      | 2.6760%  | N/A     | $4000.00           | $2995.42           | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2028-04-27      | 4.3760%  | N/A     | $5018000.00        | $5113124.55        | Corporate Debt Securities                         |
| BARCLAYS PLC SR GLBL  | 2034-05-09      | 6.2240%  | N/A     | $17440000.00       | $19191359.68       | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDI | 2028-09-30      | 2.8500%  | N/A     | $4302000.00        | $4088653.07        | Corporate Debt Securities                         |
| BNP PARIBASFR 3.052%0 | 2031-01-13      | 3.0520%  | N/A     | $59506000.00       | $57009141.46       | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2052-06-15      | 2.8750%  | N/A     | $4000.00           | $2580.64           | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3597%  | N/A     | $408000.00         | $409238.91         | Private Label Collateralized Mortgage Obligations |
| CF INDS INCSR NT 5.15 | 2034-03-15      | 5.1500%  | N/A     | $2204000.00        | $2291135.14        | Corporate Debt Securities                         |
| CITIBANK N A SR GLBL  | 2027-05-29      | 4.5760%  | N/A     | $127120000.00      | $129630083.27      | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2026-05-01      | 3.4000%  | N/A     | $2000.00           | $2020.29           | Corporate Debt Securities                         |
| COMISION FEDERAL DE E | 2033-07-26      | 3.8750%  | N/A     | $2050000.00        | $1840749.95        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y LW | 2032-12-01      | 4.8750%  | N/A     | $8710000.00        | $8848452.71        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V. SR | 2030-09-30      | 4.3750%  | N/A     | $49988000.00       | $51069469.55       | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2044-10-01      | 4.0500%  | N/A     | $13140000.00       | $11345667.30       | Corporate Debt Securities                         |
| FS KKR CAP CORPSR GLB | 2031-01-15      | 6.1250%  | N/A     | $1698000.00        | $1632382.21        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-08-23      | 4.4820%  | N/A     | $2000.00           | $2013.06           | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2079-12-31      | 6.0000%  | N/A     | $58002000.00       | $59647710.08       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER VR 0 | 2028-01-07      | 4.5986%  | N/A     | $3338000.00        | $3372338.21        | Corporate Debt Securities                         |
| ISRAEL ST$GLBL BD3.37 | 2050-01-15      | 3.3750%  | N/A     | $416000.00         | $287159.60         | Other Instrument                                  |
| LG ENERGY SOLUTION LT | 2029-07-02      | 5.3750%  | N/A     | $58388000.00       | $60810039.66       | Corporate Debt Securities                         |
| LOEWS CORP SR GLBL NT | 2036-04-01      | 4.9400%  | N/A     | $2000.00           | $2002.65           | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2035-10-15      | 4.8500%  | N/A     | $2000.00           | $2039.55           | Corporate Debt Securities                         |
| NATWEST GROUP PLCSR G | 2028-03-01      | 5.5830%  | N/A     | $1108000.00        | $1155837.53        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2028-08-03      | 4.8000%  | N/A     | $45102000.00       | $45689228.04       | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2055-08-03      | 6.0000%  | N/A     | $2998000.00        | $2678862.90        | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER C | 2027-09-15      | 3.0940%  | N/A     | $254000.00         | $255463.80         | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE | 2029-04-01      | 5.2000%  | N/A     | $5886000.00        | $6202777.98        | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES IN | 2028-09-15      | 4.2000%  | N/A     | $4000.00           | $4083.80           | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUIS | 2036-01-15      | 5.3750%  | N/A     | $7676000.00        | $7871360.60        | Corporate Debt Securities                         |
| SAUDI ARABIAN OIL CO  | 2034-07-17      | 5.2500%  | N/A     | $1600000.00        | $1657845.33        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2030-02-08      | 7.0180%  | N/A     | $51658000.00       | $55839918.86       | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2028-09-17      | 1.9020%  | N/A     | $5208000.00        | $4983240.08        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK | 2027-03-07      | 5.2000%  | N/A     | $2858000.00        | $2897811.94        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TRUST | 2036-09-11      | 5.4160%  | N/A     | $636000.00         | $662110.20         | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 3.8750%  | N/A     | $59298000.00       | $59609273.32       | Corporate Debt Securities                         |
| WMRK COML MTG TR 2022 | 2035-11-15      | 7.7427%  | N/A     | $16103472.00       | $14210832.10       | Private Label Collateralized Mortgage Obligations |

### Security 371: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02ZH8, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALTRIA GROUP INC SR G | 2039-02-14      | 5.8000%  | N/A     | $7934000.00        | $8277894.82        | Corporate Debt Securities |
| ARES STRATEGIC INCOME | 2029-08-15      | 6.3500%  | N/A     | $9438000.00        | $9651833.62        | Corporate Debt Securities |
| AUSTRALIA & NEW ZEALA | 2032-12-08      | 6.7420%  | N/A     | $6364000.00        | $7193133.39        | Corporate Debt Securities |
| BACARDI LTD5.3%48     | 2048-05-15      | 5.3000%  | N/A     | $8196000.00        | $7626514.60        | Corporate Debt Securities |
| BANK AMERICA CORPFR 5 | 2035-08-15      | 5.4250%  | N/A     | $8940000.00        | $9182616.70        | Corporate Debt Securities |
| BANK NEW YORK MELLON  | 2028-01-29      | 3.4000%  | N/A     | $9144000.00        | $9112036.64        | Corporate Debt Securities |
| BARCLAYS PLC GLBL NT  | 2030-03-12      | 5.6900%  | N/A     | $5528000.00        | $5903014.91        | Corporate Debt Securities |
| BARCLAYS PLC GLBL NT  | 2031-02-25      | 5.3670%  | N/A     | $8986000.00        | $9323407.83        | Corporate Debt Securities |
| BARCLAYS PLC SR GLBL  | 2027-05-09      | 5.8290%  | N/A     | $8000000.00        | $8167256.00        | Corporate Debt Securities |
| BAYER US FIN II LLCSR | 2064-07-15      | 4.7000%  | N/A     | $10700000.00       | $8449076.67        | Corporate Debt Securities |
| BEIGNET INV LLCSR SEC | 2049-05-30      | 6.5810%  | N/A     | $7400000.00        | $7943751.38        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FI | 2040-01-15      | 5.7500%  | N/A     | $6576000.00        | $7249634.48        | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY F | 2028-03-15      | 6.1000%  | N/A     | $7962000.00        | $8144648.28        | Corporate Debt Securities |
| BPCE FR 5.389%052831  | 2031-05-28      | 5.3890%  | N/A     | $7272000.00        | $7619694.72        | Corporate Debt Securities |
| BPCE FR 5.417%011337  | 2037-01-13      | 5.4170%  | N/A     | $6814000.00        | $6914443.66        | Corporate Debt Securities |
| CCL INDS INC SR GLBL  | 2030-06-01      | 3.0500%  | N/A     | $7390000.00        | $7054834.76        | Corporate Debt Securities |
| CENCORA INCSR GLBL NT | 2036-02-13      | 4.9000%  | N/A     | $8402000.00        | $8449938.08        | Corporate Debt Securities |
| CENOVUS ENERGY INC GL | 2052-02-15      | 3.7500%  | N/A     | $9682000.00        | $7010155.28        | Corporate Debt Securities |
| CHEVRON USA INCSR GLB | 2028-02-26      | 4.1558%  | N/A     | $7858000.00        | $7909902.07        | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2031-05-07      | 5.1480%  | N/A     | $7000000.00        | $7185227.68        | Corporate Debt Securities |
| CK HUTCHISON INTL 24  | 2034-04-26      | 5.5000%  | N/A     | $8296000.00        | $8920158.78        | Corporate Debt Securities |
| CREDIT AGRICOLE SA LO | 2036-01-09      | 5.8620%  | N/A     | $6560000.00        | $7013728.96        | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NO | 2030-01-13      | 5.2500%  | N/A     | $8000000.00        | $8338773.33        | Corporate Debt Securities |
| DEUTSCHE BK AG N Y SN | 2029-01-10      | 4.8891%  | N/A     | $8600000.00        | $8716527.48        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL | 2042-03-06      | 4.8750%  | N/A     | $7524000.00        | $7311644.51        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL | 2032-06-01      | 9.2500%  | N/A     | $6116000.00        | $7832071.45        | Corporate Debt Securities |
| DUKE ENERGY FLA LLC1M | 2031-12-15      | 2.4000%  | N/A     | $10054000.00       | $9216300.72        | Corporate Debt Securities |
| EATON CORP OHIOGLBL N | 2033-03-15      | 4.1500%  | N/A     | $8132000.00        | $8252963.50        | Corporate Debt Securities |
| EQUIFAX INCGLBL NT 2. | 2031-09-15      | 2.3500%  | N/A     | $7980000.00        | $7217311.50        | Corporate Debt Securities |
| EXELON CORPSR GLBL NT | 2036-03-15      | 4.9500%  | N/A     | $10000000.00       | $9939325.00        | Corporate Debt Securities |
| EXTRA SPACE STORAGE L | 2032-03-15      | 2.3500%  | N/A     | $9990000.00        | $8912628.45        | Corporate Debt Securities |
| FS KKR CAP CORPSR GLB | 2031-01-15      | 6.1250%  | N/A     | $8016000.00        | $7706228.36        | Corporate Debt Securities |
| GENERAL MILLS INCSR G | 2028-04-17      | 4.2000%  | N/A     | $7212000.00        | $7346479.76        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2031-01-28      | 5.2070%  | N/A     | $8548000.00        | $8882778.38        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2028-03-15      | 3.6150%  | N/A     | $6788000.00        | $6866452.31        | Corporate Debt Securities |
| GOLUB CAP BDC INCSR G | 2027-02-15      | 2.0500%  | N/A     | $9666000.00        | $9402440.40        | Corporate Debt Securities |
| GS CALTEX CORP SR REG | 2028-08-07      | 5.3750%  | N/A     | $7300000.00        | $7539630.61        | Corporate Debt Securities |
| HIGHWOODS RLTY LTD PA | 2031-02-01      | 2.6000%  | N/A     | $8000000.00        | $7224222.22        | Corporate Debt Securities |
| HP INC SR GLBL NT5.4% | 2030-04-25      | 5.4000%  | N/A     | $8000000.00        | $8419280.00        | Corporate Debt Securities |
| HSBC HLDGS PLC ALT TI | 2079-12-31      | 6.5000%  | N/A     | $7618000.00        | $8024081.72        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2036-03-03      | 5.4500%  | N/A     | $7076000.00        | $7531423.15        | Corporate Debt Securities |
| HYUNDAI CAP AMER VR 0 | 2027-03-19      | 4.7304%  | N/A     | $8600000.00        | $8722846.63        | Corporate Debt Securities |
| HYUNDAI CAP AMER VR 0 | 2028-09-18      | 4.7607%  | N/A     | $7086000.00        | $7197067.16        | Corporate Debt Securities |
| INDIA VEHICLE FINANCE | 2030-09-25      | 5.8500%  | N/A     | $7600000.00        | $6892953.76        | Corporate Debt Securities |
| ING GROEP N.V. GLBL N | 2035-03-19      | 5.5500%  | N/A     | $6918000.00        | $7415115.95        | Corporate Debt Securities |
| INTESA SANPAOLO S P A | 2054-06-20      | 7.7780%  | N/A     | $8000000.00        | $9876045.78        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD | 2052-02-02      | 4.3750%  | N/A     | $9600000.00        | $7605198.67        | Corporate Debt Securities |
| KIMCO REALTY CORPSR G | 2034-03-01      | 6.4000%  | N/A     | $7332000.00        | $8382814.09        | Corporate Debt Securities |
| KLA CORP SR GLBL NT 5 | 2049-03-15      | 5.0000%  | N/A     | $8316000.00        | $7977206.16        | Corporate Debt Securities |
| LEIGHTON FINANCE (USA | 2034-03-25      | 7.0000%  | N/A     | $8662000.00        | $9761342.54        | Corporate Debt Securities |
| LLOYDS BANKING GROUP  | 2036-06-13      | 6.0680%  | N/A     | $8524000.00        | $9065811.96        | Corporate Debt Securities |
| LLOYDS BANKING GROUP  | 2030-02-10      | 4.2410%  | N/A     | $7000000.00        | $7042368.86        | Corporate Debt Securities |
| LOEWS CORP SR GLBL NT | 2036-04-01      | 4.9400%  | N/A     | $2000.00           | $2002.65           | Corporate Debt Securities |
| MEITUANSR GLBL REGS 3 | 2032-11-05      | 4.7500%  | N/A     | $8336000.00        | $8453435.72        | Corporate Debt Securities |
| MORGAN STANLEY FR 1.5 | 2027-07-20      | 1.5120%  | N/A     | $9054000.00        | $8979702.88        | Corporate Debt Securities |
| MORGAN STANLEY FR 4.4 | 2030-01-23      | 4.4310%  | N/A     | $7178000.00        | $7273573.87        | Corporate Debt Securities |
| MORGAN STANLEY FR 4.4 | 2032-01-16      | 4.4930%  | N/A     | $9000000.00        | $9088900.25        | Corporate Debt Securities |
| NATWEST GROUP PLCGLBL | 2027-06-14      | 1.6420%  | N/A     | $7000000.00        | $6974517.28        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY C | 2040-09-30      | 5.2500%  | N/A     | $6792000.00        | $6974008.62        | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2036-02-04      | 5.7000%  | N/A     | $9644000.00        | $9707087.83        | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2040-07-15      | 5.3750%  | N/A     | $7604000.00        | $7030132.46        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2031-06-01      | 3.2500%  | N/A     | $7620000.00        | $7229123.63        | Corporate Debt Securities |
| PETRONAS CAPITAL LTD  | 2060-04-21      | 4.8000%  | N/A     | $8700000.00        | $8075253.00        | Corporate Debt Securities |
| PUGET ENERGY INC 1LIE | 2039-10-01      | 5.7570%  | N/A     | $7720000.00        | $8351402.07        | Corporate Debt Securities |
| RELIANCE INDS LTDSR G | 2062-01-12      | 3.7500%  | N/A     | $11400000.00       | $8411461.50        | Corporate Debt Securities |
| ROYAL BK CDA ALT TIER | 2085-11-24      | 6.5000%  | N/A     | $7402000.00        | $7410006.50        | Corporate Debt Securities |
| SEALED AIR CORP NEWSR | 2026-10-15      | 1.5730%  | N/A     | $7066000.00        | $7004791.95        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS  | 2028-09-12      | 4.2500%  | N/A     | $8600000.00        | $8889812.83        | Corporate Debt Securities |
| SMBC AVIATION CAP FIN | 2028-06-15      | 2.3000%  | N/A     | $8800000.00        | $8490944.00        | Corporate Debt Securities |
| STANDARD CHARTERED PL | 2029-01-09      | 6.3010%  | N/A     | $6700000.00        | $7008275.93        | Corporate Debt Securities |
| TANGER PPTYS LTD PART | 2026-09-01      | 3.1250%  | N/A     | $8384000.00        | $8464635.45        | Corporate Debt Securities |
| TOLEDO HOSPITAL2018B  | 2048-11-15      | 6.0150%  | N/A     | $8406000.00        | $8427540.38        | Corporate Debt Securities |
| TOLEDO HOSPITALTAX BD | 2028-11-15      | 5.3250%  | N/A     | $8600000.00        | $8879392.50        | Corporate Debt Securities |
| UBS GROUP AG SR GLBL  | 2029-01-12      | 3.8690%  | N/A     | $9424000.00        | $9433671.38        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2035-04-02      | 5.2500%  | N/A     | $8454000.00        | $8862039.36        | Corporate Debt Securities |
| VICI PROPERTIES LP SR | 2035-04-01      | 5.6250%  | N/A     | $8768000.00        | $9214751.52        | Corporate Debt Securities |
| WASTE MGMT INC DEL SR | 2031-03-15      | 1.5000%  | N/A     | $7748000.00        | $6887972.00        | Corporate Debt Securities |
| WELLS FARGO & CO FR 4 | 2029-04-23      | 4.9700%  | N/A     | $6754000.00        | $6999635.48        | Corporate Debt Securities |
| WELLS FARGO & CO VR 0 | 2030-01-23      | 4.4227%  | N/A     | $1538000.00        | $1544804.16        | Corporate Debt Securities |
| WEYERHAEUSER CO4%29   | 2029-11-15      | 4.0000%  | N/A     | $7170000.00        | $7203722.90        | Corporate Debt Securities |

### Security 372: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02YC0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2028-01-15      | 3.8750%  | N/A     | $28630000.00       | $28778231.83       | Corporate Debt Securities |
| ALTICE FRANCE S ASR S | 2029-11-01      | 9.5000%  | N/A     | $871984.00         | $911037.26         | Corporate Debt Securities |
| BANK AMERICA CORPFR 4 | 2040-04-23      | 4.0780%  | N/A     | $708000.00         | $645820.92         | Corporate Debt Securities |
| BELLRING BRANDS INCSR | 2030-03-15      | 7.0000%  | N/A     | $22112000.00       | $23232636.16       | Corporate Debt Securities |
| BNP PARIBASALT TIER I | 2099-01-01      | 4.6250%  | N/A     | $32060000.00       | $32094985.48       | Corporate Debt Securities |
| CSC HLDGS LLCSR GLBL  | 2029-01-31      | 11.7500% | N/A     | $32998000.00       | $23940791.46       | Corporate Debt Securities |
| DISH DBS CORPORATION  | 2028-07-01      | 7.3750%  | N/A     | $27638000.00       | $26998241.72       | Corporate Debt Securities |
| DUKE ENERGY CORP NEW  | 2052-08-15      | 5.0000%  | N/A     | $2612000.00        | $2318036.81        | Corporate Debt Securities |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $22878000.00       | $20902583.20       | Corporate Debt Securities |
| ENCORE CAP GROUP INC  | 2031-04-15      | 6.6250%  | N/A     | $28674000.00       | $29798825.27       | Corporate Debt Securities |
| KRONOS ACQUISITION HL | 2031-06-30      | 8.2500%  | N/A     | $19640000.00       | $13906347.50       | Corporate Debt Securities |
| LIVE NATION ENTERTAIN | 2027-05-15      | 6.5000%  | N/A     | $29264000.00       | $29933170.13       | Corporate Debt Securities |
| NOVA CHEMICALS CORP M | 2027-06-01      | 5.2500%  | N/A     | $31172000.00       | $31733771.39       | Corporate Debt Securities |
| OPEN TEXT CORP SR SEC | 2027-12-01      | 6.9000%  | N/A     | $25938000.00       | $27082471.02       | Corporate Debt Securities |
| PARAMOUNT GLOBAL SR G | 2028-02-15      | 3.3750%  | N/A     | $23890000.00       | $23281641.15       | Corporate Debt Securities |
| PETROLEOS DEL PERU -  | 2047-06-19      | 5.6250%  | N/A     | $41506000.00       | $27106115.89       | Corporate Debt Securities |
| ROPER TECHNOLOGIES IN | 2028-09-15      | 4.2000%  | N/A     | $4000.00           | $4083.80           | Corporate Debt Securities |
| STAPLES INCSR SEC 144 | 2029-09-01      | 10.7500% | N/A     | $28702000.00       | $28708186.88       | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK | 2027-03-07      | 5.2000%  | N/A     | $400000.00         | $405572.00         | Corporate Debt Securities |
| TALEN ENERGY SUPPLY L | 2034-02-01      | 6.2500%  | N/A     | $23542000.00       | $24441147.45       | Corporate Debt Securities |
| UNION PAC CORP SR GLB | 2051-10-01      | 3.7990%  | N/A     | $4000.00           | $3130.23           | Corporate Debt Securities |
| UNITI SVC LLC/ UNITI  | 2029-02-15      | 6.5000%  | N/A     | $30014000.00       | $29413319.81       | Corporate Debt Securities |
| UNITI SVC LLC/ UNITI  | 2028-04-15      | 4.7500%  | N/A     | $13958000.00       | $14183793.91       | Corporate Debt Securities |
| VAREX IMAGING CORP SR | 2027-10-15      | 7.8750%  | N/A     | $26404000.00       | $27662810.70       | Corporate Debt Securities |
| WULF COMPUTE LLC 1LIE | 2030-10-15      | 7.7500%  | N/A     | $21396000.00       | $23314032.53       | Corporate Debt Securities |

### Security 373: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02ZG0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALBERTSONS COS INC /  | 2032-03-31      | 5.6250%  | N/A     | $2000.00           | $2014.99           | Corporate Debt Securities |
| GOL FINSR SEC GLBL 30 | 2030-06-05      | 14.3750% | N/A     | $40678000.00       | $43180120.73       | Corporate Debt Securities |
| PERU LNG S.R.L.SR GLB | 2030-03-22      | 5.3750%  | N/A     | $116594000.00      | $87389149.31       | Corporate Debt Securities |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $31042000.00       | $31326879.33       | Corporate Debt Securities |
| ZIFF DAVIS INC SR GLB | 2030-10-15      | 4.6250%  | N/A     | $240000.00         | $220401.20         | Corporate Debt Securities |

### Security 374: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02ZI6, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEGEA FIN S A R L S A | 2036-01-20      | 7.6250%  | N/A     | $2000.00           | $1920.15           | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P | 2027-05-20      | 5.7500%  | N/A     | $10000.00          | $10256.43          | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 3 | 2033-03-02      | 5.2500%  | N/A     | $52000.00          | $55643.16          | Corporate Debt Securities                         |
| ARMOR HOLDCO INC SR 1 | 2029-11-15      | 8.5000%  | N/A     | $1274000.00        | $1304223.53        | Corporate Debt Securities                         |
| BANGKOK BK PUB CO LTD | 2035-11-26      | 5.0820%  | N/A     | $2000.00           | $2048.73           | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2040-04-23      | 4.0780%  | N/A     | $20368000.00       | $18579209.82       | Corporate Debt Securities                         |
| BARCLAYS PLC SR GLBL  | 2032-03-10      | 2.6670%  | N/A     | $460000.00         | $428546.08         | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 4.6250%  | N/A     | $400000.00         | $400436.50         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  | N/A     | $1496000.00        | $1532028.67        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2035-03-15      | 6.6250%  | N/A     | $5486000.00        | $5905637.86        | Other Instrument                                  |
| BROADCOM INC SR GLBL  | 2032-07-15      | 4.9000%  | N/A     | $1018000.00        | $1052119.97        | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIA | 2030-02-15      | 4.8750%  | N/A     | $24000.00          | $22616.52          | Corporate Debt Securities                         |
| BSTN COML MTG TR 2025 | 2041-04-15      | 6.3668%  | N/A     | $318000.00         | $325092.12         | Private Label Collateralized Mortgage Obligations |
| DANAOS CORPORATION SR | 2032-10-15      | 6.8750%  | N/A     | $16000.00          | $16928.76          | Corporate Debt Securities                         |
| DCLI BIDCO LLC SR SEC | 2029-11-15      | 7.7500%  | N/A     | $4000.00           | $4191.39           | Corporate Debt Securities                         |
| EOG RES INCSR GLBL NT | 2036-01-15      | 5.3500%  | N/A     | $3998000.00        | $4170760.24        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2035-10-31      | 5.8690%  | N/A     | $2000.00           | $2044.49           | Corporate Debt Securities                         |
| GENWORTH HLDGS INC EX | 2066-11-15      | 5.9166%  | N/A     | $2000.00           | $1638.36           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2029-01-21      | 4.1480%  | N/A     | $2000.00           | $2009.04           | Corporate Debt Securities                         |
| ILFC E-CAPITAL TR ISU | 2065-12-21      | 6.3500%  | N/A     | $200000.00         | $176118.00         | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2030-03-25      | 3.9000%  | N/A     | $8000.00           | $8030.13           | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC  | 2029-01-15      | 5.3750%  | N/A     | $14000.00          | $13777.41          | Corporate Debt Securities                         |
| MITSUBISHI CORPSR REG | 2035-09-09      | 4.8750%  | N/A     | $2000.00           | $2024.66           | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS | 2030-12-31      | 11.5000% | N/A     | $1606.00           | $1475.31           | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S  | 2042-09-19      | 6.7500%  | N/A     | $550000.00         | $498671.25         | Corporate Debt Securities                         |
| PFIZER INC SR GLBL FL | 2027-11-15      | 4.1865%  | N/A     | $240000.00         | $241262.56         | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA  | 2029-01-21      | 5.3750%  | N/A     | $372000.00         | $372995.10         | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2028-01-15      | 9.8750%  | N/A     | $400000.00         | $441140.33         | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2032-07-17      | 7.1250%  | N/A     | $56512000.00       | $59530682.67       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2043-04-16      | 4.8750%  | N/A     | $4678000.00        | $3673537.89        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2041-01-14      | 6.0000%  | N/A     | $4092000.00        | $3720310.00        | Other Instrument                                  |
| STRUCTURED ASSET MTG  | 2047-09-25      | 4.2482%  | N/A     | $698000.00         | $100232.01         | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR2025- | 2042-02-18      | 5.1025%  | N/A     | $2988000.00        | $2969778.73        | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUPSR GLB | 2036-01-15      | 5.2500%  | N/A     | $2000.00           | $2061.53           | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $2482000.00        | $2562886.31        | Corporate Debt Securities                         |
| TOTAL PLAY TELECOMUNI | 2028-12-31      | 10.5000% | N/A     | $4000.00           | $3996.50           | Corporate Debt Securities                         |
| UNITI SVC LLC/ UNITI  | 2028-04-15      | 4.7500%  | N/A     | $3508000.00        | $3564747.75        | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC  | 2029-10-01      | 5.1250%  | N/A     | $16774000.00       | $17238719.01       | Corporate Debt Securities                         |

### Security 375: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02ZF2, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALBEMARLE CORP SR GLB | 2027-06-01      | 4.6500%  | N/A     | $29130000.00       | $29659243.55       | Corporate Debt Securities |
| ALLY FINL INCSR GLBL  | 2031-01-17      | 5.5430%  | N/A     | $4000.00           | $4134.96           | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2035-05-15      | 4.5000%  | N/A     | $1170000.00        | $1189925.10        | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2045-11-15      | 5.3500%  | N/A     | $2000.00           | $2035.97           | Corporate Debt Securities |
| AUTOZONE INC SR GLBL  | 2030-04-15      | 4.0000%  | N/A     | $3318000.00        | $3346590.10        | Corporate Debt Securities |
| AVANGRID INC 3.8%29   | 2029-06-01      | 3.8000%  | N/A     | $34432000.00       | $34409542.68       | Corporate Debt Securities |
| BAE SYSTEMS PLCSR REG | 2029-03-26      | 5.1250%  | N/A     | $30000000.00       | $31666995.83       | Corporate Debt Securities |
| BALTIMORE GAS & ELEC  | 2034-06-01      | 5.3000%  | N/A     | $244000.00         | $258608.55         | Corporate Debt Securities |
| BNP PARIBASFR 2.588%0 | 2035-08-12      | 2.5880%  | N/A     | $3000000.00        | $2746825.00        | Corporate Debt Securities |
| BROOKFIELD FIN INC SR | 2031-04-15      | 2.7240%  | N/A     | $33792000.00       | $31446767.62       | Corporate Debt Securities |
| CARDINAL HEALTH INCSR | 2035-09-15      | 5.1500%  | N/A     | $9998000.00        | $10474904.60       | Corporate Debt Securities |
| CELULOSA ARAUCO Y CON | 2049-04-30      | 5.5000%  | N/A     | $4000000.00        | $3690140.00        | Corporate Debt Securities |
| CENCORA INCSR GLBL NT | 2036-02-13      | 4.9000%  | N/A     | $2000.00           | $2011.41           | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2045-07-30      | 4.6500%  | N/A     | $18000.00          | $16496.78          | Corporate Debt Securities |
| CONAGRA BRANDS INC SR | 2048-11-01      | 5.4000%  | N/A     | $3068000.00        | $2807526.80        | Corporate Debt Securities |
| CONSOLIDATED EDISON C | 2048-12-01      | 4.6500%  | N/A     | $58000.00          | $51810.14          | Corporate Debt Securities |
| CREDIT AGRICOLE S AFR | 2032-01-12      | 4.6560%  | N/A     | $7698000.00        | $7792608.42        | Corporate Debt Securities |
| CRH AMERICA FINANCE I | 2034-05-21      | 5.4000%  | N/A     | $1940000.00        | $2055294.20        | Corporate Debt Securities |
| DOMINION ENERGY INCJR | 2055-02-01      | 6.8750%  | N/A     | $3984000.00        | $4208718.63        | Corporate Debt Securities |
| EBAY INC.SR GLBL NT 2 | 2029-03-06      | 4.2500%  | N/A     | $5286000.00        | $5384447.35        | Corporate Debt Securities |
| FEDEX CORP GLBL NT 2. | 2031-05-15      | 2.4000%  | N/A     | $4158000.00        | $3840786.18        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2031-04-23      | 5.2180%  | N/A     | $33088000.00       | $34810002.46       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2028-08-23      | 4.4820%  | N/A     | $4000.00           | $4026.11           | Corporate Debt Securities |
| GOLUB CAP PRIVATE CR  | 2029-09-12      | 5.8000%  | N/A     | $30000000.00       | $31047100.00       | Corporate Debt Securities |
| HCA INC. SR GLBL NT5. | 2032-03-01      | 5.5000%  | N/A     | $3000000.00        | $3224546.67        | Corporate Debt Securities |
| HEWLETT PACKARD ENTER | 2034-10-15      | 5.0000%  | N/A     | $13800000.00       | $13901614.00       | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2030-03-25      | 3.9000%  | N/A     | $33072000.00       | $33196571.20       | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO  | 2046-06-01      | 4.3750%  | N/A     | $42692000.00       | $35568045.25       | Corporate Debt Securities |
| LLOYDS BANKING GROUP  | 2033-08-11      | 4.9760%  | N/A     | $2964000.00        | $3044358.65        | Corporate Debt Securities |
| LOWES COS INCSR GLBL  | 2027-05-03      | 3.1000%  | N/A     | $6732000.00        | $6733929.84        | Corporate Debt Securities |
| MEGA ADVANCE INVESTME | 2041-05-12      | 6.3750%  | N/A     | $27964000.00       | $32000148.99       | Corporate Debt Securities |
| MEITUANSR GLBL REGS 3 | 2032-11-05      | 4.7500%  | N/A     | $4000.00           | $4056.35           | Corporate Debt Securities |
| MERCK & CO INC SR GLB | 2065-12-04      | 5.7000%  | N/A     | $2000.00           | $2034.70           | Corporate Debt Securities |
| MORGAN STANLEY FR 2.2 | 2032-07-21      | 2.2390%  | N/A     | $2000.00           | $1794.64           | Corporate Debt Securities |
| ORIX CORPSR GLBL NT 3 | 2030-09-09      | 4.4500%  | N/A     | $1818000.00        | $1872733.92        | Corporate Debt Securities |
| ROYALTY PHARMA PLC SR | 2035-09-25      | 5.2000%  | N/A     | $2000.00           | $2077.45           | Corporate Debt Securities |
| SEMPRA GLBL NT 5.4%26 | 2026-08-01      | 5.4000%  | N/A     | $290000.00         | $292552.00         | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAP | 2040-11-12      | 6.3000%  | N/A     | $314000.00         | $368681.53         | Corporate Debt Securities |
| SMBC AVIATION CAP FIN | 2034-04-03      | 5.5500%  | N/A     | $2750000.00        | $2925285.00        | Corporate Debt Securities |
| STANDARD CHARTERED PL | 2031-05-13      | 5.3661%  | N/A     | $2764000.00        | $2847475.15        | Corporate Debt Securities |
| STAR ENERGY GEOTHERMA | 2038-10-14      | 4.8500%  | N/A     | $3200000.00        | $3160729.78        | Corporate Debt Securities |
| UBS AG N Y BRH FR 7.5 | 2028-02-15      | 7.5000%  | N/A     | $31686000.00       | $34010168.10       | Corporate Debt Securities |
| UNION PAC CORP SR GLB | 2051-10-01      | 3.7990%  | N/A     | $14000.00          | $10955.80          | Corporate Debt Securities |
| UNITED PARCEL SVCS IN | 2050-04-01      | 5.3000%  | N/A     | $978000.00         | $971833.17         | Corporate Debt Securities |
| ZIMMER BIOMET HOLDING | 2035-02-19      | 5.5000%  | N/A     | $5020000.00        | $5247668.16        | Corporate Debt Securities |

### Security 376: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SOC02Z62
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| ALPHABET INC SR GLBL  | 2045-11-15      | 5.3500%  | N/A     | $2000.00           | $2035.97           | Corporate Debt Securities          |
| APPLE INCSR GLBL NT 2 | 2029-08-08      | 3.2500%  | N/A     | $19000000.00       | $18784450.28       | Corporate Debt Securities          |
| ARROW ELECTRS INCGLBL | 2032-02-15      | 2.9500%  | N/A     | $18218000.00       | $16463120.79       | Corporate Debt Securities          |
| BARCLAYS BANK PLCFR 4 | 2027-06-16      | 4.4000%  | N/A     | $22322000.00       | $23097168.65       | Corporate Debt Securities          |
| BLACKSTONE PRIVATE CR | 2028-11-27      | 7.3000%  | N/A     | $14928000.00       | $15921309.12       | Corporate Debt Securities          |
| BRIXMOR OPERATING PRT | 2031-08-16      | 2.5000%  | N/A     | $29600000.00       | $26868331.11       | Corporate Debt Securities          |
| CITIGROUP INCJR SB GL | 2035-02-13      | 5.8270%  | N/A     | $14740000.00       | $15378331.26       | Corporate Debt Securities          |
| CNPC OVERSEAS CAPITAL | 2041-04-28      | 5.9500%  | N/A     | $15000000.00       | $17337870.83       | Corporate Debt Securities          |
| CROWN CASTLE INC SR G | 2026-06-15      | 3.7000%  | N/A     | $14106000.00       | $14196419.46       | Corporate Debt Securities          |
| ENTERPRISE PRODS OPER | 2041-02-01      | 5.9500%  | N/A     | $14582000.00       | $15624426.67       | Corporate Debt Securities          |
| FRONTIER COMMUNICATIO | 2028-05-01      | 5.0000%  | N/A     | $18500000.00       | $18806380.56       | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2029-01-21      | 4.1480%  | N/A     | $10688000.00       | $10736288.38       | Corporate Debt Securities          |
| HEWLETT PACKARD ENTER | 2027-09-15      | 4.0500%  | N/A     | $15986000.00       | $16293490.71       | Corporate Debt Securities          |
| HSBC HLDGS PLC SR GLB | 2034-03-09      | 6.2540%  | N/A     | $18948000.00       | $21252177.86       | Corporate Debt Securities          |
| LEGGETT & PLATT INC3. | 2027-11-15      | 3.5000%  | N/A     | $16396000.00       | $16348888.83       | Corporate Debt Securities          |
| LENOVO GROUP LTD SR G | 2032-07-27      | 6.5360%  | N/A     | $23998000.00       | $26527309.21       | Corporate Debt Securities          |
| LG CHEM LTDGLBL REGS  | 2031-07-07      | 2.3750%  | N/A     | $17280000.00       | $15621268.80       | Corporate Debt Securities          |
| LOEWS CORP SR GLBL NT | 2036-04-01      | 4.9400%  | N/A     | $4000.00           | $4005.30           | Corporate Debt Securities          |
| MICRON TECHNOLOGY INC | 2035-11-01      | 6.0500%  | N/A     | $7912000.00        | $8741450.12        | Corporate Debt Securities          |
| MIZUHO FINANCIAL GROU | 2030-05-26      | 5.3760%  | N/A     | $15600000.00       | $16401985.60       | Corporate Debt Securities          |
| MORGAN STANLEY FR 2.2 | 2032-07-21      | 2.2390%  | N/A     | $2982000.00        | $2675805.26        | Corporate Debt Securities          |
| NTT FINANCE CORP SR G | 2026-04-03      | 1.1620%  | N/A     | $23900000.00       | $23944645.20       | Corporate Debt Securities          |
| ONCOR ELEC DELIVERY C | 2045-04-01      | 3.7500%  | N/A     | $30000000.00       | $24440950.00       | Corporate Debt Securities          |
| SOCIEDAD QUIMICA Y MI | 2056-04-22      | 5.6250%  | N/A     | $2000.00           | $2032.96           | Corporate Debt Securities          |
| T MOBILE USA INC SR G | 2055-01-15      | 5.5000%  | N/A     | $2396000.00        | $2308801.57        | Corporate Debt Securities          |
| UBS GROUP AG SR GLBL  | 2029-12-23      | 4.5303%  | N/A     | $19616000.00       | $19794313.30       | Corporate Debt Securities          |
| UBS GROUP AG SR REGS  | 2029-09-22      | 6.2460%  | N/A     | $15878000.00       | $17132401.70       | Corporate Debt Securities          |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $200.00            | $195.32            | U.S. Treasuries (including strips) |
| WILLIAMS COS INC SR G | 2030-11-15      | 3.5000%  | N/A     | $15944000.00       | $15597962.05       | Corporate Debt Securities          |

### Security 377: STANDARD CHARTERED BANK - NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTQ3, C.4 - ISIN: US85325VTQ31, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $75019711.50
- **C.18.a - Value (excl. sponsor support):** $75019711.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 378: STANDARD CHARTERED BANK - NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VUA6, C.4 - ISIN: US85325VUA69, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $114999898.80
- **C.18.a - Value (excl. sponsor support):** $114999898.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: STARBIRD FUNDING CORPORATION

- **C.1 - Title:** STARBIRD FUNDING CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PPD2, C.4 - ISIN: US85520PPD23, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $83016898.80
- **C.18.a - Value (excl. sponsor support):** $83016898.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: STARBIRD FUNDING CORPORATION

- **C.1 - Title:** STARBIRD FUNDING CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNX0, C.4 - ISIN: US85520PNX05, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $100000700.00
- **C.18.a - Value (excl. sponsor support):** $100000700.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 381: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCE0, C.4 - ISIN: US86564KCE01, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $175024115.00
- **C.18.a - Value (excl. sponsor support):** $175024115.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 382: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCS9, C.4 - ISIN: US86564KCS96, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $100034030.00
- **C.18.a - Value (excl. sponsor support):** $100034030.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 383: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LC91, C.4 - ISIN: US86562LC918, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $174822410.00
- **C.18.a - Value (excl. sponsor support):** $174822410.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 384: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCL4, C.4 - ISIN: US86564KCL44, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $120032004.00
- **C.18.a - Value (excl. sponsor support):** $120032004.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 385: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCF7, C.4 - ISIN: US86564KCF75, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $67008917.70
- **C.18.a - Value (excl. sponsor support):** $67008917.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 386: SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3274806184, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: YCA2352
- **C.18 - Value (incl. sponsor support):** $123243937.50
- **C.18.a - Value (excl. sponsor support):** $123243937.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 387: SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3291844127, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: YFCDB02
- **C.18 - Value (incl. sponsor support):** $126898912.50
- **C.18.a - Value (excl. sponsor support):** $126898912.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: SUMITOMO MITSUI BANKING CORPORATION-NY

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION-NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTS9, C.4 - ISIN: US86565GTS92, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $100010100.00
- **C.18.a - Value (excl. sponsor support):** $100010100.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: SUMITOMO MITSUI BANKING CORPORATION-NY

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION-NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXP0, C.4 - ISIN: US86565GXP08, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $50002580.00
- **C.18.a - Value (excl. sponsor support):** $50002580.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XHE7, C.4 - ISIN: US86564XHE76, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $147425205.00
- **C.18.a - Value (excl. sponsor support):** $147425205.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 391: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XC51, C.4 - ISIN: US86564XC513, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $194882512.50
- **C.18.a - Value (excl. sponsor support):** $194882512.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 392: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XC69, C.4 - ISIN: US86564XC695, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $77945134.80
- **C.18.a - Value (excl. sponsor support):** $77945134.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 393: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XCW2, C.4 - ISIN: US86564XCW20, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $99678100.00
- **C.18.a - Value (excl. sponsor support):** $99678100.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 394: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEQ2, C.4 - ISIN: US86564TEQ22, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $228012540.00
- **C.18.a - Value (excl. sponsor support):** $228012540.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 395: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TKZ5, C.4 - ISIN: US86564TKZ56, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $165021846.00
- **C.18.a - Value (excl. sponsor support):** $165021846.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 396: SUMITOMO MITSUI TRUST BANK LIMITED

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3181510671, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: P2049F7
- **C.18 - Value (incl. sponsor support):** $101886157.80
- **C.18.a - Value (excl. sponsor support):** $101886157.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 397: SUTTER HEALTH

- **C.1 - Title:** SUTTER HEALTH
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 86944FEK6, C.4 - ISIN: US86944FEK66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44616366.00
- **C.18.a - Value (excl. sponsor support):** $44616366.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 398: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KFA5, C.4 - ISIN: US86960KFA51, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $122714268.80
- **C.18.a - Value (excl. sponsor support):** $122714268.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 399: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KGF3, C.4 - ISIN: US86960KGF30, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $49299925.00
- **C.18.a - Value (excl. sponsor support):** $49299925.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 400: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KF15, C.4 - ISIN: US86960KF158, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $99051320.00
- **C.18.a - Value (excl. sponsor support):** $99051320.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 401: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNH9, C.4 - ISIN: US86960LNH95, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $46024991.80
- **C.18.a - Value (excl. sponsor support):** $46024991.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 402: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KEB4, C.4 - ISIN: US86960KEB44, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $198510980.00
- **C.18.a - Value (excl. sponsor support):** $198510980.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 403: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KEU2, C.4 - ISIN: US86960KEU25, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $119899698.60
- **C.18.a - Value (excl. sponsor support):** $119899698.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 404: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KG71, C.4 - ISIN: US86960KG719, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $113491648.50
- **C.18.a - Value (excl. sponsor support):** $113491648.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 405: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KFV9, C.4 - ISIN: US86960KFV98, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $108653633.00
- **C.18.a - Value (excl. sponsor support):** $108653633.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 406: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KCH3, C.4 - ISIN: US86960KCH32, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $129759201.00
- **C.18.a - Value (excl. sponsor support):** $129759201.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 407: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KEK4, C.4 - ISIN: US86960KEK43, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $97193969.60
- **C.18.a - Value (excl. sponsor support):** $97193969.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TTR7, C.4 - ISIN: US86959TTR76, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $58005173.60
- **C.18.a - Value (excl. sponsor support):** $58005173.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 409: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSL1, C.4 - ISIN: US86959TSL16, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $75055335.00
- **C.18.a - Value (excl. sponsor support):** $75055335.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 410: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TPX8, C.4 - ISIN: US86959TPX80, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $55036481.50
- **C.18.a - Value (excl. sponsor support):** $55036481.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 411: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRN8, C.4 - ISIN: US86959TRN80, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $75040620.00
- **C.18.a - Value (excl. sponsor support):** $75040620.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 412: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XES5, C.4 - ISIN: US87020XES53, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $72349628.40
- **C.18.a - Value (excl. sponsor support):** $72349628.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 413: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XF39, C.4 - ISIN: US87020XF393, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $125767579.30
- **C.18.a - Value (excl. sponsor support):** $125767579.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 414: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XEB2, C.4 - ISIN: US87020XEB29, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $48632411.80
- **C.18.a - Value (excl. sponsor support):** $48632411.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 415: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XJV3, C.4 - ISIN: US87020XJV38, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $97834900.00
- **C.18.a - Value (excl. sponsor support):** $97834900.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 416: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFN3, C.4 - ISIN: US87020YFN31, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $92001996.40
- **C.18.a - Value (excl. sponsor support):** $92001996.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 417: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XED8, C.4 - ISIN: US87020XED84, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $59538474.00
- **C.18.a - Value (excl. sponsor support):** $59538474.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 418: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XGD6, C.4 - ISIN: US87020XGD66, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $49308570.00
- **C.18.a - Value (excl. sponsor support):** $49308570.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 419: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XE14, C.4 - ISIN: US87020XE149, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $211607363.40
- **C.18.a - Value (excl. sponsor support):** $211607363.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 420: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XLD0, C.4 - ISIN: US87020XLD02, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $73048875.00
- **C.18.a - Value (excl. sponsor support):** $73048875.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-13
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 421: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03TG9
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALGONQUIN POWER & UTI | 2026-06-15      | 5.3650%  | N/A     | $1000.00           | $1014.29           | Corporate Debt Securities |
| AMER AIRLINES PT TR 2 | 2028-11-01      | 3.3750%  | N/A     | $135000.00         | $63951.47          | Asset-Backed Securities   |
| APA CORPORATIONSR GLB | 2040-09-01      | 5.1000%  | N/A     | $2000.00           | $1880.89           | Corporate Debt Securities |
| APLD COMPUTECO LLC 1L | 2030-12-15      | 9.2500%  | N/A     | $4850000.00        | $5237678.01        | Corporate Debt Securities |
| AT&T INC SR NT 5.55%4 | 2041-08-15      | 5.5500%  | N/A     | $122000.00         | $122628.30         | Corporate Debt Securities |
| CALIFORNIA STGO BDS   | 2040-03-01      | 7.6250%  | N/A     | $5000.00           | $6318.54           | Other Instrument          |
| CARVANA CO 1LIEN GLBL | 2031-06-01      | 9.0000%  | N/A     | $3547000.00        | $3931837.68        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE | 2039-01-26      | 6.9500%  | N/A     | $464000.00         | $531105.87         | Corporate Debt Securities |
| ENEL FIN INTL N.V. SR | 2037-09-15      | 6.8000%  | N/A     | $139000.00         | $161964.19         | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 L | 2038-03-31      | 4.1250%  | N/A     | $275000.00         | $204492.23         | Corporate Debt Securities |
| GALLAGHER ARTHUR J &  | 2051-05-20      | 3.5000%  | N/A     | $11552000.00       | $8147978.58        | Corporate Debt Securities |
| GENWORTH HLDGS INC EX | 2066-11-15      | 5.9166%  | N/A     | $641000.00         | $525095.80         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2029-10-21      | 4.6017%  | N/A     | $466000.00         | $469603.66         | Corporate Debt Securities |
| HASBRO INC SR NT 6.35 | 2040-03-15      | 6.3500%  | N/A     | $185000.00         | $204770.03         | Corporate Debt Securities |
| HOWARD MIDSTREAM ENER | 2032-07-15      | 7.3750%  | N/A     | $111000.00         | $118293.16         | Corporate Debt Securities |
| ILLINOIS MUN ELEC AGY | 2035-02-01      | 7.2880%  | N/A     | $10000.00          | $3958.91           | Other Instrument          |
| LOUISIANA LOC GOVT EN | 2039-12-01      | 5.1980%  | N/A     | $5000.00           | $5292.79           | Other Instrument          |
| METROPOLITAN WASH D C | 2046-10-01      | 7.4620%  | N/A     | $5000.00           | $6235.06           | Other Instrument          |
| MORGAN STANLEY FR 5.0 | 2037-01-30      | 5.0730%  | N/A     | $16000.00          | $16184.37          | Corporate Debt Securities |
| MORGAN STANLEY VR 012 | 2030-01-09      | 4.4797%  | N/A     | $224000.00         | $224898.83         | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT | 2032-02-15      | 8.5000%  | N/A     | $3828000.00        | $4124682.76        | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2030-09-26      | 4.4500%  | N/A     | $29525000.00       | $29556452.33       | Corporate Debt Securities |
| SANTANDER UK GROUP HO | 2029-09-22      | 4.7603%  | N/A     | $1771000.00        | $1792719.50        | Corporate Debt Securities |
| SINCLAIR TELEVISION G | 2033-02-15      | 9.7500%  | N/A     | $14203000.00       | $15775982.25       | Corporate Debt Securities |
| SKILLZ INC 1LIEN GLBL | 2026-12-15      | 10.2500% | N/A     | $75000.00          | $76631.25          | Corporate Debt Securities |
| SOCIEDAD QUIMICA Y MI | 2033-11-07      | 6.5000%  | N/A     | $200000.00         | $222268.22         | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC | 2027-09-30      | 5.5000%  | N/A     | $8828000.00        | $9021495.05        | Corporate Debt Securities |
| TEXAS NAT GAS SECURIT | 2041-04-01      | 5.1690%  | N/A     | $5000.00           | $5296.17           | Other Instrument          |
| TRIBOROUGH BRDG & TUN | 2035-05-15      | 2.5110%  | N/A     | $5000.00           | $4359.52           | Other Instrument          |
| WESTPAC BKG CORP COCO | 2031-11-23      | 4.3220%  | N/A     | $2000.00           | $2023.19           | Corporate Debt Securities |

### Security 422: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03TH7
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AIR CDA INC1LIEN GLBL | 2026-08-15      | 3.8750%  | N/A     | $6134000.00        | $6118675.22        | Corporate Debt Securities |
| CARVANA CO 1LIEN GLBL | 2031-06-01      | 9.0000%  | N/A     | $2509000.00        | $2781218.14        | Corporate Debt Securities |
| CVR ENERGY INC SR 144 | 2034-02-15      | 7.8750%  | N/A     | $16509000.00       | $16291266.93       | Corporate Debt Securities |
| DISCOVERY COMMUNICATI | 2030-05-15      | 3.6250%  | N/A     | $15000000.00       | $14460312.50       | Corporate Debt Securities |
| MO TR GA AU/MS DI EN  | 2029-12-15      | 13.2500% | N/A     | $14189000.00       | $16586941.00       | Corporate Debt Securities |
| NEXSTAR BROADCASTING  | 2027-07-15      | 5.6250%  | N/A     | $15750000.00       | $15850681.88       | Corporate Debt Securities |
| PARAMOUNT GLOBAL SR G | 2031-01-15      | 4.9500%  | N/A     | $16864000.00       | $16196101.28       | Corporate Debt Securities |
| SIRIUS XM RADIO INCSR | 2027-08-01      | 5.0000%  | N/A     | $16810000.00       | $16874232.88       | Corporate Debt Securities |
| STONEX ESCROW ISSUER  | 2032-07-15      | 6.8750%  | N/A     | $14899000.00       | $15616697.25       | Corporate Debt Securities |
| VISTRA OPERATIONS CO  | 2027-07-31      | 5.0000%  | N/A     | $15000000.00       | $15060900.00       | Corporate Debt Securities |

### Security 423: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03TI5
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN MUN PWR OHIO | 2041-02-15      | 7.8340%  | N/A     | $20760000.00       | $25714401.68       | Other Instrument |
| BOYS TOWN VLG NEB REV | 2055-07-01      | 5.0000%  | N/A     | $30800000.00       | $31462165.78       | Other Instrument |
| CALIFORNIA ST PUB WKS | 2034-10-01      | 8.3610%  | N/A     | $17050000.00       | $19610476.39       | Other Instrument |
| CALIFORNIA STGO BDS   | 2040-11-01      | 7.6000%  | N/A     | $15000000.00       | $19006933.33       | Other Instrument |
| CARTERSVILLE GA WTR & | 2056-06-01      | 5.0000%  | N/A     | $12850000.00       | $13490058.50       | Other Instrument |
| CHICAGO ILL TRAN AUTH | 2040-12-01      | 6.2000%  | N/A     | $16015000.00       | $16910758.73       | Other Instrument |
| LOS ANGELES CALIF DEP | 2045-07-01      | 6.5740%  | N/A     | $13955000.00       | $15440457.03       | Other Instrument |
| LOS ANGELES CALIF DEP | 2050-05-15      | 4.0000%  | N/A     | $4475000.00        | $4118536.42        | Other Instrument |
| LOUISIANA PUB FACS AU | 2059-09-01      | 5.5000%  | N/A     | $19395000.00       | $20410500.65       | Other Instrument |
| LOUISIANA PUB FACS AU | 2066-09-01      | 5.0000%  | N/A     | $17500000.00       | $17348002.78       | Other Instrument |
| METROPOLITAN GOVT NAS | 2043-07-01      | 7.4310%  | N/A     | $35105000.00       | $40653321.85       | Other Instrument |
| METROPOLITAN TRANSN A | 2054-11-15      | 4.0000%  | N/A     | $15360000.00       | $14359654.40       | Other Instrument |
| MICHIGAN ST UNIV REVS | 2048-08-15      | 4.4960%  | N/A     | $14575000.00       | $13781371.82       | Other Instrument |
| MIDLAND TEX INDPT SCH | 2054-02-15      | 4.0000%  | N/A     | $15905000.00       | $14597502.97       | Other Instrument |
| MONROE CNTY N Y INDL  | 2050-07-01      | 4.0000%  | N/A     | $30025000.00       | $28114275.72       | Other Instrument |
| MULTNOMAH CNTY ORE SC | 2052-06-15      | 5.0000%  | N/A     | $19830000.00       | $21030838.70       | Other Instrument |
| MULTNOMAH CNTY ORE SC | 2051-06-15      | 5.0000%  | N/A     | $27850000.00       | $29652916.17       | Other Instrument |
| NEW JERSEY ST TPK AUT | 2041-01-01      | 7.1020%  | N/A     | $17000000.00       | $20394008.44       | Other Instrument |
| NEW JERSEY ST TRANSN  | 2033-12-15      | 0.0000%  | N/A     | $17000000.00       | $13720870.00       | Other Instrument |
| NEW JERSEY ST TRANSN  | 2045-06-15      | 4.0000%  | N/A     | $14140000.00       | $14051200.80       | Other Instrument |
| NEW YORK ST DORM AUTH | 2053-03-15      | 5.0000%  | N/A     | $12500000.00       | $13317250.00       | Other Instrument |
| NEW YORK ST PWR AUTH  | 2061-11-15      | 4.0000%  | N/A     | $19385000.00       | $18037613.27       | Other Instrument |
| SAN ANTONIO TEX ELEC  | 2054-02-01      | 5.0000%  | N/A     | $15920000.00       | $16551086.49       | Other Instrument |
| SOUTH BROWARD HOSP DI | 2048-05-01      | 4.0000%  | N/A     | $14000000.00       | $13439564.44       | Other Instrument |
| TEXAS WTR DEV BRD REV | 2050-10-15      | 4.7500%  | N/A     | $54595000.00       | $57190249.15       | Other Instrument |
| TRIBOROUGH BRDG & TUN | 2052-05-15      | 5.0000%  | N/A     | $15545000.00       | $17519007.73       | Other Instrument |
| TRIBOROUGH BRDG & TUN | 2054-11-15      | 4.0000%  | N/A     | $19900000.00       | $18267868.33       | Other Instrument |
| WASHINGTON STMTR VEH  | 2046-06-01      | 5.0000%  | N/A     | $15765000.00       | $17177964.40       | Other Instrument |
| WAXAHACHIE TEX INDPT  | 2053-02-15      | 4.0000%  | N/A     | $16850000.00       | $15693809.17       | Other Instrument |

### Security 424: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03U28
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMGEN INCSR GLBL NT 5 | 2053-09-01      | 2.7700%  | N/A     | $31000000.00       | $19265948.89       | Corporate Debt Securities |
| ANTARES HLDGS LP SR 1 | 2029-02-08      | 6.5000%  | N/A     | $20600000.00       | $21171867.44       | Corporate Debt Securities |
| ARIZONA PUB SVC CO SR | 2046-05-15      | 3.7500%  | N/A     | $26000000.00       | $20480850.00       | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD  | 2031-01-30      | 4.7000%  | N/A     | $1268000.00        | $1282977.90        | Corporate Debt Securities |
| BANK AMERICA CORPFR 5 | 2044-01-21      | 5.0000%  | N/A     | $10061000.00       | $9860584.88        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2034-06-08      | 6.3770%  | N/A     | $18953000.00       | $20819187.67       | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2034-11-02      | 7.9640%  | N/A     | $17616000.00       | $21215487.07       | Corporate Debt Securities |
| EQUINOR ASASR GLBL NT | 2035-11-14      | 4.7500%  | N/A     | $20112000.00       | $20461149.91       | Corporate Debt Securities |
| HCA INC. SR SEC GLBL  | 2051-07-15      | 3.5000%  | N/A     | $28439000.00       | $19748989.57       | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2046-05-19      | 4.1000%  | N/A     | $26000000.00       | $20532488.89       | Corporate Debt Securities |
| KINDER MORGAN ENERGY  | 2040-11-15      | 7.5000%  | N/A     | $17588000.00       | $21768139.96       | Corporate Debt Securities |
| LXP INDUSTRIAL TRUST  | 2028-11-15      | 6.7500%  | N/A     | $18318000.00       | $19745613.33       | Corporate Debt Securities |
| MORGAN STANLEY FR 2.5 | 2032-10-20      | 2.5110%  | N/A     | $22835000.00       | $20846944.94       | Corporate Debt Securities |
| MORGAN STANLEY FR 2.9 | 2033-01-21      | 2.9430%  | N/A     | $23048000.00       | $21276830.34       | Corporate Debt Securities |
| NATIONWIDE BLDG SOC G | 2032-10-18      | 4.1250%  | N/A     | $20200000.00       | $20423235.25       | Corporate Debt Securities |
| NORFOLK SOUTHN CORPSR | 2053-06-01      | 4.5500%  | N/A     | $22452000.00       | $19428825.73       | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP | 2038-02-27      | 5.2500%  | N/A     | $20000000.00       | $20052400.00       | Corporate Debt Securities |
| ROYALTY PHARMA PLC SR | 2040-09-02      | 3.3000%  | N/A     | $25377000.00       | $20389700.49       | Corporate Debt Securities |
| SOCIETE GENERALE FR 4 | 2030-04-12      | 4.4500%  | N/A     | $19500000.00       | $19683348.75       | Corporate Debt Securities |
| UBS GROUP AG SR GLBL  | 2034-01-12      | 5.9590%  | N/A     | $19750000.00       | $21368487.81       | Corporate Debt Securities |
| VALERO ENERGY CORP SR | 2037-06-15      | 6.6250%  | N/A     | $16829000.00       | $19083749.42       | Corporate Debt Securities |
| WESTERN ALLIANCE BK P | 2035-11-15      | 6.5370%  | N/A     | $20510000.00       | $21224717.10       | Corporate Debt Securities |

### Security 425: TEXAS ST

- **C.1 - Title:** TEXAS ST
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2056-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 426: TEXAS ST

- **C.1 - Title:** TEXAS ST
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724F36, C.4 - ISIN: US882724F368, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $19500000.00
- **C.18.a - Value (excl. sponsor support):** $19500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aaa; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 427: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LE86, C.4 - ISIN: US06417LE868, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $118040698.20
- **C.18.a - Value (excl. sponsor support):** $118040698.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 428: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LE78, C.4 - ISIN: US06417LE785, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $110037906.00
- **C.18.a - Value (excl. sponsor support):** $110037906.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 429: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KF20, C.4 - ISIN: US06417KF206, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $122774532.80
- **C.18.a - Value (excl. sponsor support):** $122774532.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 430: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LF36, C.4 - ISIN: US06417LF360, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $25011740.00
- **C.18.a - Value (excl. sponsor support):** $25011740.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 431: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KM14, C.4 - ISIN: US06417KM145, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $140987589.00
- **C.18.a - Value (excl. sponsor support):** $140987589.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 432: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KF95, C.4 - ISIN: US06417KF958, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $122689208.40
- **C.18.a - Value (excl. sponsor support):** $122689208.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 433: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LG43, C.4 - ISIN: US06417LG434, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $111998678.40
- **C.18.a - Value (excl. sponsor support):** $111998678.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 434: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KPC7, C.4 - ISIN: US06417KPC70, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $105230463.90
- **C.18.a - Value (excl. sponsor support):** $105230463.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 435: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KC31, C.4 - ISIN: US06417KC310, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $24989860.00
- **C.18.a - Value (excl. sponsor support):** $24989860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 436: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LG76, C.4 - ISIN: US06417LG764, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $152978472.90
- **C.18.a - Value (excl. sponsor support):** $152978472.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 437: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LF85, C.4 - ISIN: US06417LF857, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $113023922.10
- **C.18.a - Value (excl. sponsor support):** $113023922.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 438: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KLW7, C.4 - ISIN: US06417KLW70, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $79738768.00
- **C.18.a - Value (excl. sponsor support):** $79738768.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 439: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BT68, C.4 - ISIN: US50066BT685, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $20007054.00
- **C.18.a - Value (excl. sponsor support):** $20007054.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 440: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BT84, C.4 - ISIN: US50066BT842, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $25009715.00
- **C.18.a - Value (excl. sponsor support):** $25009715.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 441: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BY39, C.4 - ISIN: US50066BY396, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $24999950.00
- **C.18.a - Value (excl. sponsor support):** $24999950.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 442: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BR60, C.4 - ISIN: US50066BR606, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $50005420.00
- **C.18.a - Value (excl. sponsor support):** $50005420.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 443: THE NORINCHUKIN BANK-NEW YORK BRANCH

- **C.1 - Title:** THE NORINCHUKIN BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BHD4, C.4 - ISIN: US65603BHD47, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $125000462.50
- **C.18.a - Value (excl. sponsor support):** $125000462.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 444: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BDG8, C.4 - ISIN: US89119BDG86, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $169149133.00
- **C.18.a - Value (excl. sponsor support):** $169149133.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 445: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FFS8, C.4 - ISIN: US89120FFS83, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $170077241.20
- **C.18.a - Value (excl. sponsor support):** $170077241.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 446: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FGN8, C.4 - ISIN: US89120FGN87, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $153149849.73
- **C.18.a - Value (excl. sponsor support):** $153149849.73
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 447: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FDS0, C.4 - ISIN: US89120FDS02, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $240037404.00
- **C.18.a - Value (excl. sponsor support):** $240037404.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 448: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BDE3, C.4 - ISIN: US89119BDE39, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $212973677.40
- **C.18.a - Value (excl. sponsor support):** $212973677.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 449: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BE44, C.4 - ISIN: US89119BE440, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $99311290.00
- **C.18.a - Value (excl. sponsor support):** $99311290.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 450: THE TORONTO-DOMINION BANK LONDON BRANCH

- **C.1 - Title:** THE TORONTO-DOMINION BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3219375279, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: Y30A435
- **C.18 - Value (incl. sponsor support):** $24620882.50
- **C.18.a - Value (excl. sponsor support):** $24620882.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 451: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3PV1J
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 452: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Q3BZ
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 453: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88604GEE5, C.4 - ISIN: US88604GEE52, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $86034408.60
- **C.18.a - Value (excl. sponsor support):** $86034408.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 454: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UEF3, C.4 - ISIN: US88602UEF30, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $84324955.50
- **C.18.a - Value (excl. sponsor support):** $84324955.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 455: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603YJZ5, C.4 - ISIN: US88603YJZ51, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $46002192.36
- **C.18.a - Value (excl. sponsor support):** $46002192.36
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 456: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FDF9, C.4 - ISIN: US89152FDF99, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $39806776.00
- **C.18.a - Value (excl. sponsor support):** $39806776.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FFW0, C.4 - ISIN: US89152FFW05, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $24684045.00
- **C.18.a - Value (excl. sponsor support):** $24684045.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: TOTALENERGIES SE

- **C.1 - Title:** TOTALENERGIES SE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89158MGV0, C.4 - ISIN: US89158MGV00, C.3 - LEI: 9845000979865101C194
- **C.18 - Value (incl. sponsor support):** $49250275.00
- **C.18.a - Value (excl. sponsor support):** $49250275.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TPP4, C.4 - ISIN: US89236TPP48, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $162211904.10
- **C.18.a - Value (excl. sponsor support):** $162211904.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HES9, C.4 - ISIN: US89233HES94, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $36665416.40
- **C.18.a - Value (excl. sponsor support):** $36665416.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 461: UBS AG LONDON BRANCH

- **C.1 - Title:** UBS AG LONDON BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZY5, C.4 - ISIN: US90276JZY53, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $50007427.00
- **C.18.a - Value (excl. sponsor support):** $50007427.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: UBS AG LONDON BRANCH

- **C.1 - Title:** UBS AG LONDON BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351XE58, C.4 - ISIN: US90351XE580, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $124134037.50
- **C.18.a - Value (excl. sponsor support):** $124134037.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 463: UBS AG-STAMFORD BRANCH

- **C.1 - Title:** UBS AG-STAMFORD BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVC1, C.4 - ISIN: US90275DVC19, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $240174504.00
- **C.18.a - Value (excl. sponsor support):** $240174504.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: UNITED OVERSEAS BANK LIMITED

- **C.1 - Title:** UNITED OVERSEAS BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RLD7, C.4 - ISIN: US91127RLD79, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $199975060.00
- **C.18.a - Value (excl. sponsor support):** $199975060.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 465: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1585351635.00
- **C.18.a - Value (excl. sponsor support):** $1585351635.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 466: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $253845487.50
- **C.18.a - Value (excl. sponsor support):** $253845487.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 467: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498894655.00
- **C.18.a - Value (excl. sponsor support):** $498894655.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 468: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $867893730.00
- **C.18.a - Value (excl. sponsor support):** $867893730.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 469: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $927281954.80
- **C.18.a - Value (excl. sponsor support):** $927281954.80
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 470: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $929313111.80
- **C.18.a - Value (excl. sponsor support):** $929313111.80
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 471: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1290300768.75
- **C.18.a - Value (excl. sponsor support):** $1290300768.75
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 472: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $795977776.00
- **C.18.a - Value (excl. sponsor support):** $795977776.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 473: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $795405168.00
- **C.18.a - Value (excl. sponsor support):** $795405168.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 474: UTAH HSG CORP SF MTGE REVENUE

- **C.1 - Title:** UTAH HSG CORP SF MTGE REVENUE
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 917437QM0, C.4 - ISIN: US917437QM04, C.3 - LEI: 549300YXWQEI0S47WI02
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2055-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 475: VERTO CAPITAL I COMPARTMENT A

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544LE17, C.4 - ISIN: US92544LE179, C.3 - LEI: 635400H24DGVN77S6U37
- **C.18 - Value (incl. sponsor support):** $39731268.00
- **C.18.a - Value (excl. sponsor support):** $39731268.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 476: VERTO CAPITAL I COMPARTMENT A

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544LDQ3, C.4 - ISIN: US92544LDQ32, C.3 - LEI: 635400H24DGVN77S6U37
- **C.18 - Value (incl. sponsor support):** $49701230.00
- **C.18.a - Value (excl. sponsor support):** $49701230.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: VICTORY RECEIVABLES CORPORATION

- **C.1 - Title:** VICTORY RECEIVABLES CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LC65, C.4 - ISIN: US92646LC655, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $149892165.00
- **C.18.a - Value (excl. sponsor support):** $149892165.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 478: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVM3, C.4 - ISIN: US95001KVM34, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $93013587.30
- **C.18.a - Value (excl. sponsor support):** $93013587.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXC3, C.4 - ISIN: US95001KXC34, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $157000989.10
- **C.18.a - Value (excl. sponsor support):** $157000989.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 480: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXE9, C.4 - ISIN: US95001KXE99, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $92026275.20
- **C.18.a - Value (excl. sponsor support):** $92026275.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-24
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 481: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVJ0, C.4 - ISIN: US95001KVJ05, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $114018456.60
- **C.18.a - Value (excl. sponsor support):** $114018456.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KUX0, C.4 - ISIN: US95001KUX08, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $64989229.50
- **C.18.a - Value (excl. sponsor support):** $64989229.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVN1, C.4 - ISIN: US95001KVN17, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $92987937.90
- **C.18.a - Value (excl. sponsor support):** $92987937.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 484: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVK7, C.4 - ISIN: US95001KVK77, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $44993745.00
- **C.18.a - Value (excl. sponsor support):** $44993745.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 485: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTE4, C.4 - ISIN: US95001KTE46, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $100047020.00
- **C.18.a - Value (excl. sponsor support):** $100047020.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 486: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXM1, C.4 - ISIN: US95001KXM16, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $115004749.50
- **C.18.a - Value (excl. sponsor support):** $115004749.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 487: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KUU6, C.4 - ISIN: US95001KUU68, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $70020762.00
- **C.18.a - Value (excl. sponsor support):** $70020762.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 488: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001O70
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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     |
|:---|:---|:---|:---|:---|:---|:---|
| EVERGY MO WEST INC DI | 2026-03-25      | 0.0000%  | N/A     | $5500000.00        | $5484193.00        | Money Market |
| FIRST ABU DHABI BK P  | 2026-05-29      | 0.0000%  | N/A     | $18691208.00       | $18513043.41       | Money Market |
| GENUINE PTS CO DISC C | 2026-03-26      | 0.0000%  | N/A     | $40000000.00       | $39800000.00       | Money Market |
| GENUINE PTS CO DISC C | 2026-03-19      | 0.0000%  | N/A     | $250000.00         | $249400.50         | Money Market |
| GLOBAL PMTS INC       | 2026-03-04      | 0.0000%  | N/A     | $12814081.00       | $12805534.01       | Money Market |
| HARLEY-DAVIDSON FDG C | 2026-03-13      | 0.0000%  | N/A     | $15000000.00       | $14975430.00       | Money Market |
| HCA INC               | 2026-05-12      | 0.0000%  | N/A     | $30000000.00       | $29738430.00       | Money Market |
| HCA INC DISC COML PAP | 2026-04-02      | 0.0000%  | N/A     | $40893000.00       | $40688535.00       | Money Market |
| NGPL PIPECO LLC DISC  | 2026-03-02      | 0.0000%  | N/A     | $2400000.00        | $2388000.00        | Money Market |
| QUANTA SVCS INC       | 2026-03-02      | 0.0000%  | N/A     | $1000000.00        | $999552.00         | Money Market |
| WGL HLDGS INC         | 2026-03-06      | 0.0000%  | N/A     | $13000000.00       | $12989080.00       | Money Market |

### Security 489: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001O88
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ADAMS & WELD CNTYS CO | 2029-12-01      | 5.0000%  | N/A     | $45000.00          | $50080.25          | Other Instrument                                  |
| ADAMS CNTY PA GEN AUT | 2036-08-15      | 3.0000%  | N/A     | $40000.00          | $38181.20          | Other Instrument                                  |
| ALABAMA FED AID HWY F | 2033-09-01      | 5.0000%  | N/A     | $90000.00          | $104111.50         | Other Instrument                                  |
| ALABAMA FED AID HWY F | 2035-09-01      | 5.0000%  | N/A     | $90000.00          | $111729.00         | Other Instrument                                  |
| ALABAMA HSG FIN AUTH  | 2055-04-01      | 5.7500%  | N/A     | $210000.00         | $225983.97         | Other Instrument                                  |
| ALABAMA ST PUB HEALTH | 2035-09-01      | 3.0000%  | N/A     | $50000.00          | $50499.83          | Other Instrument                                  |
| ALABASTER ALA PUB BLD | 2050-10-01      | 2.5000%  | N/A     | $75000.00          | $49574.92          | Other Instrument                                  |
| ALACHUA CNTY FLA HEAL | 2049-12-01      | 4.0000%  | N/A     | $325000.00         | $304383.81         | Other Instrument                                  |
| ALAMEDA CALIF UNI SCH | 2039-08-01      | 3.0000%  | N/A     | $60000.00          | $58279.60          | Other Instrument                                  |
| ALAMO HEIGHTS TEX IND | 2049-02-01      | 4.1250%  | N/A     | $55000.00          | $53388.64          | Other Instrument                                  |
| ALBEMARLE CNTY VA ECO | 2030-06-01      | 5.0000%  | N/A     | $80000.00          | $90237.16          | Other Instrument                                  |
| ALBUQUERQUE N MEX MUN | 2030-08-01      | 5.0000%  | N/A     | $205000.00         | $229989.73         | Other Instrument                                  |
| ALICE TEX INDPT SCH D | 2035-08-15      | 5.0000%  | N/A     | $55000.00          | $63786.07          | Other Instrument                                  |
| ALLEGHENY CNTY PA SAN | 2039-06-01      | 5.2500%  | N/A     | $120000.00         | $136907.00         | Other Instrument                                  |
| ALLEN CNTY KANS PUB B | 2035-12-01      | 3.2500%  | N/A     | $165000.00         | $166591.24         | Other Instrument                                  |
| ALLEN PARK MICH PUB S | 2029-11-01      | 5.0000%  | N/A     | $140000.00         | $155813.16         | Other Instrument                                  |
| AMBRIDGE BORO PA MUN  | 2041-10-15      | 3.0000%  | N/A     | $75000.00          | $68738.25          | Other Instrument                                  |
| AMERICAN MUN PWR OHIO | 2035-02-15      | 5.0000%  | N/A     | $75000.00          | $81359.00          | Other Instrument                                  |
| AMITYVILLE N Y UN FRE | 2037-06-15      | 4.0000%  | N/A     | $40000.00          | $41986.80          | Other Instrument                                  |
| ANAHEIM CALIF ELEM SC | 2042-08-01      | 2.7500%  | N/A     | $125000.00         | $103424.51         | Other Instrument                                  |
| ANNE ARUNDEL CNTY MD  | 2032-04-01      | 5.0000%  | N/A     | $35000.00          | $41260.72          | Other Instrument                                  |
| APPLETON WIS AREA SCH | 2032-03-01      | 5.0000%  | N/A     | $90000.00          | $101384.50         | Other Instrument                                  |
| ARGYLE TEX INDPT SCH  | 2049-08-15      | 4.0000%  | N/A     | $50000.00          | $47214.17          | Other Instrument                                  |
| ARIZONA BRD REGENTS U | 2038-08-01      | 5.0000%  | N/A     | $40000.00          | $46355.24          | Other Instrument                                  |
| ARIZONA ST UNIV REVS  | 2035-07-01      | 5.0000%  | N/A     | $110000.00         | $130789.76         | Other Instrument                                  |
| ARIZONA ST UNIV REVS  | 2037-07-01      | 5.0000%  | N/A     | $70000.00          | $81579.24          | Other Instrument                                  |
| ARIZONA ST UNIV REVS  | 2038-07-01      | 5.0000%  | N/A     | $70000.00          | $79773.24          | Other Instrument                                  |
| ARLINGTON CNTY VAGO P | 2032-06-15      | 5.0000%  | N/A     | $50000.00          | $57381.50          | Other Instrument                                  |
| ARLINGTON CNTY VAGO P | 2033-06-15      | 5.0000%  | N/A     | $50000.00          | $58416.00          | Other Instrument                                  |
| ARLINGTON TEX HIGHER  | 2047-08-15      | 2.3750%  | N/A     | $130000.00         | $88434.02          | Other Instrument                                  |
| ARLINGTON TEX HIGHER  | 2040-08-15      | 2.0000%  | N/A     | $170000.00         | $129971.23         | Other Instrument                                  |
| ASHLAND MO SPL OBLIG  | 2040-01-01      | 5.2500%  | N/A     | $35000.00          | $40065.78          | Other Instrument                                  |
| ATHENS ALA GO WTS 202 | 2040-05-01      | 5.0000%  | N/A     | $40000.00          | $45574.04          | Other Instrument                                  |
| ATHENS-CLARKE CNTY GA | 2036-06-15      | 3.1250%  | N/A     | $50000.00          | $50329.00          | Other Instrument                                  |
| ATLANTA & FULTON CNTY | 2029-12-01      | 5.0000%  | N/A     | $200000.00         | $223258.89         | Other Instrument                                  |
| ATLANTA GA ARPT REVGE | 2039-07-01      | 5.0000%  | N/A     | $40000.00          | $45609.11          | Other Instrument                                  |
| ATLANTIC IOWAGEN OBLI | 2032-06-01      | 5.0000%  | N/A     | $75000.00          | $85998.33          | Other Instrument                                  |
| ATTLEBORO MASS UNLTD  | 2038-11-01      | 2.1250%  | N/A     | $120000.00         | $101024.07         | Other Instrument                                  |
| AUBREY TEX INDPT SCH  | 2048-02-15      | 4.0000%  | N/A     | $40000.00          | $38192.93          | Other Instrument                                  |
| AUBURN UNIV ALA GEN F | 2031-06-01      | 5.0000%  | N/A     | $50000.00          | $57346.72          | Other Instrument                                  |
| AUBURN UNIV ALA GEN F | 2036-06-01      | 5.0000%  | N/A     | $70000.00          | $83830.91          | Other Instrument                                  |
| AURORA COLO SWR IMPT  | 2041-08-01      | 5.0000%  | N/A     | $50000.00          | $57670.56          | Other Instrument                                  |
| AURORA ILL GO BDS 202 | 2034-12-30      | 4.0000%  | N/A     | $35000.00          | $38452.17          | Other Instrument                                  |
| AURORA ILL GO LIBRARY | 2041-12-30      | 4.0000%  | N/A     | $75000.00          | $75489.25          | Other Instrument                                  |
| AUSTIN TEX WTR & WAST | 2028-11-15      | 5.0000%  | N/A     | $35000.00          | $38163.88          | Other Instrument                                  |
| AUSTIN TEX WTR & WAST | 2051-11-15      | 4.0000%  | N/A     | $190000.00         | $181975.03         | Other Instrument                                  |
| AVON IND CMNTY SCH BL | 2042-07-15      | 5.0000%  | N/A     | $35000.00          | $40106.31          | Other Instrument                                  |
| AVONDALE MICH SCH DIS | 2030-05-01      | 5.0000%  | N/A     | $105000.00         | $117901.47         | Other Instrument                                  |
| AZLE TEX INDPT SCH DI | 2033-02-15      | 5.0000%  | N/A     | $45000.00          | $51557.25          | Other Instrument                                  |
| BALTIMORE CNTY MDGO R | 2030-07-01      | 5.0000%  | N/A     | $130000.00         | $146587.71         | Other Instrument                                  |
| BANQUETE TEX INDPT SC | 2036-08-01      | 5.0000%  | N/A     | $55000.00          | $63355.11          | Other Instrument                                  |
| BARREN CNTY KY PUB PP | 2039-12-01      | 5.0000%  | N/A     | $50000.00          | $57914.89          | Other Instrument                                  |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 7.0920%  | N/A     | $1990000.00        | $1527269.29        | Private Label Collateralized Mortgage Obligations |
| BEAVERTON ORE WTR REV | 2030-04-01      | 5.0000%  | N/A     | $155000.00         | $175583.66         | Other Instrument                                  |
| BELLINGHAM WASHLTD TA | 2039-12-01      | 5.0000%  | N/A     | $65000.00          | $75103.24          | Other Instrument                                  |
| BENICIA CALIF UNI SCH | 2044-08-01      | 5.0000%  | N/A     | $135000.00         | $152136.60         | Other Instrument                                  |
| BENICIA CALIF UNI SCH | 2043-08-01      | 5.0000%  | N/A     | $40000.00          | $45645.51          | Other Instrument                                  |
| BENICIA CALIF UNI SCH | 2051-08-01      | 5.0000%  | N/A     | $450000.00         | $483470.00         | Other Instrument                                  |
| BENTON CNTY WASH PUB  | 2035-11-01      | 5.0000%  | N/A     | $35000.00          | $40615.79          | Other Instrument                                  |
| BENTONVILLE ARK SCH D | 2048-06-01      | 2.2500%  | N/A     | $100000.00         | $66356.50          | Other Instrument                                  |
| BERKELEY CALIF GO BDS | 2041-09-01      | 2.7500%  | N/A     | $95000.00          | $83669.77          | Other Instrument                                  |
| BERKLEY MICH SCH DIST | 2037-05-01      | 5.0000%  | N/A     | $250000.00         | $295905.28         | Other Instrument                                  |
| BEVERLY HILLS CALIF U | 2035-08-01      | 0.0000%  | N/A     | $100000.00         | $72282.00          | Other Instrument                                  |
| BIG SKY RESORT AREA D | 2037-07-01      | 5.0000%  | N/A     | $65000.00          | $76575.42          | Other Instrument                                  |
| BIGFORK RURAL FIRE DI | 2035-07-01      | 5.0000%  | N/A     | $185000.00         | $220578.38         | Other Instrument                                  |
| BIGFORK RURAL FIRE DI | 2033-07-01      | 5.0000%  | N/A     | $125000.00         | $146340.69         | Other Instrument                                  |
| BIGFORK RURAL FIRE DI | 2029-07-01      | 5.0000%  | N/A     | $100000.00         | $109172.56         | Other Instrument                                  |
| BLOOMFIELD CHARTER TW | 2038-04-01      | 5.0000%  | N/A     | $35000.00          | $40495.62          | Other Instrument                                  |
| BOISE ST UNIV IDAHO R | 2036-04-01      | 3.0000%  | N/A     | $100000.00         | $99688.67          | Other Instrument                                  |
| BRAINTREE MASS MUN PU | 2039-06-01      | 2.1250%  | N/A     | $40000.00          | $33161.06          | Other Instrument                                  |
| BRAZOS CNTY TEXCTFS O | 2038-09-01      | 2.0000%  | N/A     | $70000.00          | $57716.94          | Other Instrument                                  |
| BRAZOSPORT TEX COLLEG | 2035-02-15      | 3.0000%  | N/A     | $35000.00          | $35036.75          | Other Instrument                                  |
| BRISTOL TENN GO REF B | 2029-06-01      | 5.0000%  | N/A     | $40000.00          | $44030.18          | Other Instrument                                  |
| BRISTOL TWP PA SCH DI | 2040-06-01      | 4.1250%  | N/A     | $145000.00         | $151447.30         | Other Instrument                                  |
| BRISTOL TWP PA SCH DI | 2040-06-01      | 3.0000%  | N/A     | $375000.00         | $347020.00         | Other Instrument                                  |
| BROWARD CNTY FLA SCH  | 2038-07-01      | 5.0000%  | N/A     | $245000.00         | $276548.11         | Other Instrument                                  |
| BROWNSBURG IND 1999 S | 2038-07-15      | 5.0000%  | N/A     | $200000.00         | $228380.67         | Other Instrument                                  |
| BRYAN TEX RURAL ELEC  | 2050-07-01      | 5.0000%  | N/A     | $770000.00         | $813576.87         | Other Instrument                                  |
| BUFFALO N YGEN IMPT B | 2034-04-01      | 4.0000%  | N/A     | $40000.00          | $43505.29          | Other Instrument                                  |
| BURLESON TEX GO BDS 2 | 2033-03-01      | 5.0000%  | N/A     | $55000.00          | $62821.24          | Other Instrument                                  |
| BURLINGTON CNTY N JGO | 2038-05-01      | 3.0000%  | N/A     | $50000.00          | $48058.33          | Other Instrument                                  |
| BURLINGTON VTGO PUB I | 2040-11-01      | 5.0000%  | N/A     | $95000.00          | $108338.11         | Other Instrument                                  |
| BURLINGTON VTGO PUB I | 2039-11-01      | 5.0000%  | N/A     | $70000.00          | $80266.98          | Other Instrument                                  |
| CACHE CNTY UTAH SCH D | 2031-06-15      | 5.0000%  | N/A     | $35000.00          | $40356.59          | Other Instrument                                  |
| CACHE CNTY UTAH SCH D | 2034-06-15      | 5.0000%  | N/A     | $50000.00          | $59033.50          | Other Instrument                                  |
| CADDO PARISH LA LTD T | 2038-03-01      | 5.0000%  | N/A     | $385000.00         | $443259.06         | Other Instrument                                  |
| CADDO PARISH LA PARIS | 2031-03-01      | 5.0000%  | N/A     | $75000.00          | $84340.17          | Other Instrument                                  |
| CADILLAC MICH AREA PU | 2033-05-01      | 5.0000%  | N/A     | $60000.00          | $70081.87          | Other Instrument                                  |
| CAJON VALLEY CALIF UN | 2031-08-01      | 5.0000%  | N/A     | $100000.00         | $116725.11         | Other Instrument                                  |
| CALIFORNIA EDL FACS A | 2039-03-15      | 5.0000%  | N/A     | $55000.00          | $70613.40          | Other Instrument                                  |
| CALIFORNIA HEALTH FAC | 2041-11-15      | 4.0000%  | N/A     | $35000.00          | $35436.22          | Other Instrument                                  |
| CALIFORNIA HEALTH FAC | 2029-06-01      | 5.0000%  | N/A     | $40000.00          | $43481.38          | Other Instrument                                  |
| CALIFORNIA HEALTH FAC | 2043-03-01      | 4.0000%  | N/A     | $90000.00          | $90902.30          | Other Instrument                                  |
| CALIFORNIA HEALTH FAC | 2035-08-15      | 5.0000%  | N/A     | $400000.00         | $500954.67         | Other Instrument                                  |
| CALIFORNIA HEALTH FAC | 2041-10-01      | 3.0000%  | N/A     | $85000.00          | $76551.57          | Other Instrument                                  |
| CALIFORNIA HSG FIN AG | 2040-09-01      | 4.1000%  | N/A     | $135000.00         | $143002.05         | Other Instrument                                  |
| CALIFORNIA INFRASTRUC | 2039-10-01      | 5.0000%  | N/A     | $80000.00          | $97346.67          | Other Instrument                                  |
| CALIFORNIA INFRASTRUC | 2038-10-01      | 5.0000%  | N/A     | $40000.00          | $47811.11          | Other Instrument                                  |
| CALIFORNIA INFRASTRUC | 2032-10-01      | 5.0000%  | N/A     | $95000.00          | $104828.49         | Other Instrument                                  |
| CALIFORNIA INFRASTRUC | 2043-07-01      | 5.0000%  | N/A     | $50000.00          | $52893.89          | Other Instrument                                  |
| CALIFORNIA ST DEPT WT | 2034-12-01      | 5.0000%  | N/A     | $100000.00         | $110544.44         | Other Instrument                                  |
| CALIFORNIA ST PUB WKS | 2031-05-01      | 5.0000%  | N/A     | $50000.00          | $58159.56          | Other Instrument                                  |
| CALIFORNIA ST PUB WKS | 2037-11-01      | 5.0000%  | N/A     | $60000.00          | $72311.47          | Other Instrument                                  |
| CALIFORNIA ST PUB WKS | 2046-11-01      | 4.0000%  | N/A     | $210000.00         | $213628.57         | Other Instrument                                  |
| CALIFORNIA STATEWIDE  | 2036-05-15      | 3.5000%  | N/A     | $40000.00          | $40400.27          | Other Instrument                                  |
| CALIFORNIA STATEWIDE  | 2046-08-15      | 4.0000%  | N/A     | $185000.00         | $173898.77         | Other Instrument                                  |
| CALIFORNIA STGO REF V | 2038-03-01      | 5.0000%  | N/A     | $55000.00          | $66776.84          | Other Instrument                                  |
| CALIFORNIA STVAR PURP | 2034-08-01      | 5.0000%  | N/A     | $45000.00          | $54733.55          | Other Instrument                                  |
| CALIFORNIA STVARIOUS  | 2029-04-01      | 5.0000%  | N/A     | $210000.00         | $233553.13         | Other Instrument                                  |
| CALIFORNIA STVARIOUS  | 2042-10-01      | 5.0000%  | N/A     | $45000.00          | $51319.70          | Other Instrument                                  |
| CALIFORNIA STVETERANS | 2039-12-01      | 2.1500%  | N/A     | $205000.00         | $177578.40         | Other Instrument                                  |
| CAMINO REAL REGL MOBI | 2038-06-01      | 5.0000%  | N/A     | $55000.00          | $63443.29          | Other Instrument                                  |
| CAMPBELL & KENTON CNT | 2035-08-01      | 2.3750%  | N/A     | $40000.00          | $37055.01          | Other Instrument                                  |
| CAMPBELLSVILLE KY IND | 2036-04-01      | 3.1250%  | N/A     | $60000.00          | $60762.82          | Other Instrument                                  |
| CANANDAIGUA N YGO PUB | 2033-06-15      | 4.0000%  | N/A     | $90000.00          | $99342.90          | Other Instrument                                  |
| CANYONS SCH DIST UTAH | 2029-06-15      | 5.0000%  | N/A     | $135000.00         | $148890.15         | Other Instrument                                  |
| CAPE COD MASS REGL TE | 2036-11-15      | 4.0000%  | N/A     | $70000.00          | $72532.83          | Other Instrument                                  |
| CASS CNTY NEB SCH DIS | 2029-12-15      | 5.0000%  | N/A     | $50000.00          | $55208.94          | Other Instrument                                  |
| CELINA TEX LTD PLG TA | 2041-09-01      | 2.0000%  | N/A     | $45000.00          | $34472.60          | Other Instrument                                  |
| CENTINELA VALLEY CALI | 2041-08-01      | 3.0000%  | N/A     | $115000.00         | $105073.97         | Other Instrument                                  |
| CENTRAL ARK WTR REVCA | 2029-10-01      | 5.0000%  | N/A     | $40000.00          | $42642.31          | Other Instrument                                  |
| CENTRAL FLA EXPWY AUT | 2029-07-01      | 5.0000%  | N/A     | $225000.00         | $247445.50         | Other Instrument                                  |
| CENTRAL FLA EXPWY AUT | 2034-07-01      | 5.0000%  | N/A     | $60000.00          | $68129.27          | Other Instrument                                  |
| CENTRAL FLA EXPWY AUT | 2035-07-01      | 5.0000%  | N/A     | $230000.00         | $274207.79         | Other Instrument                                  |
| CENTRAL FLA TOURISM O | 2039-06-01      | 5.0000%  | N/A     | $80000.00          | $92109.16          | Other Instrument                                  |
| CENTRAL KITSAP FIRE & | 2037-12-01      | 5.0000%  | N/A     | $35000.00          | $40081.81          | Other Instrument                                  |
| CENTRAL LINCOLN ORE P | 2041-12-01      | 3.3750%  | N/A     | $70000.00          | $68984.48          | Other Instrument                                  |
| CENTRAL PLAINS ENERGY | 2042-09-01      | 5.0000%  | N/A     | $50000.00          | $55572.72          | Other Instrument                                  |
| CERRITOS CALIF CMNTY  | 2036-08-01      | 0.0000%  | N/A     | $45000.00          | $33119.55          | Other Instrument                                  |
| CHAFFEY CALIF JT UN H | 2037-08-01      | 0.0000%  | N/A     | $130000.00         | $87695.40          | Other Instrument                                  |
| CHAMPAIGN CNTY ILL GO | 2035-01-01      | 5.0000%  | N/A     | $65000.00          | $73635.11          | Other Instrument                                  |
| CHAPEL HILL TEX INDPT | 2034-02-15      | 5.0000%  | N/A     | $90000.00          | $105558.90         | Other Instrument                                  |
| CHARLOTTE-MECKLENBURG | 2034-01-15      | 5.0000%  | N/A     | $35000.00          | $35279.07          | Other Instrument                                  |
| CHATFIELD MINN INDPT  | 2035-02-01      | 3.0000%  | N/A     | $50000.00          | $50114.33          | Other Instrument                                  |
| CHATTANOOGA TENN ELEC | 2041-09-01      | 2.0000%  | N/A     | $35000.00          | $27386.72          | Other Instrument                                  |
| CHELMSFORD MASSGO MUN | 2038-06-15      | 4.0000%  | N/A     | $90000.00          | $96460.20          | Other Instrument                                  |
| CHELSEA MICH SCH DIST | 2030-05-01      | 5.0000%  | N/A     | $35000.00          | $39271.09          | Other Instrument                                  |
| CHICAGO ILL BRD ED GO | 2042-12-01      | 5.0000%  | N/A     | $70000.00          | $71336.61          | Other Instrument                                  |
| CHICAGO ILL TRAN AUTH | 2042-12-01      | 5.0000%  | N/A     | $190000.00         | $212309.80         | Other Instrument                                  |
| CHICAGO ILL TRAN AUTH | 2046-12-01      | 4.0000%  | N/A     | $210000.00         | $202991.37         | Other Instrument                                  |
| CHICAGO ILL WTR REVSE | 2037-11-01      | 5.0000%  | N/A     | $75000.00          | $84462.83          | Other Instrument                                  |
| CHICO TEX INDPT SCH D | 2039-02-15      | 5.0000%  | N/A     | $70000.00          | $78170.87          | Other Instrument                                  |
| CHULA VISTA CALIF ELE | 2037-09-01      | 2.1250%  | N/A     | $95000.00          | $82645.14          | Other Instrument                                  |
| CINCO TEX MUN UTIL DI | 2029-12-01      | 2.2500%  | N/A     | $250000.00         | $249058.75         | Other Instrument                                  |
| CLACKAMAS CNTY ORE SC | 2040-06-15      | 4.0000%  | N/A     | $80000.00          | $82375.20          | Other Instrument                                  |
| CLACKAMAS CNTY ORE SV | 2033-12-01      | 2.5000%  | N/A     | $115000.00         | $113793.91         | Other Instrument                                  |
| CLARK CNTY NEV GO LTD | 2032-06-01      | 5.0000%  | N/A     | $110000.00         | $120892.69         | Other Instrument                                  |
| CLARK CNTY NEV GO LTD | 2037-06-01      | 5.0000%  | N/A     | $80000.00          | $92700.36          | Other Instrument                                  |
| CLARK CNTY NEV HWY IM | 2040-07-01      | 5.0000%  | N/A     | $45000.00          | $51273.80          | Other Instrument                                  |
| CLARK CNTY NEV LTD TA | 2037-07-01      | 5.0000%  | N/A     | $40000.00          | $46931.51          | Other Instrument                                  |
| CLARK CNTY NEV SALES  | 2036-07-01      | 5.0000%  | N/A     | $50000.00          | $58247.89          | Other Instrument                                  |
| CLARK CNTY NEV SALES  | 2038-07-01      | 5.0000%  | N/A     | $80000.00          | $91570.22          | Other Instrument                                  |
| CLARK CNTY NEV SCH DI | 2045-06-15      | 5.0000%  | N/A     | $50000.00          | $54782.06          | Other Instrument                                  |
| CLARK CNTY NEV SCH DI | 2037-06-15      | 5.0000%  | N/A     | $45000.00          | $52061.40          | Other Instrument                                  |
| CLARKSVILLE IND REDEV | 2032-01-15      | 5.0000%  | N/A     | $40000.00          | $44467.73          | Other Instrument                                  |
| CLARKSVILLE TENN GO B | 2038-01-01      | 5.0000%  | N/A     | $65000.00          | $75407.01          | Other Instrument                                  |
| CLAWSON MICH PUB SCHS | 2037-05-01      | 5.0000%  | N/A     | $65000.00          | $76654.57          | Other Instrument                                  |
| CLAYTON N C WTR & SWR | 2036-08-01      | 5.0000%  | N/A     | $65000.00          | $73873.87          | Other Instrument                                  |
| CLAYTON N C WTR & SWR | 2033-08-01      | 5.0000%  | N/A     | $40000.00          | $46110.84          | Other Instrument                                  |
| CLEMSON S C PUB FACS  | 2042-12-01      | 4.0000%  | N/A     | $145000.00         | $149494.68         | Other Instrument                                  |
| CLEMSON UNIV S C UNIV | 2038-05-01      | 3.1250%  | N/A     | $40000.00          | $39463.18          | Other Instrument                                  |
| CLEMSON UNIV S C UNIV | 2040-05-01      | 3.0000%  | N/A     | $85000.00          | $78889.92          | Other Instrument                                  |
| CLEVELAND OHIO ST UNI | 2029-06-01      | 5.0000%  | N/A     | $105000.00         | $114754.97         | Other Instrument                                  |
| CLIFTON TEX HIGHER ED | 2052-08-15      | 4.2500%  | N/A     | $70000.00          | $66720.97          | Other Instrument                                  |
| COCONINO CNTY ARIZ UN | 2033-07-01      | 5.0000%  | N/A     | $85000.00          | $100723.96         | Other Instrument                                  |
| COLDWATER MICH LOC DE | 2040-12-01      | 3.8750%  | N/A     | $50000.00          | $50473.85          | Other Instrument                                  |
| COLLEGE OF THE SEQUOI | 2038-08-01      | 3.0000%  | N/A     | $40000.00          | $38753.07          | Other Instrument                                  |
| COLLIN CNTY TEX MUN U | 2050-02-15      | 3.7500%  | N/A     | $1010000.00        | $870997.07         | Other Instrument                                  |
| COLORADO BRDG & TUNL  | 2038-12-01      | 5.0000%  | N/A     | $35000.00          | $41111.51          | Other Instrument                                  |
| COLORADO HEALTH FACS  | 2045-05-15      | 5.0000%  | N/A     | $50000.00          | $53564.33          | Other Instrument                                  |
| COLORADO HEALTH FACS  | 2033-05-15      | 5.0000%  | N/A     | $70000.00          | $80949.87          | Other Instrument                                  |
| COLORADO HEALTH FACS  | 2032-09-01      | 5.0000%  | N/A     | $225000.00         | $258626.75         | Other Instrument                                  |
| COLORADO HEALTH FACS  | 2049-08-01      | 3.2500%  | N/A     | $65000.00          | $51549.37          | Other Instrument                                  |
| COLORADO HEALTH FACS  | 2048-11-15      | 4.0000%  | N/A     | $5000000.00        | $4634666.67        | Other Instrument                                  |
| COLORADO HEALTH FACS  | 2032-05-15      | 5.0000%  | N/A     | $310000.00         | $360615.77         | Other Instrument                                  |
| COLORADO SCH MINES IN | 2034-12-01      | 5.0000%  | N/A     | $55000.00          | $63760.64          | Other Instrument                                  |
| COLORADO SPRINGS COLO | 2043-11-15      | 5.0000%  | N/A     | $55000.00          | $62213.62          | Other Instrument                                  |
| COLUMBUS GA HOSP AUTH | 2042-07-01      | 3.2500%  | N/A     | $210000.00         | $200990.07         | Other Instrument                                  |
| COLUMBUS OHIOBDS2021  | 2033-04-01      | 5.0000%  | N/A     | $190000.00         | $215898.48         | Other Instrument                                  |
| COLUMBUS OHIOGO VAR P | 2031-08-15      | 5.0000%  | N/A     | $40000.00          | $45797.47          | Other Instrument                                  |
| COLUMBUS OHIOGO VAR P | 2038-08-15      | 5.0000%  | N/A     | $70000.00          | $80176.37          | Other Instrument                                  |
| COLUMBUS TEX INDPT SC | 2039-08-15      | 5.0000%  | N/A     | $40000.00          | $44977.07          | Other Instrument                                  |
| COMMUNITY INDPT SCH D | 2039-02-15      | 5.0000%  | N/A     | $45000.00          | $51112.20          | Other Instrument                                  |
| CONNECTICUT ST GO BDS | 2038-01-15      | 5.0000%  | N/A     | $115000.00         | $132900.13         | Other Instrument                                  |
| CONNECTICUT ST GO BDS | 2033-01-15      | 5.0000%  | N/A     | $265000.00         | $311357.33         | Other Instrument                                  |
| CONNECTICUT ST GO BDS | 2030-11-15      | 5.0000%  | N/A     | $50000.00          | $56997.33          | Other Instrument                                  |
| CONNECTICUT ST GO BDS | 2033-04-15      | 5.0000%  | N/A     | $60000.00          | $65883.20          | Other Instrument                                  |
| CONNECTICUT ST GO REF | 2029-02-15      | 5.0000%  | N/A     | $135000.00         | $146384.10         | Other Instrument                                  |
| CONNECTICUT ST SPL TA | 2029-07-01      | 5.0000%  | N/A     | $125000.00         | $137554.72         | Other Instrument                                  |
| CONNECTICUT ST SPL TA | 2035-07-01      | 5.0000%  | N/A     | $40000.00          | $47560.71          | Other Instrument                                  |
| CONNECTICUT ST SPL TA | 2036-07-01      | 5.0000%  | N/A     | $180000.00         | $207345.20         | Other Instrument                                  |
| CONNECTICUT ST SPL TA | 2032-07-01      | 5.0000%  | N/A     | $85000.00          | $99217.76          | Other Instrument                                  |
| CONNECTICUT ST SPL TA | 2038-05-01      | 4.0000%  | N/A     | $85000.00          | $89867.01          | Other Instrument                                  |
| CONNECTICUT ST SPL TA | 2035-07-01      | 5.0000%  | N/A     | $200000.00         | $232049.56         | Other Instrument                                  |
| CONOTTON VY OHIO UN L | 2044-12-01      | 3.1250%  | N/A     | $125000.00         | $107749.41         | Other Instrument                                  |
| CONTRA COSTA CALIF CM | 2038-08-01      | 5.0000%  | N/A     | $50000.00          | $57675.56          | Other Instrument                                  |
| CONWAY ARK SCH DIST N | 2038-02-01      | 2.5000%  | N/A     | $45000.00          | $40070.05          | Other Instrument                                  |
| COOK CNTY ILL CMNTY C | 2038-12-01      | 5.0000%  | N/A     | $135000.00         | $157622.55         | Other Instrument                                  |
| COOK CNTY ILL CMNTY C | 2047-12-01      | 4.2500%  | N/A     | $100000.00         | $100855.28         | Other Instrument                                  |
| COOK CNTY ILL SCH DIS | 2032-01-01      | 5.0000%  | N/A     | $160000.00         | $173002.84         | Other Instrument                                  |
| COOK CNTY ILL SCH DIS | 2037-12-01      | 2.1250%  | N/A     | $225000.00         | $188789.94         | Other Instrument                                  |
| COOK CNTY ILL SCH DIS | 2038-12-01      | 2.2500%  | N/A     | $50000.00          | $41861.75          | Other Instrument                                  |
| COOK KANE LAKE & MC H | 2038-12-15      | 2.3750%  | N/A     | $60000.00          | $51054.60          | Other Instrument                                  |
| COPLEY FAIRLAWN OHIO  | 2052-12-01      | 4.0000%  | N/A     | $260000.00         | $248319.64         | Other Instrument                                  |
| COPPELL TEX INDPT SCH | 2030-08-15      | 5.0000%  | N/A     | $35000.00          | $37422.93          | Other Instrument                                  |
| CORINTH TEXCOMBINATIO | 2033-02-15      | 5.0000%  | N/A     | $100000.00         | $114520.67         | Other Instrument                                  |
| CORONA-NORCO CALIF UN | 2039-08-01      | 0.0000%  | N/A     | $55000.00          | $33011.00          | Other Instrument                                  |
| CORPUS CHRISTI TEX UT | 2037-07-15      | 5.0000%  | N/A     | $45000.00          | $51444.60          | Other Instrument                                  |
| CORPUS CHRISTI TEX UT | 2042-07-15      | 3.5000%  | N/A     | $190000.00         | $179961.03         | Other Instrument                                  |
| COSTA MESA CALIF FING | 2032-10-01      | 5.0000%  | N/A     | $35000.00          | $37420.87          | Other Instrument                                  |
| COUNCIL BLUFFS IOWAGO | 2034-06-01      | 5.0000%  | N/A     | $40000.00          | $46151.38          | Other Instrument                                  |
| COWLEY CNTY KANS UNI  | 2040-09-01      | 5.0000%  | N/A     | $375000.00         | $423307.50         | Other Instrument                                  |
| CRAWFORD ILL HOSP DIS | 2034-01-01      | 4.0000%  | N/A     | $40000.00          | $41852.09          | Other Instrument                                  |
| CRESTVIEW OHIO LOC SC | 2035-12-01      | 5.0000%  | N/A     | $75000.00          | $88916.00          | Other Instrument                                  |
| CRYSTAL CITY TEX INDP | 2034-02-15      | 5.0000%  | N/A     | $420000.00         | $493250.33         | Other Instrument                                  |
| DALLAS PA SCH DIST GO | 2041-07-15      | 3.3750%  | N/A     | $140000.00         | $133654.85         | Other Instrument                                  |
| DALLAS TEX GO REF IMP | 2030-02-15      | 5.0000%  | N/A     | $50000.00          | $55427.33          | Other Instrument                                  |
| DALLAS TEX WTRWKS & S | 2039-10-01      | 5.0000%  | N/A     | $50000.00          | $58083.89          | Other Instrument                                  |
| DAVENPORT IOWA GO COR | 2036-06-01      | 5.0000%  | N/A     | $130000.00         | $148961.08         | Other Instrument                                  |
| DAVIE FLA WTR & SWR R | 2042-10-01      | 3.5000%  | N/A     | $60000.00          | $58622.07          | Other Instrument                                  |
| DE KALB & KANE CNTYS  | 2037-02-01      | 3.0000%  | N/A     | $305000.00         | $298767.83         | Other Instrument                                  |
| DE WITT MICH PUB SCHS | 2032-05-01      | 4.0000%  | N/A     | $40000.00          | $44183.96          | Other Instrument                                  |
| DEDHAM MASSGO MUN PUR | 2042-06-01      | 2.0000%  | N/A     | $35000.00          | $26058.47          | Other Instrument                                  |
| DEER PK TEXCTFS OBLIG | 2038-03-15      | 4.0000%  | N/A     | $40000.00          | $42460.00          | Other Instrument                                  |
| DEKALB-JACKSON ALA CO | 2041-01-01      | 3.7500%  | N/A     | $35000.00          | $34258.47          | Other Instrument                                  |
| DEL MAR CALIF UN SCH  | 2037-08-01      | 5.0000%  | N/A     | $45000.00          | $52310.75          | Other Instrument                                  |
| DEL VALLE TEX INDPT S | 2040-06-15      | 2.0000%  | N/A     | $75000.00          | $59880.75          | Other Instrument                                  |
| DELAWARE RIV PORT AUT | 2040-01-01      | 5.0000%  | N/A     | $35000.00          | $40220.87          | Other Instrument                                  |
| DELAWARE STGO BDS 202 | 2031-01-01      | 5.0000%  | N/A     | $285000.00         | $317546.37         | Other Instrument                                  |
| DELAWARE STGO BDS 202 | 2031-05-01      | 5.0000%  | N/A     | $150000.00         | $173566.67         | Other Instrument                                  |
| DELAWARE STGO REF BDS | 2031-07-01      | 5.0000%  | N/A     | $50000.00          | $57632.89          | Other Instrument                                  |
| DELAWARE TRANSN AUTH  | 2031-07-01      | 5.0000%  | N/A     | $75000.00          | $82388.08          | Other Instrument                                  |
| DELAWARE TRANSN AUTH  | 2036-07-01      | 5.0000%  | N/A     | $50000.00          | $59198.39          | Other Instrument                                  |
| DELTONA FLA CAP IMPT  | 2036-10-01      | 3.0000%  | N/A     | $75000.00          | $75046.25          | Other Instrument                                  |
| DENISON TEXCOMBINATIO | 2054-02-15      | 4.2500%  | N/A     | $40000.00          | $38272.27          | Other Instrument                                  |
| DENTON TEX CTFS OBLIG | 2040-02-15      | 2.1250%  | N/A     | $165000.00         | $132427.08         | Other Instrument                                  |
| DENTON TEX INDPT SCH  | 2038-08-15      | 5.0000%  | N/A     | $80000.00          | $93086.93          | Other Instrument                                  |
| DENVER COLO CITY & CN | 2035-08-01      | 4.0000%  | N/A     | $40000.00          | $42919.16          | Other Instrument                                  |
| DENVER COLO CITY & CN | 2038-12-01      | 5.2500%  | N/A     | $50000.00          | $59977.58          | Other Instrument                                  |
| DENVER COLO CITY & CN | 2033-11-15      | 5.0000%  | N/A     | $55000.00          | $64585.77          | Other Instrument                                  |
| DENVER COLO CITY & CN | 2032-08-01      | 5.0000%  | N/A     | $70000.00          | $81989.68          | Other Instrument                                  |
| DES MOINES IOWAGO BDS | 2035-06-01      | 5.0000%  | N/A     | $35000.00          | $39842.41          | Other Instrument                                  |
| DES MOINES IOWAGO BDS | 2033-06-01      | 5.0000%  | N/A     | $75000.00          | $84310.08          | Other Instrument                                  |
| DESERT CALIF CMNTY CO | 2051-08-01      | 5.0000%  | N/A     | $150000.00         | $161785.00         | Other Instrument                                  |
| DISTRICT COLUMBIA WTR | 2029-10-01      | 5.0000%  | N/A     | $60000.00          | $67526.07          | Other Instrument                                  |
| DISTRICT COLUMBIAGO B | 2036-01-01      | 5.0000%  | N/A     | $35000.00          | $40415.82          | Other Instrument                                  |
| DISTRICT COLUMBIAGO B | 2035-01-01      | 5.0000%  | N/A     | $50000.00          | $58075.39          | Other Instrument                                  |
| DISTRICT COLUMBIAGO B | 2036-08-01      | 5.0000%  | N/A     | $120000.00         | $140958.13         | Other Instrument                                  |
| DISTRICT ENERGY CORP  | 2029-07-01      | 5.0000%  | N/A     | $40000.00          | $43786.31          | Other Instrument                                  |
| DUBLIN CALIF FING AUT | 2039-06-01      | 3.0000%  | N/A     | $215000.00         | $212584.83         | Other Instrument                                  |
| DURAND-ARKANSAW WIS S | 2035-04-01      | 5.0000%  | N/A     | $70000.00          | $81436.44          | Other Instrument                                  |
| DURAND-ARKANSAW WIS S | 2034-04-01      | 5.0000%  | N/A     | $65000.00          | $76247.46          | Other Instrument                                  |
| DURHAM CNTY N C LTD O | 2033-06-01      | 5.0000%  | N/A     | $40000.00          | $47564.58          | Other Instrument                                  |
| EAGLE RIV COLO WTR &  | 2038-12-01      | 5.0000%  | N/A     | $125000.00         | $146564.17         | Other Instrument                                  |
| EARLY CNTY GA SCH DIS | 2034-03-01      | 5.0000%  | N/A     | $80000.00          | $94565.87          | Other Instrument                                  |
| EAST ALA HEALTH CARE  | 2048-09-01      | 4.0000%  | N/A     | $195000.00         | $184020.63         | Other Instrument                                  |
| EAST CENTRAL TEX INDP | 2028-08-15      | 5.0000%  | N/A     | $35000.00          | $37465.63          | Other Instrument                                  |
| EAST JACKSON MICH CMN | 2041-05-01      | 5.0000%  | N/A     | $35000.00          | $40078.89          | Other Instrument                                  |
| EAST MONTGOMERY CNTY  | 2040-09-01      | 4.0000%  | N/A     | $50000.00          | $51245.78          | Other Instrument                                  |
| EAST PIERCE FIRE & RE | 2036-12-01      | 5.0000%  | N/A     | $140000.00         | $159242.22         | Other Instrument                                  |
| EAST SIDE UN HIGH SCH | 2036-08-01      | 3.0000%  | N/A     | $125000.00         | $82090.66          | Other Instrument                                  |
| EASTERN MICH UNIV REV | 2037-03-01      | 3.2500%  | N/A     | $105000.00         | $104329.98         | Other Instrument                                  |
| EASTERN MICH UNIV REV | 2047-03-01      | 4.0000%  | N/A     | $100000.00         | $91154.56          | Other Instrument                                  |
| EASTPOINTE MICH CMNTY | 2039-05-01      | 5.0000%  | N/A     | $90000.00          | $104070.70         | Other Instrument                                  |
| EASTPOINTE MICH CMNTY | 2037-05-01      | 5.0000%  | N/A     | $60000.00          | $70662.67          | Other Instrument                                  |
| EDINBURG TEX GO BDS 2 | 2035-03-01      | 3.0000%  | N/A     | $35000.00          | $35527.68          | Other Instrument                                  |
| EL CAMINO CALIF CMNTY | 2038-08-01      | 5.0000%  | N/A     | $35000.00          | $41844.29          | Other Instrument                                  |
| EL PASO CNTY COLO SCH | 2044-12-01      | 5.2500%  | N/A     | $150000.00         | $168844.25         | Other Instrument                                  |
| EL PASO CNTY COLO SCH | 2036-12-01      | 5.2500%  | N/A     | $60000.00          | $72779.30          | Other Instrument                                  |
| EL PASO CNTY COLO SCH | 2030-12-01      | 5.0000%  | N/A     | $110000.00         | $123635.48         | Other Instrument                                  |
| EL PASO CNTY COLO SCH | 2040-12-01      | 5.2500%  | N/A     | $210000.00         | $247031.05         | Other Instrument                                  |
| EL PASO TEXGO BDS 201 | 2044-08-15      | 4.0000%  | N/A     | $45000.00          | $44835.00          | Other Instrument                                  |
| EL PASO TEXGO BDS 201 | 2042-08-15      | 4.0000%  | N/A     | $175000.00         | $174643.58         | Other Instrument                                  |
| ELK RAPIDS MICH SCH D | 2040-05-01      | 5.0000%  | N/A     | $105000.00         | $118911.57         | Other Instrument                                  |
| ELLWOOD CITY PA AREA  | 2028-11-15      | 5.0000%  | N/A     | $70000.00          | $76011.37          | Other Instrument                                  |
| ELMHURST ILL PK DIST  | 2038-12-15      | 5.0000%  | N/A     | $120000.00         | $139509.60         | Other Instrument                                  |
| ENERGY NORTHWEST WASH | 2038-07-01      | 5.0000%  | N/A     | $35000.00          | $40061.97          | Other Instrument                                  |
| ENERGY NORTHWEST WASH | 2034-07-01      | 5.0000%  | N/A     | $110000.00         | $132324.26         | Other Instrument                                  |
| ENERGY NORTHWEST WASH | 2037-07-01      | 5.0000%  | N/A     | $60000.00          | $69124.07          | Other Instrument                                  |
| ENERGY NORTHWEST WASH | 2040-07-01      | 5.0000%  | N/A     | $45000.00          | $52252.10          | Other Instrument                                  |
| EULESS TEX REV CTFS O | 2041-02-15      | 3.2500%  | N/A     | $80000.00          | $76651.47          | Other Instrument                                  |
| FAIRFIELD TEX INDPT S | 2041-08-15      | 5.2500%  | N/A     | $60000.00          | $69005.40          | Other Instrument                                  |
| FAIRFIELD-SUISUN CALI | 2039-08-01      | 2.7500%  | N/A     | $90000.00          | $81765.55          | Other Instrument                                  |
| FALL RIVER MASSGO MUN | 2039-12-01      | 2.5000%  | N/A     | $35000.00          | $30264.23          | Other Instrument                                  |
| FALL RIVER MASSGO ST  | 2040-12-01      | 2.0000%  | N/A     | $45000.00          | $34505.45          | Other Instrument                                  |
| FALMOUTH KY SOLID WAS | 2040-06-01      | 0.0000%  | N/A     | $100000.00         | $24861.35          | Other Instrument                                  |
| FARGO N DREF IMPT BDS | 2034-05-01      | 5.0000%  | N/A     | $75000.00          | $88494.08          | Other Instrument                                  |
| FATE TEX SPL ASSMT RE | 2043-08-15      | 3.2500%  | N/A     | $60000.00          | $53893.40          | Other Instrument                                  |
| FAYETTE CNTY KY SCH D | 2039-06-01      | 5.0000%  | N/A     | $60000.00          | $66528.27          | Other Instrument                                  |
| FEDERAL WAY WASH LTD  | 2037-12-01      | 5.0000%  | N/A     | $35000.00          | $40872.11          | Other Instrument                                  |
| FLAGG-ROCHELLE ILL CM | 2042-01-01      | 3.2500%  | N/A     | $240000.00         | $225783.73         | Other Instrument                                  |
| FLORIDA ST BRD ED PUB | 2035-06-01      | 3.0000%  | N/A     | $200000.00         | $198468.69         | Other Instrument                                  |
| FLORIDA ST BRD GOVERN | 2038-10-01      | 5.0000%  | N/A     | $65000.00          | $75359.56          | Other Instrument                                  |
| FLORIDA ST BRD GOVERN | 2033-07-01      | 5.0000%  | N/A     | $35000.00          | $41289.07          | Other Instrument                                  |
| FLORIDA ST DEPT TRANS | 2041-07-01      | 5.0000%  | N/A     | $40000.00          | $45798.71          | Other Instrument                                  |
| FLORIDA ST DEPT TRANS | 2032-07-01      | 5.0000%  | N/A     | $115000.00         | $126354.84         | Other Instrument                                  |
| FLORIDA ST MUN LN COU | 2040-10-01      | 5.0000%  | N/A     | $85000.00          | $98117.86          | Other Instrument                                  |
| FLORIDA ST MUN LN COU | 2035-12-01      | 5.0000%  | N/A     | $280000.00         | $332135.69         | Other Instrument                                  |
| FLORIDA ST MUN LN COU | 2048-08-01      | 3.2500%  | N/A     | $55000.00          | $45229.10          | Other Instrument                                  |
| FLORIDA ST RT OF WAY  | 2037-07-01      | 5.0000%  | N/A     | $40000.00          | $47814.71          | Other Instrument                                  |
| FLORIDA ST TPK AUTH T | 2035-07-01      | 5.0000%  | N/A     | $50000.00          | $57667.89          | Other Instrument                                  |
| FLORIDA ST TPK AUTH T | 2033-07-01      | 5.0000%  | N/A     | $65000.00          | $69569.36          | Other Instrument                                  |
| FLORIDA ST TPK AUTH T | 2031-07-01      | 5.0000%  | N/A     | $50000.00          | $56218.89          | Other Instrument                                  |
| FLORIDA ST TPK AUTH T | 2031-07-01      | 5.0000%  | N/A     | $50000.00          | $57442.89          | Other Instrument                                  |
| FOOTHILL / EASTERN TR | 2029-01-01      | 0.0000%  | N/A     | $95000.00          | $89605.90          | Other Instrument                                  |
| FORT BEND CNTY TEX MU | 2030-09-01      | 3.0000%  | N/A     | $35000.00          | $35515.43          | Other Instrument                                  |
| FORT BEND CNTY TEX MU | 2041-09-01      | 2.2500%  | N/A     | $40000.00          | $31217.60          | Other Instrument                                  |
| FORT BEND CNTY TEX MU | 2042-09-01      | 4.2000%  | N/A     | $55000.00          | $56141.43          | Other Instrument                                  |
| FORT BEND CNTY TEX MU | 2037-03-01      | 2.1250%  | N/A     | $65000.00          | $57800.53          | Other Instrument                                  |
| FORT BEND CNTY TEX MU | 2041-09-01      | 3.5000%  | N/A     | $45000.00          | $43057.40          | Other Instrument                                  |
| FORT BEND CNTY TEX WT | 2041-09-01      | 2.2500%  | N/A     | $75000.00          | $59920.50          | Other Instrument                                  |
| FORT BEND CNTY TEX WT | 2040-09-01      | 4.0000%  | N/A     | $50000.00          | $26121.30          | Other Instrument                                  |
| FORT WAYNE IND WTRWKS | 2031-12-01      | 4.0000%  | N/A     | $35000.00          | $35382.74          | Other Instrument                                  |
| FOWLER CALIF UNI SCH  | 2034-08-01      | 0.0000%  | N/A     | $40000.00          | $23939.69          | Other Instrument                                  |
| FRANKLIN CNTY KANS UN | 2042-09-01      | 5.5000%  | N/A     | $80000.00          | $90529.73          | Other Instrument                                  |
| FRANKLIN CNTY TENN GO | 2038-05-01      | 3.1250%  | N/A     | $65000.00          | $63930.71          | Other Instrument                                  |
| FRANKLIN CNTY TEX WTR | 2048-08-15      | 4.2500%  | N/A     | $330000.00         | $323348.58         | Other Instrument                                  |
| FRANKLIN CNTY WASH SC | 2037-12-01      | 5.0000%  | N/A     | $35000.00          | $40063.26          | Other Instrument                                  |
| FRANKLIN TENN SPL SCH | 2036-06-01      | 5.0000%  | N/A     | $35000.00          | $40049.96          | Other Instrument                                  |
| FRANKLIN TENN SPL SCH | 2039-06-01      | 5.0000%  | N/A     | $35000.00          | $39339.11          | Other Instrument                                  |
| FRANKLIN WIS PUB SCH  | 2045-04-01      | 4.0000%  | N/A     | $125000.00         | $127442.78         | Other Instrument                                  |
| FREDERICKSBURG TEX IN | 2032-02-15      | 5.0000%  | N/A     | $50000.00          | $57426.33          | Other Instrument                                  |
| FREMONT CALIF UNI SCH | 2034-08-01      | 2.0000%  | N/A     | $80000.00          | $73294.76          | Other Instrument                                  |
| GAHANNA-JEFFERSON CIT | 2050-12-01      | 2.2500%  | N/A     | $125000.00         | $78044.38          | Other Instrument                                  |
| GAINESVILLE & HALL CN | 2042-02-15      | 3.7500%  | N/A     | $110000.00         | $110199.10         | Other Instrument                                  |
| GALENA PK TEX INDPT S | 2038-08-15      | 3.0000%  | N/A     | $50000.00          | $47732.00          | Other Instrument                                  |
| GALLATIN TENNGEN OBLI | 2040-07-01      | 4.0000%  | N/A     | $430000.00         | $450740.33         | Other Instrument                                  |
| GARDEN GROVE CALIF UN | 2037-08-01      | 5.0000%  | N/A     | $175000.00         | $203479.69         | Other Instrument                                  |
| GARLAND TEX WTR & SWR | 2034-03-01      | 2.0000%  | N/A     | $135000.00         | $125231.10         | Other Instrument                                  |
| GARVEY CALIF SCH DIST | 2049-08-01      | 5.0000%  | N/A     | $85000.00          | $90991.74          | Other Instrument                                  |
| GATEWAY TECHNICAL COL | 2033-04-01      | 5.0000%  | N/A     | $40000.00          | $46761.51          | Other Instrument                                  |
| GEISINGER AUTH PA HEA | 2042-02-15      | 3.7500%  | N/A     | $145000.00         | $140603.60         | Other Instrument                                  |
| GIBRALTAR MICH SCH DI | 2046-05-01      | 5.0000%  | N/A     | $35000.00          | $38171.74          | Other Instrument                                  |
| GLEN COVE N YVARIOUS  | 2046-05-01      | 3.6000%  | N/A     | $40000.00          | $38359.60          | Other Instrument                                  |
| GLENDALE ARIZ SR EXCI | 2034-07-01      | 5.0000%  | N/A     | $145000.00         | $174064.93         | Other Instrument                                  |
| GLENDALE ARIZ SR EXCI | 2032-07-01      | 5.0000%  | N/A     | $40000.00          | $46695.91          | Other Instrument                                  |
| GLENDALE ARIZGO BDS 2 | 2039-07-01      | 5.0000%  | N/A     | $45000.00          | $52121.60          | Other Instrument                                  |
| GLENDALE CALIF CMNTY  | 2045-02-01      | 0.0000%  | N/A     | $215000.00         | $94595.70          | Other Instrument                                  |
| GLOUCESTER CNTY N J I | 2034-03-01      | 5.0000%  | N/A     | $40000.00          | $46150.58          | Other Instrument                                  |
| GRAND PARKWAY TRANSN  | 2049-10-01      | 4.0000%  | N/A     | $115000.00         | $110392.21         | Other Instrument                                  |
| GRAND PARKWAY TRANSN  | 2032-10-01      | 5.3000%  | N/A     | $35000.00          | $38374.86          | Other Instrument                                  |
| GRAND RAPIDS MICH PUB | 2039-05-01      | 5.0000%  | N/A     | $35000.00          | $40039.69          | Other Instrument                                  |
| GRANT CNTY KY SCH DIS | 2036-04-01      | 3.2500%  | N/A     | $45000.00          | $45595.83          | Other Instrument                                  |
| GRANT CNTY WASH PUB U | 2030-01-01      | 5.0000%  | N/A     | $125000.00         | $138758.47         | Other Instrument                                  |
| GRANT CNTY WASH SCH D | 2034-12-01      | 4.0000%  | N/A     | $80000.00          | $86675.64          | Other Instrument                                  |
| GRAPEVINE-COLLEYVILLE | 2036-08-15      | 5.0000%  | N/A     | $50000.00          | $58274.33          | Other Instrument                                  |
| GRAVETTE ARK SCH DIST | 2034-06-01      | 2.0000%  | N/A     | $120000.00         | $110535.33         | Other Instrument                                  |
| GREATER TEXOMA UTIL A | 2035-10-01      | 5.0000%  | N/A     | $90000.00          | $103122.70         | Other Instrument                                  |
| GREATER TEXOMA UTIL A | 2032-10-01      | 5.0000%  | N/A     | $275000.00         | $315380.39         | Other Instrument                                  |
| GREEN BAY WISGO CORPO | 2037-04-01      | 5.0000%  | N/A     | $60000.00          | $70727.27          | Other Instrument                                  |
| GREENBRIER ARK SCH DI | 2046-02-01      | 3.2500%  | N/A     | $35000.00          | $30116.00          | Other Instrument                                  |
| GREENFIELD MASSGO MUN | 2035-02-15      | 4.0000%  | N/A     | $65000.00          | $70293.82          | Other Instrument                                  |
| GREENSBORO N C ENTERP | 2039-06-01      | 2.1250%  | N/A     | $100000.00         | $85029.64          | Other Instrument                                  |
| GREENSBORO N C ENTERP | 2033-06-01      | 5.0000%  | N/A     | $40000.00          | $44917.38          | Other Instrument                                  |
| GREENVILLE TEX COMBIN | 2037-02-15      | 3.1250%  | N/A     | $75000.00          | $72582.88          | Other Instrument                                  |
| GREENVILLE TEX COMBIN | 2040-02-15      | 2.2500%  | N/A     | $310000.00         | $247218.80         | Other Instrument                                  |
| GREENVILLE TEX ELEC U | 2041-02-15      | 3.0000%  | N/A     | $150000.00         | $136108.50         | Other Instrument                                  |
| GREENWICH TWP N J GLO | 2035-03-01      | 2.5000%  | N/A     | $35000.00          | $33396.73          | Other Instrument                                  |
| GREGORY PORTLAND TEX  | 2050-02-15      | 5.2500%  | N/A     | $10000000.00       | $10729000.00       | Other Instrument                                  |
| GROSSMONT CALIF UN HI | 2042-08-01      | 4.0000%  | N/A     | $40000.00          | $40158.76          | Other Instrument                                  |
| GROVER BEACH CALIF GO | 2037-09-01      | 3.0000%  | N/A     | $70000.00          | $70489.07          | Other Instrument                                  |
| HALLANDALE BEACH FLA  | 2051-08-01      | 4.0000%  | N/A     | $50000.00          | $47339.44          | Other Instrument                                  |
| HALLSDALE-POWELL UTIL | 2029-10-01      | 5.0000%  | N/A     | $115000.00         | $128574.34         | Other Instrument                                  |
| HAMBLEN CNTY TENNGO B | 2030-05-01      | 5.0000%  | N/A     | $110000.00         | $123942.62         | Other Instrument                                  |
| HAMILTON CNTY TENN GO | 2034-08-01      | 5.0000%  | N/A     | $35000.00          | $42112.39          | Other Instrument                                  |
| HAMPTON RDS TRANSN AC | 2032-07-01      | 5.0000%  | N/A     | $70000.00          | $81798.34          | Other Instrument                                  |
| HAMPTON RDS TRANSN AC | 2038-07-01      | 5.0000%  | N/A     | $40000.00          | $46534.31          | Other Instrument                                  |
| HARRIS CNTY TEX CULTU | 2034-07-01      | 5.0000%  | N/A     | $85000.00          | $100009.11         | Other Instrument                                  |
| HARRIS CNTY TEX CULTU | 2038-07-01      | 3.1250%  | N/A     | $120000.00         | $116107.33         | Other Instrument                                  |
| HARRIS CNTY TEX HOSP  | 2042-02-15      | 4.0000%  | N/A     | $130000.00         | $130173.33         | Other Instrument                                  |
| HARRIS CNTY TEX MUN U | 2039-03-01      | 3.3750%  | N/A     | $40000.00          | $39058.40          | Other Instrument                                  |
| HARRIS CNTY TEX MUN U | 2040-09-01      | 3.0000%  | N/A     | $50000.00          | $45231.83          | Other Instrument                                  |
| HARRIS CNTY TEX MUN U | 2037-09-01      | 2.0000%  | N/A     | $50000.00          | $41578.89          | Other Instrument                                  |
| HARRIS CNTY TEX WTR C | 2041-09-01      | 3.0000%  | N/A     | $40000.00          | $35323.07          | Other Instrument                                  |
| HARRIS-WALLER CNTY MU | 2045-09-01      | 4.0000%  | N/A     | $70000.00          | $68961.59          | Other Instrument                                  |
| HARRISON ARK SCH DIST | 2031-06-01      | 2.1250%  | N/A     | $55000.00          | $52891.65          | Other Instrument                                  |
| HARTFORD CONN STAD AU | 2042-02-01      | 4.0000%  | N/A     | $350000.00         | $351039.11         | Other Instrument                                  |
| HATBORO HORSHAM PA SC | 2029-09-15      | 5.0000%  | N/A     | $35000.00          | $39130.35          | Other Instrument                                  |
| HAWAII ST DEPT BUDGET | 2037-07-01      | 5.0000%  | N/A     | $40000.00          | $46570.31          | Other Instrument                                  |
| HAWAII ST DEPT BUDGET | 2034-07-01      | 5.0000%  | N/A     | $35000.00          | $41294.32          | Other Instrument                                  |
| HAYWARD CALIF AREA RE | 2046-08-01      | 4.0000%  | N/A     | $105000.00         | $105415.68         | Other Instrument                                  |
| HEATH TEXCOMBINATION  | 2033-02-15      | 5.0000%  | N/A     | $35000.00          | $40856.43          | Other Instrument                                  |
| HEBER LT & PWR CO UTA | 2043-12-15      | 5.0000%  | N/A     | $220000.00         | $241788.07         | Other Instrument                                  |
| HENDERSON CNTY N C LT | 2035-06-01      | 5.0000%  | N/A     | $40000.00          | $48137.56          | Other Instrument                                  |
| HENDERSON KY GO BDS 2 | 2030-12-01      | 5.0000%  | N/A     | $85000.00          | $96058.88          | Other Instrument                                  |
| HENNEPIN CNTY MINN GE | 2035-12-01      | 5.0000%  | N/A     | $110000.00         | $134909.50         | Other Instrument                                  |
| HENRIETTA TEX INDPT S | 2035-06-15      | 5.0000%  | N/A     | $35000.00          | $40727.40          | Other Instrument                                  |
| HILLSBOROUGH CNTY FLA | 2030-08-01      | 5.0000%  | N/A     | $210000.00         | $230731.43         | Other Instrument                                  |
| HILLSBOROUGH CNTY FLA | 2038-10-01      | 3.0000%  | N/A     | $120000.00         | $118168.40         | Other Instrument                                  |
| HILLSBOROUGH CNTY FLA | 2042-08-01      | 3.0000%  | N/A     | $115000.00         | $102242.67         | Other Instrument                                  |
| HILLSDALE CNTY MICHGO | 2033-05-01      | 5.0000%  | N/A     | $45000.00          | $52785.05          | Other Instrument                                  |
| HILLSDALE CNTY MICHGO | 2031-05-01      | 5.0000%  | N/A     | $35000.00          | $39891.64          | Other Instrument                                  |
| HOLLIDAY TEX INDPT SC | 2035-02-15      | 5.0000%  | N/A     | $35000.00          | $40766.48          | Other Instrument                                  |
| HOLLISTER CALIF SCH D | 2042-09-01      | 4.0000%  | N/A     | $75000.00          | $76544.67          | Other Instrument                                  |
| HOLT MICH PUB SCHS UN | 2039-05-01      | 5.0000%  | N/A     | $120000.00         | $138667.33         | Other Instrument                                  |
| HOLT MICH PUB SCHS UN | 2038-05-01      | 5.0000%  | N/A     | $50000.00          | $58108.06          | Other Instrument                                  |
| HOLT MICH PUB SCHS UN | 2037-05-01      | 5.0000%  | N/A     | $115000.00         | $134617.98         | Other Instrument                                  |
| HONOLULU HAWAII CITY  | 2031-03-01      | 5.0000%  | N/A     | $35000.00          | $40515.46          | Other Instrument                                  |
| HOODLAND RURAL FIRE P | 2044-06-15      | 5.2500%  | N/A     | $50000.00          | $55922.00          | Other Instrument                                  |
| HUFFMAN TEX INDPT SCH | 2038-02-15      | 3.3750%  | N/A     | $85000.00          | $85176.38          | Other Instrument                                  |
| HUGHSON CALIF UNI SCH | 2036-08-01      | 2.7500%  | N/A     | $35000.00          | $33956.86          | Other Instrument                                  |
| HUNTINGTON IND REDEV  | 2036-08-01      | 5.0000%  | N/A     | $80000.00          | $93656.09          | Other Instrument                                  |
| HUNTSVILLE ALA GO WTS | 2031-12-01      | 5.0000%  | N/A     | $110000.00         | $127981.09         | Other Instrument                                  |
| HUTTO TEX INDPT SCH D | 2040-08-01      | 3.2500%  | N/A     | $145000.00         | $141342.70         | Other Instrument                                  |
| HUTTO TEXGEN OBLIG BD | 2041-08-01      | 5.0000%  | N/A     | $35000.00          | $39677.75          | Other Instrument                                  |
| IDAHO ST BLDG AUTH SA | 2031-06-01      | 5.0000%  | N/A     | $110000.00         | $126520.29         | Other Instrument                                  |
| ILLINOIS FIN AUTH REV | 2039-05-15      | 3.2500%  | N/A     | $175000.00         | $163780.46         | Other Instrument                                  |
| ILLINOIS FIN AUTH REV | 2032-07-01      | 5.0000%  | N/A     | $75000.00          | $30828.19          | Other Instrument                                  |
| ILLINOIS FIN AUTH REV | 2041-09-01      | 4.0000%  | N/A     | $130000.00         | $122064.22         | Other Instrument                                  |
| ILLINOIS FIN AUTH REV | 2037-11-15      | 4.1250%  | N/A     | $110000.00         | $111296.63         | Other Instrument                                  |
| ILLINOIS HSG DEV AUTH | 2055-10-01      | 6.0000%  | N/A     | $200000.00         | $226797.84         | Other Instrument                                  |
| ILLINOIS ST UNIV REVS | 2034-04-01      | 5.0000%  | N/A     | $35000.00          | $41024.82          | Other Instrument                                  |
| ILLINOIS STGO BDS MAY | 2039-05-01      | 5.0000%  | N/A     | $45000.00          | $50524.70          | Other Instrument                                  |
| IMPERIAL CALIF CMNTY  | 2042-08-01      | 0.0000%  | N/A     | $220000.00         | $109412.60         | Other Instrument                                  |
| INDIANA FIN AUTH HEAL | 2039-11-01      | 3.2500%  | N/A     | $90000.00          | $90138.80          | Other Instrument                                  |
| INDIANA MUN PWR AGY P | 2042-01-01      | 4.0000%  | N/A     | $65000.00          | $65502.59          | Other Instrument                                  |
| INDIANAPOLIS IND LOC  | 2039-01-15      | 5.0000%  | N/A     | $35000.00          | $40281.27          | Other Instrument                                  |
| INLAND LAKES SCHS MIC | 2039-05-01      | 5.0000%  | N/A     | $85000.00          | $98288.99          | Other Instrument                                  |
| IOWA FIN AUTH REVST R | 2041-08-01      | 5.0000%  | N/A     | $75000.00          | $82125.08          | Other Instrument                                  |
| IOWA FIN AUTH REVST R | 2032-08-01      | 5.0000%  | N/A     | $55000.00          | $64373.71          | Other Instrument                                  |
| IOWA FIN AUTH REVST R | 2035-08-01      | 5.0000%  | N/A     | $105000.00         | $120830.97         | Other Instrument                                  |
| IOWA FIN AUTH REVST R | 2030-08-01      | 5.0000%  | N/A     | $45000.00          | $50661.50          | Other Instrument                                  |
| ISU FACS CORP IOWA RE | 2037-07-01      | 3.0000%  | N/A     | $35000.00          | $34552.23          | Other Instrument                                  |
| JACKSON CNTY MO SCH D | 2037-03-01      | 3.0000%  | N/A     | $200000.00         | $200391.33         | Other Instrument                                  |
| JACKSONVILLE FLA SPL  | 2036-10-01      | 5.0000%  | N/A     | $35000.00          | $39869.12          | Other Instrument                                  |
| JACKSONVILLE FLA SPL  | 2033-10-01      | 5.0000%  | N/A     | $125000.00         | $144473.47         | Other Instrument                                  |
| JEFFERSON CALIF ELEM  | 2031-09-01      | 5.0000%  | N/A     | $140000.00         | $154539.62         | Other Instrument                                  |
| JEFFERSON CALIF ELEM  | 2041-09-01      | 2.1250%  | N/A     | $40000.00          | $31984.36          | Other Instrument                                  |
| JEFFERSON CALIF UN HI | 2031-08-01      | 5.0000%  | N/A     | $110000.00         | $128521.92         | Other Instrument                                  |
| JEFFERSON CITY MO SCH | 2037-03-01      | 5.0000%  | N/A     | $150000.00         | $173003.83         | Other Instrument                                  |
| JEFFERSON CITY MO SCH | 2030-03-01      | 5.0000%  | N/A     | $95000.00          | $104806.74         | Other Instrument                                  |
| JEFFERSON CNTY ALA BR | 2039-02-01      | 5.0000%  | N/A     | $230000.00         | $238931.16         | Other Instrument                                  |
| JENISON MICH PUB SCHS | 2038-05-01      | 5.0000%  | N/A     | $115000.00         | $133917.63         | Other Instrument                                  |
| JENISON MICH PUB SCHS | 2037-05-01      | 5.0000%  | N/A     | $65000.00          | $76293.82          | Other Instrument                                  |
| JENISON MICH PUB SCHS | 2041-05-01      | 5.0000%  | N/A     | $35000.00          | $39791.19          | Other Instrument                                  |
| JOHNSON CNTY NEB SCH  | 2033-12-15      | 5.0000%  | N/A     | $55000.00          | $60634.69          | Other Instrument                                  |
| JOHNSTOWN COLO WTR RE | 2039-12-01      | 5.0000%  | N/A     | $65000.00          | $74898.49          | Other Instrument                                  |
| JPMC COML MTG SEC TR  | 2041-01-15      | 5.3037%  | N/A     | $3600000.00        | $3606364.38        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2049-06-17      | 3.9901%  | N/A     | $2840666.00        | $2567895.99        | Private Label Collateralized Mortgage Obligations |
| JUNEAU ALASKA CITY &  | 2032-06-01      | 4.0000%  | N/A     | $40000.00          | $43518.22          | Other Instrument                                  |
| KANSAS CITY MO INDL D | 2046-11-15      | 0.0000%  | N/A     | $160816.00         | $1658.98           | Other Instrument                                  |
| KANSAS CITY MO SAN SW | 2037-01-01      | 5.0000%  | N/A     | $60000.00          | $69865.07          | Other Instrument                                  |
| KANSAS CITY MO SPL OB | 2034-09-01      | 5.0000%  | N/A     | $55000.00          | $64265.54          | Other Instrument                                  |
| KANSAS CITY MO WTR RE | 2039-12-01      | 5.0000%  | N/A     | $45000.00          | $51471.20          | Other Instrument                                  |
| KANSAS ST DEPT TRANSN | 2040-09-01      | 5.0000%  | N/A     | $75000.00          | $87196.08          | Other Instrument                                  |
| KANSAS ST DEV FIN AUT | 2035-05-01      | 5.0000%  | N/A     | $70000.00          | $84240.88          | Other Instrument                                  |
| KANSAS ST DEV FIN AUT | 2039-05-01      | 5.0000%  | N/A     | $95000.00          | $110546.86         | Other Instrument                                  |
| KANSAS ST DEV FIN AUT | 2038-05-01      | 5.0000%  | N/A     | $100000.00         | $115458.11         | Other Instrument                                  |
| KANSAS ST DEV FIN AUT | 2037-06-01      | 2.0000%  | N/A     | $70000.00          | $59191.14          | Other Instrument                                  |
| KAUFMAN CNTY TEX MUN  | 2039-03-01      | 2.2500%  | N/A     | $40000.00          | $32752.00          | Other Instrument                                  |
| KELLER TEX COMBINATIO | 2034-02-15      | 5.0000%  | N/A     | $50000.00          | $58039.83          | Other Instrument                                  |
| KEMP TEX INDPT SCH DI | 2034-02-15      | 5.0000%  | N/A     | $395000.00         | $466454.18         | Other Instrument                                  |
| KENOWA HILLS MICH PUB | 2039-11-01      | 5.0000%  | N/A     | $95000.00          | $109556.96         | Other Instrument                                  |
| KENT HOSP FIN AUTH MI | 2036-04-01      | 4.0000%  | N/A     | $175000.00         | $183636.64         | Other Instrument                                  |
| KENTUCKY ASSN OF CNTY | 2037-02-01      | 2.1250%  | N/A     | $70000.00          | $59804.13          | Other Instrument                                  |
| KENTUCKY BD CORP FING | 2036-02-01      | 3.1250%  | N/A     | $185000.00         | $184322.33         | Other Instrument                                  |
| KENTUCKY BD DEV CORP  | 2046-03-01      | 4.0000%  | N/A     | $40000.00          | $37076.62          | Other Instrument                                  |
| KENTUCKY RURAL WTR FI | 2039-08-01      | 2.0000%  | N/A     | $40000.00          | $31453.38          | Other Instrument                                  |
| KENTUCKY ST CTFS PART | 2047-06-15      | 4.0000%  | N/A     | $35000.00          | $33843.25          | Other Instrument                                  |
| KENTUCKY ST MUN PWR A | 2043-09-01      | 3.0000%  | N/A     | $360000.00         | $304051.20         | Other Instrument                                  |
| KENTUCKY ST PPTY & BL | 2037-05-01      | 4.0000%  | N/A     | $200000.00         | $212523.78         | Other Instrument                                  |
| KERN CALIF CMNTY COLL | 2036-08-01      | 5.2500%  | N/A     | $45000.00          | $53298.08          | Other Instrument                                  |
| KING CNTY WASH SWR RE | 2035-07-01      | 5.0000%  | N/A     | $215000.00         | $256182.77         | Other Instrument                                  |
| KING CNTY WASH UNLTD  | 2040-12-01      | 5.0000%  | N/A     | $50000.00          | $57694.72          | Other Instrument                                  |
| KIRKLAND WASHLTD TAX  | 2039-12-01      | 2.0000%  | N/A     | $45000.00          | $36595.70          | Other Instrument                                  |
| KIRKWOOD MO CTFS PART | 2047-12-01      | 3.3750%  | N/A     | $50000.00          | $42954.63          | Other Instrument                                  |
| KITSAP CNTY WASH SCH  | 2037-12-01      | 5.0000%  | N/A     | $90000.00          | $104617.30         | Other Instrument                                  |
| KNOX CNTY TENN GO BDS | 2030-06-01      | 5.0000%  | N/A     | $120000.00         | $135412.13         | Other Instrument                                  |
| KNOX CNTY TENN HEALTH | 2040-09-01      | 4.0000%  | N/A     | $60000.00          | $57555.93          | Other Instrument                                  |
| KNOX CNTY TENN HEALTH | 2042-01-01      | 4.0000%  | N/A     | $255000.00         | $257109.42         | Other Instrument                                  |
| KNOXVILLE TENN ELEC R | 2041-07-01      | 2.7500%  | N/A     | $85000.00          | $75269.01          | Other Instrument                                  |
| KNOXVILLE TENN ELEC R | 2043-07-01      | 2.7500%  | N/A     | $50000.00          | $41909.39          | Other Instrument                                  |
| KYLE TEX COMBINATION  | 2037-08-15      | 5.0000%  | N/A     | $50000.00          | $57212.83          | Other Instrument                                  |
| LAGO VISTA TEX INDPT  | 2039-08-15      | 4.0000%  | N/A     | $45000.00          | $46777.65          | Other Instrument                                  |
| LAKE CNTY ILLGO BDS 2 | 2044-11-30      | 4.0000%  | N/A     | $210000.00         | $212048.90         | Other Instrument                                  |
| LAKE ELSINORE CALIF U | 2041-08-01      | 3.6250%  | N/A     | $65000.00          | $65311.87          | Other Instrument                                  |
| LAKE SHORE MICH PUB S | 2049-11-01      | 4.2500%  | N/A     | $115000.00         | $112954.79         | Other Instrument                                  |
| LAKE SHORE MICH PUB S | 2048-11-01      | 4.1250%  | N/A     | $270000.00         | $261456.75         | Other Instrument                                  |
| LAKE WORTH BEACH FLA  | 2039-10-01      | 5.2500%  | N/A     | $125000.00         | $151428.96         | Other Instrument                                  |
| LAKE WORTH TEX COMBIN | 2034-08-15      | 5.0000%  | N/A     | $45000.00          | $52252.05          | Other Instrument                                  |
| LAKELAND FLA ENERGY S | 2040-10-01      | 5.0000%  | N/A     | $60000.00          | $68175.47          | Other Instrument                                  |
| LAMAR TEX CONS INDPT  | 2048-02-15      | 4.0000%  | N/A     | $70000.00          | $67468.33          | Other Instrument                                  |
| LARKSPUR CALIF PUB FI | 2042-06-01      | 3.5000%  | N/A     | $35000.00          | $34476.44          | Other Instrument                                  |
| LAS CRUCES N MEX GO I | 2033-08-01      | 5.0000%  | N/A     | $150000.00         | $167340.17         | Other Instrument                                  |
| LAS VEGAS NEV CONVENT | 2029-07-01      | 5.0000%  | N/A     | $55000.00          | $60137.98          | Other Instrument                                  |
| LAS VEGAS NEV REVVAR  | 2039-06-01      | 5.0000%  | N/A     | $525000.00         | $613625.83         | Other Instrument                                  |
| LAS VEGAS VY NEV WTR  | 2037-06-01      | 5.0000%  | N/A     | $60000.00          | $68349.27          | Other Instrument                                  |
| LAS VEGAS VY NEV WTR  | 2038-06-01      | 5.0000%  | N/A     | $75000.00          | $87400.08          | Other Instrument                                  |
| LAS VEGAS VY NEV WTR  | 2036-06-01      | 5.0000%  | N/A     | $55000.00          | $65276.44          | Other Instrument                                  |
| LAUDERHILL FLA WTR &  | 2043-10-01      | 5.0000%  | N/A     | $60000.00          | $67011.47          | Other Instrument                                  |
| LAUREL CNTY KY GO BDS | 2040-05-01      | 3.1250%  | N/A     | $245000.00         | $238161.91         | Other Instrument                                  |
| LAUREL CNTY KY GO BDS | 2042-05-01      | 3.3750%  | N/A     | $40000.00          | $39052.60          | Other Instrument                                  |
| LAWRENCE KANS HOSP RE | 2036-07-01      | 4.0000%  | N/A     | $50000.00          | $50894.11          | Other Instrument                                  |
| LAWRENCEVILLE GA BLDG | 2029-04-01      | 5.0000%  | N/A     | $40000.00          | $44239.82          | Other Instrument                                  |
| LEAGUE CITY TEXCOMBIN | 2043-02-15      | 5.0000%  | N/A     | $35000.00          | $38214.63          | Other Instrument                                  |
| LEBANON IND MIDDLE SC | 2033-07-15      | 5.0000%  | N/A     | $40000.00          | $46140.53          | Other Instrument                                  |
| LEE CNTY GA SCH DIST  | 2031-02-01      | 5.0000%  | N/A     | $50000.00          | $56614.56          | Other Instrument                                  |
| LEHI UTAH SALES TAX R | 2030-12-01      | 5.0000%  | N/A     | $85000.00          | $96051.61          | Other Instrument                                  |
| LEHIGH CNTY PA GEN PU | 2041-11-01      | 4.0000%  | N/A     | $150000.00         | $142570.33         | Other Instrument                                  |
| LEWIS CNTY KY SCH DIS | 2041-08-01      | 2.2500%  | N/A     | $135000.00         | $102650.63         | Other Instrument                                  |
| LEWIS CNTY WASHLTD TA | 2040-12-01      | 2.0000%  | N/A     | $340000.00         | $268497.24         | Other Instrument                                  |
| LEWISTON MEGO PUB IMP | 2038-03-15      | 4.0000%  | N/A     | $100000.00         | $105826.00         | Other Instrument                                  |
| LEWISVILLE TEX INDPT  | 2039-08-15      | 5.0000%  | N/A     | $50000.00          | $56434.33          | Other Instrument                                  |
| LEWISVILLE TEX INDPT  | 2034-08-15      | 5.0000%  | N/A     | $110000.00         | $128536.83         | Other Instrument                                  |
| LINCOLN NEBGO HWY ALL | 2029-11-15      | 5.0000%  | N/A     | $35000.00          | $39144.23          | Other Instrument                                  |
| LINCOLN NEBGO STORMWT | 2029-12-01      | 5.0000%  | N/A     | $40000.00          | $44195.38          | Other Instrument                                  |
| LINDENHURST N Y UN FR | 2036-06-15      | 2.0000%  | N/A     | $85000.00          | $73292.10          | Other Instrument                                  |
| LINDSAY CALIF UNI SCH | 2038-08-01      | 0.0000%  | N/A     | $55000.00          | $35597.65          | Other Instrument                                  |
| LITTLE CYPRESS MAURIC | 2043-08-01      | 4.0000%  | N/A     | $40000.00          | $40115.16          | Other Instrument                                  |
| LIVINGSTON CNTY N YPU | 2033-05-01      | 4.0000%  | N/A     | $40000.00          | $43743.56          | Other Instrument                                  |
| LOGAN CNTY COLO SCH D | 2032-12-15      | 5.2500%  | N/A     | $140000.00         | $164076.03         | Other Instrument                                  |
| LOGAN/TODD REGL WTR C | 2041-07-01      | 3.0000%  | N/A     | $475000.00         | $439140.67         | Other Instrument                                  |
| LOMPOC CALIF DISSOLVE | 2030-09-01      | 5.0000%  | N/A     | $35000.00          | $40060.81          | Other Instrument                                  |
| LOMPOC VY MED CTR CAL | 2037-08-01      | 4.0000%  | N/A     | $50000.00          | $49749.94          | Other Instrument                                  |
| LONG BEACH TWP N J GO | 2037-02-15      | 2.0000%  | N/A     | $55000.00          | $46753.12          | Other Instrument                                  |
| LONGVIEW TEX TAX NTS2 | 2030-09-01      | 4.0000%  | N/A     | $55000.00          | $59863.41          | Other Instrument                                  |
| LOS ANGELES CALIF DEP | 2040-07-01      | 5.0000%  | N/A     | $215000.00         | $233265.92         | Other Instrument                                  |
| LOS ANGELES CALIF DEP | 2039-07-01      | 5.0000%  | N/A     | $625000.00         | $694904.86         | Other Instrument                                  |
| LOS ANGELES CALIF DEP | 2039-07-01      | 5.0000%  | N/A     | $150000.00         | $166777.17         | Other Instrument                                  |
| LOS ANGELES CNTY CALI | 2035-07-01      | 5.0000%  | N/A     | $45000.00          | $54418.85          | Other Instrument                                  |
| LOS ANGELES CNTY CALI | 2032-06-01      | 5.0000%  | N/A     | $225000.00         | $264083.50         | Other Instrument                                  |
| LOS ANGELES CNTY CALI | 2032-07-01      | 5.0000%  | N/A     | $5000.00           | $5858.14           | Other Instrument                                  |
| LOS NIETOS CALIF SCH  | 2048-08-01      | 0.0000%  | N/A     | $160000.00         | $54435.20          | Other Instrument                                  |
| LOS NIETOS CALIF SCH  | 2046-08-01      | 5.0000%  | N/A     | $40000.00          | $43635.47          | Other Instrument                                  |
| LOS NIETOS CALIF SCH  | 2044-08-01      | 5.0000%  | N/A     | $85000.00          | $94954.92          | Other Instrument                                  |
| LOUISIANA LOC GOVT EN | 2040-06-01      | 4.2500%  | N/A     | $55000.00          | $59061.49          | Other Instrument                                  |
| LOUISIANA ST GO BDS 2 | 2035-06-01      | 5.0000%  | N/A     | $105000.00         | $126910.82         | Other Instrument                                  |
| LOUISIANA ST GO BDS 2 | 2037-06-01      | 5.0000%  | N/A     | $50000.00          | $59322.22          | Other Instrument                                  |
| LOUISIANA ST GO REF B | 2035-05-01      | 5.0000%  | N/A     | $130000.00         | $157583.54         | Other Instrument                                  |
| LOUISIANA ST GO REF B | 2035-09-01      | 5.0000%  | N/A     | $75000.00          | $90334.08          | Other Instrument                                  |
| LOUISVILLE & JEFFERSO | 2037-05-15      | 3.0000%  | N/A     | $50000.00          | $49352.00          | Other Instrument                                  |
| LOUISVILLE & JEFFERSO | 2043-05-15      | 3.0000%  | N/A     | $75000.00          | $66674.25          | Other Instrument                                  |
| LOUISVILLE & JEFFERSO | 2038-05-15      | 3.0000%  | N/A     | $220000.00         | $210628.00         | Other Instrument                                  |
| LOUISVILLE & JEFFERSO | 2036-05-15      | 5.0000%  | N/A     | $290000.00         | $336871.73         | Other Instrument                                  |
| LOVELAND COLO WASTEWA | 2031-08-01      | 5.0000%  | N/A     | $35000.00          | $40075.74          | Other Instrument                                  |
| LOWELL MICH AREA SCHS | 2037-05-01      | 5.0000%  | N/A     | $80000.00          | $89240.89          | Other Instrument                                  |
| LOWER ALA GAS DIST GA | 2033-12-01      | 5.0000%  | N/A     | $100000.00         | $109302.33         | Other Instrument                                  |
| LOWER COLO RIV AUTH T | 2039-05-15      | 5.0000%  | N/A     | $50000.00          | $57444.83          | Other Instrument                                  |
| LUBBOCK COOPER TEX IN | 2051-02-15      | 4.0000%  | N/A     | $85000.00          | $79199.03          | Other Instrument                                  |
| LUBBOCK TEXGO BDS 202 | 2041-02-15      | 5.0000%  | N/A     | $65000.00          | $72687.98          | Other Instrument                                  |
| LUBBOCK TEXGO BDS 202 | 2038-02-15      | 5.0000%  | N/A     | $65000.00          | $74431.93          | Other Instrument                                  |
| LUDLOW MASSGO MUN PUR | 2037-02-01      | 3.0000%  | N/A     | $35000.00          | $34317.38          | Other Instrument                                  |
| LYNWOOD CALIF UNI SCH | 2042-08-01      | 0.0000%  | N/A     | $100000.00         | $51440.00          | Other Instrument                                  |
| MADELIA MINN INDPT SC | 2042-02-01      | 4.0000%  | N/A     | $115000.00         | $118326.82         | Other Instrument                                  |
| MADERA CALIF UNI SCH  | 2046-08-01      | 5.0000%  | N/A     | $35000.00          | $38250.84          | Other Instrument                                  |
| MADISON WIS AREA TECH | 2032-03-01      | 4.0000%  | N/A     | $40000.00          | $44507.02          | Other Instrument                                  |
| MANATEE CNTY FLA LTD  | 2034-05-01      | 5.0000%  | N/A     | $60000.00          | $72015.07          | Other Instrument                                  |
| MANCHESTER N H SWR RE | 2037-06-01      | 5.0000%  | N/A     | $75000.00          | $88202.58          | Other Instrument                                  |
| MANVEL TEX COMBINATIO | 2052-08-15      | 4.1250%  | N/A     | $305000.00         | $288781.63         | Other Instrument                                  |
| MANVEL TEX COMBINATIO | 2053-02-15      | 4.3750%  | N/A     | $105000.00         | $103107.73         | Other Instrument                                  |
| MANVEL TEX COMBINATIO | 2041-08-15      | 4.0000%  | N/A     | $60000.00          | $61803.20          | Other Instrument                                  |
| MARICOPA CNTY & PHOEN | 2055-03-01      | 6.0000%  | N/A     | $85000.00          | $92313.82          | Other Instrument                                  |
| MARICOPA CNTY ARIZ SC | 2029-07-01      | 5.0000%  | N/A     | $40000.00          | $43898.31          | Other Instrument                                  |
| MARICOPA CNTY ARIZ SC | 2035-07-01      | 5.0000%  | N/A     | $75000.00          | $88931.83          | Other Instrument                                  |
| MARICOPA CNTY ARIZ SC | 2032-07-01      | 5.0000%  | N/A     | $40000.00          | $45835.91          | Other Instrument                                  |
| MARICOPA CNTY ARIZ SC | 2042-07-01      | 5.0000%  | N/A     | $40000.00          | $45060.53          | Other Instrument                                  |
| MARICOPA CNTY ARIZ SC | 2037-07-01      | 5.0000%  | N/A     | $45000.00          | $50606.90          | Other Instrument                                  |
| MARICOPA CNTY ARIZ UN | 2030-07-01      | 5.0000%  | N/A     | $40000.00          | $44911.91          | Other Instrument                                  |
| MARICOPA CNTY ARIZ UN | 2035-07-01      | 5.0000%  | N/A     | $40000.00          | $46088.71          | Other Instrument                                  |
| MARICOPA CNTY ARIZ UN | 2039-07-01      | 5.0000%  | N/A     | $75000.00          | $85340.08          | Other Instrument                                  |
| MARICOPA CNTY ARIZ UN | 2039-07-01      | 5.0000%  | N/A     | $60000.00          | $68413.67          | Other Instrument                                  |
| MARINA COAST WTR DIST | 2049-06-01      | 3.0000%  | N/A     | $80000.00          | $63050.13          | Other Instrument                                  |
| MARION CNTY ORE SCH D | 2039-06-15      | 0.0000%  | N/A     | $240000.00         | $137167.20         | Other Instrument                                  |
| MARSHALL UNIV W VA UN | 2039-05-01      | 3.0000%  | N/A     | $55000.00          | $51795.52          | Other Instrument                                  |
| MARYLAND ST DEPT TRAN | 2036-10-01      | 5.0000%  | N/A     | $60000.00          | $70767.60          | Other Instrument                                  |
| MARYLAND ST HEALTH &  | 2047-05-15      | 3.7500%  | N/A     | $195000.00         | $177885.83         | Other Instrument                                  |
| MARYLAND ST HEALTH &  | 2045-08-15      | 4.0000%  | N/A     | $260000.00         | $251491.07         | Other Instrument                                  |
| MARYLAND ST TRANSN AU | 2030-07-01      | 5.0000%  | N/A     | $45000.00          | $50680.25          | Other Instrument                                  |
| MARYLAND ST TRANSN AU | 2038-07-01      | 5.0000%  | N/A     | $100000.00         | $116335.78         | Other Instrument                                  |
| MARYLAND STGO LOC FAC | 2032-06-01      | 5.0000%  | N/A     | $155000.00         | $182128.79         | Other Instrument                                  |
| MARYLAND STGO LOC FAC | 2034-03-15      | 5.0000%  | N/A     | $130000.00         | $155104.30         | Other Instrument                                  |
| MARYLAND STGO ST LOC  | 2038-06-01      | 5.0000%  | N/A     | $50000.00          | $58421.72          | Other Instrument                                  |
| MARYLAND STLOC FACS L | 2035-03-01      | 5.0000%  | N/A     | $80000.00          | $91616.36          | Other Instrument                                  |
| MARYLAND STLOC FACS L | 2034-03-01      | 5.0000%  | N/A     | $70000.00          | $80484.21          | Other Instrument                                  |
| MARYSVILLE BORO PA GO | 2041-07-15      | 3.2500%  | N/A     | $50000.00          | $46575.08          | Other Instrument                                  |
| MASON CNTY WASH PUB H | 2038-12-01      | 4.0000%  | N/A     | $155000.00         | $156908.91         | Other Instrument                                  |
| MASSACHUSETTS BAY TRA | 2039-07-01      | 5.0000%  | N/A     | $50000.00          | $59163.89          | Other Instrument                                  |
| MASSACHUSETTS BAY TRA | 2033-07-01      | 5.0000%  | N/A     | $60000.00          | $71950.67          | Other Instrument                                  |
| MASSACHUSETTS ST CLEA | 2039-02-01      | 5.0000%  | N/A     | $55000.00          | $62117.61          | Other Instrument                                  |
| MASSACHUSETTS ST DEV  | 2045-07-01      | 4.0000%  | N/A     | $65000.00          | $60365.64          | Other Instrument                                  |
| MASSACHUSETTS ST DEV  | 2047-07-01      | 4.0000%  | N/A     | $540000.00         | $480849.60         | Other Instrument                                  |
| MASSACHUSETTS ST DEV  | 2034-03-01      | 5.0000%  | N/A     | $35000.00          | $42387.61          | Other Instrument                                  |
| MASSACHUSETTS ST DEV  | 2041-07-01      | 4.0000%  | N/A     | $250000.00         | $251730.56         | Other Instrument                                  |
| MASSACHUSETTS ST GO B | 2032-10-01      | 5.0000%  | N/A     | $140000.00         | $167056.09         | Other Instrument                                  |
| MASSACHUSETTS ST GO B | 2038-01-01      | 5.0000%  | N/A     | $80000.00          | $85886.22          | Other Instrument                                  |
| MASSACHUSETTS ST GO B | 2043-05-01      | 5.0000%  | N/A     | $35000.00          | $39547.24          | Other Instrument                                  |
| MASSACHUSETTS ST GO B | 2037-05-01      | 5.0000%  | N/A     | $115000.00         | $136501.68         | Other Instrument                                  |
| MASSACHUSETTS ST GO B | 2036-03-01      | 5.0000%  | N/A     | $50000.00          | $60392.72          | Other Instrument                                  |
| MASSACHUSETTS ST GO C | 2040-06-01      | 5.0000%  | N/A     | $35000.00          | $41147.21          | Other Instrument                                  |
| MASSACHUSETTS ST GO C | 2033-12-01      | 5.0000%  | N/A     | $50000.00          | $51652.22          | Other Instrument                                  |
| MASSACHUSETTS ST GO C | 2042-06-01      | 5.0000%  | N/A     | $240000.00         | $276425.87         | Other Instrument                                  |
| MASSACHUSETTS ST GO R | 2029-07-01      | 5.0000%  | N/A     | $50000.00          | $55215.39          | Other Instrument                                  |
| MASSACHUSETTS ST HSG  | 2062-06-01      | 3.3500%  | N/A     | $200000.00         | $156554.56         | Other Instrument                                  |
| MASSACHUSETTS ST HSG  | 2048-12-01      | 3.4500%  | N/A     | $60000.00          | $53072.50          | Other Instrument                                  |
| MASSACHUSETTS ST HSG  | 2052-12-01      | 3.5000%  | N/A     | $220000.00         | $187985.84         | Other Instrument                                  |
| MASSACHUSETTS ST HSG  | 2047-12-01      | 3.4000%  | N/A     | $60000.00          | $53143.33          | Other Instrument                                  |
| MASSACHUSETTS ST HSG  | 2042-12-01      | 3.3000%  | N/A     | $225000.00         | $211939.50         | Other Instrument                                  |
| MASSACHUSETTS ST TRAN | 2044-06-01      | 5.0000%  | N/A     | $115000.00         | $128567.06         | Other Instrument                                  |
| MATAWAN BORO N J GO I | 2038-06-01      | 2.3750%  | N/A     | $85000.00          | $74120.31          | Other Instrument                                  |
| MAURY CNTY TENNGO BDS | 2033-04-01      | 5.0000%  | N/A     | $130000.00         | $152069.81         | Other Instrument                                  |
| MAYES CNTY OKLA PUB F | 2037-09-01      | 3.2500%  | N/A     | $40000.00          | $40663.56          | Other Instrument                                  |
| MC CAMEY TEX INDPT SC | 2048-02-15      | 4.0000%  | N/A     | $95000.00          | $90135.37          | Other Instrument                                  |
| MEDFORD ORE REVLTD TA | 2033-06-01      | 2.0000%  | N/A     | $60000.00          | $56431.07          | Other Instrument                                  |
| MEMPHIS TENN ELEC SYS | 2036-12-01      | 5.0000%  | N/A     | $35000.00          | $41379.26          | Other Instrument                                  |
| MEMPHIS TENN ELEC SYS | 2040-12-01      | 5.0000%  | N/A     | $65000.00          | $74725.59          | Other Instrument                                  |
| MEMPHIS TENN GEN IMPT | 2038-04-01      | 5.0000%  | N/A     | $110000.00         | $126834.16         | Other Instrument                                  |
| MENIFEE CNTY KY SCH D | 2035-08-01      | 3.0000%  | N/A     | $40000.00          | $39974.67          | Other Instrument                                  |
| MENOMINEE INDIAN WIS  | 2038-03-01      | 4.1250%  | N/A     | $35000.00          | $37270.68          | Other Instrument                                  |
| MERCED CALIF UN HIGH  | 2036-08-01      | 0.0000%  | N/A     | $75000.00          | $52653.75          | Other Instrument                                  |
| MESA ARIZGO BDS 2023  | 2037-07-01      | 5.0000%  | N/A     | $50000.00          | $57817.89          | Other Instrument                                  |
| MESQUITE TEX INDPT SC | 2042-08-15      | 5.0000%  | N/A     | $80000.00          | $90386.93          | Other Instrument                                  |
| METROPOLITAN ATLANTA  | 2031-07-01      | 5.0000%  | N/A     | $45000.00          | $51774.20          | Other Instrument                                  |
| METROPOLITAN GOVT NAS | 2042-01-01      | 5.0000%  | N/A     | $400000.00         | $448187.11         | Other Instrument                                  |
| METROPOLITAN GOVT NAS | 2035-05-15      | 5.0000%  | N/A     | $35000.00          | $39546.38          | Other Instrument                                  |
| METROPOLITAN GOVT NAS | 2030-07-01      | 5.0000%  | N/A     | $150000.00         | $168736.17         | Other Instrument                                  |
| METROPOLITAN GOVT NAS | 2038-05-15      | 5.0000%  | N/A     | $75000.00          | $83381.75          | Other Instrument                                  |
| METROPOLITAN GOVT NAS | 2030-05-15      | 5.0000%  | N/A     | $65000.00          | $73226.18          | Other Instrument                                  |
| METROPOLITAN KNOXVILL | 2039-06-01      | 5.0000%  | N/A     | $90000.00          | $102326.80         | Other Instrument                                  |
| METROPOLITAN WASH D C | 2037-10-01      | 0.0000%  | N/A     | $45000.00          | $27379.35          | Other Instrument                                  |
| METROPOLITAN WTR DIST | 2038-04-01      | 5.0000%  | N/A     | $35000.00          | $42502.17          | Other Instrument                                  |
| METROPOLITAN WTR DIST | 2044-04-01      | 5.0000%  | N/A     | $205000.00         | $234581.04         | Other Instrument                                  |
| METROPOLITAN WTR DIST | 2033-04-01      | 5.0000%  | N/A     | $50000.00          | $61586.39          | Other Instrument                                  |
| METROPOLITAN WTR DIST | 2034-07-01      | 5.0000%  | N/A     | $50000.00          | $59618.39          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA S | 2030-04-01      | 5.0000%  | N/A     | $125000.00         | $141174.72         | Other Instrument                                  |
| MIAMI-DADE CNTY FLA S | 2039-10-01      | 5.0000%  | N/A     | $40000.00          | $43879.51          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA S | 2033-04-01      | 5.0000%  | N/A     | $200000.00         | $230537.56         | Other Instrument                                  |
| MIAMI-DADE CNTY FLA S | 2050-10-01      | 4.0000%  | N/A     | $100000.00         | $92204.22          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA T | 2037-07-01      | 3.0000%  | N/A     | $115000.00         | $114187.72         | Other Instrument                                  |
| MIAMI-DADE CNTY FLA W | 2031-10-01      | 5.0000%  | N/A     | $35000.00          | $40703.87          | Other Instrument                                  |
| MIAMI-DADE CNTY FLAGO | 2034-07-01      | 4.0000%  | N/A     | $100000.00         | $105914.22         | Other Instrument                                  |
| MICHIGAN FIN AUTH ACT | 2035-08-31      | 5.0000%  | N/A     | $100000.00         | $116052.33         | Other Instrument                                  |
| MICHIGAN FIN AUTH REV | 2046-12-01      | 4.0000%  | N/A     | $155000.00         | $146271.26         | Other Instrument                                  |
| MICHIGAN FIN AUTH REV | 2045-11-01      | 4.0000%  | N/A     | $100000.00         | $101375.89         | Other Instrument                                  |
| MICHIGAN FIN AUTH REV | 2039-11-01      | 5.0000%  | N/A     | $130000.00         | $148551.14         | Other Instrument                                  |
| MICHIGAN ST STRATEGIC | 2047-10-15      | 4.0000%  | N/A     | $375000.00         | $365207.50         | Other Instrument                                  |
| MICHIGAN ST TRUNK LIN | 2034-11-15      | 5.0000%  | N/A     | $75000.00          | $89336.75          | Other Instrument                                  |
| MILLER CNTY GA SCH DI | 2034-02-01      | 5.0000%  | N/A     | $165000.00         | $194691.93         | Other Instrument                                  |
| MILWAUKEE WISGO CORP  | 2033-04-01      | 2.6250%  | N/A     | $45000.00          | $44423.36          | Other Instrument                                  |
| MINNESOTA ST GO VAR P | 2031-08-01      | 5.0000%  | N/A     | $50000.00          | $57300.56          | Other Instrument                                  |
| MINNESOTA ST HIGHER E | 2036-04-01      | 3.0000%  | N/A     | $65000.00          | $64456.38          | Other Instrument                                  |
| MINNESOTA ST HSG FIN  | 2044-09-01      | 2.9500%  | N/A     | $150000.00         | $17306.27          | Other Instrument                                  |
| MINNESOTA ST HSG FIN  | 2055-07-01      | 6.2500%  | N/A     | $120000.00         | $138698.67         | Other Instrument                                  |
| MINNESOTA ST VAR PURP | 2029-08-01      | 5.0000%  | N/A     | $155000.00         | $170208.77         | Other Instrument                                  |
| MINNESOTA ST VAR PURP | 2034-08-01      | 5.0000%  | N/A     | $200000.00         | $239950.22         | Other Instrument                                  |
| MINUTEMAN REGL VOCATN | 2039-09-15      | 3.1250%  | N/A     | $85000.00          | $83312.96          | Other Instrument                                  |
| MISSION TEXCOMB TAX R | 2040-02-15      | 3.0000%  | N/A     | $150000.00         | $138883.50         | Other Instrument                                  |
| MISSOURI ST HEALTH &  | 2050-06-01      | 3.0000%  | N/A     | $100000.00         | $76670.67          | Other Instrument                                  |
| MODESTO CALIF IRR DIS | 2032-10-01      | 5.0000%  | N/A     | $55000.00          | $57149.83          | Other Instrument                                  |
| MOHAVE CNTY ARIZONA U | 2028-07-01      | 5.0000%  | N/A     | $35000.00          | $36640.02          | Other Instrument                                  |
| MONA SHORES MICH PUB  | 2032-05-01      | 5.0000%  | N/A     | $60000.00          | $65913.67          | Other Instrument                                  |
| MONA SHORES MICH PUB  | 2035-05-01      | 5.0000%  | N/A     | $55000.00          | $62304.61          | Other Instrument                                  |
| MONROE OHIO SPL OBLIG | 2044-12-01      | 3.0000%  | N/A     | $140000.00         | $118320.53         | Other Instrument                                  |
| MONROE WASHLTD TAX GO | 2052-12-01      | 4.2500%  | N/A     | $50000.00          | $48766.64          | Other Instrument                                  |
| MONT BELVIEU TEX TAX  | 2037-08-15      | 3.2500%  | N/A     | $60000.00          | $59964.20          | Other Instrument                                  |
| MONTAGUE MASSGO MUN P | 2043-02-01      | 2.6250%  | N/A     | $75000.00          | $60435.44          | Other Instrument                                  |
| MONTAGUE MICH AREA PU | 2034-05-01      | 5.0000%  | N/A     | $60000.00          | $69182.47          | Other Instrument                                  |
| MONTANA FAC FIN AUTH  | 2036-02-15      | 3.5000%  | N/A     | $50000.00          | $50133.33          | Other Instrument                                  |
| MONTEREY PENINSULA CA | 2027-08-01      | 0.0000%  | N/A     | $35000.00          | $33686.45          | Other Instrument                                  |
| MONTGOMERY CNTY OHIO  | 2047-08-01      | 4.0000%  | N/A     | $175000.00         | $161489.81         | Other Instrument                                  |
| MONTGOMERY CNTY TEX M | 2043-09-01      | 2.0000%  | N/A     | $55000.00          | $38456.43          | Other Instrument                                  |
| MONTGOMERY DRAIN DIST | 2048-08-01      | 4.0000%  | N/A     | $45000.00          | $43558.60          | Other Instrument                                  |
| MONTGOMERY TEX INDPT  | 2053-02-15      | 4.0000%  | N/A     | $275000.00         | $257362.42         | Other Instrument                                  |
| MOON AREA SCH DIST PA | 2029-11-15      | 5.0000%  | N/A     | $105000.00         | $116879.35         | Other Instrument                                  |
| MORAINE PK WIS TECHNI | 2034-04-01      | 5.0000%  | N/A     | $45000.00          | $52161.65          | Other Instrument                                  |
| MORGAN CNTY GA SCH DI | 2035-11-01      | 5.0000%  | N/A     | $175000.00         | $210650.81         | Other Instrument                                  |
| MORGAN CNTY GA SCH DI | 2030-11-01      | 5.0000%  | N/A     | $100000.00         | $112318.89         | Other Instrument                                  |
| MORGAN STANLEY CAP I  | 2035-02-07      | 3.7048%  | N/A     | $142000.00         | $130389.00         | Private Label Collateralized Mortgage Obligations |
| MORRIS AREA SCHS MINN | 2037-02-01      | 3.2500%  | N/A     | $50000.00          | $50124.86          | Other Instrument                                  |
| MORRISTOWN TENNGO BDS | 2029-06-01      | 5.0000%  | N/A     | $35000.00          | $38480.21          | Other Instrument                                  |
| MORRISTOWN TENNGO REF | 2034-03-01      | 2.0000%  | N/A     | $80000.00          | $73468.62          | Other Instrument                                  |
| MSD WARREN TWP IND VI | 2039-07-10      | 5.0000%  | N/A     | $35000.00          | $39049.42          | Other Instrument                                  |
| MUNICIPAL ELEC AUTH G | 2027-07-01      | 5.0000%  | N/A     | $50000.00          | $52328.39          | Other Instrument                                  |
| MURRAY KY HOSP FACS R | 2034-08-01      | 4.0000%  | N/A     | $250000.00         | $250834.72         | Other Instrument                                  |
| MUSCATINE IOWA ELEC R | 2055-12-01      | 5.2500%  | N/A     | $95000.00          | $100177.66         | Other Instrument                                  |
| MUSCATINE IOWA ELEC R | 2035-12-01      | 5.0000%  | N/A     | $110000.00         | $127781.26         | Other Instrument                                  |
| MUSCATINE IOWA ELEC R | 2033-12-01      | 5.0000%  | N/A     | $60000.00          | $69666.47          | Other Instrument                                  |
| NASHUA N H GEN OBLIG  | 2036-10-01      | 5.0000%  | N/A     | $60000.00          | $71653.60          | Other Instrument                                  |
| NASHUA N H GO BDS     | 2032-08-01      | 2.0000%  | N/A     | $40000.00          | $37613.78          | Other Instrument                                  |
| NASHUA N H GO BDS     | 2040-08-01      | 5.0000%  | N/A     | $35000.00          | $38482.89          | Other Instrument                                  |
| NATIONAL FIN AUTH N H | 2051-07-01      | 4.0000%  | N/A     | $185000.00         | $176766.06         | Other Instrument                                  |
| NATOMAS UNI SCH DIST  | 2033-08-01      | 5.0000%  | N/A     | $40000.00          | $48716.44          | Other Instrument                                  |
| NEBRASKA INVT FIN AUT | 2049-09-01      | 4.0000%  | N/A     | $45000.00          | $46132.00          | Other Instrument                                  |
| NEEDVILLE TEX INDPT S | 2028-08-15      | 5.0000%  | N/A     | $35000.00          | $37465.63          | Other Instrument                                  |
| NEVADA ST LEASE REV C | 2043-06-01      | 4.0000%  | N/A     | $35000.00          | $35848.24          | Other Instrument                                  |
| NEVADA ST LEASE REV C | 2042-06-01      | 4.0000%  | N/A     | $45000.00          | $46530.25          | Other Instrument                                  |
| NEVADA SYS HIGHER ED  | 2042-07-01      | 3.3750%  | N/A     | $135000.00         | $127009.35         | Other Instrument                                  |
| NEW HAMPSHIRE MUN BD  | 2035-08-15      | 5.0000%  | N/A     | $55000.00          | $65307.37          | Other Instrument                                  |
| NEW HAMPSHIRE MUN BD  | 2030-08-15      | 5.0000%  | N/A     | $95000.00          | $106559.28         | Other Instrument                                  |
| NEW HAMPSHIRE MUN BD  | 2029-02-15      | 5.0000%  | N/A     | $80000.00          | $86722.13          | Other Instrument                                  |
| NEW JERSEY ECONOMIC D | 2029-06-15      | 5.0000%  | N/A     | $55000.00          | $60378.45          | Other Instrument                                  |
| NEW JERSEY ECONOMIC D | 2032-06-15      | 5.0000%  | N/A     | $90000.00          | $101471.40         | Other Instrument                                  |
| NEW JERSEY ST EDL FAC | 2038-07-01      | 3.0000%  | N/A     | $40000.00          | $37858.67          | Other Instrument                                  |
| NEW JERSEY ST TRANSN  | 2038-06-15      | 5.0000%  | N/A     | $95000.00          | $110085.05         | Other Instrument                                  |
| NEW JERSEY ST TRANSN  | 2032-06-15      | 5.0000%  | N/A     | $115000.00         | $133937.05         | Other Instrument                                  |
| NEW JERSEY ST TRANSN  | 2032-06-15      | 5.0000%  | N/A     | $35000.00          | $40719.00          | Other Instrument                                  |
| NEW JERSEY ST TRANSN  | 2033-06-15      | 5.0000%  | N/A     | $140000.00         | $165235.00         | Other Instrument                                  |
| NEW JERSEY ST TRANSN  | 2039-12-15      | 0.0000%  | N/A     | $35000.00          | $21198.80          | Other Instrument                                  |
| NEW JERSEY ST TRANSN  | 2040-06-15      | 4.0000%  | N/A     | $100000.00         | $103233.00         | Other Instrument                                  |
| NEW JERSEY ST TRANSN  | 2040-06-15      | 4.2500%  | N/A     | $105000.00         | $110477.85         | Other Instrument                                  |
| NEW JERSEY ST TRANSN  | 2034-06-15      | 5.0000%  | N/A     | $185000.00         | $211092.40         | Other Instrument                                  |
| NEW MEXICO FIN AUTH R | 2031-06-01      | 5.0000%  | N/A     | $365000.00         | $420594.77         | Other Instrument                                  |
| NEW MEXICO FIN AUTH R | 2041-06-01      | 5.0000%  | N/A     | $75000.00          | $85811.58          | Other Instrument                                  |
| NEW MEXICO FIN AUTH R | 2036-06-01      | 5.0000%  | N/A     | $35000.00          | $41426.16          | Other Instrument                                  |
| NEW MEXICO FIN AUTH R | 2032-06-01      | 5.0000%  | N/A     | $85000.00          | $99667.13          | Other Instrument                                  |
| NEW MEXICO FIN AUTH R | 2034-06-01      | 5.0000%  | N/A     | $110000.00         | $130029.29         | Other Instrument                                  |
| NEW MEXICO FIN AUTH S | 2029-06-15      | 5.0000%  | N/A     | $80000.00          | $88231.20          | Other Instrument                                  |
| NEW MEXICO MTG FIN AU | 2053-03-01      | 4.2500%  | N/A     | $55000.00          | $45621.45          | Other Instrument                                  |
| NEW MEXICO ST SEVERAN | 2031-07-01      | 5.0000%  | N/A     | $40000.00          | $45807.11          | Other Instrument                                  |
| NEW MEXICO STCAP PROJ | 2029-03-01      | 5.0000%  | N/A     | $200000.00         | $221734.89         | Other Instrument                                  |
| NEW ORLEANS LA GO REF | 2036-12-01      | 3.0000%  | N/A     | $40000.00          | $39683.07          | Other Instrument                                  |
| NEW ORLEANS LA GO REF | 2028-12-01      | 5.0000%  | N/A     | $185000.00         | $191179.82         | Other Instrument                                  |
| NEW ORLEANS LA PUB IM | 2040-12-01      | 5.0000%  | N/A     | $50000.00          | $53631.72          | Other Instrument                                  |
| NEW ORLEANS LA PUB IM | 2027-12-01      | 5.0000%  | N/A     | $60000.00          | $63287.07          | Other Instrument                                  |
| NEW YORK CITY N Y IND | 2037-10-01      | 0.0000%  | N/A     | $4480000.00        | $2926871.11        | Other Instrument                                  |
| NEW YORK CITY N Y IND | 2046-10-01      | 0.0000%  | N/A     | $400000.00         | $261530.56         | Other Instrument                                  |
| NEW YORK LIBERTY DEV  | 2046-11-15      | 2.8750%  | N/A     | $165000.00         | $129695.91         | Other Instrument                                  |
| NEW YORK LIBERTY DEV  | 2036-11-15      | 2.5000%  | N/A     | $245000.00         | $225224.42         | Other Instrument                                  |
| NEW YORK N Y CITY MUN | 2038-06-15      | 5.0000%  | N/A     | $560000.00         | $606900.00         | Other Instrument                                  |
| NEW YORK N Y CITY MUN | 2040-06-15      | 5.0000%  | N/A     | $915000.00         | $996206.25         | Other Instrument                                  |
| NEW YORK N Y CITY TR  | 2028-04-01      | 4.0000%  | N/A     | $50000.00          | $51418.11          | Other Instrument                                  |
| NEW YORK N Y CITY TRA | 2048-11-01      | 5.2500%  | N/A     | $90000.00          | $97153.80          | Other Instrument                                  |
| NEW YORK N Y CITY TRA | 2036-11-01      | 5.0000%  | N/A     | $50000.00          | $59521.56          | Other Instrument                                  |
| NEW YORK N Y CITY TRA | 2032-07-15      | 5.0000%  | N/A     | $35000.00          | $40145.47          | Other Instrument                                  |
| NEW YORK N Y CITY TRA | 2039-11-01      | 5.0000%  | N/A     | $45000.00          | $51419.75          | Other Instrument                                  |
| NEW YORK N Y CITY TRA | 2040-05-01      | 5.0000%  | N/A     | $275000.00         | $314762.56         | Other Instrument                                  |
| NEW YORK N Y CITY TRA | 2040-05-01      | 5.0000%  | N/A     | $70000.00          | $80121.38          | Other Instrument                                  |
| NEW YORK N Y CITY TRA | 2037-07-15      | 5.0000%  | N/A     | $80000.00          | $91017.87          | Other Instrument                                  |
| NEW YORK N Y GO BDS F | 2035-04-01      | 5.0000%  | N/A     | $65000.00          | $77410.31          | Other Instrument                                  |
| NEW YORK N Y GO BDS F | 2033-04-01      | 5.0000%  | N/A     | $50000.00          | $57060.89          | Other Instrument                                  |
| NEW YORK N Y GO BDS F | 2047-03-01      | 4.0000%  | N/A     | $75000.00          | $72902.67          | Other Instrument                                  |
| NEW YORK N Y GO BDS F | 2037-08-01      | 5.0000%  | N/A     | $65000.00          | $75114.72          | Other Instrument                                  |
| NEW YORK N Y GO BDS F | 2040-09-01      | 5.0000%  | N/A     | $190000.00         | $218523.64         | Other Instrument                                  |
| NEW YORK N Y GO BDS F | 2040-04-01      | 5.0000%  | N/A     | $75000.00          | $85810.33          | Other Instrument                                  |
| NEW YORK N Y GO BDS F | 2039-02-01      | 5.0000%  | N/A     | $80000.00          | $92352.09          | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2040-10-01      | 3.3750%  | N/A     | $40000.00          | $40561.50          | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2028-07-01      | 5.0000%  | N/A     | $50000.00          | $53039.39          | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2036-03-15      | 5.0000%  | N/A     | $35000.00          | $42136.15          | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2031-07-01      | 5.0000%  | N/A     | $115000.00         | $130647.79         | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2043-03-15      | 5.0000%  | N/A     | $45000.00          | $51453.90          | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2033-03-15      | 5.0000%  | N/A     | $175000.00         | $210707.00         | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2041-07-01      | 3.2500%  | N/A     | $70000.00          | $66762.19          | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2037-07-01      | 4.0000%  | N/A     | $105000.00         | $105704.78         | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2050-08-15      | 4.0000%  | N/A     | $55000.00          | $51971.33          | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2043-07-01      | 4.0000%  | N/A     | $390000.00         | $376229.97         | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2037-10-01      | 5.0000%  | N/A     | $85000.00          | $97709.01          | Other Instrument                                  |
| NEW YORK ST DORM AUTH | 2031-03-15      | 5.0000%  | N/A     | $60000.00          | $69735.60          | Other Instrument                                  |
| NEW YORK ST ENVIRONME | 2032-05-15      | 5.0000%  | N/A     | $40000.00          | $47163.87          | Other Instrument                                  |
| NEW YORK ST ENVIRONME | 2041-06-15      | 5.0000%  | N/A     | $150000.00         | $167764.50         | Other Instrument                                  |
| NEW YORK ST HSG FIN A | 2046-11-01      | 3.8750%  | N/A     | $50000.00          | $49302.81          | Other Instrument                                  |
| NEW YORK ST HSG FIN A | 2049-11-01      | 3.7000%  | N/A     | $55000.00          | $50343.82          | Other Instrument                                  |
| NEW YORK ST PWR AUTH  | 2038-11-15      | 5.0000%  | N/A     | $80000.00          | $93941.33          | Other Instrument                                  |
| NEW YORK ST URBAN DEV | 2041-03-15      | 5.0000%  | N/A     | $40000.00          | $44373.60          | Other Instrument                                  |
| NEW YORK ST URBAN DEV | 2044-03-15      | 5.0000%  | N/A     | $35000.00          | $39078.20          | Other Instrument                                  |
| NEW YORK ST URBAN DEV | 2043-03-15      | 3.7500%  | N/A     | $100000.00         | $98716.50          | Other Instrument                                  |
| NEW YORK TRANSN DEV C | 2041-07-01      | 4.0000%  | N/A     | $55000.00          | $55148.07          | Other Instrument                                  |
| NEW YORK TRANSN DEV C | 2033-12-01      | 5.0000%  | N/A     | $50000.00          | $55662.22          | Other Instrument                                  |
| NEWARK CULTURAL ED FA | 2044-11-15      | 3.2500%  | N/A     | $150000.00         | $129070.25         | Other Instrument                                  |
| NEWPORT-MESA CALIF UN | 2043-08-01      | 0.0000%  | N/A     | $40000.00          | $20152.00          | Other Instrument                                  |
| NIAGARA FALLS N Y CIT | 2031-09-15      | 5.0000%  | N/A     | $35000.00          | $40724.60          | Other Instrument                                  |
| NIAGARA-WHEATFIELD N  | 2035-06-15      | 4.0000%  | N/A     | $50000.00          | $54671.00          | Other Instrument                                  |
| NICHOLAS CNTY KY PUB  | 2034-06-01      | 2.3750%  | N/A     | $75000.00          | $70106.52          | Other Instrument                                  |
| NOGALES ARIZ MUN DEV  | 2039-06-01      | 3.0000%  | N/A     | $35000.00          | $33343.68          | Other Instrument                                  |
| NORTH BRUNSWICK TWP N | 2038-07-15      | 3.0000%  | N/A     | $40000.00          | $39516.80          | Other Instrument                                  |
| NORTH CAROLINA MED CA | 2030-06-01      | 5.0000%  | N/A     | $315000.00         | $353028.20         | Other Instrument                                  |
| NORTH CAROLINA MED CA | 2038-06-01      | 5.0000%  | N/A     | $40000.00          | $46629.78          | Other Instrument                                  |
| NORTH CAROLINA ST LTD | 2035-05-01      | 2.0000%  | N/A     | $40000.00          | $36340.18          | Other Instrument                                  |
| NORTH DAKOTA ST BRD H | 2041-04-01      | 3.5000%  | N/A     | $225000.00         | $227053.00         | Other Instrument                                  |
| NORTH EAST INDPT SCH  | 2035-08-01      | 5.0000%  | N/A     | $45000.00          | $52929.05          | Other Instrument                                  |
| NORTH LAS VEGAS NEVLT | 2036-06-01      | 5.0000%  | N/A     | $310000.00         | $367924.88         | Other Instrument                                  |
| NORTH RICHLAND HILLS  | 2034-02-15      | 4.2500%  | N/A     | $35000.00          | $37617.88          | Other Instrument                                  |
| NORTH SCOTT IOWA CMNT | 2040-06-01      | 4.0000%  | N/A     | $40000.00          | $41706.62          | Other Instrument                                  |
| NORTH SLOPE BORO ALAS | 2030-06-30      | 5.0000%  | N/A     | $115000.00         | $129840.37         | Other Instrument                                  |
| NORTH ST PAUL MAPLEWO | 2039-02-01      | 3.0000%  | N/A     | $50000.00          | $47431.83          | Other Instrument                                  |
| NORTH STRABANE TWP PA | 2041-10-01      | 3.0000%  | N/A     | $85000.00          | $77287.67          | Other Instrument                                  |
| NORTH TEX MUN WTR DIS | 2052-06-01      | 4.3750%  | N/A     | $380000.00         | $383656.13         | Other Instrument                                  |
| NORTHERN KY WTR DIST  | 2035-02-01      | 2.0000%  | N/A     | $175000.00         | $156683.53         | Other Instrument                                  |
| NORTHMONT OHIO CITY S | 2048-11-01      | 3.3750%  | N/A     | $145000.00         | $122037.08         | Other Instrument                                  |
| NORTHSIDE TEX INDPT S | 2032-08-15      | 5.0000%  | N/A     | $35000.00          | $40625.78          | Other Instrument                                  |
| NORWALK LA MIRADA CAL | 2043-08-01      | 5.0000%  | N/A     | $50000.00          | $56658.00          | Other Instrument                                  |
| NORWICH CONN GEN OBLI | 2042-08-01      | 4.0000%  | N/A     | $55000.00          | $57812.58          | Other Instrument                                  |
| NYACK N YPUB IMPT BDS | 2056-02-01      | 4.1250%  | N/A     | $245000.00         | $238335.69         | Other Instrument                                  |
| NYE CNTY NEV SCH DIST | 2040-05-01      | 5.0000%  | N/A     | $50000.00          | $56957.56          | Other Instrument                                  |
| NYT MTG TR 2019-NYTA2 | 2035-12-17      | 5.1570%  | N/A     | $16211208.00       | $16056698.98       | Private Label Collateralized Mortgage Obligations |
| OAK ISLAND N C ENTERP | 2033-06-01      | 5.0000%  | N/A     | $100000.00         | $118103.44         | Other Instrument                                  |
| OAKLAND PARK FLA GO B | 2033-02-01      | 5.0000%  | N/A     | $35000.00          | $38738.39          | Other Instrument                                  |
| OCEANSIDE CALIF UNI S | 2038-08-01      | 5.0000%  | N/A     | $80000.00          | $91820.89          | Other Instrument                                  |
| OHIO ST HIGHER EDL FA | 2040-07-01      | 3.2500%  | N/A     | $95000.00          | $88475.93          | Other Instrument                                  |
| OHIO ST HIGHER EDL FA | 2028-11-01      | 5.0000%  | N/A     | $50000.00          | $51659.06          | Other Instrument                                  |
| OHIO ST HIGHER EDL FA | 2030-01-01      | 5.0000%  | N/A     | $60000.00          | $64655.27          | Other Instrument                                  |
| OHIO ST HIGHER EDL FA | 2047-01-01      | 5.2500%  | N/A     | $250000.00         | $255169.17         | Other Instrument                                  |
| OHIO ST HOSP REV BDS2 | 2035-01-01      | 5.0000%  | N/A     | $210000.00         | $249931.03         | Other Instrument                                  |
| OHIO ST SPL OBLIGCAP  | 2037-04-01      | 5.0000%  | N/A     | $80000.00          | $92952.62          | Other Instrument                                  |
| OHIO ST TPK COMMN TPK | 2036-02-15      | 0.0000%  | N/A     | $60000.00          | $44868.00          | Other Instrument                                  |
| OHIO ST UNIV GEN RCPT | 2033-12-01      | 5.0000%  | N/A     | $195000.00         | $230457.72         | Other Instrument                                  |
| OHIO ST WTR DEV AUTH  | 2029-12-01      | 5.0000%  | N/A     | $175000.00         | $195477.53         | Other Instrument                                  |
| OHIO ST WTR DEV AUTH  | 2033-06-01      | 5.0000%  | N/A     | $110000.00         | $127416.79         | Other Instrument                                  |
| OHIO ST WTR DEV AUTH  | 2038-12-01      | 5.0000%  | N/A     | $70000.00          | $82152.31          | Other Instrument                                  |
| OHIO ST WTR DEV AUTH  | 2039-12-01      | 5.0000%  | N/A     | $200000.00         | $233364.89         | Other Instrument                                  |
| OHIO STGEN OBLIG BDS2 | 2031-11-01      | 5.0000%  | N/A     | $35000.00          | $40652.89          | Other Instrument                                  |
| OHIO STGO BDS 2020    | 2032-03-01      | 5.0000%  | N/A     | $125000.00         | $144266.81         | Other Instrument                                  |
| OHIO STGO HWY CAP IMP | 2032-05-01      | 5.0000%  | N/A     | $450000.00         | $528471.50         | Other Instrument                                  |
| OHIO STHWY CAP IMPT G | 2033-05-01      | 5.0000%  | N/A     | $35000.00          | $40893.34          | Other Instrument                                  |
| OKALOOSA CNTY FLA WTR | 2031-07-01      | 5.0000%  | N/A     | $45000.00          | $51528.05          | Other Instrument                                  |
| OKLAHOMA CITY OKLA WT | 2044-07-01      | 5.0000%  | N/A     | $50000.00          | $55119.89          | Other Instrument                                  |
| OKLAHOMA CITY OKLA WT | 2035-07-01      | 5.0000%  | N/A     | $170000.00         | $204489.03         | Other Instrument                                  |
| OKLAHOMA TRANSN AUTH  | 2040-01-01      | 5.0000%  | N/A     | $105000.00         | $121094.17         | Other Instrument                                  |
| OKLAHOMA TRANSN AUTH  | 2030-01-01      | 5.0000%  | N/A     | $55000.00          | $60921.18          | Other Instrument                                  |
| OKLAHOMA TRANSN AUTH  | 2039-01-01      | 5.0000%  | N/A     | $50000.00          | $58043.39          | Other Instrument                                  |
| OMAHA NEB SPL TAX REV | 2039-04-15      | 5.0000%  | N/A     | $55000.00          | $63961.88          | Other Instrument                                  |
| OMAHA PUB PWR DIST NE | 2037-02-01      | 5.0000%  | N/A     | $35000.00          | $39393.59          | Other Instrument                                  |
| OMAHA PUB PWR DIST NE | 2029-02-01      | 5.0000%  | N/A     | $45000.00          | $48846.65          | Other Instrument                                  |
| ORANGE CNTY CALIF LOC | 2032-02-15      | 5.0000%  | N/A     | $145000.00         | $158484.52         | Other Instrument                                  |
| ORANGETOWN N Y PUB IM | 2030-07-15      | 5.0000%  | N/A     | $140000.00         | $158831.87         | Other Instrument                                  |
| ORCUTT CALIF UN SCH D | 2040-08-01      | 2.1250%  | N/A     | $70000.00          | $55269.53          | Other Instrument                                  |
| OREGON ST DEPT ADMINI | 2038-04-01      | 5.0000%  | N/A     | $40000.00          | $46264.31          | Other Instrument                                  |
| OREGON ST DEPT TRANSN | 2039-11-15      | 5.0000%  | N/A     | $100000.00         | $113824.67         | Other Instrument                                  |
| OREGON STGO BDS 2024  | 2036-05-01      | 5.0000%  | N/A     | $125000.00         | $149501.39         | Other Instrument                                  |
| ORLANDO FLA CAP IMPT  | 2036-10-01      | 3.1250%  | N/A     | $130000.00         | $131741.17         | Other Instrument                                  |
| ORLANDO FLA UTILS COM | 2035-10-01      | 5.0000%  | N/A     | $100000.00         | $120479.78         | Other Instrument                                  |
| OSSEO MINN INDPT SCH  | 2034-02-01      | 5.0000%  | N/A     | $40000.00          | $45766.44          | Other Instrument                                  |
| OWATONNA MINNGO STR R | 2034-03-01      | 5.0000%  | N/A     | $40000.00          | $46751.38          | Other Instrument                                  |
| OWENSBORO KY INDPT SC | 2026-09-01      | 2.5000%  | N/A     | $50000.00          | $50612.61          | Other Instrument                                  |
| OXFORD MEGO REF BDS 2 | 2038-10-01      | 3.0000%  | N/A     | $495000.00         | $476529.90         | Other Instrument                                  |
| PADRE DAM MUN WTR DIS | 2029-10-01      | 5.0000%  | N/A     | $60000.00          | $64272.47          | Other Instrument                                  |
| PALESTINE TEXCOMBINAT | 2039-02-15      | 5.0000%  | N/A     | $125000.00         | $141953.47         | Other Instrument                                  |
| PALMER TWP PAGO BDS 2 | 2029-11-15      | 4.0000%  | N/A     | $35000.00          | $36852.32          | Other Instrument                                  |
| PARADISE TEX INDPT SC | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $41064.33          | Other Instrument                                  |
| PARIS TEXCOMBINATION  | 2035-06-15      | 5.0000%  | N/A     | $40000.00          | $46660.00          | Other Instrument                                  |
| PARKER CNTY TEX JR CO | 2040-08-01      | 5.0000%  | N/A     | $230000.00         | $258823.86         | Other Instrument                                  |
| PASADENA CALIF PUB FI | 2048-06-01      | 0.0000%  | N/A     | $370000.00         | $133570.00         | Other Instrument                                  |
| PASADENA CALIF PUB FI | 2047-06-01      | 0.0000%  | N/A     | $75000.00          | $28498.50          | Other Instrument                                  |
| PASADENA TEX COMBI TA | 2037-02-15      | 3.1250%  | N/A     | $55000.00          | $54714.64          | Other Instrument                                  |
| PASADENA TEX ECONOMC  | 2053-08-15      | 5.0000%  | N/A     | $40000.00          | $41406.27          | Other Instrument                                  |
| PAW PAW MICH PUB SCH  | 2037-05-01      | 5.0000%  | N/A     | $50000.00          | $58925.56          | Other Instrument                                  |
| PEACE RIVER/MANASOTA  | 2054-10-01      | 4.0000%  | N/A     | $130000.00         | $123147.99         | Other Instrument                                  |
| PEARLAND TEX WTRWKS & | 2034-09-01      | 4.0000%  | N/A     | $55000.00          | $59163.26          | Other Instrument                                  |
| PECATONICA WIS AREA S | 2042-03-01      | 4.0000%  | N/A     | $45000.00          | $46703.50          | Other Instrument                                  |
| PENDER CNTY N C LTD O | 2031-04-01      | 5.0000%  | N/A     | $125000.00         | $144077.22         | Other Instrument                                  |
| PENDER CNTY N C LTD O | 2037-04-01      | 5.0000%  | N/A     | $170000.00         | $200421.12         | Other Instrument                                  |
| PENDER CNTY N C LTD O | 2038-06-01      | 3.0000%  | N/A     | $490000.00         | $466468.57         | Other Instrument                                  |
| PENNSBURY PA SCH DIST | 2039-08-01      | 5.0000%  | N/A     | $35000.00          | $38774.44          | Other Instrument                                  |
| PENNSYLVANIA ECONOMIC | 2029-01-01      | 0.0000%  | N/A     | $50000.00          | $45880.50          | Other Instrument                                  |
| PENNSYLVANIA ST TPK C | 2038-06-01      | 4.0000%  | N/A     | $70000.00          | $71442.39          | Other Instrument                                  |
| PENNSYLVANIA ST TPK C | 2034-06-01      | 5.0000%  | N/A     | $80000.00          | $95632.18          | Other Instrument                                  |
| PENNSYLVANIA ST TPK C | 2042-12-01      | 5.2500%  | N/A     | $40000.00          | $44960.87          | Other Instrument                                  |
| PENNSYLVANIA ST TPK C | 2038-12-01      | 4.0000%  | N/A     | $45000.00          | $45991.15          | Other Instrument                                  |
| PENNSYLVANIA ST TPK C | 2041-12-01      | 4.0000%  | N/A     | $95000.00          | $98232.43          | Other Instrument                                  |
| PENNSYLVANIA ST TPK C | 2038-12-01      | 5.0000%  | N/A     | $35000.00          | $38982.81          | Other Instrument                                  |
| PENNSYLVANIA STGO BDS | 2039-09-01      | 5.0000%  | N/A     | $65000.00          | $75359.99          | Other Instrument                                  |
| PENNSYLVANIA STGO BDS | 2040-08-15      | 4.0000%  | N/A     | $95000.00          | $98799.37          | Other Instrument                                  |
| PEORIA CNTY ILL SCH D | 2042-01-01      | 3.5000%  | N/A     | $175000.00         | $171222.53         | Other Instrument                                  |
| PERRIS CALIF UN HIGH  | 2039-10-01      | 3.0000%  | N/A     | $35000.00          | $34030.03          | Other Instrument                                  |
| PETALUMA CALIF CMNTY  | 2037-11-01      | 3.2500%  | N/A     | $50000.00          | $50627.61          | Other Instrument                                  |
| PFLUGERVILLE TEX COMB | 2036-08-01      | 5.0000%  | N/A     | $65000.00          | $73342.17          | Other Instrument                                  |
| PFLUGERVILLE TEX LTD  | 2050-08-01      | 4.0000%  | N/A     | $90000.00          | $85516.10          | Other Instrument                                  |
| PFLUGERVILLE TEX REF  | 2035-08-01      | 5.0000%  | N/A     | $60000.00          | $70830.07          | Other Instrument                                  |
| PHILADELPHIA PA AUTH  | 2041-05-01      | 5.0000%  | N/A     | $45000.00          | $51054.80          | Other Instrument                                  |
| PHILADELPHIA PA AUTH  | 2037-05-01      | 3.0000%  | N/A     | $150000.00         | $147187.00         | Other Instrument                                  |
| PHILADELPHIA PA AUTH  | 2038-12-01      | 3.5000%  | N/A     | $35000.00          | $35251.34          | Other Instrument                                  |
| PHILADELPHIA PA WTR & | 2040-09-01      | 5.0000%  | N/A     | $45000.00          | $52457.60          | Other Instrument                                  |
| PHILADELPHIA PAGO REF | 2029-08-01      | 5.0000%  | N/A     | $45000.00          | $49180.10          | Other Instrument                                  |
| PHOENIX ARIZ CIVIC IM | 2037-07-01      | 5.0000%  | N/A     | $50000.00          | $59878.22          | Other Instrument                                  |
| PHOENIX ARIZ VAR PURP | 2040-07-01      | 5.0000%  | N/A     | $60000.00          | $68931.47          | Other Instrument                                  |
| PIERCE CNTY WASH SCH  | 2032-12-01      | 5.0000%  | N/A     | $80000.00          | $87661.96          | Other Instrument                                  |
| PITKIN CNTY COLO SCH  | 2030-12-01      | 5.0000%  | N/A     | $105000.00         | $119477.87         | Other Instrument                                  |
| PITTSBURGH PA WTR & S | 2032-09-01      | 5.0000%  | N/A     | $120000.00         | $141803.33         | Other Instrument                                  |
| PLATTE CNTY MO REORG  | 2034-03-01      | 5.2500%  | N/A     | $80000.00          | $93194.13          | Other Instrument                                  |
| PLATTE CNTY MO SCH DI | 2037-03-01      | 4.0000%  | N/A     | $45000.00          | $47606.65          | Other Instrument                                  |
| PLUMAS CALIF UNI SCH  | 2039-08-01      | 4.0000%  | N/A     | $195000.00         | $197058.98         | Other Instrument                                  |
| PLUMAS CALIF UNI SCH  | 2029-08-01      | 4.0000%  | N/A     | $55000.00          | $58583.74          | Other Instrument                                  |
| PLUMAS CALIF UNI SCH  | 2048-08-01      | 3.7500%  | N/A     | $75000.00          | $68072.88          | Other Instrument                                  |
| PORT ARTHUR TEXCOMBIN | 2039-02-15      | 4.0000%  | N/A     | $120000.00         | $121666.00         | Other Instrument                                  |
| PORT AUTH N Y & N JCO | 2039-09-01      | 5.0000%  | N/A     | $35000.00          | $41431.06          | Other Instrument                                  |
| PORT PORT ARTHUR TEX  | 2044-03-01      | 4.0000%  | N/A     | $35000.00          | $33658.64          | Other Instrument                                  |
| PORT SEATTLE WASH REV | 2031-03-01      | 5.0000%  | N/A     | $120000.00         | $138605.33         | Other Instrument                                  |
| PORTAGE MICH PUB SCHS | 2040-05-01      | 3.0000%  | N/A     | $125000.00         | $117378.33         | Other Instrument                                  |
| PORTLAND ORE WTR SYS  | 2033-05-01      | 4.0000%  | N/A     | $55000.00          | $59570.99          | Other Instrument                                  |
| POTTAWATOMIE CNTY KAN | 2039-10-01      | 2.0000%  | N/A     | $40000.00          | $31389.24          | Other Instrument                                  |
| POULSBO WASH GEN OBLI | 2040-12-01      | 5.0000%  | N/A     | $200000.00         | $229036.22         | Other Instrument                                  |
| POULSBO WASH GEN OBLI | 2037-12-01      | 5.0000%  | N/A     | $125000.00         | $146643.89         | Other Instrument                                  |
| POULSBO WASH GEN OBLI | 2032-12-01      | 5.0000%  | N/A     | $65000.00          | $75404.62          | Other Instrument                                  |
| POULSBO WASH GEN OBLI | 2031-12-01      | 5.0000%  | N/A     | $95000.00          | $108730.46         | Other Instrument                                  |
| PRINCE GEORGES CNTY M | 2039-08-01      | 5.0000%  | N/A     | $35000.00          | $40972.09          | Other Instrument                                  |
| PRINCE GEORGES CNTY M | 2032-08-01      | 5.0000%  | N/A     | $70000.00          | $81711.08          | Other Instrument                                  |
| PRINCE GEORGES CNTY M | 2029-08-01      | 5.0000%  | N/A     | $40000.00          | $43995.64          | Other Instrument                                  |
| PRINCETON TEXCOMBINAT | 2035-02-15      | 5.0000%  | N/A     | $45000.00          | $52916.25          | Other Instrument                                  |
| PROSPER TEXCOMBINATIO | 2030-08-15      | 5.0000%  | N/A     | $40000.00          | $44729.87          | Other Instrument                                  |
| PUBLIC FIN AUTH WIS S | 2055-06-15      | 5.2500%  | N/A     | $250000.00         | $254772.50         | Other Instrument                                  |
| PUEBLO CNTY COLO SCH  | 2029-12-15      | 5.0000%  | N/A     | $40000.00          | $44523.60          | Other Instrument                                  |
| PUERTO RICO ELEC PWR  | 2032-07-01      | 5.0000%  | N/A     | $3289000.00        | $2216877.36        | Other Instrument                                  |
| PUERTO RICO ELEC PWR  | 2030-07-01      | 0.0000%  | N/A     | $14760000.00       | $9501750.00        | Other Instrument                                  |
| PUERTO RICO ELEC PWR  | 2038-07-01      | 5.5000%  | N/A     | $5171000.00        | $3489419.53        | Other Instrument                                  |
| PUERTO RICO ELEC PWR  | 2030-07-01      | 7.2500%  | N/A     | $4908637.00        | $3325737.92        | Other Instrument                                  |
| PUERTO RICO ELEC PWR  | 2027-07-01      | 5.0000%  | N/A     | $1670000.00        | $1125626.39        | Other Instrument                                  |
| PUERTO RICO ELEC PWR  | 2033-07-01      | 5.2500%  | N/A     | $1365000.00        | $920578.75         | Other Instrument                                  |
| PULASKI WIS CMNTY SCH | 2037-03-01      | 4.0000%  | N/A     | $115000.00         | $121304.94         | Other Instrument                                  |
| QUINCY MASSGO MUN PUR | 2034-07-15      | 5.0000%  | N/A     | $145000.00         | $180524.36         | Other Instrument                                  |
| QUINCY MASSGO MUN PUR | 2039-07-01      | 2.0000%  | N/A     | $40000.00          | $32384.84          | Other Instrument                                  |
| QUINCY MASSGO PUB SAF | 2040-01-15      | 5.0000%  | N/A     | $90000.00          | $102900.00         | Other Instrument                                  |
| RACINE CNTY WISGO PRO | 2030-03-01      | 4.0000%  | N/A     | $55000.00          | $59516.91          | Other Instrument                                  |
| RALEIGH CNTY W VA PUB | 2047-06-01      | 3.0000%  | N/A     | $35000.00          | $28110.83          | Other Instrument                                  |
| REAGAN CNTY TEX INDPT | 2038-02-15      | 5.0000%  | N/A     | $40000.00          | $44893.07          | Other Instrument                                  |
| REDDING CALIF ELEC SY | 2028-06-01      | 5.0000%  | N/A     | $45000.00          | $48774.80          | Other Instrument                                  |
| RENO NEV GO LTD TAX V | 2034-06-01      | 5.0000%  | N/A     | $50000.00          | $57667.72          | Other Instrument                                  |
| RENO NEV SALES TAX RE | 2058-06-01      | 4.0000%  | N/A     | $50000.00          | $46369.28          | Other Instrument                                  |
| RICHMOND IND MULTI-SC | 2038-07-15      | 5.0000%  | N/A     | $50000.00          | $55812.67          | Other Instrument                                  |
| RICHMOND MICH CMNTY S | 2034-05-01      | 5.0000%  | N/A     | $55000.00          | $60106.26          | Other Instrument                                  |
| RIDGEWOOD N JGO IMPT  | 2043-01-15      | 4.0000%  | N/A     | $40000.00          | $41395.47          | Other Instrument                                  |
| RINCON VY CALIF UN SC | 2044-08-01      | 5.0000%  | N/A     | $35000.00          | $39197.59          | Other Instrument                                  |
| RIVERSIDE CALIF ELEC  | 2039-10-01      | 5.0000%  | N/A     | $45000.00          | $53207.00          | Other Instrument                                  |
| RIVERSIDE CALIF ELEC  | 2038-10-01      | 5.0000%  | N/A     | $65000.00          | $77301.11          | Other Instrument                                  |
| ROANOKE TEXCOMBINATIO | 2049-08-15      | 4.0000%  | N/A     | $50000.00          | $47275.67          | Other Instrument                                  |
| ROCHESTER MICH CMNTY  | 2039-05-01      | 3.1250%  | N/A     | $35000.00          | $34280.03          | Other Instrument                                  |
| ROCK ISLAND CNTY ILL  | 2045-12-01      | 4.0000%  | N/A     | $355000.00         | $356517.82         | Other Instrument                                  |
| ROCKCASTLE CNTY KY BR | 2040-03-01      | 4.0000%  | N/A     | $175000.00         | $182280.97         | Other Instrument                                  |
| ROCKY HILL CONNGO BDS | 2033-01-15      | 2.1250%  | N/A     | $35000.00          | $33301.77          | Other Instrument                                  |
| ROMA TEX INDPT SCH DI | 2039-02-15      | 5.0000%  | N/A     | $70000.00          | $79190.07          | Other Instrument                                  |
| ROOSEVELT N Y UN FREE | 2033-07-01      | 5.0000%  | N/A     | $40000.00          | $47832.71          | Other Instrument                                  |
| ROWAN CNTY N C LTD OB | 2030-04-01      | 5.0000%  | N/A     | $110000.00         | $124278.86         | Other Instrument                                  |
| RUTHERFORD N J BRD ED | 2039-12-15      | 3.0000%  | N/A     | $40000.00          | $37785.60          | Other Instrument                                  |
| SACRAMENTO CALIF MUN  | 2043-11-15      | 5.0000%  | N/A     | $65000.00          | $74383.18          | Other Instrument                                  |
| SAGINAW VY ST UNIV MI | 2038-07-01      | 3.5000%  | N/A     | $60000.00          | $60343.47          | Other Instrument                                  |
| SAINT GEORGE PL REDEV | 2045-09-01      | 4.0000%  | N/A     | $155000.00         | $155300.01         | Other Instrument                                  |
| SALES TAX SECURITIZAT | 2034-01-01      | 5.0000%  | N/A     | $60000.00          | $70004.87          | Other Instrument                                  |
| SALINE MICH AREA SCHS | 2035-05-01      | 5.0000%  | N/A     | $45000.00          | $52890.35          | Other Instrument                                  |
| SALT LAKE CITY UTAH A | 2034-07-01      | 5.0000%  | N/A     | $50000.00          | $56592.89          | Other Instrument                                  |
| SALT LAKE CITY UTAH P | 2032-02-01      | 5.0000%  | N/A     | $90000.00          | $104405.50         | Other Instrument                                  |
| SALT LAKE CITY UTAH S | 2038-10-01      | 5.0000%  | N/A     | $35000.00          | $39981.47          | Other Instrument                                  |
| SALT RIV PROJ AGRIC I | 2032-01-01      | 5.0000%  | N/A     | $50000.00          | $51586.89          | Other Instrument                                  |
| SALT RIV PROJ AGRIC I | 2043-01-01      | 5.0000%  | N/A     | $45000.00          | $50622.65          | Other Instrument                                  |
| SAN ANTONIO TEX ELEC  | 2049-02-01      | 5.0000%  | N/A     | $30000.00          | $31252.23          | Other Instrument                                  |
| SAN ANTONIO TEX WTR R | 2028-05-15      | 5.0000%  | N/A     | $40000.00          | $43070.27          | Other Instrument                                  |
| SAN BENITO TEX CONS I | 2038-02-15      | 3.0000%  | N/A     | $50000.00          | $48703.00          | Other Instrument                                  |
| SAN DIEGO CALIF PUB F | 2041-05-15      | 5.0000%  | N/A     | $55000.00          | $64469.17          | Other Instrument                                  |
| SAN DIEGO CALIF PUB F | 2038-05-15      | 5.0000%  | N/A     | $35000.00          | $42117.13          | Other Instrument                                  |
| SAN DIEGO CALIF PUB F | 2035-05-15      | 5.0000%  | N/A     | $40000.00          | $49447.47          | Other Instrument                                  |
| SAN DIEGO CALIF UNI S | 2039-07-01      | 5.0000%  | N/A     | $230000.00         | $273929.49         | Other Instrument                                  |
| SAN DIEGO CALIF UNI S | 2032-07-01      | 5.0000%  | N/A     | $75000.00          | $89897.08          | Other Instrument                                  |
| SAN DIEGO CALIF UNI S | 2034-07-01      | 5.0000%  | N/A     | $40000.00          | $49857.11          | Other Instrument                                  |
| SAN DIEGO CALIF UNI S | 2039-07-01      | 5.0000%  | N/A     | $50000.00          | $57526.89          | Other Instrument                                  |
| SAN DIEGO CALIF UNI S | 2043-07-01      | 5.0000%  | N/A     | $50000.00          | $57065.39          | Other Instrument                                  |
| SAN DIEGO CNTY CALIF  | 2040-10-01      | 2.1250%  | N/A     | $125000.00         | $102713.51         | Other Instrument                                  |
| SAN FRANCISCO CALIF B | 2033-08-01      | 5.0000%  | N/A     | $40000.00          | $48664.04          | Other Instrument                                  |
| SAN FRANCISCO CALIF B | 2033-08-01      | 4.0000%  | N/A     | $45000.00          | $47865.55          | Other Instrument                                  |
| SAN FRANCISCO CALIF B | 2031-08-01      | 4.0000%  | N/A     | $125000.00         | $133529.86         | Other Instrument                                  |
| SAN FRANCISCO CALIF C | 2033-05-01      | 5.0000%  | N/A     | $385000.00         | $452263.78         | Other Instrument                                  |
| SAN FRANCISCO CALIF C | 2041-08-01      | 3.1250%  | N/A     | $175000.00         | $163629.72         | Other Instrument                                  |
| SAN FRANCISCO CALIF C | 2042-09-01      | 5.0000%  | N/A     | $95000.00          | $105476.07         | Other Instrument                                  |
| SAN FRANCISCO CALIF C | 2029-06-15      | 5.0000%  | N/A     | $110000.00         | $122305.70         | Other Instrument                                  |
| SAN FRANCISCO CALIF C | 2037-06-15      | 5.0000%  | N/A     | $35000.00          | $38710.00          | Other Instrument                                  |
| SAN FRANCISCO CALIF C | 2049-05-01      | 4.0000%  | N/A     | $250000.00         | $234262.22         | Other Instrument                                  |
| SAN JUAN BAUTISTA CAL | 2043-10-01      | 3.7500%  | N/A     | $120000.00         | $121821.40         | Other Instrument                                  |
| SAN LUIS CALIF COASTA | 2042-08-01      | 3.5000%  | N/A     | $205000.00         | $202197.19         | Other Instrument                                  |
| SAN MATEO CALIF UN HI | 2028-09-01      | 4.0000%  | N/A     | $35000.00          | $36079.59          | Other Instrument                                  |
| SAN MATEO FOSTER CITY | 2032-08-01      | 6.1250%  | N/A     | $55000.00          | $60671.80          | Other Instrument                                  |
| SANGAMON CNTY ILL WTR | 2044-01-01      | 4.0000%  | N/A     | $50000.00          | $50425.61          | Other Instrument                                  |
| SANTA FE N MEX PUB SC | 2031-08-01      | 5.0000%  | N/A     | $175000.00         | $195569.69         | Other Instrument                                  |
| SANTA MONICA CALIF CM | 2028-08-01      | 0.0000%  | N/A     | $35000.00          | $31829.70          | Other Instrument                                  |
| SANTA ROSA CALIF HIGH | 2043-08-01      | 5.0000%  | N/A     | $200000.00         | $227350.22         | Other Instrument                                  |
| SANTA ROSA CNTY FLA S | 2044-02-01      | 3.0000%  | N/A     | $120000.00         | $102512.00         | Other Instrument                                  |
| SARASOTA CNTY FLA PUB | 2048-07-01      | 4.0000%  | N/A     | $125000.00         | $117854.03         | Other Instrument                                  |
| SARASOTA CNTY FLA TOU | 2039-10-01      | 5.0000%  | N/A     | $190000.00         | $220555.38         | Other Instrument                                  |
| SARASOTA CNTY FLA TOU | 2035-10-01      | 5.0000%  | N/A     | $100000.00         | $119993.78         | Other Instrument                                  |
| SARASOTA CNTY FLA UTI | 2032-10-01      | 5.0000%  | N/A     | $60000.00          | $68101.07          | Other Instrument                                  |
| SARPY CNTY NEB SCH DI | 2031-06-15      | 5.0000%  | N/A     | $80000.00          | $87974.40          | Other Instrument                                  |
| SAUGATUCK MICH PUB SC | 2038-05-01      | 5.0000%  | N/A     | $35000.00          | $40090.44          | Other Instrument                                  |
| SAUGUS CALIF UN SCH D | 2049-09-01      | 4.0000%  | N/A     | $40000.00          | $39319.82          | Other Instrument                                  |
| SAUSALITO CALIFGO BDS | 2035-08-01      | 0.0000%  | N/A     | $250000.00         | $191315.00         | Other Instrument                                  |
| SAUSALITO MARIN CITY  | 2037-08-01      | 5.0000%  | N/A     | $40000.00          | $46509.64          | Other Instrument                                  |
| SAVANNAH GA ECONOMIC  | 2039-06-15      | 3.0000%  | N/A     | $45000.00          | $41468.40          | Other Instrument                                  |
| SCHENECTADY N YPUB IM | 2041-05-01      | 3.0000%  | N/A     | $50000.00          | $48375.33          | Other Instrument                                  |
| SCHERTZ TEXCOMBINATIO | 2035-02-01      | 5.0000%  | N/A     | $60000.00          | $70539.67          | Other Instrument                                  |
| SCHERTZ-CIBOLO-UNVL C | 2042-02-01      | 4.0000%  | N/A     | $60000.00          | $60186.53          | Other Instrument                                  |
| SCOTTSDALE ARIZGO BDS | 2031-07-01      | 5.0000%  | N/A     | $150000.00         | $172670.67         | Other Instrument                                  |
| SEATTLE WASH MUN LT & | 2034-07-01      | 4.0000%  | N/A     | $120000.00         | $129770.67         | Other Instrument                                  |
| SEATTLE WASH MUN LT & | 2040-03-01      | 5.0000%  | N/A     | $75000.00          | $85756.83          | Other Instrument                                  |
| SEATTLE WASH MUN LT & | 2041-10-01      | 5.0000%  | N/A     | $45000.00          | $51952.40          | Other Instrument                                  |
| SEYMOUR IND ELEM SCH  | 2036-07-15      | 5.0000%  | N/A     | $70000.00          | $79183.53          | Other Instrument                                  |
| SHAWANO WIS SCH DIST  | 2037-03-01      | 5.0000%  | N/A     | $80000.00          | $93058.76          | Other Instrument                                  |
| SHAWNEE CNTY KANS UNI | 2037-08-01      | 3.1250%  | N/A     | $225000.00         | $223633.56         | Other Instrument                                  |
| SHELBY CNTY TENN GO P | 2033-04-01      | 5.0000%  | N/A     | $75000.00          | $89537.08          | Other Instrument                                  |
| SHELBY CNTY TENN GO P | 2039-04-01      | 5.0000%  | N/A     | $560000.00         | $653608.36         | Other Instrument                                  |
| SHELBYVILLE IND ELEM  | 2037-07-15      | 5.0000%  | N/A     | $135000.00         | $155592.00         | Other Instrument                                  |
| SHELDON TEX INDPT SCH | 2036-02-15      | 5.0000%  | N/A     | $40000.00          | $45244.27          | Other Instrument                                  |
| SHERMAN TEXCOMB TAX R | 2044-08-15      | 3.2500%  | N/A     | $155000.00         | $134334.37         | Other Instrument                                  |
| SHERMAN TEXCOMBINATIO | 2039-08-15      | 2.0000%  | N/A     | $220000.00         | $174529.67         | Other Instrument                                  |
| SHREVEPORT LA WTR & S | 2041-12-01      | 4.0000%  | N/A     | $190000.00         | $192377.96         | Other Instrument                                  |
| SIENNA PLANTATION LEV | 2043-09-01      | 2.2500%  | N/A     | $75000.00          | $57446.25          | Other Instrument                                  |
| SIERRA RIDGE MET DIST | 2037-12-01      | 4.0000%  | N/A     | $35000.00          | $36565.04          | Other Instrument                                  |
| SILOAM SPRINGS ARK SC | 2036-06-01      | 2.1250%  | N/A     | $100000.00         | $88737.64          | Other Instrument                                  |
| SILVER PEAKS COLO MET | 2047-12-01      | 4.0000%  | N/A     | $130000.00         | $126550.52         | Other Instrument                                  |
| SIOUX CITY IOWAGO BDS | 2030-06-01      | 4.0000%  | N/A     | $140000.00         | $148521.18         | Other Instrument                                  |
| SISKIYOU CALIF CMNTY  | 2037-08-01      | 0.0000%  | N/A     | $60000.00          | $41441.40          | Other Instrument                                  |
| SLINGER WISGO CMNTY D | 2035-10-01      | 5.0000%  | N/A     | $35000.00          | $41335.97          | Other Instrument                                  |
| SNOHOMISH CNTY WASH P | 2037-12-01      | 5.0000%  | N/A     | $35000.00          | $40708.66          | Other Instrument                                  |
| SNOHOMISH CNTY WASH S | 2042-12-01      | 5.0000%  | N/A     | $210000.00         | $237492.03         | Other Instrument                                  |
| SNOHOMISH CNTY WASHLT | 2036-12-01      | 2.0000%  | N/A     | $35000.00          | $30534.62          | Other Instrument                                  |
| SOLANO CNTY CALIF CTF | 2038-10-01      | 2.0000%  | N/A     | $40000.00          | $33977.64          | Other Instrument                                  |
| SOMERVILLE MASSGO MUN | 2052-05-01      | 4.0000%  | N/A     | $120000.00         | $117118.67         | Other Instrument                                  |
| SOUTH CAROLINA JOBS-E | 2036-04-01      | 3.0000%  | N/A     | $35000.00          | $33877.08          | Other Instrument                                  |
| SOUTH CAROLINA ST PUB | 2040-12-01      | 5.0000%  | N/A     | $40000.00          | $45467.38          | Other Instrument                                  |
| SOUTH CAROLINA ST PUB | 2039-12-01      | 4.0000%  | N/A     | $35000.00          | $36299.74          | Other Instrument                                  |
| SOUTH CAROLINA ST PUB | 2047-12-01      | 4.0000%  | N/A     | $180000.00         | $173184.40         | Other Instrument                                  |
| SOUTH CAROLINA ST PUB | 2041-12-01      | 5.0000%  | N/A     | $50000.00          | $56565.22          | Other Instrument                                  |
| SOUTH CENT CONN REGL  | 2034-08-01      | 5.0000%  | N/A     | $40000.00          | $47262.84          | Other Instrument                                  |
| SOUTH DAKOTA BRD REGT | 2044-04-01      | 3.0000%  | N/A     | $55000.00          | $48623.12          | Other Instrument                                  |
| SOUTH DAKOTA HSG DEV  | 2056-11-01      | 6.0000%  | N/A     | $80000.00          | $92710.13          | Other Instrument                                  |
| SOUTH GA GOVERNMENTAL | 2042-10-01      | 3.7500%  | N/A     | $55000.00          | $55474.56          | Other Instrument                                  |
| SOUTH LYON MICH CMNTY | 2030-11-01      | 4.0000%  | N/A     | $45000.00          | $48611.20          | Other Instrument                                  |
| SOUTH ORANGE & MAPLEW | 2038-08-15      | 3.0000%  | N/A     | $30000.00          | $29220.30          | Other Instrument                                  |
| SOUTH ORANGE & MAPLEW | 2033-08-15      | 2.1250%  | N/A     | $80000.00          | $74907.87          | Other Instrument                                  |
| SOUTH REDFORD MICH SC | 2040-05-01      | 5.0000%  | N/A     | $60000.00          | $68527.27          | Other Instrument                                  |
| SOUTH SALT LAKE UTAH  | 2033-07-15      | 5.0000%  | N/A     | $110000.00         | $130207.37         | Other Instrument                                  |
| SOUTHBRIDGE MASS GO M | 2040-05-15      | 2.0000%  | N/A     | $50000.00          | $39409.83          | Other Instrument                                  |
| SOUTHEASTERN PA TRANS | 2037-06-01      | 5.0000%  | N/A     | $95000.00          | $107795.97         | Other Instrument                                  |
| SOUTHFIELD MICH PUB S | 2038-05-01      | 5.0000%  | N/A     | $105000.00         | $119981.52         | Other Instrument                                  |
| SOUTHWEST HOUSTON TEX | 2040-09-01      | 4.0000%  | N/A     | $180000.00         | $184657.60         | Other Instrument                                  |
| SOUTHWEST LOC SCH DIS | 2045-01-15      | 3.0000%  | N/A     | $40000.00          | $32514.40          | Other Instrument                                  |
| SOUTHWEST TEX INDPT S | 2035-02-01      | 5.0000%  | N/A     | $45000.00          | $50807.75          | Other Instrument                                  |
| SPRING BRANCH TEX IND | 2029-02-01      | 5.0000%  | N/A     | $125000.00         | $135611.39         | Other Instrument                                  |
| SPRING WEST MUN UTIL  | 2037-09-01      | 3.2500%  | N/A     | $40000.00          | $40499.56          | Other Instrument                                  |
| SPRINGFIELD MO SCH DI | 2039-03-01      | 5.0000%  | N/A     | $50000.00          | $56710.22          | Other Instrument                                  |
| ST CHARLES MOGO BDS 2 | 2040-03-01      | 5.0000%  | N/A     | $245000.00         | $283936.49         | Other Instrument                                  |
| ST JOSEPH CNTY IND EC | 2049-04-01      | 3.0000%  | N/A     | $90000.00          | $68262.90          | Other Instrument                                  |
| ST LOUIS CNTY MO PKWY | 2042-03-01      | 5.0000%  | N/A     | $230000.00         | $260273.88         | Other Instrument                                  |
| ST LOUIS MO MUN FIN C | 2036-02-15      | 3.0000%  | N/A     | $130000.00         | $129883.00         | Other Instrument                                  |
| ST MARTIN PARISH LA S | 2030-03-01      | 5.0000%  | N/A     | $35000.00          | $39339.22          | Other Instrument                                  |
| ST PAUL MINN HSG & RE | 2035-11-15      | 4.0000%  | N/A     | $85000.00          | $86688.38          | Other Instrument                                  |
| ST PETERSBURG FLA PUB | 2042-10-01      | 3.6250%  | N/A     | $115000.00         | $115571.71         | Other Instrument                                  |
| STREAMWOOD ILL GO BDS | 2039-12-01      | 3.0000%  | N/A     | $50000.00          | $48696.33          | Other Instrument                                  |
| SUMMIT CNTY UTAH GO B | 2031-06-15      | 5.0000%  | N/A     | $40000.00          | $45921.20          | Other Instrument                                  |
| SUMMIT CNTY UTAH RESO | 2039-12-15      | 5.0000%  | N/A     | $1850000.00        | $2150925.11        | Other Instrument                                  |
| SUN PRAIRIE WIS AREA  | 2037-03-01      | 3.5000%  | N/A     | $45000.00          | $45779.45          | Other Instrument                                  |
| SUNRISE FLAGO BDS 201 | 2041-07-01      | 4.0000%  | N/A     | $120000.00         | $120804.27         | Other Instrument                                  |
| SUTTER CNTY CALIF BRD | 2048-10-01      | 4.0000%  | N/A     | $110000.00         | $110562.34         | Other Instrument                                  |
| SWEETWATER CALIF UN H | 2037-08-01      | 5.0000%  | N/A     | $35000.00          | $40515.34          | Other Instrument                                  |
| TALLAHASSEE FLA CONS  | 2037-10-01      | 5.0000%  | N/A     | $50000.00          | $57334.89          | Other Instrument                                  |
| TALLAHASSEE FLA ENERG | 2033-10-01      | 5.0000%  | N/A     | $125000.00         | $150002.22         | Other Instrument                                  |
| TAMPA BAY WTR FLA A R | 2038-10-01      | 5.0000%  | N/A     | $110000.00         | $129676.56         | Other Instrument                                  |
| TAMPA BAY WTR FLA A R | 2039-10-01      | 5.0000%  | N/A     | $65000.00          | $75894.51          | Other Instrument                                  |
| TAMPA FLA CAP IMPT CI | 2039-09-01      | 0.0000%  | N/A     | $140000.00         | $83445.60          | Other Instrument                                  |
| TAMPA FLA CAP IMPT CI | 2049-09-01      | 0.0000%  | N/A     | $80000.00          | $25464.80          | Other Instrument                                  |
| TARRANT CNTY TEX LTD  | 2030-07-15      | 5.0000%  | N/A     | $60000.00          | $67233.20          | Other Instrument                                  |
| TEMPE ARIZ UN HIGH SC | 2040-07-01      | 5.0000%  | N/A     | $110000.00         | $126144.46         | Other Instrument                                  |
| TENNESSEE HSG DEV AGY | 2055-01-01      | 5.7500%  | N/A     | $55000.00          | $55530.71          | Other Instrument                                  |
| TEXAS PRIVATE ACTIVIT | 2036-06-30      | 5.2500%  | N/A     | $35000.00          | $37695.79          | Other Instrument                                  |
| TEXAS ST GEN OBLIG WT | 2041-08-01      | 5.0000%  | N/A     | $55000.00          | $63803.73          | Other Instrument                                  |
| TEXAS ST GO WTR FINL  | 2037-08-01      | 5.0000%  | N/A     | $45000.00          | $51757.70          | Other Instrument                                  |
| TEXAS WOMANS UNIV REV | 2035-07-01      | 5.0000%  | N/A     | $330000.00         | $376077.17         | Other Instrument                                  |
| TEXAS WTR DEV BRD REV | 2034-08-01      | 5.0000%  | N/A     | $40000.00          | $46178.04          | Other Instrument                                  |
| THOMPSON CROSSING MET | 2039-12-01      | 3.6250%  | N/A     | $105000.00         | $106020.57         | Other Instrument                                  |
| TIOGA N D PUB SCH DIS | 2030-08-01      | 5.0000%  | N/A     | $40000.00          | $44519.24          | Other Instrument                                  |
| TIPPECANOE CNTY IND N | 2034-07-15      | 6.0000%  | N/A     | $45000.00          | $54291.60          | Other Instrument                                  |
| TOMS RIVER N J GEN IM | 2032-06-15      | 2.0000%  | N/A     | $45000.00          | $41985.45          | Other Instrument                                  |
| TOOMBS CNTY GA PUB FA | 2050-12-01      | 2.5000%  | N/A     | $40000.00          | $26565.29          | Other Instrument                                  |
| TOOMBS CNTY GA SCH DI | 2033-12-01      | 5.5000%  | N/A     | $515000.00         | $625968.48         | Other Instrument                                  |
| TOOMBS CNTY GA SCH DI | 2034-12-01      | 5.5000%  | N/A     | $265000.00         | $326695.39         | Other Instrument                                  |
| TOOMBS CNTY GA SCH DI | 2030-12-01      | 5.0000%  | N/A     | $215000.00         | $241167.41         | Other Instrument                                  |
| TOPEKA KANS UTIL REV  | 2037-08-01      | 3.1000%  | N/A     | $35000.00          | $34736.76          | Other Instrument                                  |
| TOPEKA KANS UTIL REV  | 2040-08-01      | 3.6250%  | N/A     | $40000.00          | $40143.92          | Other Instrument                                  |
| TORRANCE CALIF CTFS P | 2046-11-01      | 4.0000%  | N/A     | $70000.00          | $70275.02          | Other Instrument                                  |
| TRADITIONS MET DIST N | 2046-12-01      | 4.2500%  | N/A     | $80000.00          | $79702.62          | Other Instrument                                  |
| TRAVIS CNTY TEX HEALT | 2039-03-01      | 2.0000%  | N/A     | $215000.00         | $175314.82         | Other Instrument                                  |
| TRAVIS CNTY TEX WTR C | 2041-08-15      | 3.0000%  | N/A     | $40000.00          | $36254.40          | Other Instrument                                  |
| TRENTON TENN SPL SCH  | 2034-05-01      | 2.1250%  | N/A     | $175000.00         | $163558.01         | Other Instrument                                  |
| TRI-CNTY REGL VOCATIO | 2037-06-01      | 5.0000%  | N/A     | $50000.00          | $58722.22          | Other Instrument                                  |
| TRIBOROUGH BRDG & TUN | 2031-11-15      | 5.0000%  | N/A     | $270000.00         | $315143.10         | Other Instrument                                  |
| TRIBOROUGH BRDG & TUN | 2032-11-15      | 5.0000%  | N/A     | $75000.00          | $88450.25          | Other Instrument                                  |
| TRINITY RIV AUTH TEX  | 2038-02-01      | 5.0000%  | N/A     | $95000.00          | $108803.61         | Other Instrument                                  |
| TRINITY RIVER AUTH TE | 2039-02-01      | 5.0000%  | N/A     | $185000.00         | $212999.96         | Other Instrument                                  |
| TRUCKEE MEADOWS NEV W | 2035-07-01      | 5.0000%  | N/A     | $50000.00          | $59950.39          | Other Instrument                                  |
| TULSA CNTY OKLA INDL  | 2037-02-01      | 3.0000%  | N/A     | $50000.00          | $49770.33          | Other Instrument                                  |
| TURLOCK CALIF IRR DIS | 2029-01-01      | 5.0000%  | N/A     | $35000.00          | $36179.42          | Other Instrument                                  |
| TURLOCK CALIF IRR DIS | 2031-01-01      | 5.0000%  | N/A     | $50000.00          | $51644.89          | Other Instrument                                  |
| TUSCALOOSA ALA GO WTS | 2046-04-01      | 3.5000%  | N/A     | $55000.00          | $48198.94          | Other Instrument                                  |
| TUSTIN CALIF UNI SCH  | 2040-08-01      | 3.1250%  | N/A     | $40000.00          | $38595.08          | Other Instrument                                  |
| TWIN RIVERS UNI SCH D | 2044-08-01      | 0.0000%  | N/A     | $110000.00         | $49137.00          | Other Instrument                                  |
| UNIVERSITY ALA GEN RE | 2043-07-01      | 3.5000%  | N/A     | $230000.00         | $223206.82         | Other Instrument                                  |
| UNIVERSITY CALIF REVS | 2035-05-15      | 5.0000%  | N/A     | $70000.00          | $84449.17          | Other Instrument                                  |
| UNIVERSITY CALIF REVS | 2042-05-15      | 5.0000%  | N/A     | $35000.00          | $39883.43          | Other Instrument                                  |
| UNIVERSITY CALIF REVS | 2029-05-15      | 5.0000%  | N/A     | $135000.00         | $149605.20         | Other Instrument                                  |
| UNIVERSITY CALIF REVS | 2035-05-15      | 5.0000%  | N/A     | $50000.00          | $59248.83          | Other Instrument                                  |
| UNIVERSITY CALIF REVS | 2035-05-15      | 5.0000%  | N/A     | $40000.00          | $48256.67          | Other Instrument                                  |
| UNIVERSITY CALIF REVS | 2029-05-15      | 5.0000%  | N/A     | $105000.00         | $116359.60         | Other Instrument                                  |
| UNIVERSITY COLO ENTER | 2031-06-01      | 5.0000%  | N/A     | $195000.00         | $224794.92         | Other Instrument                                  |
| UNIVERSITY COLO ENTER | 2028-06-01      | 2.5000%  | N/A     | $35000.00          | $35216.73          | Other Instrument                                  |
| UNIVERSITY COLO HOSP  | 2031-11-15      | 5.0000%  | N/A     | $35000.00          | $40422.78          | Other Instrument                                  |
| UNIVERSITY HAWAII REV | 2030-10-01      | 5.0000%  | N/A     | $45000.00          | $47902.85          | Other Instrument                                  |
| UNIVERSITY KY GEN RCP | 2039-04-01      | 4.0000%  | N/A     | $100000.00         | $105901.22         | Other Instrument                                  |
| UNIVERSITY MD SYS AUX | 2040-04-01      | 5.0000%  | N/A     | $45000.00          | $52231.85          | Other Instrument                                  |
| UNIVERSITY MONTEVALLO | 2047-05-01      | 4.0000%  | N/A     | $90000.00          | $86494.40          | Other Instrument                                  |
| UNIVERSITY N C GREENS | 2035-04-01      | 5.0000%  | N/A     | $35000.00          | $41930.62          | Other Instrument                                  |
| UNIVERSITY OF ALA AT  | 2029-10-01      | 5.0000%  | N/A     | $40000.00          | $44693.91          | Other Instrument                                  |
| UNIVERSITY OKLA REVS  | 2034-07-01      | 5.0000%  | N/A     | $95000.00          | $113167.59         | Other Instrument                                  |
| UNIVERSITY UTAH UNIV  | 2033-08-01      | 5.0000%  | N/A     | $55000.00          | $63728.56          | Other Instrument                                  |
| UNIVERSITY UTAH UNIV  | 2034-08-01      | 5.0000%  | N/A     | $100000.00         | $110814.11         | Other Instrument                                  |
| UNIVERSITY UTAH UNIV  | 2028-08-01      | 5.0000%  | N/A     | $35000.00          | $37455.29          | Other Instrument                                  |
| UNIVERSITY UTAH UNIV  | 2037-08-01      | 4.0000%  | N/A     | $45000.00          | $46483.60          | Other Instrument                                  |
| UNIVERSITY UTAH UNIV  | 2033-08-01      | 5.0000%  | N/A     | $100000.00         | $111067.11         | Other Instrument                                  |
| UNIVERSITY VA UNIV RE | 2045-04-01      | 4.0000%  | N/A     | $115000.00         | $116864.41         | Other Instrument                                  |
| UNIVERSITY WASH UNIV  | 2037-04-01      | 5.0000%  | N/A     | $85000.00          | $100484.26         | Other Instrument                                  |
| UPLAND CALIF UNI SCH  | 2047-08-01      | 0.0000%  | N/A     | $85000.00          | $34743.75          | Other Instrument                                  |
| UPPER LAKE CALIF UNI  | 2037-08-01      | 0.0000%  | N/A     | $40000.00          | $27442.00          | Other Instrument                                  |
| UTAH ST UNIV REV BRD  | 2042-12-01      | 4.0000%  | N/A     | $50000.00          | $50817.28          | Other Instrument                                  |
| UTAH TRAN AUTH SALES  | 2035-06-15      | 5.0000%  | N/A     | $35000.00          | $41879.60          | Other Instrument                                  |
| UTAH TRAN AUTH SALES  | 2043-12-15      | 5.0000%  | N/A     | $40000.00          | $45708.80          | Other Instrument                                  |
| UTAH TRAN AUTH SALES  | 2039-06-15      | 5.0000%  | N/A     | $160000.00         | $185742.40         | Other Instrument                                  |
| UTAH TRAN AUTH SALES  | 2039-06-15      | 5.0000%  | N/A     | $125000.00         | $145012.50         | Other Instrument                                  |
| UTAH TRAN AUTH SALES  | 2037-06-15      | 5.0000%  | N/A     | $70000.00          | $82276.60          | Other Instrument                                  |
| UTAH TRAN AUTH SALES  | 2032-12-15      | 0.0000%  | N/A     | $60000.00          | $47975.40          | Other Instrument                                  |
| UTICA N YPUB IMPT GO  | 2032-04-15      | 4.0000%  | N/A     | $35000.00          | $38671.03          | Other Instrument                                  |
| VALLEJO CITY CALIF UN | 2037-08-01      | 3.0000%  | N/A     | $120000.00         | $118616.00         | Other Instrument                                  |
| VAN BUREN ARK SCH DIS | 2039-02-01      | 2.0000%  | N/A     | $60000.00          | $48323.67          | Other Instrument                                  |
| VERANDAH MUN UTIL DIS | 2042-09-01      | 4.0000%  | N/A     | $115000.00         | $117552.49         | Other Instrument                                  |
| VERONA TWP N J BRD OF | 2037-03-01      | 2.2500%  | N/A     | $90000.00          | $79733.70          | Other Instrument                                  |
| VILLAGE CMNTY DEV DIS | 2028-05-01      | 3.5000%  | N/A     | $50000.00          | $21397.97          | Other Instrument                                  |
| VIRGINIA COLLEGE BLDG | 2041-03-01      | 5.0000%  | N/A     | $45000.00          | $51974.75          | Other Instrument                                  |
| VIRGINIA COMWLTH TRAN | 2030-05-15      | 5.0000%  | N/A     | $225000.00         | $254244.75         | Other Instrument                                  |
| VIRGINIA ST PUB BLDG  | 2036-08-01      | 4.0000%  | N/A     | $35000.00          | $36280.61          | Other Instrument                                  |
| VIRGINIA ST PUB BLDG  | 2030-08-01      | 5.0000%  | N/A     | $80000.00          | $87798.49          | Other Instrument                                  |
| VIRIDIAN MUN MGMT DIS | 2041-12-01      | 3.6250%  | N/A     | $420000.00         | $393397.08         | Other Instrument                                  |
| WACONIA MINN GO BDS 2 | 2033-02-01      | 5.0000%  | N/A     | $35000.00          | $40398.44          | Other Instrument                                  |
| WALLED LAKE MICH CONS | 2033-05-01      | 5.0000%  | N/A     | $35000.00          | $38998.79          | Other Instrument                                  |
| WALLER CNTY TEXGO BDS | 2035-02-15      | 5.0000%  | N/A     | $55000.00          | $64105.07          | Other Instrument                                  |
| WASCO CALIF UN HIGH S | 2042-05-01      | 3.0000%  | N/A     | $50000.00          | $46034.33          | Other Instrument                                  |
| WASHINGTON CNTY MD PU | 2037-07-01      | 5.0000%  | N/A     | $40000.00          | $46875.11          | Other Instrument                                  |
| WASHINGTON D C MET AR | 2039-07-15      | 5.0000%  | N/A     | $225000.00         | $253571.25         | Other Instrument                                  |
| WASHINGTON D C MET AR | 2035-07-15      | 4.0000%  | N/A     | $40000.00          | $42443.47          | Other Instrument                                  |
| WASHINGTON D C MET AR | 2039-07-15      | 5.0000%  | N/A     | $190000.00         | $214126.83         | Other Instrument                                  |
| WASHINGTON D C MET AR | 2037-07-15      | 5.0000%  | N/A     | $215000.00         | $245332.92         | Other Instrument                                  |
| WASHINGTON ST HEALTH  | 2040-10-01      | 4.2500%  | N/A     | $85000.00          | $86471.87          | Other Instrument                                  |
| WASHINGTON STMVFT VRF | 2043-06-01      | 5.0000%  | N/A     | $75000.00          | $81658.08          | Other Instrument                                  |
| WASHINGTON STVAR PURP | 2033-08-01      | 5.0000%  | N/A     | $105000.00         | $124135.32         | Other Instrument                                  |
| WASHINGTON STVAR PURP | 2037-08-01      | 5.0000%  | N/A     | $35000.00          | $39145.09          | Other Instrument                                  |
| WASHINGTON SUBN SAN D | 2032-06-01      | 5.0000%  | N/A     | $55000.00          | $64556.49          | Other Instrument                                  |
| WASHINGTON SUBN SAN D | 2051-06-01      | 4.0000%  | N/A     | $125000.00         | $122248.19         | Other Instrument                                  |
| WASHINGTON SUBN SAN D | 2045-06-01      | 4.0000%  | N/A     | $200000.00         | $201335.78         | Other Instrument                                  |
| WASHINGTON SUBN SAN D | 2035-06-01      | 5.0000%  | N/A     | $35000.00          | $41980.21          | Other Instrument                                  |
| WASHINGTON SUBN SAN D | 2033-06-01      | 5.0000%  | N/A     | $35000.00          | $40069.21          | Other Instrument                                  |
| WASHOE CNTY NEV SCH D | 2033-06-01      | 5.0000%  | N/A     | $80000.00          | $94901.16          | Other Instrument                                  |
| WATERFORD MICH SCH DI | 2036-05-01      | 4.0000%  | N/A     | $45000.00          | $48102.25          | Other Instrument                                  |
| WATERLOO IOWA CMNTY S | 2033-07-01      | 5.0000%  | N/A     | $75000.00          | $86838.58          | Other Instrument                                  |
| WATERTOWN MASS GO MUN | 2033-04-15      | 2.0000%  | N/A     | $50000.00          | $47841.67          | Other Instrument                                  |
| WATERTOWN MASS GO MUN | 2037-04-15      | 2.0000%  | N/A     | $90000.00          | $79178.70          | Other Instrument                                  |
| WAUKEE IOWA CMNTY SCH | 2035-06-01      | 5.0000%  | N/A     | $75000.00          | $84046.83          | Other Instrument                                  |
| WAUKEE IOWA CMNTY SCH | 2040-06-01      | 2.1250%  | N/A     | $100000.00         | $78519.64          | Other Instrument                                  |
| WAXAHACHIE TEX INDPT  | 2049-02-15      | 4.0000%  | N/A     | $160000.00         | $152491.73         | Other Instrument                                  |
| WAYLAND MICH UN SCH D | 2037-05-01      | 5.0000%  | N/A     | $110000.00         | $126892.82         | Other Instrument                                  |
| WAYLAND MICH UN SCH D | 2044-05-01      | 5.0000%  | N/A     | $65000.00          | $70982.67          | Other Instrument                                  |
| WEBSTER CNTY MO REORG | 2041-03-01      | 4.1250%  | N/A     | $220000.00         | $232422.67         | Other Instrument                                  |
| WELD CNTY COLO SCH DI | 2031-12-01      | 5.0000%  | N/A     | $110000.00         | $121917.89         | Other Instrument                                  |
| WESLACO TEX INDPT SCH | 2035-02-15      | 5.0000%  | N/A     | $70000.00          | $82167.17          | Other Instrument                                  |
| WEST BABYLON N Y UN F | 2034-06-15      | 2.5000%  | N/A     | $35000.00          | $33129.60          | Other Instrument                                  |
| WEST CNTY TRANSN AGY  | 2047-04-01      | 4.0000%  | N/A     | $55000.00          | $55378.52          | Other Instrument                                  |
| WEST CONTRA COSTA CAL | 2036-08-01      | 5.0000%  | N/A     | $45000.00          | $53358.80          | Other Instrument                                  |
| WEST FARGO N D PUB SC | 2029-08-01      | 5.0000%  | N/A     | $95000.00          | $101760.31         | Other Instrument                                  |
| WEST JEFFERSON HILLS  | 2033-08-01      | 2.5000%  | N/A     | $35000.00          | $33573.24          | Other Instrument                                  |
| WEST KERN CMNTY COLLE | 2044-11-01      | 4.0000%  | N/A     | $40000.00          | $40583.96          | Other Instrument                                  |
| WEST MEMPHIS ARK SCH  | 2035-02-01      | 2.6250%  | N/A     | $145000.00         | $139270.45         | Other Instrument                                  |
| WEST VA PKWYS AUTH TP | 2034-06-01      | 5.0000%  | N/A     | $130000.00         | $147416.68         | Other Instrument                                  |
| WESTMORELAND CNTY PA  | 2038-08-15      | 5.0000%  | N/A     | $50000.00          | $57589.33          | Other Instrument                                  |
| WESTWOOD MASSGO UNLTD | 2052-08-15      | 4.0000%  | N/A     | $55000.00          | $53033.93          | Other Instrument                                  |
| WHATCOM CNTY WASH SCH | 2030-12-01      | 4.0000%  | N/A     | $85000.00          | $90656.37          | Other Instrument                                  |
| WHITE SETTLEMENT TEX  | 2045-08-15      | 4.0000%  | N/A     | $160000.00         | $159733.33         | Other Instrument                                  |
| WHITING IND ENVIRONME | 2051-11-01      | 3.0000%  | N/A     | $85000.00          | $63965.62          | Other Instrument                                  |
| WHITNALL SCH DIST WIS | 2032-03-01      | 5.0000%  | N/A     | $35000.00          | $41746.06          | Other Instrument                                  |
| WICHITA KANS WTR & SW | 2039-10-01      | 2.0000%  | N/A     | $50000.00          | $39602.56          | Other Instrument                                  |
| WILLIAMSON CNTY ILL C | 2046-01-01      | 4.0000%  | N/A     | $120000.00         | $115982.67         | Other Instrument                                  |
| WILLISTOWN TWP PAGO B | 2040-12-15      | 5.0000%  | N/A     | $75000.00          | $85434.00          | Other Instrument                                  |
| WILMINGTON MASSGO MUN | 2038-04-15      | 4.0000%  | N/A     | $40000.00          | $43112.27          | Other Instrument                                  |
| WILSON CNTY TENN SCH  | 2034-04-01      | 5.0000%  | N/A     | $45000.00          | $53397.80          | Other Instrument                                  |
| WILSON CNTY TENN SCH  | 2031-04-01      | 5.0000%  | N/A     | $95000.00          | $109601.29         | Other Instrument                                  |
| WINSLOW TWP N JGO GEN | 2033-03-01      | 4.0000%  | N/A     | $60000.00          | $68299.07          | Other Instrument                                  |
| WINSTON-SALEM N C WTR | 2032-06-01      | 5.0000%  | N/A     | $40000.00          | $47015.47          | Other Instrument                                  |
| WINTERS CALIF JT UNI  | 2039-08-01      | 2.7500%  | N/A     | $150000.00         | $134940.92         | Other Instrument                                  |
| WISCONSIN HSG & ECONO | 2043-06-01      | 4.7500%  | N/A     | $175000.00         | $186588.84         | Other Instrument                                  |
| WISCONSIN ST HEALTH & | 2038-08-15      | 4.0000%  | N/A     | $40000.00          | $40066.93          | Other Instrument                                  |
| WISCONSIN ST TRANSN R | 2036-07-01      | 5.0000%  | N/A     | $305000.00         | $361058.32         | Other Instrument                                  |
| WISCONSIN ST TRANSN R | 2034-07-01      | 5.0000%  | N/A     | $35000.00          | $41360.82          | Other Instrument                                  |
| WISCONSIN ST TRANSN R | 2031-07-01      | 5.0000%  | N/A     | $60000.00          | $67405.67          | Other Instrument                                  |
| WISCONSIN ST TRANSN R | 2029-07-01      | 5.0000%  | N/A     | $125000.00         | $137630.97         | Other Instrument                                  |
| WISCONSIN ST TRANSN R | 2030-07-01      | 5.0000%  | N/A     | $125000.00         | $140767.22         | Other Instrument                                  |
| WOODRUFF FACS CORP S  | 2042-04-01      | 4.0000%  | N/A     | $45000.00          | $45986.10          | Other Instrument                                  |
| WORCESTER MASS GO BDS | 2037-02-01      | 2.1250%  | N/A     | $110000.00         | $97159.12          | Other Instrument                                  |
| WORCESTER MASS GO MUN | 2041-01-15      | 3.5000%  | N/A     | $70000.00          | $69453.53          | Other Instrument                                  |
| WYANDOTTE CNTY/KANS C | 2029-08-01      | 5.0000%  | N/A     | $40000.00          | $43855.64          | Other Instrument                                  |
| WYLIE TEX INDPT SCH D | 2041-08-15      | 0.0000%  | N/A     | $80000.00          | $42769.60          | Other Instrument                                  |
| YAKIMA CNTY WASH FIRE | 2042-12-01      | 5.0000%  | N/A     | $45000.00          | $49941.20          | Other Instrument                                  |
| YONKERS N YBDS2022    | 2030-03-15      | 5.0000%  | N/A     | $40000.00          | $45384.00          | Other Instrument                                  |
| YORKVILLE ILL UTD CIT | 2044-12-30      | 4.2500%  | N/A     | $310000.00         | $311605.54         | Other Instrument                                  |

### Security 490: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001O96
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO SANTANDER S A N | 2026-03-04      | 3.8600%  | N/A     | $4961000.00        | $5005986.76        | Money Market     |
| BANCO SANTANDER S A N | 2026-08-24      | 3.9900%  | N/A     | $189000.00         | $189479.34         | Money Market     |
| BANCO SANTANDER S A N | 2026-12-22      | 4.0700%  | N/A     | $100000.00         | $100791.53         | Money Market     |
| BANK MONTREAL CHICAGO | 2026-08-25      | 4.0700%  | N/A     | $930000.00         | $931103.08         | Money Market     |
| BAYERISCHE LANDESBANK | 2026-03-12      | 4.3000%  | N/A     | $1250000.00        | $1302606.25        | Money Market     |
| BMO BK NATL ASSN CHIC | 2029-08-31      | 7.5000%  | N/A     | $1000.00           | $1099.07           | Money Market     |
| BMO BK NATL ASSN CHIC | 2027-09-07      | 0.0000%  | N/A     | $35000.00          | $40888.79          | Money Market     |
| BMO BK NATL ASSN CHIC | 2029-01-02      | 0.0000%  | N/A     | $175000.00         | $187294.63         | Money Market     |
| BMO BK NATL ASSN CHIC | 2028-02-02      | 0.0000%  | N/A     | $365000.00         | $437375.49         | Money Market     |
| BMO BK NATL ASSN CHIC | 2029-08-06      | 0.0000%  | N/A     | $14000.00          | $14747.66          | Money Market     |
| BMO BK NATL ASSN CHIC | 2030-05-02      | 0.0000%  | N/A     | $1000.00           | $1026.16           | Money Market     |
| BMO BK NATL ASSN CHIC | 2029-03-01      | 0.0000%  | N/A     | $5000.00           | $4996.21           | Money Market     |
| CITIBANK N A CD 29    | 2029-01-04      | 0.0000%  | N/A     | $1275000.00        | $1275000.00        | Money Market     |
| EXPORT IMPORT BANK KO | 2031-02-09      | 1.3750%  | N/A     | $2650000.00        | $2364906.38        | Other Instrument |
| EXPORT-IMPORT BK INDI | 2030-01-15      | 3.2500%  | N/A     | $8500000.00        | $8243399.17        | Other Instrument |
| GOLDMAN SACHS BK USA  | 2027-07-06      | 0.0000%  | N/A     | $250000.00         | $327570.00         | Money Market     |
| GOLDMAN SACHS BK USA  | 2029-05-03      | 0.0000%  | N/A     | $75000.00          | $93581.40          | Money Market     |
| GOLDMAN SACHS BK USA  | 2030-04-04      | 0.0000%  | N/A     | $34000.00          | $45897.72          | Money Market     |
| GOLDMAN SACHS BK USA  | 2027-02-05      | 0.0000%  | N/A     | $1088000.00        | $1360650.62        | Money Market     |
| GOLDMAN SACHS BK USA  | 2026-07-06      | 0.0000%  | N/A     | $170000.00         | $169150.00         | Money Market     |
| GOLDMAN SACHS BK USA  | 2029-12-03      | 0.0000%  | N/A     | $150000.00         | $173988.75         | Money Market     |
| GOLDMAN SACHS BK USA  | 2027-03-04      | 0.0000%  | N/A     | $43000.00          | $42785.00          | Money Market     |
| GOLDMAN SACHS BK USA  | 2027-12-03      | 0.0000%  | N/A     | $72000.00          | $101204.86         | Money Market     |
| GOLDMAN SACHS BK USA  | 2030-05-03      | 0.0000%  | N/A     | $80000.00          | $79600.00          | Money Market     |
| GOLDMAN SACHS BK USA  | 2027-08-05      | 0.0000%  | N/A     | $170000.00         | $169150.00         | Money Market     |
| GOLDMAN SACHS BK USA  | 2026-04-06      | 0.0000%  | N/A     | $160000.00         | $249193.76         | Money Market     |
| GOLDMAN SACHS BK USA  | 2026-06-04      | 0.0000%  | N/A     | $65000.00          | $106597.14         | Money Market     |
| GOLDMAN SACHS BK USA  | 2026-12-02      | 0.0000%  | N/A     | $545000.00         | $681380.26         | Money Market     |
| GOLDMAN SACHS BK USA  | 2030-11-01      | 0.0000%  | N/A     | $1000.00           | $1172.01           | Money Market     |
| HONG KONG GOVT SPL FR | 2033-01-11      | 4.6250%  | N/A     | $328000.00         | $341260.95         | Other Instrument |
| HONG KONG GOVT SPL FR | 2051-02-02      | 2.3750%  | N/A     | $7500000.00        | $4949019.79        | Other Instrument |
| HSBC BANK USA NA 26   | 2026-03-05      | 0.0000%  | N/A     | $278000.00         | $276610.00         | Money Market     |
| HSBC BANK USA NA CD F | 2026-07-10      | 4.0200%  | N/A     | $561000.00         | $564191.71         | Money Market     |
| INDONESIA REPGLBL BD  | 2071-03-12      | 3.3500%  | N/A     | $3400000.00        | $2211238.17        | Other Instrument |
| INDONESIA REPGLBL BD  | 2032-03-31      | 3.5500%  | N/A     | $5208000.00        | $5025437.90        | Other Instrument |
| INDONESIA REPSR GLBL  | 2031-02-21      | 4.3500%  | N/A     | $1520000.00        | $1527432.80        | Other Instrument |
| INDONESIA REPSR GLBL  | 2056-02-21      | 5.4750%  | N/A     | $5000000.00        | $4933175.00        | Other Instrument |
| KEB HANA BK NEW YORK  | 2026-12-01      | 0.0000%  | N/A     | $43454000.00       | $43454000.00       | Money Market     |
| MALAYSIA SUKUK GLOBAL | 2046-04-27      | 4.0800%  | N/A     | $4125000.00        | $3735847.50        | Other Instrument |
| MIZUHO BK LTD NEW YOR | 2026-08-24      | 3.8700%  | N/A     | $4650000.00        | $4657760.33        | Money Market     |
| MIZUHO BK LTD NEW YOR | 2026-06-02      | 3.9400%  | N/A     | $485000.00         | $485545.39         | Money Market     |
| MIZUHO BK LTD NEW YOR | 2026-04-16      | 3.9000%  | N/A     | $10000000.00       | $10013627.78       | Money Market     |
| MORGAN STANLEY BK N A | 2027-03-05      | 0.0000%  | N/A     | $133000.00         | $165582.87         | Money Market     |
| MORGAN STANLEY BK N A | 2030-10-24      | 4.0000%  | N/A     | $125000.00         | $126643.53         | Money Market     |
| MORGAN STANLEY BK N A | 2027-05-03      | 0.0000%  | N/A     | $12000.00          | $15813.11          | Money Market     |
| MORGAN STANLEY BK N A | 2027-07-01      | 0.0000%  | N/A     | $10000.00          | $12038.42          | Money Market     |
| MORGAN STANLEY BK N A | 2027-06-03      | 0.0000%  | N/A     | $60000.00          | $64564.32          | Money Market     |
| MORGAN STANLEY PRIVAT | 2027-07-01      | 0.0000%  | N/A     | $50000.00          | $54170.95          | Money Market     |
| NATIXIS N Y BRHCD FLT | 2026-12-04      | 4.0700%  | N/A     | $250000.00         | $250889.35         | Money Market     |
| NORDEA BK ABP NEW YOR | 2027-02-05      | 4.0500%  | N/A     | $156000.00         | $156583.31         | Money Market     |
| OVERSEA CHINESE BK CD | 2026-04-02      | 3.8800%  | N/A     | $4000000.00        | $4024736.06        | Money Market     |
| PEOPLE REP OF CHINASR | 2026-10-26      | 1.2500%  | N/A     | $5257000.00        | $5203753.89        | Other Instrument |
| PERUSAHAAN PENERBIT S | 2030-07-23      | 4.5500%  | N/A     | $36362000.00       | $36681884.59       | Other Instrument |
| REPUBLIC OF THE PHILI | 2031-07-27      | 4.2500%  | N/A     | $2000000.00        | $2021923.33        | Other Instrument |
| SALLIE MAE BK MURRAY  | 2028-12-18      | 3.7500%  | N/A     | $200000.00         | $200957.45         | Money Market     |
| SHINHAN BK NEW YORK B | 2026-07-29      | 4.2200%  | N/A     | $30000000.00       | $30000000.00       | Money Market     |
| STANDARD CHARTERED BK | 2026-10-30      | 4.1100%  | N/A     | $741000.00         | $744192.59         | Money Market     |

### Security 491: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001OC9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN CRYSTAL SUGA | 2026-04-09      | 0.0000%  | N/A     | $12499999.00       | $12444086.50       | Money Market |
| BANCO SANTANDER CHILE | 2026-07-13      | 0.0000%  | N/A     | $7810043.00        | $7684121.68        | Money Market |
| BECTON DICKINSON & CO | 2026-04-01      | 0.0000%  | N/A     | $47945665.00       | $47772197.58       | Money Market |
| HUBBELL INC           | 2026-04-02      | 0.0000%  | N/A     | $9212883.00        | $9178813.76        | Money Market |
| WGL HLDGS INC         | 2026-03-05      | 0.0000%  | N/A     | $29000000.00       | $28978685.00       | Money Market |

### Security 492: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001OF2
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| BANK MONTREAL CHICAGO | 2026-08-28      | 4.0700%  | N/A     | $400000.00         | $401694.44         | Money Market |
| BMO BK NATL ASSN CHIC | 2030-08-06      | 0.0000%  | N/A     | $12000.00          | $12561.19          | Money Market |
| GOLDMAN SACHS BK USA  | 2027-01-04      | 0.0000%  | N/A     | $639000.00         | $791726.11         | Money Market |
| GOLDMAN SACHS BK USA  | 2031-07-03      | 0.0000%  | N/A     | $45000.00          | $45000.00          | Money Market |
| GOLDMAN SACHS BK USA  | 2027-09-07      | 0.0000%  | N/A     | $367000.00         | $596351.51         | Money Market |
| GOLDMAN SACHS BK USA  | 2026-10-05      | 0.0000%  | N/A     | $246000.00         | $244770.00         | Money Market |
| KEB HANA BK NEW YORK  | 2026-12-01      | 0.0000%  | N/A     | $59846000.00       | $59846000.00       | Money Market |
| MORGAN STANLEY BK N A | 2026-03-04      | 0.0000%  | N/A     | $481000.00         | $478595.00         | Money Market |
| ROYAL BK CDA NY BRHCD | 2026-10-07      | 3.9900%  | N/A     | $370000.00         | $372328.53         | Money Market |
| SHINHAN BK NEW YORK B | 2026-03-24      | 3.9400%  | N/A     | $10000000.00       | $10003283.33       | Money Market |
| STANDARD CHARTERED BK | 2026-06-09      | 4.0700%  | N/A     | $6000000.00        | $6016451.67        | Money Market |

### Security 493: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CABA4, C.4 - ISIN: US9612CABA44, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $74993430.00
- **C.18.a - Value (excl. sponsor support):** $74993430.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 494: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NL7, C.4 - ISIN: US9612C1NL78, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $29022276.00
- **C.18.a - Value (excl. sponsor support):** $29022276.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 495: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAP2, C.4 - ISIN: US9612CAAP22, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $180095886.00
- **C.18.a - Value (excl. sponsor support):** $180095886.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 496: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NV5, C.4 - ISIN: US9612C1NV50, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $50258837.20
- **C.18.a - Value (excl. sponsor support):** $50258837.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 497: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAZ0, C.4 - ISIN: US9612CAAZ04, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $78001856.40
- **C.18.a - Value (excl. sponsor support):** $78001856.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 498: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1G27, C.4 - ISIN: US9612C1G276, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $119423321.60
- **C.18.a - Value (excl. sponsor support):** $119423321.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 499: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1F51, C.4 - ISIN: US9612C1F518, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $98000317.80
- **C.18.a - Value (excl. sponsor support):** $98000317.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 500: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAX5, C.4 - ISIN: US9612CAAX55, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100002940.00
- **C.18.a - Value (excl. sponsor support):** $100002940.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 501: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1HX8, C.4 - ISIN: US9612C1HX80, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $88287084.00
- **C.18.a - Value (excl. sponsor support):** $88287084.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 502: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1MH7, C.4 - ISIN: US9612C1MH75, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $121348125.00
- **C.18.a - Value (excl. sponsor support):** $121348125.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 503: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CABD8, C.4 - ISIN: US9612CABD82, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $59989668.00
- **C.18.a - Value (excl. sponsor support):** $59989668.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 504: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NR4, C.4 - ISIN: US9612C1NR49, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $83154518.00
- **C.18.a - Value (excl. sponsor support):** $83154518.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 505: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAF4, C.4 - ISIN: US9612CAAF40, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $50029120.00
- **C.18.a - Value (excl. sponsor support):** $50029120.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 506: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1LR6, C.4 - ISIN: US9612C1LR66, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $93405206.40
- **C.18.a - Value (excl. sponsor support):** $93405206.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 507: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAL1, C.4 - ISIN: US9612CAAL18, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $40024872.00
- **C.18.a - Value (excl. sponsor support):** $40024872.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 508: WOORI BANK/LOS ANGELES

- **C.1 - Title:** WOORI BANK/LOS ANGELES
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 98106JXR1, C.4 - ISIN: US98106JXR12, C.3 - LEI: 549300VUVMRL6RE7R376
- **C.18 - Value (incl. sponsor support):** $100008480.00
- **C.18.a - Value (excl. sponsor support):** $100008480.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 509: WOORI BANK/LOS ANGELES

- **C.1 - Title:** WOORI BANK/LOS ANGELES
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 98106JWM3, C.4 - ISIN: US98106JWM34, C.3 - LEI: 549300VUVMRL6RE7R376
- **C.18 - Value (incl. sponsor support):** $30007254.00
- **C.18.a - Value (excl. sponsor support):** $30007254.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 510: WOORI BANK/LOS ANGELES

- **C.1 - Title:** WOORI BANK/LOS ANGELES
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 98106JX42, C.4 - ISIN: US98106JX423, C.3 - LEI: 549300VUVMRL6RE7R376
- **C.18 - Value (incl. sponsor support):** $125026475.00
- **C.18.a - Value (excl. sponsor support):** $125026475.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2026-03-06

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

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

**Title of Signing Officer:** Treasurer