# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001193125-25-268795
**Filing Date:** 2025-11
**Character Count:** 1188273
**Document Hash:** fc4674665cd2f1c3527b212363fb75a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-268795.hdr.sgml**: 20251106

**ACCESSION NUMBER**: 0001193125-25-268795

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251106

**DATE AS OF CHANGE**: 20251106

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 251457298

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**Registrant Full Name:** Master Investment Portfolio

**CIK Number of Registrant:** 0000915092

**LEI of Registrant:** 5493004HQXF0DFT60U28

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

**LEI of Series:** 5493006MEXRES47VM867

**EDGAR Series Identifier:** S000004283

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 18 days

- **WAL:** 63 days

- **Total Value of Portfolio Securities:** $77384150770.29

- **Amortized Cost of Portfolio Securities:** $38310155000.00

- **Cash:** $2507202699.08

- **Total Other Assets:** $290420652.40

- **Total Liabilities:** $7763710.65

- **Net Assets of Series:** $80174010411.12

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $37605442599.32           | $47932113570.20            | 43.6500%                  | 55.6300%                   |
| 2025-10-02 | $38258552647.44           | $48436170902.65            | 44.2200%                  | 55.9800%                   |
| 2025-10-03 | $39862382705.59           | $49328006774.91            | 45.7100%                  | 56.5700%                   |
| 2025-10-06 | $40905388569.53           | $50403093289.85            | 46.3100%                  | 57.0700%                   |
| 2025-10-07 | $39967101649.86           | $47533717254.02            | 46.9400%                  | 55.8300%                   |
| 2025-10-08 | $38625959784.10           | $47816693954.24            | 45.1400%                  | 55.8800%                   |
| 2025-10-09 | $36480500448.24           | $47088337038.63            | 43.0700%                  | 55.5900%                   |
| 2025-10-10 | $36822420439.02           | $46917127058.64            | 43.2900%                  | 55.1600%                   |
| 2025-10-13 | $39875072085.02           | $47515062633.72            | 46.8800%                  | 55.8600%                   |
| 2025-10-14 | $40559399851.79           | $48199738638.02            | 47.2000%                  | 56.1000%                   |
| 2025-10-15 | $38435165936.35           | $47424538250.00            | 45.1300%                  | 55.6900%                   |
| 2025-10-16 | $38894580355.72           | $47849902820.70            | 45.4100%                  | 55.8700%                   |
| 2025-10-17 | $38088510526.51           | $47188439597.52            | 44.8200%                  | 55.5300%                   |
| 2025-10-20 | $39135030972.59           | $48757597862.96            | 45.2700%                  | 56.4100%                   |
| 2025-10-21 | $40392194626.25           | $48067840766.38            | 47.1900%                  | 56.1600%                   |
| 2025-10-22 | $36962134075.68           | $47331357772.24            | 43.7900%                  | 56.0700%                   |
| 2025-10-23 | $34966500715.97           | $45735343346.55            | 42.3300%                  | 55.3700%                   |
| 2025-10-24 | $36722083667.53           | $47287451942.63            | 43.8500%                  | 56.4700%                   |
| 2025-10-27 | $37432191454.47           | $48110534362.41            | 44.4000%                  | 57.0700%                   |
| 2025-10-28 | $38382943912.62           | $46945117028.45            | 46.2100%                  | 56.5100%                   |
| 2025-10-29 | $36030197562.65           | $46662355746.46            | 43.5700%                  | 56.4300%                   |
| 2025-10-30 | $34489081439.38           | $46112921124.89            | 42.2900%                  | 56.5400%                   |
| 2025-10-31 | $33356700338.79           | $45247409895.22            | 41.6100%                  | 56.4400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%             |
| 2025-10-02 | 0.0000%             |
| 2025-10-03 | 0.0000%             |
| 2025-10-06 | 0.0000%             |
| 2025-10-07 | 0.0000%             |
| 2025-10-08 | 0.0000%             |
| 2025-10-09 | 0.0000%             |
| 2025-10-10 | 0.0000%             |
| 2025-10-13 | 0.0000%             |
| 2025-10-14 | 0.0000%             |
| 2025-10-15 | 0.0000%             |
| 2025-10-16 | 0.0000%             |
| 2025-10-17 | 0.0000%             |
| 2025-10-20 | 0.0000%             |
| 2025-10-21 | 0.0000%             |
| 2025-10-22 | 0.0000%             |
| 2025-10-23 | 0.0000%             |
| 2025-10-24 | 0.0000%             |
| 2025-10-27 | 0.0000%             |
| 2025-10-28 | 0.0000%             |
| 2025-10-29 | 0.0000%             |
| 2025-10-30 | 0.0000%             |
| 2025-10-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0007                      |
|  |  |
| 2025-10-02 | 1.0008                      |
|  |  |
| 2025-10-03 | 1.0011                      |
|  |  |
| 2025-10-06 | 1.0013                      |
|  |  |
| 2025-10-07 | 1.0014                      |
|  |  |
| 2025-10-08 | 1.0015                      |
|  |  |
| 2025-10-09 | 1.0016                      |
|  |  |
| 2025-10-10 | 1.0020                      |
|  |  |
| 2025-10-13 | 1.0020                      |
|  |  |
| 2025-10-14 | 1.0022                      |
|  |  |
| 2025-10-15 | 1.0023                      |
|  |  |
| 2025-10-16 | 1.0024                      |
|  |  |
| 2025-10-17 | 1.0028                      |
|  |  |
| 2025-10-20 | 1.0029                      |
|  |  |
| 2025-10-21 | 1.0030                      |
|  |  |
| 2025-10-22 | 1.0032                      |
|  |  |
| 2025-10-23 | 1.0033                      |
|  |  |
| 2025-10-24 | 1.0036                      |
|  |  |
| 2025-10-27 | 1.0037                      |
|  |  |
| 2025-10-28 | 1.0039                      |
|  |  |
| 2025-10-29 | 1.0040                      |
|  |  |
| 2025-10-30 | 1.0042                      |
|  |  |
| 2025-10-31 | 1.0046                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $80174010411.12

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2184235.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0007          |
|  |  |
| 2025-10-02 | 1.0008          |
|  |  |
| 2025-10-03 | 1.0011          |
|  |  |
| 2025-10-06 | 1.0013          |
|  |  |
| 2025-10-07 | 1.0014          |
|  |  |
| 2025-10-08 | 1.0015          |
|  |  |
| 2025-10-09 | 1.0016          |
|  |  |
| 2025-10-10 | 1.0020          |
|  |  |
| 2025-10-13 | 1.0020          |
|  |  |
| 2025-10-14 | 1.0022          |
|  |  |
| 2025-10-15 | 1.0023          |
|  |  |
| 2025-10-16 | 1.0024          |
|  |  |
| 2025-10-17 | 1.0028          |
|  |  |
| 2025-10-20 | 1.0029          |
|  |  |
| 2025-10-21 | 1.0030          |
|  |  |
| 2025-10-22 | 1.0032          |
|  |  |
| 2025-10-23 | 1.0033          |
|  |  |
| 2025-10-24 | 1.0036          |
|  |  |
| 2025-10-27 | 1.0037          |
|  |  |
| 2025-10-28 | 1.0039          |
|  |  |
| 2025-10-29 | 1.0040          |
|  |  |
| 2025-10-30 | 1.0042          |
|  |  |
| 2025-10-31 | 1.0046          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 0.0000%           |
| 2025-10-02 | 0.0000%           |
| 2025-10-03 | 0.0000%           |
| 2025-10-06 | 0.0000%           |
| 2025-10-07 | 0.0000%           |
| 2025-10-08 | 0.0000%           |
| 2025-10-09 | 0.0000%           |
| 2025-10-10 | 0.0000%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 0.0000%           |
| 2025-10-15 | 0.0000%           |
| 2025-10-16 | 0.0000%           |
| 2025-10-17 | 0.0000%           |
| 2025-10-20 | 0.0000%           |
| 2025-10-21 | 0.0000%           |
| 2025-10-22 | 0.0000%           |
| 2025-10-23 | 0.0000%           |
| 2025-10-24 | 0.0000%           |
| 2025-10-27 | 0.0000%           |
| 2025-10-28 | 0.0000%           |
| 2025-10-29 | 0.0000%           |
| 2025-10-30 | 0.0000%           |
| 2025-10-31 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 144A 4.460000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627ECV0, C.4 - ISIN: US01627ECV02, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $150007938.00
- **C.18.a - Value (excl. sponsor support):** $150007938.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 4.016000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LY51, C.4 - ISIN: US03843LY510, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $999442300.00
- **C.18.a - Value (excl. sponsor support):** $999442300.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 4.989000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 04685A4Q1, C.4 - ISIN: US04685A4Q19, C.3 - LEI: 549300LM1QSI4MSIL320
- **C.18 - Value (incl. sponsor support):** $57730857.69
- **C.18.a - Value (excl. sponsor support):** $57730857.69
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.310000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MXP4, C.4 - ISIN: US05253MXP49, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $150005385.00
- **C.18.a - Value (excl. sponsor support):** $150005385.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.280000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYN8, C.4 - ISIN: US05253MYN81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $100028480.00
- **C.18.a - Value (excl. sponsor support):** $100028480.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGH0, C.4 - ISIN: US05593DGH08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100003330.00
- **C.18.a - Value (excl. sponsor support):** $100003330.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHY2, C.4 - ISIN: US05593DHY22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150049785.00
- **C.18.a - Value (excl. sponsor support):** $150049785.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDQ2, C.4 - ISIN: US05973RDQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $189047911.50
- **C.18.a - Value (excl. sponsor support):** $189047911.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDY5, C.4 - ISIN: US05973RDY53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63000598.50
- **C.18.a - Value (excl. sponsor support):** $63000598.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REF5, C.4 - ISIN: US05973REF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226139396.80
- **C.18.a - Value (excl. sponsor support):** $226139396.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REH1, C.4 - ISIN: US05973REH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $220014102.00
- **C.18.a - Value (excl. sponsor support):** $220014102.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REL2, C.4 - ISIN: US05973REL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175022470.00
- **C.18.a - Value (excl. sponsor support):** $175022470.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REV0, C.4 - ISIN: US05973REV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200342900.00
- **C.18.a - Value (excl. sponsor support):** $200342900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RFW7, C.4 - ISIN: US05973RFW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200149920.00
- **C.18.a - Value (excl. sponsor support):** $200149920.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGH9, C.4 - ISIN: US05973RGH93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50043920.00
- **C.18.a - Value (excl. sponsor support):** $50043920.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGM8, C.4 - ISIN: US05973RGM88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100004000.00
- **C.18.a - Value (excl. sponsor support):** $100004000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGV8, C.4 - ISIN: US05973RGV87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129976535.00
- **C.18.a - Value (excl. sponsor support):** $129976535.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNQ1, C.4 - ISIN: US06050TNQ12, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100008948.00
- **C.18.a - Value (excl. sponsor support):** $100008948.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNY4, C.4 - ISIN: US06050TNY46, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $93009109.35
- **C.18.a - Value (excl. sponsor support):** $93009109.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPB2, C.4 - ISIN: US06050TPB25, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $178054597.94
- **C.18.a - Value (excl. sponsor support):** $178054597.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSB1, C.4 - ISIN: US06051WSB18, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $150111120.00
- **C.18.a - Value (excl. sponsor support):** $150111120.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSW5, C.4 - ISIN: US06051WSW54, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $158158126.40
- **C.18.a - Value (excl. sponsor support):** $158158126.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVN1, C.4 - ISIN: US06051WVN19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $129009133.20
- **C.18.a - Value (excl. sponsor support):** $129009133.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBQ5, C.4 - ISIN: US06053RBQ56, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100109860.00
- **C.18.a - Value (excl. sponsor support):** $100109860.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBR3, C.4 - ISIN: US06053RBR30, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200210640.00
- **C.18.a - Value (excl. sponsor support):** $200210640.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAD4, C.4 - ISIN: US06054RAD44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $165077630.85
- **C.18.a - Value (excl. sponsor support):** $165077630.85
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RC75, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100234848.00
- **C.18.a - Value (excl. sponsor support):** $100234848.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DMQ5, C.4 - ISIN: US06367DMQ50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150016335.00
- **C.18.a - Value (excl. sponsor support):** $150016335.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DNT8, C.4 - ISIN: US06367DNT80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155103943.00
- **C.18.a - Value (excl. sponsor support):** $155103943.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DSZ9, C.4 - ISIN: US06367DSZ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144980033.50
- **C.18.a - Value (excl. sponsor support):** $144980033.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.390000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2T3, C.4 - ISIN: US06367L2T34, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $159076596.66
- **C.18.a - Value (excl. sponsor support):** $159076596.66
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3G7, C.4 - ISIN: US06370B3G74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $126030589.02
- **C.18.a - Value (excl. sponsor support):** $126030589.02
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3K8, C.4 - ISIN: US06370B3K86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110137011.60
- **C.18.a - Value (excl. sponsor support):** $110137011.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3W2, C.4 - ISIN: US06370B3W25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175109415.25
- **C.18.a - Value (excl. sponsor support):** $175109415.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4G6, C.4 - ISIN: US06370B4G65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166095816.86
- **C.18.a - Value (excl. sponsor support):** $166095816.86
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4H4, C.4 - ISIN: US06370B4H49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120063499.20
- **C.18.a - Value (excl. sponsor support):** $120063499.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.243000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LDT3, C.4 - ISIN: US06373LDT35, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $125040162.50
- **C.18.a - Value (excl. sponsor support):** $125040162.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.190000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFR8, C.4 - ISIN: US06418NFR89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178075383.00
- **C.18.a - Value (excl. sponsor support):** $178075383.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.201000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGF3, C.4 - ISIN: US06418NGF33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100104660.00
- **C.18.a - Value (excl. sponsor support):** $100104660.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.252000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGN6, C.4 - ISIN: US06418NGN66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200201300.00
- **C.18.a - Value (excl. sponsor support):** $200201300.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF NEW YORK MELLON/THE

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAG7, C.4 - ISIN: US06428DAG79, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $55016241.50
- **C.18.a - Value (excl. sponsor support):** $55016241.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCF6, C.4 - ISIN: US06745GCF63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250093275.00
- **C.18.a - Value (excl. sponsor support):** $250093275.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCH2, C.4 - ISIN: US06745GCH20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129048129.90
- **C.18.a - Value (excl. sponsor support):** $129048129.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDH1, C.4 - ISIN: US06745GDH11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154142172.80
- **C.18.a - Value (excl. sponsor support):** $154142172.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDQ1, C.4 - ISIN: US06745GDQ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150110970.00
- **C.18.a - Value (excl. sponsor support):** $150110970.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDT5, C.4 - ISIN: US06745GDT58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120015768.00
- **C.18.a - Value (excl. sponsor support):** $120015768.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEJ6, C.4 - ISIN: US06745GEJ67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200017320.00
- **C.18.a - Value (excl. sponsor support):** $200017320.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEL1, C.4 - ISIN: US06745GEL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250052325.00
- **C.18.a - Value (excl. sponsor support):** $250052325.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFE0, C.4 - ISIN: US0727MDFE00, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $200047260.00
- **C.18.a - Value (excl. sponsor support):** $200047260.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFF7, C.4 - ISIN: US0727MDFF74, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $73024980.60
- **C.18.a - Value (excl. sponsor support):** $73024980.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFZ3, C.4 - ISIN: US0727MDFZ39, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $65046189.00
- **C.18.a - Value (excl. sponsor support):** $65046189.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDGA7, C.4 - ISIN: US0727MDGA78, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $100052970.00
- **C.18.a - Value (excl. sponsor support):** $100052970.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS 144A 3.948000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12800BA69, C.4 - ISIN: US12800BA692, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $198530340.00
- **C.18.a - Value (excl. sponsor support):** $198530340.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DBU5, C.4 - ISIN: US13606DBU54, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $166016666.40
- **C.18.a - Value (excl. sponsor support):** $166016666.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFC1, C.4 - ISIN: US13606DFC11, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $160092560.00
- **C.18.a - Value (excl. sponsor support):** $160092560.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGD8, C.4 - ISIN: US13606DGD84, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125081887.50
- **C.18.a - Value (excl. sponsor support):** $125081887.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJF0, C.4 - ISIN: US13606DJF06, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $132188509.20
- **C.18.a - Value (excl. sponsor support):** $132188509.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJM5, C.4 - ISIN: US13606DJM56, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $109167250.69
- **C.18.a - Value (excl. sponsor support):** $109167250.69
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJT0, C.4 - ISIN: US13606DJT00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $100152683.00
- **C.18.a - Value (excl. sponsor support):** $100152683.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKR2, C.4 - ISIN: US13606DKR25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175216912.50
- **C.18.a - Value (excl. sponsor support):** $175216912.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLA8, C.4 - ISIN: US13606DLA80, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $150337350.00
- **C.18.a - Value (excl. sponsor support):** $150337350.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLR1, C.4 - ISIN: US13606DLR16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125119350.00
- **C.18.a - Value (excl. sponsor support):** $125119350.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMH2, C.4 - ISIN: US13606DMH25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $154136379.32
- **C.18.a - Value (excl. sponsor support):** $154136379.32
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DPL0, C.4 - ISIN: US13606DPL00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175048646.50
- **C.18.a - Value (excl. sponsor support):** $175048646.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 3.994000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537AY66, C.4 - ISIN: US16537AY664, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249833575.00
- **C.18.a - Value (excl. sponsor support):** $249833575.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 3.977000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HY38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $999668.60
- **C.18.a - Value (excl. sponsor support):** $999668.60
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 3.989000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HY53, C.4 - ISIN: US16537HY537, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150916346.00
- **C.18.a - Value (excl. sponsor support):** $150916346.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 3.994000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AY65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $497668481.40
- **C.18.a - Value (excl. sponsor support):** $497668481.40
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD/FIN LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538KY30, C.4 - ISIN: US16538KY307, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145951615.60
- **C.18.a - Value (excl. sponsor support):** $145951615.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHH3, C.4 - ISIN: US17330QHH39, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $112029724.80
- **C.18.a - Value (excl. sponsor support):** $112029724.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHJ9, C.4 - ISIN: US17330QHJ94, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $103089167.10
- **C.18.a - Value (excl. sponsor support):** $103089167.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHP5, C.4 - ISIN: US17330QHP54, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $102110241.60
- **C.18.a - Value (excl. sponsor support):** $102110241.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHU4, C.4 - ISIN: US17330QHU40, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $110093445.00
- **C.18.a - Value (excl. sponsor support):** $110093445.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJG3, C.4 - ISIN: US17330QJG38, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $165124872.00
- **C.18.a - Value (excl. sponsor support):** $165124872.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V2T2, C.4 - ISIN: US19765V2T25, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $175020000.75
- **C.18.a - Value (excl. sponsor support):** $175020000.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.420000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCC9, C.4 - ISIN: US20632CCC91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150021649.50
- **C.18.a - Value (excl. sponsor support):** $150021649.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PDL7, C.4 - ISIN: US20634PDL76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139029972.57
- **C.18.a - Value (excl. sponsor support):** $139029972.57
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 3.985000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CPYE1, C.4 - ISIN: US2063CPYE11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $135789254.40
- **C.18.a - Value (excl. sponsor support):** $135789254.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 4.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQAD7, C.4 - ISIN: US2063CQAD76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198355560.00
- **C.18.a - Value (excl. sponsor support):** $198355560.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LJZ6, C.4 - ISIN: US21684LJZ67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148578779.25
- **C.18.a - Value (excl. sponsor support):** $148578779.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XE61, C.4 - ISIN: US22532XE612, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $175071767.50
- **C.18.a - Value (excl. sponsor support):** $175071767.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JPA7, C.4 - ISIN: US22536JPA78, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $200068280.00
- **C.18.a - Value (excl. sponsor support):** $200068280.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JPG4, C.4 - ISIN: US22536JPG49, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $236108489.20
- **C.18.a - Value (excl. sponsor support):** $236108489.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.220000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JZA6, C.4 - ISIN: US22536JZA68, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $239096771.10
- **C.18.a - Value (excl. sponsor support):** $239096771.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLN4, C.4 - ISIN: US22536WLN47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150069360.00
- **C.18.a - Value (excl. sponsor support):** $150069360.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WMN3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150166200.00
- **C.18.a - Value (excl. sponsor support):** $150166200.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: ECMC GROUP INC ECMCGR_24_2

- **C.1 - Title:** ECMC GROUP INC ECMCGR_24_2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $82100000.00
- **C.18.a - Value (excl. sponsor support):** $82100000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.990000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NBT8, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $223019240.80
- **C.18.a - Value (excl. sponsor support):** $223019240.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.912000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HYM8, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $149657700.00
- **C.18.a - Value (excl. sponsor support):** $149657700.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: GLENCORE FUNDING LLC

- **C.1 - Title:** GLENCORE FUNDING LLC 144A 4.171000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37790AYJ6, C.4 - ISIN: US37790AYJ68, C.3 - LEI: 213800STG1QDNBY87K49
- **C.18 - Value (incl. sponsor support):** $96797706.50
- **C.18.a - Value (excl. sponsor support):** $96797706.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC 144A 3.996000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199889000.00
- **C.18.a - Value (excl. sponsor support):** $199889000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.640000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVK2, C.4 - ISIN: US40433FVK29, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $141057076.80
- **C.18.a - Value (excl. sponsor support):** $141057076.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVL0, C.4 - ISIN: US40433FVL02, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $130036257.00
- **C.18.a - Value (excl. sponsor support):** $130036257.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVM8, C.4 - ISIN: US40433FVM84, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $100041160.00
- **C.18.a - Value (excl. sponsor support):** $100041160.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXY2, C.4 - ISIN: US40435RXY25, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $190109763.00
- **C.18.a - Value (excl. sponsor support):** $190109763.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: HELVETICA FUNDING CO LLC

- **C.1 - Title:** HELVETICA FUNDING CO LLC 144A 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 42351CA75, C.4 - ISIN: US42351CA755, C.3 - LEI: 9845008D80E44E0A7B98
- **C.18 - Value (incl. sponsor support):** $77418034.20
- **C.18.a - Value (excl. sponsor support):** $77418034.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: HQLA FUNDING LLC (SERIES TAHOE)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES TAHOE) 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331PY30, C.4 - ISIN: US44331PY302, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2998965.00
- **C.18.a - Value (excl. sponsor support):** $2998965.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC 144A 4.036000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AY56, C.4 - ISIN: US44333AY565, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $544694527.50
- **C.18.a - Value (excl. sponsor support):** $544694527.50
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.280000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFU7, C.4 - ISIN: US44988GFU76, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $150009735.00
- **C.18.a - Value (excl. sponsor support):** $150009735.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGH5, C.4 - ISIN: US44988GGH56, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $229892107.00
- **C.18.a - Value (excl. sponsor support):** $229892107.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLX5, C.4 - ISIN: US44988KLX53, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $165065719.50
- **C.18.a - Value (excl. sponsor support):** $165065719.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 144A 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KMF3, C.4 - ISIN: US44988KMF39, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $175015330.00
- **C.18.a - Value (excl. sponsor support):** $175015330.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 3.969000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FC23, C.4 - ISIN: US46125FC238, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $184484550.80
- **C.18.a - Value (excl. sponsor support):** $184484550.80
- **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):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS 4.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VA97, C.4 - ISIN: US46222VA978, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $136926663.60
- **C.18.a - Value (excl. sponsor support):** $136926663.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: UNK; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA STUDENT LN LIQUIDITY CORP 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $51137000.00
- **C.18.a - Value (excl. sponsor support):** $51137000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.550000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AJ0, C.4 - ISIN: US477181AJ00, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $37555000.00
- **C.18.a - Value (excl. sponsor support):** $37555000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.550000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $2300000.00
- **C.18.a - Value (excl. sponsor support):** $2300000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.550000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $32400000.00
- **C.18.a - Value (excl. sponsor support):** $32400000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: JETS STADIUM FINANCE ISSUER 2015 LLC

- **C.1 - Title:** JETS STADIUM FINANCE ISSUER 2015 LLC 144A 4.550000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114180000.00
- **C.18.a - Value (excl. sponsor support):** $114180000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 3.942000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X0Y33, C.4 - ISIN: US5148X0Y335, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $508832793.50
- **C.18.a - Value (excl. sponsor support):** $508832793.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 111: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEU3, C.4 - ISIN: US52473GEU31, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $91011839.10
- **C.18.a - Value (excl. sponsor support):** $91011839.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.390000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEV1, C.4 - ISIN: US52473GEV14, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $89011964.27
- **C.18.a - Value (excl. sponsor support):** $89011964.27
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 3.976000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HC33, C.4 - ISIN: US53943HC339, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $197283060.00
- **C.18.a - Value (excl. sponsor support):** $197283060.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBD5, C.4 - ISIN: US53944TBD54, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $218019554.60
- **C.18.a - Value (excl. sponsor support):** $218019554.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBP8, C.4 - ISIN: US53944TBP84, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $75008107.50
- **C.18.a - Value (excl. sponsor support):** $75008107.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B2Z2, C.4 - ISIN: US53947B2Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $115007072.50
- **C.18.a - Value (excl. sponsor support):** $115007072.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3J7, C.4 - ISIN: US53947B3J78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171165545.10
- **C.18.a - Value (excl. sponsor support):** $171165545.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3R9, C.4 - ISIN: US53947B3R94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204242474.40
- **C.18.a - Value (excl. sponsor support):** $204242474.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEP9, C.4 - ISIN: US55381BEP94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125028200.00
- **C.18.a - Value (excl. sponsor support):** $125028200.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJK5, C.4 - ISIN: US55381BJK52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200216740.00
- **C.18.a - Value (excl. sponsor support):** $200216740.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKL1, C.4 - ISIN: US55381BKL17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125029837.50
- **C.18.a - Value (excl. sponsor support):** $125029837.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKT4, C.4 - ISIN: US55381BKT43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100015680.00
- **C.18.a - Value (excl. sponsor support):** $100015680.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMJ4, C.4 - ISIN: US55381BMJ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200083000.00
- **C.18.a - Value (excl. sponsor support):** $200083000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.948000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LAC8, C.4 - ISIN: US55607LAC81, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $183518834.50
- **C.18.a - Value (excl. sponsor support):** $183518834.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.959000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LBT0, C.4 - ISIN: US55607LBT08, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $40463490.40
- **C.18.a - Value (excl. sponsor support):** $40463490.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LCL6, C.4 - ISIN: US55607LCL62, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $143762958.80
- **C.18.a - Value (excl. sponsor support):** $143762958.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NA91, C.4 - ISIN: US55607NA918, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $123114882.00
- **C.18.a - Value (excl. sponsor support):** $123114882.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NC81, C.4 - ISIN: US55607NC815, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $149055755.80
- **C.18.a - Value (excl. sponsor support):** $149055755.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYM6, C.4 - ISIN: US55607NYM63, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $168058833.60
- **C.18.a - Value (excl. sponsor support):** $168058833.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.468000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYZ7, C.4 - ISIN: US55607NYZ76, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $98001979.60
- **C.18.a - Value (excl. sponsor support):** $98001979.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NZP8, C.4 - ISIN: US55607NZP85, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $150051900.00
- **C.18.a - Value (excl. sponsor support):** $150051900.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 3.945000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UZB2, C.4 - ISIN: US55608UZB24, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $34842762.50
- **C.18.a - Value (excl. sponsor support):** $34842762.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6P9, C.4 - ISIN: US60683D6P91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200131600.00
- **C.18.a - Value (excl. sponsor support):** $200131600.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DK99, C.4 - ISIN: US60683DK995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170017697.00
- **C.18.a - Value (excl. sponsor support):** $170017697.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 4.240000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.317000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFW0, C.4 - ISIN: US60700JFW09, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $300093033.00
- **C.18.a - Value (excl. sponsor support):** $300093033.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2R1, C.4 - ISIN: US60710T2R17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $241170338.80
- **C.18.a - Value (excl. sponsor support):** $241170338.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4K4, C.4 - ISIN: US60710T4K46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229134491.70
- **C.18.a - Value (excl. sponsor support):** $229134491.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TB42, C.4 - ISIN: US60710TB421, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100055520.00
- **C.18.a - Value (excl. sponsor support):** $100055520.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TVT5, C.4 - ISIN: US60710TVT59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169014060.80
- **C.18.a - Value (excl. sponsor support):** $169014060.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TX48, C.4 - ISIN: US60710TX482, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100023950.00
- **C.18.a - Value (excl. sponsor support):** $100023950.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TY88, C.4 - ISIN: US60710TY886, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100022730.00
- **C.18.a - Value (excl. sponsor support):** $100022730.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TZR5, C.4 - ISIN: US60710TZR57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193102097.00
- **C.18.a - Value (excl. sponsor support):** $193102097.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FUNDING TRUST VARIOUS STATES 144A 4.150000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2900000.00
- **C.18.a - Value (excl. sponsor support):** $2900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FUNDING TRUST VARIOUS STATES 144A 4.150000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47935000.00
- **C.18.a - Value (excl. sponsor support):** $47935000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.280000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GW27, C.4 - ISIN: US63254GW271, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $150044070.00
- **C.18.a - Value (excl. sponsor support):** $150044070.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.280000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GW35, C.4 - ISIN: US63254GW354, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $168046132.80
- **C.18.a - Value (excl. sponsor support):** $168046132.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.340000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GY90, C.4 - ISIN: US63254GY905, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $50004980.00
- **C.18.a - Value (excl. sponsor support):** $50004980.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.925000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MB24, C.4 - ISIN: US63307MB246, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $159349830.50
- **C.18.a - Value (excl. sponsor support):** $159349830.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.420000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNP8, C.4 - ISIN: US63307NNP86, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $100099070.00
- **C.18.a - Value (excl. sponsor support):** $100099070.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.300000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPZ4, C.4 - ISIN: US63307NPZ41, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $73014840.90
- **C.18.a - Value (excl. sponsor support):** $73014840.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FINANCE AUTHORITY NH 144A 4.270000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCF3, C.4 - ISIN: US63873TCF30, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $100005760.00
- **C.18.a - Value (excl. sponsor support):** $100005760.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: NEW YORK LIFE GLOBAL FUNDING

- **C.1 - Title:** NEW YORK LIFE GLOBAL FUNDING MTN 144A 4.626000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 64953BCB2, C.4 - ISIN: US64953BCB27, C.3 - LEI: 635400DPNHEAUHB7ZI15
- **C.18 - Value (incl. sponsor support):** $77085414.10
- **C.18.a - Value (excl. sponsor support):** $77085414.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: AAA; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WJN9, C.4 - ISIN: US65558WJN92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200178720.00
- **C.18.a - Value (excl. sponsor support):** $200178720.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WKM9, C.4 - ISIN: US65558WKM90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $163038076.80
- **C.18.a - Value (excl. sponsor support):** $163038076.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMC9, C.4 - ISIN: US65558WMC90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190075392.00
- **C.18.a - Value (excl. sponsor support):** $190075392.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: NORTH TEX HIGHER ED AUTH INC TEX

- **C.1 - Title:** NORTH TEX HIGHER ED AUTH INC S 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32700000.00
- **C.18.a - Value (excl. sponsor support):** $32700000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 144A 4.500000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985FFV1, C.4 - ISIN: US67985FFV13, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $145017745.10
- **C.18.a - Value (excl. sponsor support):** $145017745.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFB6, C.4 - ISIN: US69033NFB64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170019261.00
- **C.18.a - Value (excl. sponsor support):** $170019261.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGJ8, C.4 - ISIN: US69033NGJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85079704.50
- **C.18.a - Value (excl. sponsor support):** $85079704.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: OVERWATCH BRAVO FUNDING LLC

- **C.1 - Title:** OVERWATCH BRAVO FUNDING LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040BY63, C.4 - ISIN: US69040BY630, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $499667250.00
- **C.18.a - Value (excl. sponsor support):** $499667250.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: PRUDENTIAL FINANCIAL INC

- **C.1 - Title:** PRUDENTIAL FINANCIAL INC 144A 4.064000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74432JY54, C.4 - ISIN: US74432JY544, C.3 - LEI: 5PRBRS5FEH7NREC8OR45
- **C.18 - Value (incl. sponsor support):** $234867342.50
- **C.18.a - Value (excl. sponsor support):** $234867342.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 3.968000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300BC51, C.4 - ISIN: US75300BC511, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $158781597.10
- **C.18.a - Value (excl. sponsor support):** $158781597.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 144A 3.974000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYK4, C.4 - ISIN: US76582JYK41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $153266877.79
- **C.18.a - Value (excl. sponsor support):** $153266877.79
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.960000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VY71, C.4 - ISIN: US78013VY717, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $49961500.00
- **C.18.a - Value (excl. sponsor support):** $49961500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.871000%
- **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):** $97763230.00
- **C.18.a - Value (excl. sponsor support):** $97763230.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.380000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPE1, C.4 - ISIN: US78014XPE12, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $159062010.00
- **C.18.a - Value (excl. sponsor support):** $159062010.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.420000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQF7, C.4 - ISIN: US78014XQF77, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $170136799.00
- **C.18.a - Value (excl. sponsor support):** $170136799.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.320000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQZ3, C.4 - ISIN: US78014XQZ32, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $150054585.00
- **C.18.a - Value (excl. sponsor support):** $150054585.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.310000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRA7, C.4 - ISIN: US78014XRA71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $223094172.90
- **C.18.a - Value (excl. sponsor support):** $223094172.90
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J2L0, C.4 - ISIN: US78015J2L00, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $165013183.50
- **C.18.a - Value (excl. sponsor support):** $165013183.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J6U6, C.4 - ISIN: US78015J6U62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $117023049.00
- **C.18.a - Value (excl. sponsor support):** $117023049.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JE45, C.4 - ISIN: US78015JE453, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $140052136.00
- **C.18.a - Value (excl. sponsor support):** $140052136.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JFC6, C.4 - ISIN: US78015JFC62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $150121485.00
- **C.18.a - Value (excl. sponsor support):** $150121485.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JMG9, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $93074967.30
- **C.18.a - Value (excl. sponsor support):** $93074967.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JQ83, C.4 - ISIN: US78015JQ838, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $169002720.90
- **C.18.a - Value (excl. sponsor support):** $169002720.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: SAUDI ARABIAN OIL CO

- **C.1 - Title:** SAUDI ARABIAN OIL CO 144A 3.991000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80414NY54, C.4 - ISIN: US80414NY546, C.3 - LEI: 5586006WD91QHB7J4X50
- **C.18 - Value (incl. sponsor support):** $72959528.80
- **C.18.a - Value (excl. sponsor support):** $72959528.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YDZ0, C.4 - ISIN: US83050YDZ07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200050400.00
- **C.18.a - Value (excl. sponsor support):** $200050400.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VPH7, C.4 - ISIN: US85325VPH77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $203011672.50
- **C.18.a - Value (excl. sponsor support):** $203011672.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQM5, C.4 - ISIN: US85325VQM53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175100152.50
- **C.18.a - Value (excl. sponsor support):** $175100152.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQQ6, C.4 - ISIN: US85325VQQ67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $152203892.80
- **C.18.a - Value (excl. sponsor support):** $152203892.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VRJ1, C.4 - ISIN: US85325VRJ16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225184590.00
- **C.18.a - Value (excl. sponsor support):** $225184590.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VRR3, C.4 - ISIN: US85325VRR32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180250740.00
- **C.18.a - Value (excl. sponsor support):** $180250740.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VSS0, C.4 - ISIN: US85325VSS06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144027331.20
- **C.18.a - Value (excl. sponsor support):** $144027331.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VSW1, C.4 - ISIN: US85325VSW18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100007076.00
- **C.18.a - Value (excl. sponsor support):** $100007076.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VSX9, C.4 - ISIN: US85325VSX90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75005395.50
- **C.18.a - Value (excl. sponsor support):** $75005395.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PH3, C.4 - ISIN: US8574P1PH36, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $200015260.00
- **C.18.a - Value (excl. sponsor support):** $200015260.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PY6, C.4 - ISIN: US8574P1PY68, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $100003260.00
- **C.18.a - Value (excl. sponsor support):** $100003260.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBS1, C.4 - ISIN: US86564TBS15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150040440.00
- **C.18.a - Value (excl. sponsor support):** $150040440.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TCF8, C.4 - ISIN: US86564TCF84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125037700.00
- **C.18.a - Value (excl. sponsor support):** $125037700.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDL4, C.4 - ISIN: US86564TDL44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $280126308.00
- **C.18.a - Value (excl. sponsor support):** $280126308.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEF6, C.4 - ISIN: US86564TEF66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200103200.00
- **C.18.a - Value (excl. sponsor support):** $200103200.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.180000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TER0, C.4 - ISIN: US86564TER05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $93044082.00
- **C.18.a - Value (excl. sponsor support):** $93044082.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED (SINGAPORE BRANCH) 144A 3.990000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XAD6, C.4 - ISIN: US86564XAD66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33026920.02
- **C.18.a - Value (excl. sponsor support):** $33026920.02
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED (SINGAPORE BRANCH) 144A 3.986000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XAE4, C.4 - ISIN: US86564XAE40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $247923725.00
- **C.18.a - Value (excl. sponsor support):** $247923725.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED (SINGAPORE BRANCH) 144A 3.980000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XAG9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52548789.80
- **C.18.a - Value (excl. sponsor support):** $52548789.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKJ8, C.4 - ISIN: US86565GKJ84, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $163064906.60
- **C.18.a - Value (excl. sponsor support):** $163064906.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKU3, C.4 - ISIN: US86565GKU30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $61004367.60
- **C.18.a - Value (excl. sponsor support):** $61004367.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLB4, C.4 - ISIN: US86565GLB40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200086540.00
- **C.18.a - Value (excl. sponsor support):** $200086540.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLC2, C.4 - ISIN: US86565GLC23, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $133094775.80
- **C.18.a - Value (excl. sponsor support):** $133094775.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLV0, C.4 - ISIN: US86565GLV04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $157020676.90
- **C.18.a - Value (excl. sponsor support):** $157020676.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMD9, C.4 - ISIN: US86565GMD96, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150036720.00
- **C.18.a - Value (excl. sponsor support):** $150036720.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPP9, C.4 - ISIN: US86565GPP99, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200185820.00
- **C.18.a - Value (excl. sponsor support):** $200185820.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPQ7, C.4 - ISIN: US86565GPQ72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $50046970.00
- **C.18.a - Value (excl. sponsor support):** $50046970.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPV6, C.4 - ISIN: US86565GPV67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250253825.00
- **C.18.a - Value (excl. sponsor support):** $250253825.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRC6, C.4 - ISIN: US86565GRC68, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150037590.00
- **C.18.a - Value (excl. sponsor support):** $150037590.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSG6, C.4 - ISIN: US86565GSG63, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $179157985.40
- **C.18.a - Value (excl. sponsor support):** $179157985.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSR2, C.4 - ISIN: US86565GSR29, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $175110600.00
- **C.18.a - Value (excl. sponsor support):** $175110600.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GST8, C.4 - ISIN: US86565GST84, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $99061330.50
- **C.18.a - Value (excl. sponsor support):** $99061330.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BEANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTE0, C.4 - ISIN: US86565GTE07, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $148997586.20
- **C.18.a - Value (excl. sponsor support):** $148997586.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TKE5, C.4 - ISIN: US86959TKE54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $222008258.40
- **C.18.a - Value (excl. sponsor support):** $222008258.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLF1, C.4 - ISIN: US86959TLF11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75029070.00
- **C.18.a - Value (excl. sponsor support):** $75029070.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLM6, C.4 - ISIN: US86959TLM61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160057680.00
- **C.18.a - Value (excl. sponsor support):** $160057680.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMU7, C.4 - ISIN: US86959TMU78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100101900.00
- **C.18.a - Value (excl. sponsor support):** $100101900.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNF9, C.4 - ISIN: US86959TNF92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100097477.00
- **C.18.a - Value (excl. sponsor support):** $100097477.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNL6, C.4 - ISIN: US86959TNL60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100087410.00
- **C.18.a - Value (excl. sponsor support):** $100087410.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.435000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNX0, C.4 - ISIN: US86959TNX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175046357.50
- **C.18.a - Value (excl. sponsor support):** $175046357.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WM93, C.4 - ISIN: US87019WM930, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120052620.00
- **C.18.a - Value (excl. sponsor support):** $120052620.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 3.891000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XC65, C.4 - ISIN: US87020XC655, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $98638240.00
- **C.18.a - Value (excl. sponsor support):** $98638240.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YDP0, C.4 - ISIN: US87020YDP07, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $125049712.50
- **C.18.a - Value (excl. sponsor support):** $125049712.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFB9, C.4 - ISIN: US87020YFB92, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $97096796.30
- **C.18.a - Value (excl. sponsor support):** $97096796.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFW3, C.4 - ISIN: US87020YFW30, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $73018841.30
- **C.18.a - Value (excl. sponsor support):** $73018841.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 4.300000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YFU9, C.4 - ISIN: US88034YFU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D2H8, C.4 - ISIN: US89115D2H87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177984781.00
- **C.18.a - Value (excl. sponsor support):** $177984781.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D3C8, C.4 - ISIN: US89115D3C81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125133870.00
- **C.18.a - Value (excl. sponsor support):** $125133870.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D5L6, C.4 - ISIN: US89115D5L62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $109146334.68
- **C.18.a - Value (excl. sponsor support):** $109146334.68
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAL0, C.4 - ISIN: US89115DAL01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125145750.00
- **C.18.a - Value (excl. sponsor support):** $125145750.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEY8, C.4 - ISIN: US89115DEY85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150088717.50
- **C.18.a - Value (excl. sponsor support):** $150088717.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJG2, C.4 - ISIN: US89115DJG25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $140126134.40
- **C.18.a - Value (excl. sponsor support):** $140126134.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DK47, C.4 - ISIN: US89115DK474, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169125179.99
- **C.18.a - Value (excl. sponsor support):** $169125179.99
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DLG9, C.4 - ISIN: US89115DLG96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100042010.00
- **C.18.a - Value (excl. sponsor support):** $100042010.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQY5, C.4 - ISIN: US89115DQY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175134629.25
- **C.18.a - Value (excl. sponsor support):** $175134629.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRX6, C.4 - ISIN: US89115DRX65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120138492.00
- **C.18.a - Value (excl. sponsor support):** $120138492.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUF1, C.4 - ISIN: US89115DUF13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125052625.00
- **C.18.a - Value (excl. sponsor support):** $125052625.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 4.550000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233BEZ6, C.4 - ISIN: US89233BEZ67, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $150013725.00
- **C.18.a - Value (excl. sponsor support):** $150013725.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.902000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMX0, C.4 - ISIN: US89236TMX09, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $131028945.76
- **C.18.a - Value (excl. sponsor support):** $131028945.76
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.843000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TND3, C.4 - ISIN: US89236TND36, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $120615505.90
- **C.18.a - Value (excl. sponsor support):** $120615505.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JXT8, C.4 - ISIN: US90276JXT86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193070383.24
- **C.18.a - Value (excl. sponsor support):** $193070383.24
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.632000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYB6, C.4 - ISIN: US90276JYB69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150018292.50
- **C.18.a - Value (excl. sponsor support):** $150018292.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.641000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYD2, C.4 - ISIN: US90276JYD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107015304.21
- **C.18.a - Value (excl. sponsor support):** $107015304.21
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.683000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYF7, C.4 - ISIN: US90276JYF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $142066450.32
- **C.18.a - Value (excl. sponsor support):** $142066450.32
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.755000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYH3, C.4 - ISIN: US90276JYH30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125049838.75
- **C.18.a - Value (excl. sponsor support):** $125049838.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZE9, C.4 - ISIN: US90276JZE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159018728.61
- **C.18.a - Value (excl. sponsor support):** $159018728.61
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.916000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181964681.08
- **C.18.a - Value (excl. sponsor support):** $181964681.08
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.925000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399868804.00
- **C.18.a - Value (excl. sponsor support):** $399868804.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VY30, C.4 - ISIN: US92543VY301, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166443556.50
- **C.18.a - Value (excl. sponsor support):** $166443556.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B 144A 3.985000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VYE6, C.4 - ISIN: US92543VYE63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $206679232.80
- **C.18.a - Value (excl. sponsor support):** $206679232.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I-A 144A 3.976000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544KYJ8, C.4 - ISIN: US92544KYJ86, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $209582520.00
- **C.18.a - Value (excl. sponsor support):** $209582520.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I-A LLC 144A 4.190000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544M2C4, C.4 - ISIN: US92544M2C48, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $743009094.32
- **C.18.a - Value (excl. sponsor support):** $743009094.32
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 251: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL COMP C 144A 3.979000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544WY45, C.4 - ISIN: US92544WY455, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73967284.60
- **C.18.a - Value (excl. sponsor support):** $73967284.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL COMP C 144A 4.020000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544WZK8, C.4 - ISIN: US92544WZK88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $181998678.90
- **C.18.a - Value (excl. sponsor support):** $181998678.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.390000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3D9, C.4 - ISIN: US93930N3D93, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $76006243.40
- **C.18.a - Value (excl. sponsor support):** $76006243.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTK0, C.4 - ISIN: US95001KTK06, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $159063918.00
- **C.18.a - Value (excl. sponsor support):** $159063918.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 255: WESTERN UNION CO/THE

- **C.1 - Title:** WESTERN UNION CO 144A 4.027000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 95980GY36, C.3 - LEI: 28ID94QU1140NC23S047
- **C.18 - Value (incl. sponsor support):** $89969796.00
- **C.18.a - Value (excl. sponsor support):** $89969796.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 144A 4.380000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47J4, C.4 - ISIN: US9612C47J45, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100075110.00
- **C.18.a - Value (excl. sponsor support):** $100075110.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYU6, C.4 - ISIN: US96130AYU68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100078460.00
- **C.18.a - Value (excl. sponsor support):** $100078460.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 258: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTC49TA6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| MASSACHUSETTS ST SCH BLDG AUTH SUB BDS                  2025 | 2055-02-15      | 5.0000%  | 0.0000% | $5540000.00        | $5857343.51        | Other Instrument |
| MASSACHUSETTS ST SCH BLDG AUTH SUB BDS                  2025 | 2055-02-15      | 5.5000%  | 0.0000% | $4700000.00        | $5172817.39        | Other Instrument |
| TEXAS TRANSN FIN CORP SH 288 S SUBORDINATE TIER REF BDS 2025 | 2055-10-01      | 5.5000%  | 0.0000% | $5000000.00        | $5476677.78        | Other Instrument |
| BASTROP TEX INDPT SCH DIST     UNLTD TAX BLDG BDS       2025 | 2049-02-15      | 5.2500%  | 0.0000% | $900000.00         | $978456.00         | Other Instrument |
| ILLINOIS ST                    GO BDS                   SEPT | 2046-09-01      | 5.2500%  | 0.0000% | $38675000.00       | $40786332.71       | Other Instrument |
| ILLINOIS ST                    GO BDS                   SEPT | 2047-09-01      | 5.2500%  | 0.0000% | $5335000.00        | $5593916.44        | Other Instrument |
| ENERGY SOUTHEAST ALA COOP DIST BDS                      2025 | 2033-09-01      | 5.0000%  | 0.0000% | $7715000.00        | $8056131.58        | Other Instrument |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2039-02-01      | 4.0000%  | 0.0000% | $275000.00         | $283431.50         | Other Instrument |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2040-02-01      | 5.0000%  | 0.0000% | $125000.00         | $135402.50         | Other Instrument |
| SAN MATEO FOSTER CITY CALIF SC ELECTION 2020 GO BDS     C    | 2051-08-01      | 5.0000%  | 0.0000% | $2550000.00        | $2742479.67        | Other Instrument |
| NEW JERSEY ST TRANSN TR FD AUT PROGRAM BDS              2025 | 2043-06-15      | 5.0000%  | 0.0000% | $8555000.00        | $9255740.05        | Other Instrument |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2053-02-01      | 5.2500%  | 0.0000% | $15710000.00       | $16804908.45       | Other Instrument |
| NEW YORK N Y CITY TRANSITIONAL SUBORDINATE FUTURE TAX S 2025 | 2053-05-01      | 5.5000%  | 0.0000% | $9180000.00        | $10192207.20       | Other Instrument |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD TAX EXMP FISC | 2048-05-01      | 5.2500%  | 0.0000% | $1345000.00        | $1463347.67        | Other Instrument |
| NEW YORK ST DORM AUTH ST PERS  GEN PURP BDS             2025 | 2055-03-15      | 5.0000%  | 0.0000% | $4665000.00        | $4904055.33        | Other Instrument |

### Security 259: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $1305000000.00
- **C.18.a - Value (excl. sponsor support):** $1305000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| COLGATE-PALMOLIVE CO                                     | 2026-03-02      | 4.8000%  | 0.0000% | $1085000.00        | $1096193.58        | Corporate Debt Securities |
| COCA-COLA CONSOLIDATED INC                               | 2029-06-01      | 5.2500%  | 0.0000% | $709000.00         | $750040.46         | Corporate Debt Securities |
| COCA COLA FEMSA SAB DE CV                                | 2035-05-06      | 5.1000%  | 0.0000% | $200000.00         | $207224.00         | Corporate Debt Securities |
| CONAGRA BRANDS INC                                       | 2027-11-01      | 1.3750%  | 0.0000% | $34000.00          | $32335.19          | Corporate Debt Securities |
| CONAGRA BRANDS INC                                       | 2030-08-01      | 5.0000%  | 0.0000% | $440000.00         | $452034.00         | Corporate Debt Securities |
| CONCENTRIX CORP                                          | 2028-08-02      | 6.6000%  | 0.0000% | $9000.00           | $9539.97           | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                   | 2026-08-15      | 6.0550%  | 0.0000% | $24000.00          | $24577.99          | Corporate Debt Securities |
| COMMONSPIRIT HEALTH                                      | 2030-09-01      | 4.3520%  | 0.0000% | $4609000.00        | $4597325.92        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH                                      | 2030-09-01      | 4.3520%  | 0.0000% | $23750000.00       | $23689843.89       | Corporate Debt Securities |
| COMMONSPIRIT HEALTH                                      | 2035-09-01      | 4.9750%  | 0.0000% | $2249000.00        | $2243389.99        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH                                      | 2035-09-01      | 4.8250%  | 0.0000% | $5000000.00        | $4992011.11        | Corporate Debt Securities |
| COMCAST CORPORATION                                      | 2032-05-15      | 4.9500%  | 0.0000% | $2374000.00        | $2487352.57        | Corporate Debt Securities |
| CONSTELLATION BRANDS INC                                 | 2030-05-01      | 4.8000%  | 0.0000% | $234000.00         | $243221.94         | Corporate Debt Securities |
| CONSTELLATION BRANDS INC                                 | 2030-05-01      | 4.8000%  | 0.0000% | $2191000.00        | $2277347.31        | Corporate Debt Securities |
| CONSTELLATION SOFTWARE INC                               | 2029-02-16      | 5.1580%  | 0.0000% | $100000.00         | $103141.26         | Corporate Debt Securities |
| CONNECTICUT LIGHT & PWR CO                               | 2025-12-01      | 0.7500%  | 0.0000% | $2110000.00        | $2109883.95        | Corporate Debt Securities |
| ATLASSIAN CORP                                           | 2034-05-15      | 5.5000%  | 0.0000% | $101000.00         | $106747.01         | Corporate Debt Securities |
| ASTRAZENECA PLC                                          | 2026-04-08      | 0.7000%  | 0.0000% | $272000.00         | $268224.04         | Corporate Debt Securities |
| ASTRAZENECA PLC                                          | 2026-04-08      | 0.7000%  | 0.0000% | $2247000.00        | $2215806.65        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                                  | 2026-05-28      | 1.2000%  | 0.0000% | $4000.00           | $3958.08           | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                                  | 2028-05-28      | 1.7500%  | 0.0000% | $58000.00          | $55421.76          | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                                  | 2031-02-26      | 4.9000%  | 0.0000% | $124000.00         | $129393.66         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                                  | 2034-02-26      | 5.0000%  | 0.0000% | $1006000.00        | $1051116.86        | Corporate Debt Securities |
| AUTOZONE INC                                             | 2026-04-21      | 3.1250%  | 0.0000% | $1963000.00        | $1954574.91        | Corporate Debt Securities |
| AUTOZONE INC                                             | 2030-06-15      | 5.1250%  | 0.0000% | $172000.00         | $182472.24         | Corporate Debt Securities |
| BAE SYSTEMS PLC                                          | 2034-03-26      | 5.3000%  | 0.0000% | $2500000.00        | $2612063.89        | Corporate Debt Securities |
| BAT CAPITAL CORP                                         | 2029-09-06      | 3.4620%  | 0.0000% | $1144000.00        | $1117034.97        | Corporate Debt Securities |
| BAT CAPITAL CORP                                         | 2026-09-06      | 3.2150%  | 0.0000% | $28497000.00       | $28398166.86       | Corporate Debt Securities |
| BAT CAPITAL CORP                                         | 2030-04-02      | 4.9060%  | 0.0000% | $177000.00         | $181351.02         | Corporate Debt Securities |
| BAT CAPITAL CORP                                         | 2027-04-02      | 4.7000%  | 0.0000% | $176000.00         | $177641.40         | Corporate Debt Securities |
| BAT CAPITAL CORP                                         | 2031-02-20      | 5.8340%  | 0.0000% | $46000.00          | $49226.25          | Corporate Debt Securities |
| BAT INTL FIN PLC                                         | 2026-03-25      | 1.6680%  | 0.0000% | $6000.00           | $5948.53           | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                           | 2030-09-08      | 5.2500%  | 0.0000% | $77000.00          | $80908.78          | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)                                   | 2029-03-15      | 5.5000%  | 0.0000% | $200000.00         | $209415.56         | Corporate Debt Securities |
| BMW US CAPITAL LLC                                       | 2027-04-06      | 3.3000%  | 0.0000% | $200000.00         | $198318.33         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2028-10-01      | 5.6500%  | 0.0000% | $1000.00           | $1038.59           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2030-03-15      | 5.2500%  | 0.0000% | $200000.00         | $206039.67         | Corporate Debt Securities |
| STATE GRID OVERSEAS INVESTMENT BVI LTD                   | 2027-05-04      | 3.5000%  | 0.0000% | $240000.00         | $242760.27         | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING LTD                         | 2029-03-21      | 3.8000%  | 0.0000% | $100000.00         | $99426.67          | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING LTD                         | 2026-03-21      | 3.5000%  | 0.0000% | $34000.00          | $34010.26          | Corporate Debt Securities |
| INGERSOLL RAND INC                                       | 2027-06-15      | 5.1970%  | 0.0000% | $106000.00         | $109667.93         | Corporate Debt Securities |
| INTUIT INC                                               | 2028-09-15      | 5.1250%  | 0.0000% | $397000.00         | $412216.46         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP                     | 2029-05-15      | 3.5000%  | 0.0000% | $300000.00         | $298829.67         | Corporate Debt Securities |
| JABIL INC                                                | 2027-05-15      | 4.2500%  | 0.0000% | $297000.00         | $302897.59         | Corporate Debt Securities |
| JERSEY CTL PWR & LT CO                                   | 2031-01-15      | 4.4000%  | 0.0000% | $276000.00         | $277050.64         | Corporate Debt Securities |
| KLA CORP                                                 | 2029-03-15      | 4.1000%  | 0.0000% | $895000.00         | $901881.56         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                               | 2031-03-17      | 2.8750%  | 0.0000% | $412000.00         | $380104.62         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                               | 2029-03-16      | 3.8750%  | 0.0000% | $637000.00         | $629984.15         | Corporate Debt Securities |
| KELLANOVA                                                | 2030-06-01      | 2.1000%  | 0.0000% | $477000.00         | $438148.35         | Corporate Debt Securities |
| KELLANOVA                                                | 2030-06-01      | 2.1000%  | 0.0000% | $1557000.00        | $1430182.35        | Corporate Debt Securities |
| KELLANOVA                                                | 2033-03-01      | 5.2500%  | 0.0000% | $737000.00         | $770223.96         | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                      | 2028-03-01      | 4.1010%  | 0.0000% | $2000.00           | $2012.13           | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                      | 2029-06-15      | 5.1500%  | 0.0000% | $100000.00         | $105014.56         | Corporate Debt Securities |
| APA CORP (US)                                            | 2035-02-15      | 6.1000%  | 0.0000% | $300000.00         | $310253.33         | Corporate Debt Securities |
| APPLE INC                                                | 2026-02-23      | 3.2500%  | 0.0000% | $295000.00         | $295911.22         | Corporate Debt Securities |
| APPLE INC                                                | 2026-08-04      | 2.4500%  | 0.0000% | $16000.00          | $15922.41          | Corporate Debt Securities |
| APPLE INC                                                | 2026-08-04      | 2.4500%  | 0.0000% | $48000.00          | $47767.24          | Corporate Debt Securities |
| APPLE INC                                                | 2027-02-09      | 3.3500%  | 0.0000% | $2845000.00        | $2851203.68        | Corporate Debt Securities |
| APPLE INC                                                | 2027-09-12      | 2.9000%  | 0.0000% | $860000.00         | $850331.21         | Corporate Debt Securities |
| APPLE INC                                                | 2026-02-08      | 0.7000%  | 0.0000% | $80000.00          | $79426.71          | Corporate Debt Securities |
| APPLE INC                                                | 2028-02-08      | 1.2000%  | 0.0000% | $4409000.00        | $4177821.43        | Corporate Debt Securities |
| APPLE INC                                                | 2031-02-08      | 1.6500%  | 0.0000% | $65000.00          | $57952.97          | Corporate Debt Securities |
| APPLE INC                                                | 2031-02-08      | 1.6500%  | 0.0000% | $6513000.00        | $5806887.68        | Corporate Debt Securities |
| APPLE INC                                                | 2028-08-05      | 1.4000%  | 0.0000% | $213000.00         | $200663.99         | Corporate Debt Securities |
| APPLE INC                                                | 2030-05-12      | 4.2000%  | 0.0000% | $371000.00         | $381742.92         | Corporate Debt Securities |
| APPLE INC                                                | 2030-05-12      | 4.2000%  | 0.0000% | $5630000.00        | $5793026.03        | Corporate Debt Securities |
| APPLIED MAT INC                                          | 2031-01-15      | 4.0000%  | 0.0000% | $270000.00         | $269154.30         | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO                                | 2026-08-11      | 2.5000%  | 0.0000% | $600000.00         | $596349.33         | Corporate Debt Securities |
| FMC CORP                                                 | 2026-10-01      | 3.2000%  | 0.0000% | $10086000.00       | $9997007.86        | Corporate Debt Securities |
| META PLATFORMS INC                                       | 2031-08-15      | 4.5500%  | 0.0000% | $590000.00         | $604835.88         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                               | 2030-04-01      | 5.6250%  | 0.0000% | $4409000.00        | $4622709.74        | Corporate Debt Securities |
| EXXON MOBIL CORP                                         | 2026-03-01      | 3.0430%  | 0.0000% | $42000.00          | $42062.23          | Corporate Debt Securities |
| EXXON MOBIL CORP                                         | 2026-08-16      | 2.2750%  | 0.0000% | $100000.00         | $99237.96          | Corporate Debt Securities |
| EXXON MOBIL CORP                                         | 2026-08-16      | 2.2750%  | 0.0000% | $2040000.00        | $2024454.35        | Corporate Debt Securities |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                  | 2030-06-01      | 2.2000%  | 0.0000% | $300000.00         | $275087.00         | Corporate Debt Securities |
| INTEL CORP                                               | 2028-02-10      | 4.8750%  | 0.0000% | $768000.00         | $787590.72         | Corporate Debt Securities |
| INTEL CORP                                               | 2028-02-10      | 4.8750%  | 0.0000% | $2379000.00        | $2439685.32        | Corporate Debt Securities |
| HASBRO INC                                               | 2034-05-14      | 6.0500%  | 0.0000% | $6933000.00        | $7506881.00        | Corporate Debt Securities |
| HERSHEY COMPANY THE                                      | 2033-05-04      | 4.5000%  | 0.0000% | $883000.00         | $908708.55         | Corporate Debt Securities |
| HERSHEY COMPANY THE                                      | 2030-02-24      | 4.7500%  | 0.0000% | $55000.00          | $56781.47          | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                            | 2027-09-15      | 4.0500%  | 0.0000% | $1790000.00        | $1795432.65        | Corporate Debt Securities |
| CENCORA INC                                              | 2031-03-15      | 2.7000%  | 0.0000% | $1022000.00        | $943939.64         | Corporate Debt Securities |
| AMGEN INC                                                | 2027-11-02      | 3.2000%  | 0.0000% | $10000.00          | $9997.31           | Corporate Debt Securities |
| AMGEN INC                                                | 2030-02-21      | 2.4500%  | 0.0000% | $227000.00         | $212064.28         | Corporate Debt Securities |
| AMGEN INC                                                | 2028-08-15      | 1.6500%  | 0.0000% | $154000.00         | $144845.21         | Corporate Debt Securities |
| AMGEN INC                                                | 2028-03-02      | 5.1500%  | 0.0000% | $699000.00         | $720718.12         | Corporate Debt Securities |
| AMPHENOL CORP                                            | 2034-04-05      | 5.2500%  | 0.0000% | $297000.00         | $310555.58         | Corporate Debt Securities |
| ANALOG DEVICES INC                                       | 2026-12-05      | 3.5000%  | 0.0000% | $3000.00           | $3026.29           | Corporate Debt Securities |
| ANALOG DEVICES INC                                       | 2031-10-01      | 2.1000%  | 0.0000% | $879000.00         | $778925.85         | Corporate Debt Securities |
| ANALOG DEVICES INC                                       | 2030-06-15      | 4.5000%  | 0.0000% | $7000.00           | $7221.73           | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2032-10-14      | 7.5000%  | 0.0000% | $2692000.00        | $3116941.17        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2030-09-30      | 4.3750%  | 0.0000% | $4700000.00        | $4688089.42        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2035-09-30      | 5.0000%  | 0.0000% | $3370000.00        | $3355767.37        | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                                    | 2026-10-01      | 2.4000%  | 0.0000% | $1172000.00        | $1157560.96        | Corporate Debt Securities |
| HCA INC                                                  | 2027-03-15      | 3.1250%  | 0.0000% | $171000.00         | $169454.68         | Corporate Debt Securities |
| HCA INC                                                  | 2031-04-01      | 5.4500%  | 0.0000% | $285000.00         | $298355.58         | Corporate Debt Securities |
| HP INC                                                   | 2029-04-15      | 4.0000%  | 0.0000% | $232000.00         | $229969.48         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                       | 2028-07-07      | 5.1250%  | 0.0000% | $291000.00         | $302983.14         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                       | 2030-10-04      | 5.8500%  | 0.0000% | $258000.00         | $275494.33         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                       | 2027-07-09      | 4.9000%  | 0.0000% | $4497000.00        | $4624464.97        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                       | 2031-10-23      | 4.8500%  | 0.0000% | $500000.00         | $509753.89         | Corporate Debt Securities |
| LEIDOS INC                                               | 2031-02-15      | 2.3000%  | 0.0000% | $243000.00         | $218684.34         | Corporate Debt Securities |
| LEIDOS INC                                               | 2031-02-15      | 2.3000%  | 0.0000% | $243000.00         | $218684.34         | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                              | 2028-05-15      | 4.4500%  | 0.0000% | $100000.00         | $103112.94         | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                              | 2028-05-15      | 4.4500%  | 0.0000% | $1074000.00        | $1107433.02        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2026-02-27      | 5.0000%  | 0.0000% | $2000000.00        | $2017817.78        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2027-02-09      | 4.5000%  | 0.0000% | $144000.00         | $146610.72         | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2028-02-12      | 4.5500%  | 0.0000% | $278000.00         | $285076.41         | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2035-02-12      | 5.1000%  | 0.0000% | $2696000.00        | $2828432.01        | Corporate Debt Securities |
| EMERSON ELECTRIC CO                                      | 2031-12-21      | 2.2000%  | 0.0000% | $1000.00           | $896.99            | Corporate Debt Securities |
| EMERSON ELECTRIC CO                                      | 2031-12-21      | 2.2000%  | 0.0000% | $300000.00         | $269098.33         | Corporate Debt Securities |
| ENBRIDGE INC                                             | 2029-11-15      | 3.1250%  | 0.0000% | $1339000.00        | $1297508.30        | Corporate Debt Securities |
| ENBRIDGE INC                                             | 2030-11-15      | 6.2000%  | 0.0000% | $2193000.00        | $2428652.47        | Corporate Debt Securities |
| ENBRIDGE INC                                             | 2035-06-20      | 5.5500%  | 0.0000% | $102000.00         | $107659.13         | Corporate Debt Securities |
| LOUISIANA PACIFIC CORP                                   | 2029-03-15      | 3.6250%  | 0.0000% | $20000.00          | $19317.64          | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                            | 2030-04-01      | 4.3500%  | 0.0000% | $381000.00         | $383002.16         | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                                    | 2026-09-22      | 3.5000%  | 0.0000% | $1000000.00        | $995841.67         | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                         | 2035-08-11      | 0.0000%  | 0.0000% | $1565000.00        | $1604618.84        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2035-09-30      | 5.0000%  | 0.0000% | $300000.00         | $298733.00         | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                         | 2030-10-28      | 0.0000%  | 0.0000% | $3000000.00        | $2976228.33        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2028-05-08      | 5.4000%  | 0.0000% | $614000.00         | $646664.80         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2033-05-08      | 5.7000%  | 0.0000% | $300000.00         | $325875.50         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                                  | 2034-03-05      | 6.4500%  | 0.0000% | $2600000.00        | $2240820.83        | Corporate Debt Securities |
| AES ANDES SA                                             | 2029-03-15      | 6.3000%  | 0.0000% | $300000.00         | $312946.50         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2029-04-04      | 5.3710%  | 0.0000% | $350000.00         | $362494.39         | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD                                   | 2027-07-02      | 5.3750%  | 0.0000% | $4640000.00        | $4790930.18        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                       | 2027-08-13      | 4.6000%  | 0.0000% | $2000000.00        | $2037153.33        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                         | 2030-01-24      | 5.7000%  | 0.0000% | $4600000.00        | $4718174.00        | Corporate Debt Securities |
| MEITUAN                                                  | 2028-04-02      | 4.5000%  | 0.0000% | $1200000.00        | $1205904.00        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | 2032-01-13      | 5.3750%  | 0.0000% | $150000.00         | $156434.25         | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD                                   | 2030-04-02      | 5.3750%  | 0.0000% | $4259000.00        | $4391627.63        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD                                   | 2035-04-02      | 5.8750%  | 0.0000% | $9751000.00        | $10205391.18       | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC                       | 2029-12-15      | 6.0000%  | 0.0000% | $8179000.00        | $8582115.65        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                       | 2026-08-13      | 4.6500%  | 0.0000% | $1032000.00        | $1046835.00        | Corporate Debt Securities |
| MPLX LP                                                  | 2031-02-15      | 4.8000%  | 0.0000% | $5441000.00        | $5543327.07        | Corporate Debt Securities |
| MPLX LP                                                  | 2033-01-15      | 5.0000%  | 0.0000% | $1174000.00        | $1189380.70        | Corporate Debt Securities |
| MARS INC                                                 | 2028-04-20      | 4.5500%  | 0.0000% | $10000.00          | $10128.50          | Corporate Debt Securities |
| MARS INC                                                 | 2027-03-01      | 4.4500%  | 0.0000% | $105000.00         | $106484.35         | Corporate Debt Securities |
| MARTIN MARIETTA MATERIALS INC                            | 2027-12-15      | 3.5000%  | 0.0000% | $2991000.00        | $2996330.63        | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC                                   | 2029-02-15      | 5.7500%  | 0.0000% | $170000.00         | $179677.91         | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC                                   | 2033-09-15      | 5.9500%  | 0.0000% | $92000.00          | $99142.22          | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                           | 2026-05-10      | 2.8750%  | 0.0000% | $347000.00         | $349625.54         | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                           | 2026-05-10      | 2.8750%  | 0.0000% | $401000.00         | $404034.12         | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                           | 2026-09-12      | 2.5000%  | 0.0000% | $950000.00         | $942517.17         | Corporate Debt Securities |
| SHELL FINANCE US INC                                     | 2029-11-07      | 2.3750%  | 0.0000% | $771000.00         | $734268.92         | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)                           | 2028-08-15      | 4.3000%  | 0.0000% | $594000.00         | $603010.98         | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)                           | 2028-08-15      | 4.3000%  | 0.0000% | $1697000.00        | $1722743.49        | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)                           | 2030-08-15      | 4.5000%  | 0.0000% | $17000.00          | $17325.38          | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)                           | 2030-08-15      | 4.5000%  | 0.0000% | $124000.00         | $126373.36         | Corporate Debt Securities |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC               | 2026-09-23      | 3.2000%  | 0.0000% | $5736000.00        | $5712762.83        | Corporate Debt Securities |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                   | 2027-03-16      | 3.4000%  | 0.0000% | $5947000.00        | $5939896.64        | Corporate Debt Securities |
| SIEMENS FUNDING BV                                       | 2028-05-26      | 4.3500%  | 0.0000% | $534000.00         | $548416.22         | Corporate Debt Securities |
| SIEMENS FUNDING BV                                       | 2030-05-28      | 4.6000%  | 0.0000% | $1667000.00        | $1728082.58        | Corporate Debt Securities |
| CAMPBELLS CO                                             | 2028-03-15      | 4.1500%  | 0.0000% | $247000.00         | $248065.26         | Corporate Debt Securities |
| CAMPBELLS CO                                             | 2030-04-24      | 2.3750%  | 0.0000% | $171000.00         | $156764.56         | Corporate Debt Securities |
| CAMPBELLS CO                                             | 2029-03-21      | 5.2000%  | 0.0000% | $191000.00         | $197277.75         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                         | 2026-10-02      | 5.9260%  | 0.0000% | $102237000.00      | $104503503.41      | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                         | 2028-01-13      | 4.8620%  | 0.0000% | $1391000.00        | $1422326.63        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                         | 2026-12-02      | 1.7500%  | 0.0000% | $114000.00         | $112116.09         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                         | 2031-12-02      | 2.4500%  | 0.0000% | $2040000.00        | $1841798.13        | Corporate Debt Securities |
| SANDS CHINA LTD                                          | 2027-03-08      | 2.3000%  | 0.0000% | $402000.00         | $391918.73         | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | 2028-05-01      | 3.7000%  | 0.0000% | $11000.00          | $11138.38          | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | 2026-03-15      | 0.9500%  | 0.0000% | $40000.00          | $39562.56          | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | 2033-03-15      | 4.6500%  | 0.0000% | $205000.00         | $207858.04         | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | 2035-03-01      | 5.0500%  | 0.0000% | $1500000.00        | $1549885.00        | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP              | 2032-10-01      | 5.3690%  | 0.0000% | $25000.00          | $25975.35          | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2026-02-02      | 2.7000%  | 0.0000% | $54000.00          | $54155.25          | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2026-02-02      | 2.7000%  | 0.0000% | $992000.00         | $994852.00         | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2027-03-25      | 2.8000%  | 0.0000% | $650000.00         | $643279.00         | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2027-03-25      | 2.8000%  | 0.0000% | $1263000.00        | $1249940.58        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2026-04-23      | 1.0000%  | 0.0000% | $320000.00         | $315696.71         | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2029-01-29      | 4.3500%  | 0.0000% | $631000.00         | $648602.80         | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2034-01-29      | 4.5500%  | 0.0000% | $905000.00         | $933306.39         | Corporate Debt Securities |
| LINDE INC                                                | 2030-08-10      | 1.1000%  | 0.0000% | $5129000.00        | $4490978.05        | Corporate Debt Securities |
| CARDINAL HEALTH INC                                      | 2034-02-15      | 5.4500%  | 0.0000% | $32000.00          | $33680.18          | Corporate Debt Securities |
| CARGILL INC                                              | 2031-11-10      | 2.1250%  | 0.0000% | $20000.00          | $17892.48          | Corporate Debt Securities |
| CARGILL INC                                              | 2031-11-10      | 2.1250%  | 0.0000% | $300000.00         | $268387.13         | Corporate Debt Securities |
| CARGILL INC                                              | 2026-06-24      | 4.5000%  | 0.0000% | $534000.00         | $543806.91         | Corporate Debt Securities |
| CARGILL INC                                              | 2033-04-24      | 4.7500%  | 0.0000% | $132000.00         | $133989.72         | Corporate Debt Securities |
| CARNIVAL CORP                                            | 2028-08-01      | 4.0000%  | 0.0000% | $7600000.00        | $7561231.56        | Corporate Debt Securities |
| CARRIER GLOBAL CORP                                      | 2030-02-15      | 2.7220%  | 0.0000% | $947000.00         | $895233.61         | Corporate Debt Securities |
| CUMMINS INC                                              | 2034-02-20      | 5.1500%  | 0.0000% | $337000.00         | $353296.29         | Corporate Debt Securities |
| CUMMINS INC                                              | 2028-05-09      | 4.2500%  | 0.0000% | $562000.00         | $577632.34         | Corporate Debt Securities |
| CUMMINS INC                                              | 2031-02-15      | 4.7000%  | 0.0000% | $2167000.00        | $2257874.35        | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP                      | 2026-03-02      | 0.9000%  | 0.0000% | $10000.00          | $9910.45           | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP                      | 2027-05-14      | 5.0000%  | 0.0000% | $4172000.00        | $4339691.22        | Corporate Debt Securities |
| CENTERPOINT ENERGY INC                                   | 2029-06-01      | 5.4000%  | 0.0000% | $717000.00         | $758636.19         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                       | 2029-02-01      | 6.0000%  | 0.0000% | $1710000.00        | $1757845.80        | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2030-04-01      | 2.9500%  | 0.0000% | $2361000.00        | $2216668.13        | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2034-09-27      | 4.7000%  | 0.0000% | $4714000.00        | $4562156.82        | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2032-02-03      | 5.2500%  | 0.0000% | $844000.00         | $872158.65         | Corporate Debt Securities |
| PACCAR FINANCIAL CORP                                    | 2029-09-26      | 4.0000%  | 0.0000% | $2000.00           | $2009.68           | Corporate Debt Securities |
| PT FREEPORT INDONESIA                                    | 2027-04-14      | 4.7630%  | 0.0000% | $220000.00         | $221134.52         | Corporate Debt Securities |
| OTIS WORLDWIDE CORP                                      | 2035-09-04      | 5.1310%  | 0.0000% | $1122000.00        | $1148764.28        | Corporate Debt Securities |
| D R HORTON INC                                           | 2026-10-15      | 1.3000%  | 0.0000% | $3189000.00        | $3109044.68        | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                     | 2027-05-14      | 4.2500%  | 0.0000% | $111000.00         | $113858.84         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2028-02-22      | 3.7500%  | 0.0000% | $872000.00         | $871980.38         | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | 2031-12-14      | 2.5000%  | 0.0000% | $250000.00         | $224568.47         | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | 2032-10-12      | 5.0000%  | 0.0000% | $478000.00         | $481302.45         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2028-08-01      | 4.6500%  | 0.0000% | $8740000.00        | $8884166.30        | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2027-05-03      | 3.1000%  | 0.0000% | $20000.00          | $20028.36          | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2029-04-05      | 3.6500%  | 0.0000% | $200000.00         | $197301.22         | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2029-04-05      | 3.6500%  | 0.0000% | $5439000.00        | $5365606.74        | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2030-10-15      | 1.7000%  | 0.0000% | $7933000.00        | $7015037.31        | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2031-03-15      | 4.2500%  | 0.0000% | $5936000.00        | $5918379.97        | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2032-10-15      | 4.5000%  | 0.0000% | $4000.00           | $3988.84           | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                              | 2031-03-01      | 4.0000%  | 0.0000% | $1595000.00        | $1553668.23        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                              | 2031-03-01      | 4.0000%  | 0.0000% | $3992000.00        | $3888553.97        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                              | 2032-01-31      | 3.2500%  | 0.0000% | $5243000.00        | $4838790.92        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                              | 2033-06-30      | 5.9500%  | 0.0000% | $100000.00         | $107795.33         | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                              | 2034-08-15      | 5.7500%  | 0.0000% | $137000.00         | $144325.24         | Corporate Debt Securities |
| CHENIERE ENERGY INC                                      | 2028-10-15      | 4.6250%  | 0.0000% | $597000.00         | $596818.25         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                  | 2030-03-15      | 4.8000%  | 0.0000% | $366000.00         | $376790.90         | Corporate Debt Securities |
| CENTERPOINT ENERGY RESOURCES COR                         | 2030-10-01      | 1.7500%  | 0.0000% | $110000.00         | $97750.22          | Corporate Debt Securities |
| RELX CAPITAL INC                                         | 2029-03-18      | 4.0000%  | 0.0000% | $9483000.00        | $9482030.63        | Corporate Debt Securities |
| RELX CAPITAL INC                                         | 2030-03-27      | 4.7500%  | 0.0000% | $1238000.00        | $1269056.61        | Corporate Debt Securities |
| NESTLE HLDGS INC.                                        | 2027-01-14      | 1.1500%  | 0.0000% | $250000.00         | $243117.01         | Corporate Debt Securities |
| NESTLE HLDGS INC.                                        | 2026-03-13      | 5.2500%  | 0.0000% | $535000.00         | $540756.60         | Corporate Debt Securities |
| NETAPP INC                                               | 2035-03-17      | 5.7000%  | 0.0000% | $933000.00         | $986252.53         | Corporate Debt Securities |
| INTEL CORP                                               | 2026-05-19      | 2.6000%  | 0.0000% | $5000.00           | $5015.45           | Corporate Debt Securities |
| INTEL CORP                                               | 2027-08-05      | 3.7500%  | 0.0000% | $230000.00         | $230151.42         | Corporate Debt Securities |
| INTEL CORP                                               | 2027-08-05      | 3.7500%  | 0.0000% | $394000.00         | $394259.38         | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2026-06-15      | 1.0000%  | 0.0000% | $51000.00          | $50209.39          | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2028-08-25      | 4.1500%  | 0.0000% | $291000.00         | $293894.96         | Corporate Debt Securities |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED             | 2030-03-15      | 4.9000%  | 0.0000% | $1249000.00        | $1283248.97        | Corporate Debt Securities |
| QATARENERGY                                              | 2031-07-12      | 2.2500%  | 0.0000% | $380000.00         | $345632.80         | Corporate Debt Securities |
| QUALCOMM INC                                             | 2027-05-20      | 3.2500%  | 0.0000% | $3760000.00        | $3782991.36        | Corporate Debt Securities |
| QUALCOMM INC                                             | 2028-05-20      | 1.3000%  | 0.0000% | $494000.00         | $466051.40         | Corporate Debt Securities |
| QUALCOMM INC                                             | 2032-05-20      | 4.7500%  | 0.0000% | $1022000.00        | $1066080.00        | Corporate Debt Securities |
| QUALCOMM INC                                             | 2035-05-20      | 5.0000%  | 0.0000% | $1473000.00        | $1537609.05        | Corporate Debt Securities |
| QUANTA SERV INC.                                         | 2031-01-15      | 4.5000%  | 0.0000% | $463000.00         | $468944.92         | Corporate Debt Securities |
| MERCK & CO INC                                           | 2029-03-07      | 3.4000%  | 0.0000% | $80000.00          | $78852.80          | Corporate Debt Securities |
| MERCK & CO INC                                           | 2027-06-10      | 1.7000%  | 0.0000% | $258000.00         | $251477.33         | Corporate Debt Securities |
| MERCK & CO INC                                           | 2028-12-10      | 1.9000%  | 0.0000% | $1784000.00        | $1693375.77        | Corporate Debt Securities |
| MERCK & CO INC                                           | 2031-12-10      | 2.1500%  | 0.0000% | $1195000.00        | $1069753.05        | Corporate Debt Securities |
| MERCK & CO INC                                           | 2027-09-15      | 3.8500%  | 0.0000% | $2000.00           | $2014.48           | Corporate Debt Securities |
| MERCK & CO INC                                           | 2032-09-15      | 4.5500%  | 0.0000% | $199000.00         | $202337.67         | Corporate Debt Securities |
| MERCK & CO INC                                           | 2027-09-15      | 4.7097%  | 0.0000% | $1703000.00        | $1722408.43        | Corporate Debt Securities |
| FERGUSON ENTERPRISES INC                                 | 2031-03-15      | 4.3500%  | 0.0000% | $600000.00         | $599479.50         | Corporate Debt Securities |
| FEDEX CORP                                               | 2034-01-15      | 4.9000%  | 0.0000% | $1130000.00        | $1142393.59        | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION LLC                             | 2030-01-15      | 4.5500%  | 0.0000% | $67000.00          | $68371.97          | Corporate Debt Securities |
| FLEX LTD                                                 | 2032-01-15      | 5.2500%  | 0.0000% | $238000.00         | $248110.84         | Corporate Debt Securities |
| MCDONALDS CORP                                           | 2027-03-01      | 3.5000%  | 0.0000% | $172000.00         | $171801.05         | Corporate Debt Securities |
| MCDONALDS CORP                                           | 2027-03-01      | 3.5000%  | 0.0000% | $227000.00         | $226737.44         | Corporate Debt Securities |
| MCDONALDS CORP                                           | 2030-03-01      | 2.1250%  | 0.0000% | $771000.00         | $710955.81         | Corporate Debt Securities |
| MCDONALDS CORP                                           | 2027-07-01      | 3.5000%  | 0.0000% | $213000.00         | $213855.55         | Corporate Debt Securities |
| MCDONALDS CORP                                           | 2029-05-17      | 5.0000%  | 0.0000% | $78000.00          | $82044.13          | Corporate Debt Securities |
| MCDONALDS CORP                                           | 2034-05-17      | 5.2000%  | 0.0000% | $474000.00         | $505022.77         | Corporate Debt Securities |
| MCDONALDS CORP                                           | 2030-05-15      | 4.6000%  | 0.0000% | $377000.00         | $394636.48         | Corporate Debt Securities |
| MCDONALDS CORP                                           | 2035-03-03      | 4.9500%  | 0.0000% | $395000.00         | $404059.33         | Corporate Debt Securities |
| MCKESSON CORP                                            | 2030-05-30      | 4.6500%  | 0.0000% | $2197000.00        | $2276520.42        | Corporate Debt Securities |
| MCKESSON CORP                                            | 2032-05-30      | 4.9500%  | 0.0000% | $1245000.00        | $1303707.98        | Corporate Debt Securities |
| MCKESSON CORP                                            | 2035-05-30      | 5.2500%  | 0.0000% | $2791000.00        | $2951021.98        | Corporate Debt Securities |
| ALIBABA GROUP HOLDING LTD                                | 2027-12-06      | 3.4000%  | 0.0000% | $760000.00         | $762181.20         | Corporate Debt Securities |
| ALIBABA GROUP HOLDING LTD                                | 2030-05-26      | 4.8750%  | 0.0000% | $209000.00         | $220612.91         | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2033-11-01      | 6.8750%  | 0.0000% | $4000.00           | $4659.42           | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2033-11-01      | 6.8750%  | 0.0000% | $2443000.00        | $2845740.77        | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2035-02-06      | 5.6250%  | 0.0000% | $208000.00         | $218841.22         | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2030-08-06      | 4.5000%  | 0.0000% | $901000.00         | $914330.30         | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2030-08-06      | 4.5000%  | 0.0000% | $917000.00         | $930567.02         | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2035-08-06      | 5.2500%  | 0.0000% | $3021000.00        | $3097720.81        | Corporate Debt Securities |
| ALBEMARLE CORP                                           | 2027-06-01      | 4.6500%  | 0.0000% | $333000.00         | $340134.53         | Corporate Debt Securities |
| ALPEK SAB DE CV                                          | 2031-02-25      | 3.2500%  | 0.0000% | $2388000.00        | $2047394.92        | Corporate Debt Securities |
| ALPHABET INC                                             | 2030-05-15      | 4.0000%  | 0.0000% | $5886000.00        | $6034680.36        | Corporate Debt Securities |
| Newcastle Coal                                           | 2027-09-29      | 4.4000%  | 0.0000% | $1920000.00        | $1855761.34        | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                                  | 2032-01-10      | 2.7590%  | 0.0000% | $215000.00         | $194800.09         | Corporate Debt Securities |
| HALEON US CAPITAL LLC                                    | 2029-03-24      | 3.3750%  | 0.0000% | $250000.00         | $244484.69         | Corporate Debt Securities |
| GC TREASURY CENTER CO LTD                                | 2032-03-30      | 4.4000%  | 0.0000% | $200000.00         | $195405.33         | Corporate Debt Securities |
| GENERAL MILLS INC                                        | 2030-01-30      | 4.8750%  | 0.0000% | $384000.00         | $396648.00         | Corporate Debt Securities |
| GENERAL MOTORS CO                                        | 2030-04-15      | 5.6250%  | 0.0000% | $10348000.00       | $10804036.36       | Corporate Debt Securities |
| GENERAL MOTORS CO                                        | 2035-04-15      | 6.2500%  | 0.0000% | $850000.00         | $908316.61         | Corporate Debt Securities |
| GENERAL MOTORS CO                                        | 2028-04-15      | 5.3500%  | 0.0000% | $35000.00          | $35926.02          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2027-02-26      | 2.3500%  | 0.0000% | $1050000.00        | $1029696.21        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2034-09-06      | 5.4500%  | 0.0000% | $3756000.00        | $3846280.68        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2035-01-07      | 5.9000%  | 0.0000% | $1134000.00        | $1203586.02        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2028-04-04      | 5.0500%  | 0.0000% | $300000.00         | $306362.25         | Corporate Debt Securities |
| GENUINE PARTS CO                                         | 2029-08-15      | 4.9500%  | 0.0000% | $2800000.00        | $2865408.00        | Corporate Debt Securities |
| GEORGIA-PACIFIC LLC                                      | 2028-06-30      | 4.4000%  | 0.0000% | $300000.00         | $307629.33         | Corporate Debt Securities |
| ALABAMA POWER COMPANY                                    | 2031-03-15      | 4.3000%  | 0.0000% | $140000.00         | $141103.04         | Corporate Debt Securities |
| MATTEL INC                                               | 2029-04-01      | 3.7500%  | 0.0000% | $3096000.00        | $3014281.08        | Corporate Debt Securities |
| MCCORMICK & COMPANY INCORPORATED                         | 2030-04-15      | 2.5000%  | 0.0000% | $7346000.00        | $6815994.26        | Corporate Debt Securities |
| TOYOTA MTR CORP                                          | 2028-07-20      | 3.6690%  | 0.0000% | $1532000.00        | $1542466.11        | Corporate Debt Securities |
| TOYOTA MTR CORP                                          | 2026-03-25      | 1.3390%  | 0.0000% | $3662000.00        | $3626521.83        | Corporate Debt Securities |
| TOYOTA MTR CORP                                          | 2033-07-13      | 5.1230%  | 0.0000% | $946000.00         | $1003598.81        | Corporate Debt Securities |
| TOYOTA MTR CORP                                          | 2027-06-30      | 4.1860%  | 0.0000% | $1829000.00        | $1863263.27        | Corporate Debt Securities |
| TOYOTA MTR CORP                                          | 2030-06-30      | 4.4500%  | 0.0000% | $100000.00         | $102695.33         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2026-01-09      | 0.8000%  | 0.0000% | $4000.00           | $3984.84           | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2031-09-12      | 1.9000%  | 0.0000% | $2000.00           | $1757.05           | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2029-06-29      | 4.4500%  | 0.0000% | $38000.00          | $39017.66          | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2027-11-10      | 5.4500%  | 0.0000% | $4615000.00        | $4871120.96        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2031-10-10      | 4.6000%  | 0.0000% | $2297000.00        | $2338032.08        | Corporate Debt Securities |
| TRANS-ALLEGHENY INTERSTATE LINE CO                       | 2031-01-15      | 5.0000%  | 0.0000% | $13000.00          | $13546.16          | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                                | 2026-01-15      | 4.8750%  | 0.0000% | $522000.00         | $529448.29         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                             | 2028-08-01      | 3.8000%  | 0.0000% | $135000.00         | $135633.15         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                             | 2035-05-01      | 5.1000%  | 0.0000% | $1101000.00        | $1155178.37        | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC                                   | 2034-08-19      | 5.0000%  | 0.0000% | $3594000.00        | $3664837.74        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                                    | 2029-09-18      | 3.8000%  | 0.0000% | $331000.00         | $330479.96         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                                    | 2031-09-18      | 4.0000%  | 0.0000% | $6626000.00        | $6618564.16        | Corporate Debt Securities |
| NSTAR ELECTRIC CO                                        | 2029-05-15      | 3.2500%  | 0.0000% | $157000.00         | $154573.74         | Corporate Debt Securities |
| NVIDIA CORP                                              | 2028-06-15      | 1.5500%  | 0.0000% | $8344000.00        | $7940697.40        | Corporate Debt Securities |
| NUTRIEN LTD                                              | 2032-03-12      | 5.2500%  | 0.0000% | $297000.00         | $309928.41         | Corporate Debt Securities |
| NATIONAL FUEL GAS CO                                     | 2027-09-15      | 3.9500%  | 0.0000% | $4346000.00        | $4340685.81        | Corporate Debt Securities |
| NATIONAL FUEL GAS CO                                     | 2030-03-15      | 5.5000%  | 0.0000% | $3350000.00        | $3485031.06        | Corporate Debt Securities |
| VALE OVERSEAS LTD                                        | 2030-07-08      | 3.7500%  | 0.0000% | $700000.00         | $683617.67         | Corporate Debt Securities |
| VALERO ENERGY CORP                                       | 2030-02-15      | 5.1500%  | 0.0000% | $77000.00          | $80090.18          | Corporate Debt Securities |
| VERISIGN INC                                             | 2032-06-01      | 5.2500%  | 0.0000% | $776000.00         | $812336.20         | Corporate Debt Securities |
| EXPAND ENERGY CORP                                       | 2029-04-15      | 6.7500%  | 0.0000% | $900000.00         | $910098.00         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                      | 2027-03-15      | 3.5000%  | 0.0000% | $20000.00          | $19941.24          | Corporate Debt Securities |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                   | 2029-02-19      | 3.4550%  | 0.0000% | $351000.00         | $347249.22         | Corporate Debt Securities |
| THERMO FISHER                                            | 2035-10-07      | 4.7940%  | 0.0000% | $600000.00         | $604371.60         | Corporate Debt Securities |
| KENVUE INC                                               | 2026-03-22      | 5.3500%  | 0.0000% | $2000000.00        | $2017371.67        | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC                                   | 2029-05-23      | 4.6000%  | 0.0000% | $33000.00          | $34059.26          | Corporate Debt Securities |
| PROSUS NV                                                | 2027-07-06      | 4.8500%  | 0.0000% | $1121000.00        | $1147184.69        | Corporate Debt Securities |
| NRG ENERGY INC                                           | 2030-10-15      | 4.7340%  | 0.0000% | $100000.00         | $100011.45         | Corporate Debt Securities |
| NTT FINANCE CORP                                         | 2028-04-03      | 1.5910%  | 0.0000% | $1900000.00        | $1789825.18        | Corporate Debt Securities |
| NTT FINANCE CORP                                         | 2028-07-16      | 4.6200%  | 0.0000% | $1150000.00        | $1178286.17        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                                 | 2028-05-15      | 4.4000%  | 0.0000% | $4655000.00        | $4798322.28        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                    | 2033-01-25      | 5.9000%  | 0.0000% | $260000.00         | $277784.87         | Corporate Debt Securities |
| FOX CORP                                                 | 2033-10-13      | 6.5000%  | 0.0000% | $556000.00         | $614146.48         | Corporate Debt Securities |
| FOX CORP                                                 | 2033-10-13      | 6.5000%  | 0.0000% | $2573000.00        | $2842084.34        | Corporate Debt Securities |
| EIDP INC                                                 | 2033-05-15      | 4.8000%  | 0.0000% | $3558000.00        | $3650164.06        | Corporate Debt Securities |
| DUKE ENERGY CORP                                         | 2025-12-08      | 5.0000%  | 0.0000% | $17000.00          | $17346.14          | Corporate Debt Securities |
| DOVER CORP                                               | 2029-11-04      | 2.9500%  | 0.0000% | $48000.00          | $46411.40          | Corporate Debt Securities |
| DOW CHEMICAL CO                                          | 2031-01-15      | 4.8000%  | 0.0000% | $17311000.00       | $17380013.19       | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                 | 2028-09-21      | 4.5000%  | 0.0000% | $499000.00         | $504112.26         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                 | 2028-09-21      | 4.5000%  | 0.0000% | $9040000.00        | $9132614.80        | Corporate Debt Securities |
| ENI SPA                                                  | 2034-05-15      | 5.5000%  | 0.0000% | $500000.00         | $528544.17         | Corporate Debt Securities |
| EOG RESOURCES INC                                        | 2032-07-15      | 5.0000%  | 0.0000% | $813000.00         | $845118.92         | Corporate Debt Securities |
| EQT CORP                                                 | 2029-01-15      | 4.5000%  | 0.0000% | $818000.00         | $828634.00         | Corporate Debt Securities |
| ERAC USA FINANCE LLC                                     | 2033-05-01      | 4.9000%  | 0.0000% | $381000.00         | $396118.08         | Corporate Debt Securities |
| 180 MEDICAL INC                                          | 2035-10-08      | 5.3000%  | 0.0000% | $299000.00         | $297168.96         | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2027-02-26      | 4.4050%  | 0.0000% | $3675000.00        | $3732636.76        | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2028-02-26      | 4.7488%  | 0.0000% | $3200000.00        | $3233346.94        | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2030-04-15      | 4.6870%  | 0.0000% | $10764000.00       | $11043466.93       | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2030-10-15      | 4.3000%  | 0.0000% | $1273000.00        | $1294840.44        | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2032-10-15      | 4.5000%  | 0.0000% | $12801000.00       | $13062524.43       | Corporate Debt Securities |
| CHEVRON CORP                                             | 2025-11-17      | 3.3260%  | 0.0000% | $289000.00         | $293237.25         | Corporate Debt Securities |
| CHEVRON CORP                                             | 2025-11-17      | 3.3260%  | 0.0000% | $413000.00         | $419055.31         | Corporate Debt Securities |
| CHEVRON CORP                                             | 2026-05-16      | 2.9540%  | 0.0000% | $348000.00         | $350821.99         | Corporate Debt Securities |
| CHEVRON CORP                                             | 2026-05-16      | 2.9540%  | 0.0000% | $4800000.00        | $4838924.00        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2027-04-06      | 3.5430%  | 0.0000% | $80000.00          | $79748.83          | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2030-08-10      | 1.7490%  | 0.0000% | $392000.00         | $352033.74         | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2029-04-10      | 4.6990%  | 0.0000% | $1687000.00        | $1722175.78        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2029-11-25      | 4.8680%  | 0.0000% | $992000.00         | $1039055.19        | Corporate Debt Securities |
| ONEOK INC                                                | 2028-11-01      | 5.6500%  | 0.0000% | $91000.00          | $96874.96          | Corporate Debt Securities |
| ONEOK INC                                                | 2027-09-24      | 4.2500%  | 0.0000% | $1156000.00        | $1162066.75        | Corporate Debt Securities |
| ONEOK INC                                                | 2032-10-15      | 4.9500%  | 0.0000% | $1075000.00        | $1089353.94        | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2026-05-12      | 1.0000%  | 0.0000% | $11000.00          | $10877.84          | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2027-04-13      | 3.3000%  | 0.0000% | $298000.00         | $296334.18         | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2027-04-13      | 3.3000%  | 0.0000% | $298000.00         | $296334.18         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                       | 2026-07-07      | 5.2500%  | 0.0000% | $106000.00         | $108574.21         | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                                   | 2026-03-02      | 5.4000%  | 0.0000% | $12000.00          | $12150.48          | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                                   | 2030-06-30      | 4.6250%  | 0.0000% | $1650000.00        | $1687664.00        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                           | 2028-03-01      | 4.5000%  | 0.0000% | $197000.00         | $198861.65         | Corporate Debt Securities |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                 | 2026-11-15      | 3.4500%  | 0.0000% | $2142000.00        | $2161638.57        | Corporate Debt Securities |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                 | 2035-05-29      | 5.5000%  | 0.0000% | $2784000.00        | $2961625.39        | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC                               | 2028-12-01      | 5.3500%  | 0.0000% | $333000.00         | $351638.57         | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC                               | 2027-02-19      | 4.7000%  | 0.0000% | $1730000.00        | $1758060.60        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                         | 2026-09-15      | 3.7000%  | 0.0000% | $2210000.00        | $2207557.95        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                         | 2034-09-12      | 5.1000%  | 0.0000% | $381000.00         | $380958.09         | Corporate Debt Securities |
| WOODSIDE FIN LTD                                         | 2035-05-19      | 6.0000%  | 0.0000% | $276000.00         | $296413.88         | Corporate Debt Securities |
| WORKDAY INC                                              | 2027-04-01      | 3.5000%  | 0.0000% | $53000.00          | $52723.16          | Corporate Debt Securities |
| XCEL ENERGY INC                                          | 2028-03-21      | 4.7500%  | 0.0000% | $10000.00          | $10182.88          | Corporate Debt Securities |
| YARA INTERNATIONAL ASA                                   | 2030-06-04      | 3.1480%  | 0.0000% | $2600000.00        | $2480495.91        | Corporate Debt Securities |
| 7-ELEVEN INC                                             | 2031-02-10      | 1.8000%  | 0.0000% | $226000.00         | $197661.86         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2026-04-27      | 1.6250%  | 0.0000% | $106000.00         | $104616.76         | Corporate Debt Securities |
| PT FREEPORT INDONESIA                                    | 2027-04-14      | 4.7630%  | 0.0000% | $6136000.00        | $6167642.67        | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                                | 2028-03-10      | 6.5000%  | 0.0000% | $147000.00         | $154783.40         | Corporate Debt Securities |
| DARDEN RESTAURANTS INC                                   | 2033-10-10      | 6.3000%  | 0.0000% | $100000.00         | $108923.50         | Corporate Debt Securities |
| WISCONSIN ELECTRIC POWER COMPANY                         | 2030-10-15      | 4.1500%  | 0.0000% | $1590000.00        | $1594293.00        | Corporate Debt Securities |
| BORGWARNER INC                                           | 2029-08-15      | 4.9500%  | 0.0000% | $1842000.00        | $1904517.48        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2026-02-11      | 3.4100%  | 0.0000% | $1006000.00        | $1011078.06        | Corporate Debt Securities |
| BOEING CO                                                | 2026-05-01      | 3.1000%  | 0.0000% | $36000.00          | $36355.68          | Corporate Debt Securities |
| BOEING CO                                                | 2026-02-04      | 2.1960%  | 0.0000% | $310000.00         | $309912.27         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                                    | 2031-01-15      | 5.3000%  | 0.0000% | $115000.00         | $120783.99         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                                    | 2035-01-15      | 5.8000%  | 0.0000% | $444000.00         | $477494.37         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                                    | 2032-11-01      | 5.6500%  | 0.0000% | $347000.00         | $374737.06         | Corporate Debt Securities |
| WALT DISNEY CO                                           | 2026-11-15      | 3.3750%  | 0.0000% | $575000.00         | $580969.94         | Corporate Debt Securities |
| WALT DISNEY CO                                           | 2026-01-13      | 1.7500%  | 0.0000% | $2000.00           | $2000.98           | Corporate Debt Securities |
| WALT DISNEY CO                                           | 2026-01-13      | 1.7500%  | 0.0000% | $900000.00         | $900441.00         | Corporate Debt Securities |
| WALT DISNEY CO                                           | 2028-01-13      | 2.2000%  | 0.0000% | $2627000.00        | $2554127.02        | Corporate Debt Securities |
| DOMINION ENERGY INC                                      | 2028-05-15      | 4.6000%  | 0.0000% | $497000.00         | $513205.51         | Corporate Debt Securities |
| DEVON ENERGY CORPORATION                                 | 2028-06-15      | 5.8750%  | 0.0000% | $100000.00         | $102207.44         | Corporate Debt Securities |
| DIAGEO INVESTMENT CORPORATION                            | 2030-08-15      | 5.1250%  | 0.0000% | $494000.00         | $526101.49         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC                                   | 2031-03-24      | 3.1250%  | 0.0000% | $8520000.00        | $7953946.58        | Corporate Debt Securities |
| DICKS SPORTING GOODS INC                                 | 2029-10-01      | 4.0000%  | 0.0000% | $12067000.00       | $11849592.88       | Corporate Debt Securities |
| DEERE & CO                                               | 2035-01-16      | 5.4500%  | 0.0000% | $1153000.00        | $1236760.65        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2026-06-10      | 2.6500%  | 0.0000% | $57000.00          | $57137.89          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2026-06-17      | 1.0500%  | 0.0000% | $8000.00           | $7887.75           | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2027-01-08      | 4.5000%  | 0.0000% | $820000.00         | $837379.90         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2034-04-11      | 5.1000%  | 0.0000% | $5064000.00        | $5265462.80        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2031-09-08      | 4.4000%  | 0.0000% | $1871000.00        | $1899173.10        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2029-02-15      | 4.1500%  | 0.0000% | $3276000.00        | $3277906.45        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2032-10-06      | 4.7500%  | 0.0000% | $1036000.00        | $1037987.68        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2026-10-01      | 4.9000%  | 0.0000% | $96635000.00       | $97560119.07       | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2029-10-01      | 5.3000%  | 0.0000% | $100000.00         | $103735.67         | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2029-10-01      | 5.3000%  | 0.0000% | $2595000.00        | $2691940.55        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2030-07-15      | 6.2000%  | 0.0000% | $6000.00           | $6535.89           | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2032-04-01      | 5.3000%  | 0.0000% | $4062000.00        | $4219998.26        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2035-04-01      | 5.5000%  | 0.0000% | $486000.00         | $506826.72         | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                               | 2032-03-17      | 3.0000%  | 0.0000% | $274000.00         | $252018.81         | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                               | 2032-03-17      | 3.0000%  | 0.0000% | $770000.00         | $708228.03         | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                               | 2030-05-06      | 4.5000%  | 0.0000% | $161000.00         | $165856.57         | Corporate Debt Securities |
| KOMATSU FINANCE AMERICA INC                              | 2030-09-18      | 4.1960%  | 0.0000% | $1247000.00        | $1248461.35        | Corporate Debt Securities |
| KINROSS GOLD CORP                                        | 2033-07-15      | 6.2500%  | 0.0000% | $4175000.00        | $4635624.27        | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                               | 2026-02-15      | 2.7500%  | 0.0000% | $22000.00          | $22025.20          | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                     | 2031-03-15      | 2.2500%  | 0.0000% | $297000.00         | $264254.27         | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                     | 2032-04-15      | 4.0500%  | 0.0000% | $2606000.00        | $2512184.00        | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                     | 2030-05-15      | 4.6000%  | 0.0000% | $1808000.00        | $1852745.99        | Corporate Debt Securities |
| CIGNA GROUP                                              | 2025-11-15      | 4.1250%  | 0.0000% | $1475000.00        | $1502303.48        | Corporate Debt Securities |
| CIGNA GROUP                                              | 2032-09-15      | 4.8750%  | 0.0000% | $1633000.00        | $1668091.13        | Corporate Debt Securities |
| CHENIERE ENERGY INC                                      | 2034-04-15      | 5.6500%  | 0.0000% | $2590000.00        | $2688112.08        | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                                   | 2031-04-21      | 3.2000%  | 0.0000% | $364000.00         | $342075.88         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                                  | 2026-06-15      | 3.2000%  | 0.0000% | $3000.00           | $3022.29           | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                                  | 2031-02-22      | 5.1000%  | 0.0000% | $11044000.00       | $11609839.34       | Corporate Debt Securities |
| BROADRIDGE FINANCIAL SOLUTIONS INC                       | 2031-05-01      | 2.6000%  | 0.0000% | $1651000.00        | $1517483.63        | Corporate Debt Securities |
| BROADCOM INC                                             | 2030-02-15      | 4.3500%  | 0.0000% | $665000.00         | $675196.67         | Corporate Debt Securities |
| BROADCOM INC                                             | 2032-02-15      | 4.5500%  | 0.0000% | $986000.00         | $1003152.02        | Corporate Debt Securities |
| BROADCOM INC                                             | 2031-02-15      | 2.4500%  | 0.0000% | $998000.00         | $915737.08         | Corporate Debt Securities |
| BROADCOM INC                                             | 2031-02-15      | 2.4500%  | 0.0000% | $7496000.00        | $6878121.38        | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2027-04-01      | 3.6250%  | 0.0000% | $1740000.00        | $1729926.85        | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2027-08-21      | 1.3000%  | 0.0000% | $160000.00         | $152415.64         | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2031-01-30      | 5.2500%  | 0.0000% | $276000.00         | $288399.30         | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2031-01-30      | 5.2500%  | 0.0000% | $829000.00         | $866242.83         | Corporate Debt Securities |
| CRH AMERICA FINANCE INC                                  | 2035-01-09      | 5.5000%  | 0.0000% | $1524000.00        | $1619693.65        | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC                               | 2028-03-21      | 4.7500%  | 0.0000% | $771000.00         | $783658.11         | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                            | 2026-06-01      | 1.5500%  | 0.0000% | $12000.00          | $11896.06          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2030-07-01      | 4.5500%  | 0.0000% | $2134000.00        | $2150766.13        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2029-01-15      | 6.1000%  | 0.0000% | $282000.00         | $299351.77         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2029-05-15      | 5.5500%  | 0.0000% | $25000.00          | $26390.79          | Corporate Debt Securities |
| PACKAGING CORP OF AMERICA                                | 2035-08-15      | 5.2000%  | 0.0000% | $42000.00          | $43310.73          | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC                                | 2033-07-31      | 5.4000%  | 0.0000% | $226000.00         | $239404.06         | Corporate Debt Securities |
| CADENCE DESIGN SYST INC                                  | 2029-09-10      | 4.3000%  | 0.0000% | $1671000.00        | $1690787.43        | Corporate Debt Securities |
| PEACEHEALTH SYSTEM SERVICES                              | 2028-11-15      | 4.3350%  | 0.0000% | $1997000.00        | $2010352.44        | Corporate Debt Securities |
| PEACEHEALTH SYSTEM SERVICES                              | 2032-11-15      | 4.8550%  | 0.0000% | $200000.00         | $202508.58         | Corporate Debt Securities |
| PFIZER INC                                               | 2026-06-03      | 2.7500%  | 0.0000% | $451000.00         | $452680.23         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                          | 2030-11-01      | 1.7500%  | 0.0000% | $858000.00         | $767635.44         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                          | 2025-11-17      | 5.0000%  | 0.0000% | $2000.00           | $2045.92           | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                          | 2027-11-01      | 4.3750%  | 0.0000% | $1000000.00        | $1028585.00        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                          | 2031-11-01      | 4.7500%  | 0.0000% | $2031000.00        | $2114474.10        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                          | 2030-10-29      | 4.0000%  | 0.0000% | $3000000.00        | $2957016.67        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                          | 2032-10-29      | 4.2500%  | 0.0000% | $1979000.00        | $1936146.95        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                               | 2027-11-15      | 5.8750%  | 0.0000% | $287000.00         | $303161.05         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                               | 2026-05-24      | 5.7500%  | 0.0000% | $8000.00           | $8250.13           | Corporate Debt Securities |
| PEPSICO INC                                              | 2026-10-06      | 2.3750%  | 0.0000% | $1444000.00        | $1427017.56        | Corporate Debt Securities |
| PEPSICO INC                                              | 2026-10-06      | 2.3750%  | 0.0000% | $78090000.00       | $77171607.37       | Corporate Debt Securities |
| PEPSICO INC                                              | 2028-02-18      | 3.6000%  | 0.0000% | $2700000.00        | $2707992.00        | Corporate Debt Securities |
| PEPSICO INC                                              | 2025-11-10      | 5.2500%  | 0.0000% | $3182000.00        | $3261764.79        | Corporate Debt Securities |
| PEPSICO INC                                              | 2035-02-07      | 5.0000%  | 0.0000% | $5536000.00        | $5766555.95        | Corporate Debt Securities |
| PEPSICO INC                                              | 2035-07-23      | 5.0000%  | 0.0000% | $290000.00         | $301197.22         | Corporate Debt Securities |
| PEPSICO INC                                              | 2029-01-15      | 4.1000%  | 0.0000% | $445000.00         | $452276.24         | Corporate Debt Securities |
| PEPSICO SINGAPORE FINANCING I PTE LTD                    | 2034-02-16      | 4.7000%  | 0.0000% | $391000.00         | $397647.43         | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                   | 2029-07-17      | 3.8750%  | 0.0000% | $235000.00         | $232914.80         | Corporate Debt Securities |
| TD SYNNEX CORP                                           | 2029-01-17      | 4.3000%  | 0.0000% | $1390000.00        | $1392861.08        | Corporate Debt Securities |
| TD SYNNEX CORP                                           | 2035-10-10      | 5.3000%  | 0.0000% | $2697000.00        | $2707360.98        | Corporate Debt Securities |
| SYSCO CORP                                               | 2031-12-14      | 2.4500%  | 0.0000% | $5036000.00        | $4544655.67        | Corporate Debt Securities |
| SYSCO CORP                                               | 2030-09-23      | 5.1000%  | 0.0000% | $862000.00         | $893741.71         | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                                | 2032-09-12      | 6.3750%  | 0.0000% | $1469000.00        | $1557708.63        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                                | 2030-03-18      | 5.7500%  | 0.0000% | $731000.00         | $755289.71         | Corporate Debt Securities |
| PARKER HANNIFIN CORPORATION                              | 2029-06-14      | 3.2500%  | 0.0000% | $249000.00         | $245072.79         | Corporate Debt Securities |
| PARKER HANNIFIN CORPORATION                              | 2029-09-15      | 4.5000%  | 0.0000% | $8587000.00        | $8764836.77        | Corporate Debt Securities |
| PINNACLE WEST CAPITAL CORPORATION                        | 2030-05-15      | 5.1500%  | 0.0000% | $270000.00         | $284668.35         | Corporate Debt Securities |
| PIONEER NAT RES CO                                       | 2026-01-15      | 1.1250%  | 0.0000% | $1400000.00        | $1395817.50        | Corporate Debt Securities |
| EMERSON ELECTRIC CO                                      | 2028-12-21      | 2.0000%  | 0.0000% | $382000.00         | $363225.55         | Corporate Debt Securities |
| EASTMAN CHEMICAL COMPANY                                 | 2034-02-20      | 5.6250%  | 0.0000% | $14097000.00       | $14714783.40       | Corporate Debt Securities |
| EASTMAN CHEMICAL COMPANY                                 | 2029-08-01      | 5.0000%  | 0.0000% | $2045000.00        | $2108497.25        | Corporate Debt Securities |
| EBAY INC                                                 | 2027-06-05      | 3.6000%  | 0.0000% | $220000.00         | $221757.80         | Corporate Debt Securities |
| EBAY INC                                                 | 2026-05-10      | 1.4000%  | 0.0000% | $20000.00          | $19842.20          | Corporate Debt Securities |
| EBAY INC                                                 | 2032-11-22      | 6.3000%  | 0.0000% | $867000.00         | $977702.90         | Corporate Debt Securities |
| ECOLAB INC                                               | 2028-06-15      | 4.3000%  | 0.0000% | $401000.00         | $410984.45         | Corporate Debt Securities |
| UNIVERSAL HEALTH SERVICES INC                            | 2032-01-15      | 2.6500%  | 0.0000% | $14300000.00       | $12651821.72       | Corporate Debt Securities |
| RTX CORP                                                 | 2026-11-01      | 2.6500%  | 0.0000% | $10000.00          | $9994.20           | Corporate Debt Securities |
| RTX CORP                                                 | 2027-05-04      | 3.1250%  | 0.0000% | $469000.00         | $469799.45         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2029-01-15      | 4.2500%  | 0.0000% | $4012000.00        | $4086398.08        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2031-01-15      | 4.6500%  | 0.0000% | $332000.00         | $343211.92         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2031-01-15      | 4.6500%  | 0.0000% | $495000.00         | $511716.56         | Corporate Debt Securities |
| REPUBLIC SERVICES INC                                    | 2026-07-01      | 2.9000%  | 0.0000% | $405000.00         | $405776.25         | Corporate Debt Securities |
| REPUBLIC SERVICES INC                                    | 2029-04-01      | 4.8750%  | 0.0000% | $75000.00          | $77170.69          | Corporate Debt Securities |
| REPUBLIC SERVICES INC                                    | 2029-04-01      | 4.8750%  | 0.0000% | $128000.00         | $131704.64         | Corporate Debt Securities |
| RTX CORP                                                 | 2027-03-15      | 3.5000%  | 0.0000% | $191000.00         | $190410.23         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                        | 2026-02-28      | 2.9500%  | 0.0000% | $1485000.00        | $1486102.61        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                        | 2026-09-20      | 2.5000%  | 0.0000% | $560000.00         | $555188.04         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                        | 2027-02-26      | 4.8000%  | 0.0000% | $796000.00         | $811821.83         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                        | 2034-02-26      | 5.0500%  | 0.0000% | $786000.00         | $819489.93         | Corporate Debt Securities |
| RELX CAPITAL INC                                         | 2035-03-27      | 5.2500%  | 0.0000% | $1000.00           | $1042.58           | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                                  | 2032-07-08      | 6.2500%  | 0.0000% | $399000.00         | $348935.25         | Corporate Debt Securities |
| RWE FINANCE US LLC                                       | 2035-09-18      | 5.1250%  | 0.0000% | $665000.00         | $661549.67         | Corporate Debt Securities |
| EQUIFAX INC                                              | 2028-06-01      | 5.1000%  | 0.0000% | $597000.00         | $621930.72         | Corporate Debt Securities |
| EQUINOR ASA                                              | 2028-09-10      | 3.6250%  | 0.0000% | $273000.00         | $271985.73         | Corporate Debt Securities |
| EQUINOR ASA                                              | 2030-04-06      | 3.1250%  | 0.0000% | $1000.00           | $962.17            | Corporate Debt Securities |
| EQUINOR ASA                                              | 2026-01-22      | 1.7500%  | 0.0000% | $1945000.00        | $1943743.31        | Corporate Debt Securities |
| EQUINOR ASA                                              | 2030-05-22      | 2.3750%  | 0.0000% | $753000.00         | $707536.58         | Corporate Debt Securities |
| CIMIC FINANCE (USA) PTY LTD                              | 2034-03-25      | 7.0000%  | 0.0000% | $197000.00         | $217195.56         | Corporate Debt Securities |
| CIMIC FINANCE (USA) PTY LTD                              | 2034-03-25      | 7.0000%  | 0.0000% | $201000.00         | $221605.63         | Corporate Debt Securities |
| EVERSOURCE ENERGY                                        | 2027-03-01      | 2.9000%  | 0.0000% | $436000.00         | $430861.01         | Corporate Debt Securities |
| EVERSOURCE ENERGY                                        | 2028-03-01      | 5.4500%  | 0.0000% | $116000.00         | $120027.91         | Corporate Debt Securities |
| EVERSOURCE ENERGY                                        | 2029-02-01      | 5.9500%  | 0.0000% | $306000.00         | $325255.05         | Corporate Debt Securities |
| EVERSOURCE ENERGY                                        | 2031-04-15      | 5.8500%  | 0.0000% | $856000.00         | $907171.68         | Corporate Debt Securities |
| EVERSOURCE ENERGY                                        | 2030-12-15      | 4.4500%  | 0.0000% | $100000.00         | $99921.06          | Corporate Debt Securities |
| EXELON CORPORATION                                       | 2027-03-15      | 2.7500%  | 0.0000% | $604000.00         | $595032.95         | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                              | 2029-07-26      | 3.8750%  | 0.0000% | $9700000.00        | $9634991.14        | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                              | 2034-07-01      | 5.8750%  | 0.0000% | $19603000.00       | $20826621.98       | Corporate Debt Securities |
| GILEAD SCIENCES INC                                      | 2029-11-15      | 4.8000%  | 0.0000% | $360000.00         | $377580.00         | Corporate Debt Securities |
| GILDAN ACTIVEWEAR INC.                                   | 2035-10-07      | 5.4000%  | 0.0000% | $36481000.00       | $36462759.50       | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2030-10-06      | 6.3750%  | 0.0000% | $163000.00         | $176846.37         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                                     | 2032-08-15      | 5.4000%  | 0.0000% | $4682000.00        | $4824613.72        | Corporate Debt Securities |
| GEORGIA POWER COMPANY                                    | 2028-05-16      | 4.6500%  | 0.0000% | $121000.00         | $125372.03         | Corporate Debt Securities |
| GEORGIA POWER COMPANY                                    | 2028-05-16      | 4.6500%  | 0.0000% | $533000.00         | $552258.62         | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2027-04-15      | 3.7500%  | 0.0000% | $1710000.00        | $1703085.90        | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2029-04-15      | 3.3750%  | 0.0000% | $1200000.00        | $1169496.00        | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2026-02-15      | 1.5000%  | 0.0000% | $469000.00         | $466639.37         | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2032-03-15      | 2.7000%  | 0.0000% | $1317000.00        | $1184904.90        | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2033-01-15      | 4.6250%  | 0.0000% | $3329000.00        | $3321164.83        | Corporate Debt Securities |
| UBER TECHNOLOGIES INC                                    | 2030-01-15      | 4.3000%  | 0.0000% | $10000000.00       | $10158011.11       | Corporate Debt Securities |
| UNILEVER CAPITAL CORP                                    | 2026-07-28      | 2.0000%  | 0.0000% | $1470000.00        | $1457220.80        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                                | 2032-02-14      | 2.8000%  | 0.0000% | $555000.00         | $511581.73         | Corporate Debt Securities |
| TRITON CONTAINER INTERNATIONAL LTD                       | 2026-04-15      | 2.0500%  | 0.0000% | $345000.00         | $341465.19         | Corporate Debt Securities |
| TYSON FOODS INC                                          | 2026-03-01      | 4.0000%  | 0.0000% | $28000.00          | $28152.51          | Corporate Debt Securities |
| TYSON FOODS INC                                          | 2029-03-15      | 5.4000%  | 0.0000% | $1150000.00        | $1195137.50        | Corporate Debt Securities |
| HF SINCLAIR CORP                                         | 2030-10-01      | 4.5000%  | 0.0000% | $600000.00         | $594504.00         | Corporate Debt Securities |
| HF SINCLAIR CORP                                         | 2031-01-15      | 5.7500%  | 0.0000% | $300000.00         | $316287.17         | Corporate Debt Securities |
| AT&T INC                                                 | 2027-06-01      | 2.3000%  | 0.0000% | $1322000.00        | $1297983.67        | Corporate Debt Securities |
| AT&T INC                                                 | 2027-06-01      | 2.3000%  | 0.0000% | $4539000.00        | $4456541.50        | Corporate Debt Securities |
| AT&T INC                                                 | 2032-11-01      | 4.5500%  | 0.0000% | $38000.00          | $38008.98          | Corporate Debt Securities |
| WEC ENERGY GROUP INC                                     | 2027-10-01      | 5.1500%  | 0.0000% | $16000.00          | $16366.75          | Corporate Debt Securities |
| WALMART INC                                              | 2026-07-08      | 3.0500%  | 0.0000% | $1266000.00        | $1270992.61        | Corporate Debt Securities |
| WALMART INC                                              | 2026-07-08      | 3.0500%  | 0.0000% | $3900000.00        | $3915380.08        | Corporate Debt Securities |
| WALMART INC                                              | 2027-04-28      | 4.6613%  | 0.0000% | $3000.00           | $3011.82           | Corporate Debt Securities |
| WALMART INC                                              | 2030-04-28      | 4.3500%  | 0.0000% | $264000.00         | $268140.18         | Corporate Debt Securities |
| AS MILEAGE PLAN IP LTD                                   | 2029-10-20      | 5.0210%  | 0.0000% | $3000.00           | $2999.50           | Corporate Debt Securities |
| AS MILEAGE PLAN IP LTD                                   | 2031-10-20      | 5.3080%  | 0.0000% | $950000.00         | $947002.22         | Corporate Debt Securities |
| ABBVIE INC                                               | 2029-11-21      | 3.2000%  | 0.0000% | $352000.00         | $345259.98         | Corporate Debt Securities |
| ABBVIE INC                                               | 2027-03-15      | 4.8000%  | 0.0000% | $399000.00         | $405524.98         | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                                    | 2029-10-04      | 4.0500%  | 0.0000% | $6733000.00        | $6750219.65        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                                    | 2031-10-04      | 4.2500%  | 0.0000% | $2709000.00        | $2712135.67        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                                    | 2034-10-04      | 4.5000%  | 0.0000% | $820000.00         | $812173.10         | Corporate Debt Securities |
| GULFSTREAM NATURAL GAS SYSTEM LL                         | 2035-07-23      | 5.6000%  | 0.0000% | $20000.00          | $20819.09          | Corporate Debt Securities |
| AIR LIQUIDE FINANCE SA                                   | 2026-09-27      | 2.5000%  | 0.0000% | $1000000.00        | $990051.67         | Corporate Debt Securities |
| ADOBE INC                                                | 2027-02-01      | 2.1500%  | 0.0000% | $133000.00         | $131017.63         | Corporate Debt Securities |
| ADOBE INC                                                | 2029-04-04      | 4.8000%  | 0.0000% | $5530000.00        | $5695512.90        | Corporate Debt Securities |
| ADOBE INC                                                | 2028-01-17      | 4.7500%  | 0.0000% | $2608000.00        | $2693548.20        | Corporate Debt Securities |
| ADOBE INC                                                | 2030-01-17      | 4.9500%  | 0.0000% | $9000.00           | $9440.01           | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC                               | 2026-09-24      | 4.2120%  | 0.0000% | $75000.00          | $75501.68          | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                              | 2028-02-15      | 4.9500%  | 0.0000% | $726000.00         | $748789.14         | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                              | 2032-02-01      | 4.7500%  | 0.0000% | $3581000.00        | $3692458.63        | Corporate Debt Securities |
| AGILENT TECH INC                                         | 2031-03-12      | 2.3000%  | 0.0000% | $13000.00          | $11735.89          | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                                    | 2026-09-22      | 3.5000%  | 0.0000% | $728000.00         | $724972.73         | Corporate Debt Securities |
| HOME DEPOT INC                                           | 2027-04-15      | 2.5000%  | 0.0000% | $499000.00         | $490118.35         | Corporate Debt Securities |
| HOME DEPOT INC                                           | 2035-09-15      | 4.6500%  | 0.0000% | $1000000.00        | $1000271.67        | Corporate Debt Securities |
| HYATT HOTELS CORP                                        | 2031-12-15      | 5.3750%  | 0.0000% | $1744000.00        | $1826099.77        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2026-09-27      | 2.7500%  | 0.0000% | $13000000.00       | $12850983.89       | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2028-06-15      | 2.0000%  | 0.0000% | $175000.00         | $166243.97         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2028-06-15      | 2.0000%  | 0.0000% | $428000.00         | $406585.26         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2028-03-30      | 5.6000%  | 0.0000% | $307000.00         | $316954.99         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2030-06-26      | 5.7000%  | 0.0000% | $272000.00         | $289694.05         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2031-01-08      | 5.4000%  | 0.0000% | $22000.00          | $23073.82          | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2031-06-24      | 5.4000%  | 0.0000% | $13300000.00       | $13993462.00       | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2028-01-07      | 5.0000%  | 0.0000% | $4159000.00        | $4284989.97        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2030-01-08      | 5.3000%  | 0.0000% | $67000.00          | $70042.21          | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2030-03-27      | 5.1500%  | 0.0000% | $386000.00         | $396234.36         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2026-11-02      | 3.5000%  | 0.0000% | $9000.00           | $9070.77           | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2026-01-08      | 1.3000%  | 0.0000% | $223000.00         | $222600.95         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2030-01-08      | 5.3000%  | 0.0000% | $200000.00         | $209081.22         | Corporate Debt Securities |
| HYUNDAI CAP SVC                                          | 2028-01-22      | 5.2500%  | 0.0000% | $216000.00         | $223430.76         | Corporate Debt Securities |
| SMURFIT KAPPA TREASURY UNLIMITED CO                      | 2034-04-03      | 5.4380%  | 0.0000% | $200000.00         | $208019.70         | Corporate Debt Securities |
| SODEXO INC                                               | 2031-04-16      | 2.7180%  | 0.0000% | $1200000.00        | $1087251.00        | Corporate Debt Securities |
| SOFTBANK CORP                                            | 2035-07-09      | 5.3320%  | 0.0000% | $650000.00         | $668850.22         | Corporate Debt Securities |
| SOFTBANK CORP                                            | 2035-07-09      | 5.3320%  | 0.0000% | $1995000.00        | $2052855.66        | Corporate Debt Securities |
| SKYMILES IP LTD                                          | 2028-10-20      | 4.7500%  | 0.0000% | $366372.00         | $369493.29         | Corporate Debt Securities |
| SKYMILES IP LTD                                          | 2028-10-20      | 4.7500%  | 0.0000% | $1414000.00        | $1426046.49        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2029-03-01      | 4.2000%  | 0.0000% | $1480000.00        | $1474583.20        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2029-08-01      | 2.8500%  | 0.0000% | $200000.00         | $190067.00         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2029-08-01      | 2.8500%  | 0.0000% | $12558000.00       | $11934306.93       | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2031-06-01      | 2.5000%  | 0.0000% | $142000.00         | $128026.73         | Corporate Debt Securities |
| ROCKWELL AUTOMATION INC                                  | 2031-08-15      | 1.7500%  | 0.0000% | $444000.00         | $390588.77         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                                | 2032-03-15      | 3.8000%  | 0.0000% | $27791000.00       | $26409231.48       | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                                | 2029-02-15      | 5.0000%  | 0.0000% | $8017000.00        | $8254516.99        | Corporate Debt Securities |
| RYDER SYSTEM INC                                         | 2030-03-15      | 5.0000%  | 0.0000% | $329000.00         | $338859.76         | Corporate Debt Securities |
| SK HYNIX INC                                             | 2029-01-16      | 5.5000%  | 0.0000% | $331000.00         | $347192.15         | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                              | 2027-03-12      | 4.3750%  | 0.0000% | $1264000.00        | $1279930.61        | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                              | 2028-03-14      | 4.5000%  | 0.0000% | $797000.00         | $810493.21         | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                              | 2032-03-14      | 5.0000%  | 0.0000% | $686000.00         | $711888.88         | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                       | 2027-03-10      | 2.3140%  | 0.0000% | $7563000.00        | $7442205.02        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                       | 2033-11-13      | 5.5930%  | 0.0000% | $500000.00         | $550585.33         | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                       | 2031-03-08      | 4.9090%  | 0.0000% | $743000.00         | $772324.08         | Corporate Debt Securities |
| S&P GLOBAL INC                                           | 2027-03-01      | 2.4500%  | 0.0000% | $4000.00           | $3936.45           | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC.                                | 2031-04-01      | 1.7300%  | 0.0000% | $450000.00         | $388031.25         | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC.                                | 2028-12-01      | 2.2720%  | 0.0000% | $783000.00         | $743142.69         | Corporate Debt Securities |
| BAYER US FINANCE LLC                                     | 2033-11-21      | 6.5000%  | 0.0000% | $8974000.00        | $9970283.51        | Corporate Debt Securities |
| BAYPORT POLYMERS LLC                                     | 2027-04-14      | 4.7430%  | 0.0000% | $1606000.00        | $1612086.34        | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                             | 2027-06-06      | 3.7000%  | 0.0000% | $3104000.00        | $3129182.06        | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                             | 2029-06-07      | 5.0810%  | 0.0000% | $8000.00           | $8383.15           | Corporate Debt Securities |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA) | 2034-02-15      | 5.2000%  | 0.0000% | $973000.00         | $997950.96         | Corporate Debt Securities |
| WASTE MANAGEMENT INC                                     | 2030-02-15      | 4.6250%  | 0.0000% | $693000.00         | $712531.44         | Corporate Debt Securities |
| WASTE MANAGEMENT INC                                     | 2030-03-15      | 4.6500%  | 0.0000% | $239000.00         | $245025.59         | Corporate Debt Securities |
| WASTE MANAGEMENT INC                                     | 2032-03-15      | 4.8000%  | 0.0000% | $15000.00          | $15436.85          | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                            | 2030-10-15      | 4.6000%  | 0.0000% | $33000.00          | $33076.67          | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                            | 2030-10-15      | 4.6000%  | 0.0000% | $200000.00         | $200464.67         | Corporate Debt Securities |
| VMWARE LLC                                               | 2026-08-15      | 1.4000%  | 0.0000% | $15526000.00       | $15245531.44       | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                  | 2030-05-13      | 3.7500%  | 0.0000% | $327000.00         | $321022.44         | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                  | 2034-03-22      | 5.6000%  | 0.0000% | $1246000.00        | $1287724.39        | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC                                   | 2027-09-15      | 1.4000%  | 0.0000% | $153000.00         | $145971.01         | Corporate Debt Securities |
| ROSS STORES INC                                          | 2027-04-15      | 4.7000%  | 0.0000% | $100000.00         | $100454.89         | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                              | 2033-02-01      | 6.0000%  | 0.0000% | $779000.00         | $810832.54         | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                       | 2030-09-02      | 2.2000%  | 0.0000% | $19000.00          | $17199.83          | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                       | 2031-03-25      | 4.4500%  | 0.0000% | $974000.00         | $973287.90         | Corporate Debt Securities |
| BLOCK FINANCIAL LLC                                      | 2032-09-15      | 5.3750%  | 0.0000% | $2039000.00        | $2091901.57        | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                    | 2029-09-04      | 2.2500%  | 0.0000% | $4000.00           | $3767.29           | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                    | 2030-05-04      | 1.7500%  | 0.0000% | $100000.00         | $91307.42          | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                    | 2032-08-16      | 3.6500%  | 0.0000% | $9426000.00        | $9135812.74        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                                   | 2029-03-15      | 4.9000%  | 0.0000% | $250000.00         | $256222.78         | Corporate Debt Securities |
| THERMO FISHER                                            | 2029-10-01      | 2.6000%  | 0.0000% | $600000.00         | $568756.00         | Corporate Debt Securities |
| THERMO FISHER                                            | 2030-08-10      | 4.9770%  | 0.0000% | $480000.00         | $501555.96         | Corporate Debt Securities |
| THERMO FISHER                                            | 2032-10-07      | 4.4730%  | 0.0000% | $10000.00          | $10058.82          | Corporate Debt Securities |
| TELEDYNE TECHNOLOGIES INC                                | 2028-04-01      | 2.2500%  | 0.0000% | $86000.00          | $82421.97          | Corporate Debt Securities |
| TAPESTRY INC                                             | 2030-03-11      | 5.1000%  | 0.0000% | $10000.00          | $10314.53          | Corporate Debt Securities |
| TARGA RESOURCES PARTNERS LP                              | 2029-01-15      | 6.8750%  | 0.0000% | $560000.00         | $580772.11         | Corporate Debt Securities |
| TARGET CORPORATION                                       | 2027-01-15      | 1.9500%  | 0.0000% | $2574000.00        | $2532228.27        | Corporate Debt Securities |
| TTX CO                                                   | 2026-09-25      | 5.5000%  | 0.0000% | $500000.00         | $508190.00         | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD                             | 2034-07-05      | 5.3000%  | 0.0000% | $1772000.00        | $1859927.62        | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD                             | 2034-07-05      | 5.3000%  | 0.0000% | $5431000.00        | $5700489.24        | Corporate Debt Securities |

### Security 260: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRWL2H6D5
- **C.18 - Value (incl. sponsor support):** $274000000.00
- **C.18.a - Value (excl. sponsor support):** $274000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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     |
|:---|:---|:---|:---|:---|:---|:---|
| NATIONAL AUSTRALIA BANK LTD       | 2029-07-05      | 0.0000%  | 0.0000% | $53690000.00       | $53774263.47       | Money Market |
| NATIXIS (NEW YORK BRANCH)         | 2026-02-24      | 4.3200%  | 0.0000% | $15000000.00       | $15013270.83       | Money Market |
| SFP FUNDING LLC                   | 2025-11-04      | 0.0000%  | 0.0000% | $100081000.00      | $100037264.60      | Money Market |
| SFP FUNDING LLC                   | 2025-11-06      | 0.0000%  | 0.0000% | $87444138.00       | $87316032.34       | Money Market |
| CREDIT AGRICOLE CORPORATE AND IN  | 2026-02-13      | 4.2800%  | 0.0000% | $950000.00         | $963388.93         | Money Market |
| MIZUHO BANK LTD (NEW YORK BRANCH) | 2026-02-12      | 4.5000%  | 0.0000% | $15250000.00       | $15284249.81       | Money Market |
| MIZUHO BANK LTD (NEW YORK BRANCH) | 2026-01-27      | 4.5200%  | 0.0000% | $15300000.00       | $15311530.25       | Money Market |

### Security 261: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.950000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRWPU4NG8
- **C.18 - Value (incl. sponsor support):** $498000000.00
- **C.18.a - Value (excl. sponsor support):** $498000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GALVESTON TEX                                   | 2034-05-01      | 5.0000%  | 0.0000% | $265000.00         | $308181.75         | Other Instrument                          |
| UNIVERSITY OF TEXAS SYSTEM                      | 2050-08-15      | 3.5000%  | 0.0000% | $1000000.00        | $846838.89         | Other Instrument                          |
| UNIVERSITY OF UTAH                              | 2033-08-01      | 5.0000%  | 0.0000% | $45000.00          | $51900.75          | Other Instrument                          |
| ELGIN TEX INDPT SCH DIST                        | 2033-08-01      | 5.0000%  | 0.0000% | $85000.00          | $99416.85          | Other Instrument                          |
| CENTRAL FLORIDA TOURISM OVERSIGHT DISTRICT      | 2038-06-01      | 2.7310%  | 0.0000% | $415000.00         | $345329.45         | Other Instrument                          |
| TAYLOR CNTY TEX                                 | 2033-02-15      | 5.0000%  | 0.0000% | $290000.00         | $334737.01         | Other Instrument                          |
| IRION CNTY TEX INDPT SCH DIST                   | 2033-08-15      | 5.0000%  | 0.0000% | $240000.00         | $280359.73         | Other Instrument                          |
| COMMISSIONER OF IRON RANGE RES                  | 2035-10-01      | 5.0000%  | 0.0000% | $65000.00          | $74475.48          | Other Instrument                          |
| CONROE TEX INDPT SCH DIST                       | 2040-02-15      | 5.0000%  | 0.0000% | $170000.00         | $191512.74         | Other Instrument                          |
| SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST    | 2036-07-01      | 3.0000%  | 0.0000% | $125000.00         | $122307.50         | Other Instrument                          |
| NEW YORK CITY TRANSITIONAL FIN AUTH             | 2038-11-01      | 4.0000%  | 0.0000% | $720000.00         | $739922.40         | Other Instrument                          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY | 2045-06-15      | 5.0000%  | 0.0000% | $235000.00         | $252746.94         | Other Instrument                          |
| NEW YORK CITY TRANSITIONAL FIN AUTH             | 2046-05-01      | 4.0000%  | 0.0000% | $295000.00         | $285368.25         | Other Instrument                          |
| NEW YORK CITY TRANSITIONAL FIN AUTH             | 2046-11-01      | 5.0000%  | 0.0000% | $775000.00         | $839844.25         | Other Instrument                          |
| NEW YORK CITY OF                                | 2046-09-01      | 5.2500%  | 0.0000% | $35000.00          | $37779.70          | Other Instrument                          |
| NEW YORK CITY OF                                | 2037-02-01      | 5.6800%  | 0.0000% | $360000.00         | $388677.60         | Other Instrument                          |
| MAIN STREET NATURAL GAS INC GA                  | 2035-12-01      | 5.0000%  | 0.0000% | $70000.00          | $77810.91          | Other Instrument                          |
| FNMA_22-3C                                      | 2052-02-25      | 0.0000%  | 0.0000% | $108674287.00      | $389584.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5289                                      | 2053-01-25      | 1.6172%  | 0.0000% | $150000000.00      | $5474906.64        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                      | 2052-01-20      | 0.0000%  | 0.0000% | $108371129.00      | $504598.85         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1J                                      | 2052-01-20      | 0.0000%  | 0.0000% | $115618016.00      | $422914.61         | Agency Collateralized Mortgage Obligation |
| GNMA_22-34H                                     | 2052-02-20      | 0.0000%  | 0.0000% | $149333282.00      | $15758.77          | Agency Collateralized Mortgage Obligation |
| GNMA_22-22C                                     | 2052-02-20      | 0.0000%  | 0.0000% | $50000000.00       | $157476.56         | Agency Collateralized Mortgage Obligation |
| GNMA_23-63H                                     | 2053-05-20      | 7.0261%  | 0.0000% | $14929735.00       | $12680540.64       | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                    | 2063-09-20      | 0.0000%  | 0.0000% | $43917050.00       | $12168907.13       | Agency Collateralized Mortgage Obligation |
| GNMA_24-4B                                      | 2054-01-20      | 1.5162%  | 0.0000% | $185000000.00      | $7986688.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-42H                                     | 2054-03-20      | 7.0000%  | 0.0000% | $59162651.00       | $12597010.85       | Agency Collateralized Mortgage Obligation |
| GNMA_24-61C                                     | 2054-04-20      | 7.0000%  | 0.0000% | $45094359.00       | $9464654.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164E                                    | 2054-01-20      | 7.5000%  | 0.0000% | $59657397.00       | $9510498.92        | Agency Collateralized Mortgage Obligation |
| GNMA_21-142A                                    | 2051-08-20      | 0.0000%  | 0.0000% | $50000000.00       | $191078.12         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160R                                    | 2051-09-20      | 0.0000%  | 0.0000% | $79738541.00       | $347584.87         | Agency Collateralized Mortgage Obligation |
| FNSTR_437                                       | 2053-05-25      | 4.0000%  | 0.0000% | $75823306.00       | $13585080.11       | Agency Collateralized Mortgage Obligation |
| FNSTR_437                                       | 2053-05-25      | 5.5000%  | 0.0000% | $38958778.00       | $6859603.42        | Agency Collateralized Mortgage Obligation |
| COTY INC                                        | 2031-01-15      | 5.6000%  | 0.0000% | $10457000.00       | $10531755.93       | Corporate Debt Securities                 |
| COX COMMUNICATIONS INC                          | 2026-09-15      | 3.3500%  | 0.0000% | $11343000.00       | $11310225.03       | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                             | 2033-07-25      | 4.9120%  | 0.0000% | $25470000.00       | $26345879.34       | Corporate Debt Securities                 |
| MORGAN STANLEY                                  | 2032-10-20      | 2.5110%  | 0.0000% | $22835000.00       | $20459868.85       | Corporate Debt Securities                 |
| MORGAN STANLEY                                  | 2033-01-21      | 2.9430%  | 0.0000% | $23048000.00       | $21199665.64       | Corporate Debt Securities                 |
| MORGAN STANLEY                                  | 2029-10-18      | 4.0400%  | 0.0000% | $15239000.00       | $15271978.30       | Corporate Debt Securities                 |
| FS KKR CAPITAL CORP                             | 2027-07-15      | 3.2500%  | 0.0000% | $22960000.00       | $22251212.04       | Corporate Debt Securities                 |
| AMERICAN NATIONAL GROUP INC                     | 2032-06-13      | 6.1440%  | 0.0000% | $19476000.00       | $20868183.43       | Corporate Debt Securities                 |
| LAMB WESTON HOLDINGS INC                        | 2028-05-15      | 4.8750%  | 0.0000% | $13599000.00       | $13912309.63       | Corporate Debt Securities                 |
| ENBRIDGE INC                                    | 2078-03-01      | 6.2500%  | 0.0000% | $2977000.00        | $3045748.03        | Corporate Debt Securities                 |
| ENBRIDGE INC                                    | 2051-08-01      | 3.4000%  | 0.0000% | $6000000.00        | $4212333.33        | Corporate Debt Securities                 |
| LADDER CAPITAL FINANCE HOLDINGS LLLP            | 2027-02-01      | 4.2500%  | 0.0000% | $1001000.00        | $1001495.50        | Corporate Debt Securities                 |
| MPLX LP                                         | 2052-03-14      | 4.9500%  | 0.0000% | $2383000.00        | $2061205.64        | Corporate Debt Securities                 |
| MPT Opt Partner                                 | 2032-02-15      | 8.5000%  | 0.0000% | $3524000.00        | $3747965.86        | Corporate Debt Securities                 |
| CANADIAN NATURAL RESOURCES LTD                  | 2027-06-01      | 3.8500%  | 0.0000% | $8982000.00        | $9074287.55        | Corporate Debt Securities                 |
| PROTECTIVE LIFE GLOBAL FUNDING                  | 2028-09-11      | 5.0849%  | 0.0000% | $10964000.00       | $11071102.85       | Corporate Debt Securities                 |
| ORACLE CORPORATION                              | 2039-07-08      | 6.1250%  | 0.0000% | $23000.00          | $24270.19          | Corporate Debt Securities                 |
| ORACLE CORPORATION                              | 2055-09-26      | 5.9500%  | 0.0000% | $1000.00           | $968.09            | Corporate Debt Securities                 |
| BARCLAYS PLC                                    | 2034-05-09      | 6.2240%  | 0.0000% | $22550000.00       | $25024952.70       | Corporate Debt Securities                 |
| NATIONWIDE MUT INS CO                           | 2050-04-30      | 4.3500%  | 0.0000% | $9810000.00        | $7861635.90        | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY LLC                   | 2026-06-10      | 6.9500%  | 0.0000% | $4226000.00        | $4393226.34        | Corporate Debt Securities                 |
| ALTRIA GROUP INC                                | 2041-02-04      | 3.4000%  | 0.0000% | $4222000.00        | $3316198.05        | Corporate Debt Securities                 |
| NISOURCE INC.                                   | 2045-02-01      | 5.6500%  | 0.0000% | $7912000.00        | $8061892.84        | Corporate Debt Securities                 |
| NOVA CHEMICALS CORP                             | 2027-06-01      | 5.2500%  | 0.0000% | $5783000.00        | $5913922.30        | Corporate Debt Securities                 |
| NOVA CHEMICALS CORP                             | 2029-05-15      | 4.2500%  | 0.0000% | $11509000.00       | $11402301.98       | Corporate Debt Securities                 |
| VENTURE GLOBAL CALCASIEU PASS LLC               | 2029-08-15      | 3.8750%  | 0.0000% | $11106000.00       | $10590021.41       | Corporate Debt Securities                 |
| VERISK ANALYTICS INC                            | 2050-05-15      | 3.6250%  | 0.0000% | $11088000.00       | $8453217.08        | Corporate Debt Securities                 |
| GFL ENVIRONMENTAL INC                           | 2028-08-01      | 4.0000%  | 0.0000% | $7499000.00        | $7421976.94        | Corporate Debt Securities                 |
| AMERICAN NATIONAL GROUP INC                     | 2027-06-15      | 5.0000%  | 0.0000% | $5532000.00        | $5668302.33        | Corporate Debt Securities                 |
| TRAVEL + LEISURE CO                             | 2026-07-31      | 6.6250%  | 0.0000% | $10038000.00       | $10277130.26       | Corporate Debt Securities                 |
| WINTRUST FINANCIAL CORPORATION                  | 2029-06-06      | 4.8500%  | 0.0000% | $9306000.00        | $9380678.06        | Corporate Debt Securities                 |
| TWDC ENTERPRISES 18 CORP                        | 2041-12-01      | 4.1250%  | 0.0000% | $2185000.00        | $1956487.24        | Corporate Debt Securities                 |
| CAPITAL ONE FIN CORP                            | 2034-11-02      | 7.9640%  | 0.0000% | $7438000.00        | $9072342.65        | Corporate Debt Securities                 |
| BROADCOM INC                                    | 2037-05-15      | 4.9260%  | 0.0000% | $27356000.00       | $27924576.22       | Corporate Debt Securities                 |
| LPL HOLDINGS INC                                | 2029-03-15      | 4.0000%  | 0.0000% | $12582000.00       | $12360067.50       | Corporate Debt Securities                 |
| KINDER MORGAN ENERGY PARTNERS LP                | 2040-11-15      | 7.5000%  | 0.0000% | $5743000.00        | $6995222.86        | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP INC/THE                     | 2029-10-21      | 4.1530%  | 0.0000% | $311000.00         | $310391.56         | Corporate Debt Securities                 |
| UBS GROUP AG                                    | 2043-02-11      | 3.1790%  | 0.0000% | $11000000.00       | $8574787.53        | Corporate Debt Securities                 |
| HCA INC                                         | 2039-06-15      | 5.1250%  | 0.0000% | $12000.00          | $12005.65          | Corporate Debt Securities                 |
| HCA INC                                         | 2051-07-15      | 3.5000%  | 0.0000% | $135000.00         | $95638.80          | Corporate Debt Securities                 |
| WELLS FARGO & COMPANY                           | 2051-04-04      | 5.0130%  | 0.0000% | $14500000.00       | $13705106.38       | Corporate Debt Securities                 |
| ACCIDENT FUND INSURANCE COMPANY OF AMERICA      | 2032-08-01      | 8.5000%  | 0.0000% | $16451000.00       | $16804861.01       | Corporate Debt Securities                 |
| SIRIUS XM RADIO LLC                             | 2027-08-01      | 5.0000%  | 0.0000% | $147000.00         | $148587.60         | Corporate Debt Securities                 |
| RYAN SPECIALTY LLC                              | 2032-08-01      | 5.8750%  | 0.0000% | $4191000.00        | $4327951.40        | Corporate Debt Securities                 |
| SS&C TECH INC                                   | 2027-09-30      | 5.5000%  | 0.0000% | $12662000.00       | $12722313.33       | Corporate Debt Securities                 |
| TEXAS CAPITAL                                   | 2031-05-06      | 4.0000%  | 0.0000% | $2615000.00        | $2624765.57        | Corporate Debt Securities                 |
| TALLGRASS ENERGY PARTNERS LP                    | 2031-09-01      | 6.0000%  | 0.0000% | $1000.00           | $993.13            | Corporate Debt Securities                 |
| BROOKFIELD BRP HOLDINGS (CANADA) INC            | 2025-12-11      | 0.0000%  | 0.0000% | $448.00            | $445.85            | Money Market                              |

### Security 262: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| PARLI_21-2                                 | 2032-08-20      | 8.1652%  | 0.0000% | $250453.00         | $253986.96         | Asset-Backed Securities   |
| APEXC_21-1R                                | 2034-07-18      | 6.1791%  | 0.0000% | $250000.00         | $250503.05         | Asset-Backed Securities   |
| COBRA ACQUISITIONCO LLC                    | 2029-11-01      | 6.3750%  | 0.0000% | $592000.00         | $519737.52         | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC         | 2029-06-01      | 7.5000%  | 0.0000% | $2000.00           | $2032.74           | Corporate Debt Securities |
| COMMSCOPE LLC                              | 2028-07-01      | 7.1250%  | 0.0000% | $79000.00          | $81064.27          | Corporate Debt Securities |
| COMMSCOPE LLC                              | 2027-03-01      | 8.2500%  | 0.0000% | $516000.00         | $527130.12         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND                 | 2029-01-15      | 4.8500%  | 0.0000% | $4000.00           | $3965.35           | Corporate Debt Securities |
| ARMOR HOLDCO INC                           | 2029-11-15      | 8.5000%  | 0.0000% | $2392000.00        | $2490728.47        | Corporate Debt Securities |
| ATHENE HOLDING LTD                         | 2055-06-28      | 6.8750%  | 0.0000% | $16000.00          | $16462.41          | Corporate Debt Securities |
| ING GROEP NV                               | 2079-12-31      | 7.0000%  | 0.0000% | $35000.00          | $36687.93          | Corporate Debt Securities |
| ION PLATFORM FINANCE US INC                | 2028-05-01      | 4.6250%  | 0.0000% | $5000.00           | $4814.53           | Corporate Debt Securities |
| IRON MOUNTAIN INC                          | 2031-02-15      | 4.5000%  | 0.0000% | $593000.00         | $575749.63         | Corporate Debt Securities |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC | 2033-10-01      | 6.8750%  | 0.0000% | $5000.00           | $4986.78           | Corporate Debt Securities |
| APA CORP (US)                              | 2040-09-01      | 5.1000%  | 0.0000% | $2463000.00        | $2195665.98        | Corporate Debt Securities |
| MORGAN STANLEY                             | 2029-10-18      | 4.1330%  | 0.0000% | $1583000.00        | $1581073.88        | Corporate Debt Securities |
| HAWAIIAN ELECTRIC COMPANY INC              | 2033-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.56           | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO              | 2030-10-15      | 4.4000%  | 0.0000% | $1000.00           | $998.45            | Corporate Debt Securities |
| ENERGY TRANSFER LP                         | 2079-12-31      | 6.5000%  | 0.0000% | $1000.00           | $1033.61           | Corporate Debt Securities |
| ENTEGRIS INC                               | 2029-04-15      | 4.7500%  | 0.0000% | $37000.00          | $36900.14          | Corporate Debt Securities |
| HSBC HOLDINGS PLC                          | 2036-09-10      | 5.7410%  | 0.0000% | $22000.00          | $22682.52          | Corporate Debt Securities |
| HILCORP ENERGY I LP                        | 2031-02-01      | 6.0000%  | 0.0000% | $604000.00         | $581869.44         | Corporate Debt Securities |
| HILCORP ENERGY I LP                        | 2035-02-15      | 7.2500%  | 0.0000% | $2327000.00        | $2276610.11        | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC                      | 2027-11-01      | 8.7500%  | 0.0000% | $2496000.00        | $2565388.80        | Corporate Debt Securities |
| GRAY MEDIA INC                             | 2030-10-15      | 4.7500%  | 0.0000% | $153000.00         | $108937.70         | Corporate Debt Securities |
| GREAT LAKES DREDGE & DOCK CORP             | 2029-06-01      | 5.2500%  | 0.0000% | $23000.00          | $22757.92          | Corporate Debt Securities |
| LAND OLAKES INC                            | 2079-12-31      | 7.2500%  | 0.0000% | $1000.00           | $899.26            | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                      | 2030-10-15      | 3.8750%  | 0.0000% | $830.00            | $759.15            | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                      | 2034-03-31      | 7.0000%  | 0.0000% | $826.00            | $862.45            | Corporate Debt Securities |
| ENBRIDGE INC                               | 2083-01-15      | 7.3750%  | 0.0000% | $203000.00         | $213984.41         | Corporate Debt Securities |
| BKV UPSTREAM MIDSTREAM LLC                 | 2030-10-15      | 7.5000%  | 0.0000% | $1000.00           | $1007.15           | Corporate Debt Securities |
| BAFFINLAND IRON MINES CORP                 | 2026-07-15      | 8.7500%  | 0.0000% | $1681000.00        | $1563213.73        | Corporate Debt Securities |
| BANCO MACRO SA                             | 2029-06-23      | 8.0000%  | 0.0000% | $663000.00         | $688341.33         | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW           | 2036-01-20      | 0.0000%  | 0.0000% | $2184000.00        | $2140043.36        | Corporate Debt Securities |
| SOUTH AFRICA (REPUBLIC OF)                 | 2041-03-08      | 6.2500%  | 0.0000% | $100000.00         | $96548.78          | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC                   | 2027-05-01      | 8.3750%  | 0.0000% | $69016.00          | $68662.30          | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC                   | 2030-08-15      | 7.7500%  | 0.0000% | $331531.00         | $283572.10         | Corporate Debt Securities |
| SAMARCO MINERACAO SA                       | 2031-06-30      | 9.0000%  | 0.0000% | $11.00             | $11.06             | Corporate Debt Securities |
| US BANCORP                                 | 2029-02-01      | 4.6530%  | 0.0000% | $7000.00           | $7152.27           | Corporate Debt Securities |
| MPH ACQUISITION HOLDINGS LLC               | 2030-12-31      | 6.5000%  | 0.0000% | $1603.00           | $1771.32           | Corporate Debt Securities |
| M&T BK CORP                                | 2079-12-31      | 3.5000%  | 0.0000% | $1000.00           | $970.06            | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC              | 2030-03-01      | 5.5000%  | 0.0000% | $74000.00          | $64416.75          | Corporate Debt Securities |
| PROSPECT CAPITAL CORP                      | 2026-11-15      | 3.3640%  | 0.0000% | $1000.00           | $985.74            | Corporate Debt Securities |
| CAPITAL SOUTHWEST CORP                     | 2030-09-18      | 5.9500%  | 0.0000% | $1000.00           | $1010.24           | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST                   | 2029-06-15      | 8.3750%  | 0.0000% | $201000.00         | $207354.78         | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST                   | 2027-09-30      | 0.0000%  | 0.0000% | $2000.00           | $1767.52           | Corporate Debt Securities |
| CELANESE US HOLDINGS LLC                   | 2030-11-15      | 7.0500%  | 0.0000% | $3406000.00        | $3584673.08        | Corporate Debt Securities |
| CENTERPOINT ENERGY INC                     | 2056-04-01      | 5.9500%  | 0.0000% | $1000.00           | $1015.91           | Corporate Debt Securities |
| ORACLE CORPORATION                         | 2040-07-15      | 5.3750%  | 0.0000% | $2246000.00        | $2191975.59        | Corporate Debt Securities |
| ORACLE CORPORATION                         | 2051-03-25      | 3.9500%  | 0.0000% | $2209000.00        | $1600486.77        | Corporate Debt Securities |
| OPEN TEXT CORP                             | 2029-12-01      | 3.8750%  | 0.0000% | $2169000.00        | $2089719.13        | Corporate Debt Securities |
| PM GENERAL PURCHASER LLC                   | 2028-10-01      | 9.5000%  | 0.0000% | $2000.00           | $1821.17           | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC                     | 2039-09-15      | 7.6000%  | 0.0000% | $44000.00          | $44016.33          | Corporate Debt Securities |
| BANCO SANTANDER SA                         | 2079-12-31      | 4.7500%  | 0.0000% | $2600000.00        | $2589136.33        | Corporate Debt Securities |
| BANK OF AMERICA CORP                       | 2028-12-20      | 3.4190%  | 0.0000% | $7000.00           | $6980.97           | Corporate Debt Securities |
| NAVIENT CORP                               | 2031-03-15      | 11.5000% | 0.0000% | $1378000.00        | $1562520.32        | Corporate Debt Securities |
| QVC INC                                    | 2034-08-15      | 5.4500%  | 0.0000% | $2086000.00        | $931410.59         | Corporate Debt Securities |
| MELCO RESORTS FINANCE LTD                  | 2033-09-24      | 6.5000%  | 0.0000% | $9000.00           | $9075.78           | Corporate Debt Securities |
| CALUMET SPE                                | 2027-01-15      | 8.1250%  | 0.0000% | $1075000.00        | $1092483.38        | Corporate Debt Securities |
| MCDONALDS CORP                             | 2029-09-01      | 2.6250%  | 0.0000% | $11000.00          | $10483.83          | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                  | 2030-02-15      | 7.0000%  | 0.0000% | $91000.00          | $94958.30          | Corporate Debt Securities |
| ALTICE FINANCING SA                        | 2029-08-15      | 5.7500%  | 0.0000% | $3918000.00        | $2879883.46        | Corporate Debt Securities |
| ALTICE FINANCING SA                        | 2027-07-15      | 9.6250%  | 0.0000% | $1354000.00        | $1195680.73        | Corporate Debt Securities |
| ALTICE FINANCING SA                        | 2027-07-15      | 9.6250%  | 0.0000% | $2236000.00        | $1974551.04        | Corporate Debt Securities |
| HOWMET AEROSPACE INC                       | 2027-02-01      | 5.9000%  | 0.0000% | $20000.00          | $20726.80          | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC          | 2027-10-15      | 6.7500%  | 0.0000% | $1003000.00        | $1009328.93        | Corporate Debt Securities |
| ALTICE FRANCE SA (FRANCE)                  | 2029-11-01      | 9.5000%  | 0.0000% | $741.00            | $760.47            | Corporate Debt Securities |
| ALTICE FRANCE SA (FRANCE)                  | 2030-10-15      | 6.8750%  | 0.0000% | $254.00            | $249.75            | Corporate Debt Securities |
| ALTICE FRANCE SA (FRANCE)                  | 2033-01-15      | 10.0000% | 0.0000% | $669000.00         | $634396.35         | Corporate Debt Securities |
| GOL FINANCE INC                            | 2030-06-06      | 14.3750% | 0.0000% | $535000.00         | $547989.35         | Corporate Debt Securities |
| GOL FINANCE INC                            | 2030-06-06      | 14.3750% | 0.0000% | $6486000.00        | $6643474.68        | Corporate Debt Securities |
| GXO LOGISTICS INC                          | 2026-07-15      | 1.6500%  | 0.0000% | $271000.00         | $266969.78         | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC        | 2027-09-13      | 6.2775%  | 0.0000% | $2000.00           | $2011.51           | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC        | 2030-09-30      | 6.1250%  | 0.0000% | $2000.00           | $1997.61           | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC        | 2030-09-30      | 6.1250%  | 0.0000% | $2244000.00        | $2241316.86        | Corporate Debt Securities |
| NORDEA BANK ABP                            | 2079-12-31      | 6.6250%  | 0.0000% | $338000.00         | $342011.03         | Corporate Debt Securities |
| NOVA CHEMICALS CORP                        | 2029-05-15      | 4.2500%  | 0.0000% | $1660000.00        | $1644610.42        | Corporate Debt Securities |
| OCEANEERING INTL INC.                      | 2028-02-01      | 6.0000%  | 0.0000% | $1664000.00        | $1703852.80        | Corporate Debt Securities |
| OFFICE PROPERTIES INCOME TRUST             | 2029-03-31      | 9.0000%  | 0.0000% | $2313000.00        | $2383430.85        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                           | 2030-07-30      | 7.8750%  | 0.0000% | $1184000.00        | $1334021.68        | Corporate Debt Securities |
| VIKING CRUISES LTD                         | 2033-10-15      | 5.8750%  | 0.0000% | $57000.00          | $58103.15          | Corporate Debt Securities |
| VERSANT MEDIA GROUP INC                    | 2031-01-30      | 7.2500%  | 0.0000% | $239000.00         | $243295.49         | Corporate Debt Securities |
| NFE FINANCING LLC                          | 2029-11-15      | 12.0000% | 0.0000% | $145363.00         | $41476.91          | Corporate Debt Securities |
| NRG ENERGY INC                             | 2029-02-15      | 3.3750%  | 0.0000% | $1275000.00        | $1222744.13        | Corporate Debt Securities |
| NRG ENERGY INC                             | 2029-07-15      | 5.7500%  | 0.0000% | $1509000.00        | $1535725.23        | Corporate Debt Securities |
| FULL HOUSE RESORTS INC                     | 2028-02-15      | 8.2500%  | 0.0000% | $1169000.00        | $1006411.58        | Corporate Debt Securities |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP   | 2030-09-17      | 5.9500%  | 0.0000% | $1000.00           | $974.35            | Corporate Debt Securities |
| EQT CORP                                   | 2027-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1048.30           | Corporate Debt Securities |
| ONEOK INC                                  | 2034-11-01      | 5.0500%  | 0.0000% | $366000.00         | $371376.54         | Corporate Debt Securities |
| WOLVERINE WORLD WIDE INC                   | 2029-08-15      | 4.0000%  | 0.0000% | $975000.00         | $902318.08         | Corporate Debt Securities |
| YPF SA                                     | 2031-09-11      | 8.7500%  | 0.0000% | $974.00            | $1011.15           | Corporate Debt Securities |
| YUM! BRANDS INC.                           | 2030-01-15      | 4.7500%  | 0.0000% | $98000.00          | $99127.60          | Corporate Debt Securities |
| ZAYO GROUP HOLDINGS INC                    | 2030-09-09      | 9.0000%  | 0.0000% | $1200.00           | $1114.50           | Corporate Debt Securities |
| CELULOSA ARAUCO                            | 2050-01-29      | 5.1500%  | 0.0000% | $278000.00         | $245184.34         | Corporate Debt Securities |
| BRASKEM NETHERLANDS FINANCE BV             | 2028-01-10      | 4.5000%  | 0.0000% | $800000.00         | $378872.00         | Corporate Debt Securities |
| BOYD GAMING CORP                           | 2031-06-15      | 4.7500%  | 0.0000% | $406000.00         | $393641.13         | Corporate Debt Securities |
| DISH DBS CORP                              | 2028-07-01      | 7.3750%  | 0.0000% | $5703000.00        | $5447467.58        | Corporate Debt Securities |
| DISH DBS CORP                              | 2029-06-01      | 5.1250%  | 0.0000% | $1978000.00        | $1749391.00        | Corporate Debt Securities |
| MILLENNIUM ESCROW CORP                     | 2026-08-01      | 6.6250%  | 0.0000% | $90000.00          | $88790.63          | Corporate Debt Securities |
| KINGPIN INTERMEDIATE HOLDINGS LLC          | 2032-10-15      | 7.2500%  | 0.0000% | $1000.00           | $947.51            | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC           | 2030-04-01      | 6.1250%  | 0.0000% | $49000.00          | $40107.68          | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC           | 2043-09-01      | 5.1500%  | 0.0000% | $2000.00           | $1990.51           | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO          | 2028-01-15      | 3.8750%  | 0.0000% | $6000.00           | $5921.24           | Corporate Debt Securities |
| CVS HEALTH CORP                            | 2054-12-10      | 6.7500%  | 0.0000% | $8000.00           | $8528.38           | Corporate Debt Securities |
| CSC HOLDINGS LLC                           | 2028-02-01      | 5.3750%  | 0.0000% | $1249000.00        | $1061809.25        | Corporate Debt Securities |
| CSC HOLDINGS LLC                           | 2031-02-15      | 3.3750%  | 0.0000% | $3025000.00        | $1855005.63        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2030-07-01      | 4.5500%  | 0.0000% | $1000.00           | $1007.86           | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV                | 2033-07-03      | 6.5000%  | 0.0000% | $33000.00          | $35120.09          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC            | 2029-02-13      | 4.8750%  | 0.0000% | $2000.00           | $2063.95           | Corporate Debt Securities |
| ECOPETROL SA                               | 2031-11-02      | 4.6250%  | 0.0000% | $1000.00           | $918.38            | Corporate Debt Securities |
| ECOPETROL SA                               | 2031-11-02      | 4.6250%  | 0.0000% | $3000.00           | $2755.13           | Corporate Debt Securities |
| CHUBB INA HOLDINGS LLC                     | 2034-03-15      | 5.0000%  | 0.0000% | $2000.00           | $2063.08           | Corporate Debt Securities |
| CITIGROUP INC                              | 2079-12-31      | 7.3750%  | 0.0000% | $26000.00          | $27407.11          | Corporate Debt Securities |
| CITIGROUP INC                              | 2079-12-31      | 6.7500%  | 0.0000% | $933000.00         | $963247.86         | Corporate Debt Securities |
| LUMMUS TECHNOLOGY HOLDINGS V LLC           | 2028-07-01      | 9.0000%  | 0.0000% | $2005000.00        | $2073029.65        | Corporate Debt Securities |
| TRANSDIGM INC                              | 2028-08-15      | 6.7500%  | 0.0000% | $311000.00         | $321717.06         | Corporate Debt Securities |
| WEATHERFORD INTERNATIONAL LTD              | 2033-10-15      | 6.7500%  | 0.0000% | $11000.00          | $11220.66          | Corporate Debt Securities |
| ASP UNIFRAX HOLDINGS INC                   | 2029-09-30      | 11.1750% | 0.0000% | $43.00             | $39.75             | Corporate Debt Securities |
| GUITAR CENTER INC                          | 2029-01-15      | 8.5000%  | 0.0000% | $262000.00         | $217329.00         | Corporate Debt Securities |
| ACRISURE LLC                               | 2029-02-01      | 8.2500%  | 0.0000% | $292000.00         | $310096.70         | Corporate Debt Securities |
| HUGHES SATELLITE SYSTEMS CORP              | 2026-08-01      | 5.2500%  | 0.0000% | $2000000.00        | $1991770.00        | Corporate Debt Securities |
| HUGHES SATELLITE SYSTEMS CORP              | 2026-08-01      | 6.6250%  | 0.0000% | $3405000.00        | $3278648.96        | Corporate Debt Securities |
| HUB INTERNATIONAL LTD                      | 2029-12-01      | 5.6250%  | 0.0000% | $1272000.00        | $1298123.70        | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                        | 2030-07-01      | 4.1250%  | 0.0000% | $50000.00          | $47744.50          | Corporate Debt Securities |
| SIXTH STREET LENDING PARTNERS              | 2030-07-15      | 6.1250%  | 0.0000% | $1399000.00        | $1462521.21        | Corporate Debt Securities |
| ROBLOX CORP                                | 2030-05-01      | 3.8750%  | 0.0000% | $400000.00         | $390738.00         | Corporate Debt Securities |
| ROCKET COMPANIES INC                       | 2032-02-01      | 7.1250%  | 0.0000% | $1000.00           | $1073.63           | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC                | 2029-05-30      | 7.2500%  | 0.0000% | $1500000.00        | $1292802.50        | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC                | 2030-01-30      | 5.2500%  | 0.0000% | $101000.00         | $75855.55          | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC                | 2029-02-15      | 6.2500%  | 0.0000% | $2500000.00        | $2101302.08        | Corporate Debt Securities |
| BEACH ACQUISITION BIDCO LLC                | 2033-07-15      | 10.0000% | 0.0000% | $1000.00           | $1104.26           | Corporate Debt Securities |
| GOLUB CAPITAL BDC INC.                     | 2029-07-15      | 6.0000%  | 0.0000% | $103000.00         | $106314.20         | Corporate Debt Securities |
| VODAFONE GROUP PLC                         | 2081-06-04      | 4.1250%  | 0.0000% | $1000.00           | $957.04            | Corporate Debt Securities |
| RRD INTERMEDIATE HOLDINGS INC              | 2030-12-01      | 11.0000% | 0.0000% | $899000.00         | $923222.06         | Corporate Debt Securities |
| BOEING CO                                  | 2028-03-01      | 3.2500%  | 0.0000% | $500000.00         | $491233.33         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND             | 2029-11-22      | 5.6000%  | 0.0000% | $10000.00          | $10360.53          | Corporate Debt Securities |
| BLOCK COMMUNICATIONS INC.                  | 2028-03-01      | 4.8750%  | 0.0000% | $884000.00         | $835967.86         | Corporate Debt Securities |
| BLUE OWL FINANCE LLC                       | 2034-04-18      | 6.2500%  | 0.0000% | $177000.00         | $184683.03         | Corporate Debt Securities |

### Security 263: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| NATIONAL BANK OF KUWAIT (NEW YORK BRANCH) | 2026-01-09      | 4.6000%  | 0.0000% | $74999000.00       | $76147734.68       | Money Market |
| IONIC FUNDING LLC SERIES III              | 2026-01-09      | 0.0000%  | 0.0000% | $52520417.00       | $52257814.92       | Money Market |
| STANDARD CHARTERED BANK (NEW YORK BRANCH) | 2025-11-06      | 0.0000%  | 0.0000% | $29000000.00       | $29094451.39       | Money Market |

### Security 264: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| HOTWIRE FUNDING LLC 2021-1     A-2    20511120 2.31100 | 2051-11-20      | 2.3110%  | 0.0000% | $120626256.00      | $117700000.42      | Asset-Backed Securities |

### Security 265: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.320000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

**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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PALMER SQUARE CLO LTD PLMRS_25-4                                | 2038-10-20      | 5.7568%  | 0.0000% | $4250000.00        | $4272851.44        | Asset-Backed Securities                           |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-2A                      | 2030-10-15      | 5.8045%  | 0.0000% | $1634656.00        | $1640278.88        | Asset-Backed Securities                           |
| LCM LTD PARTNERSHIP LCM_16A                                     | 2031-10-15      | 5.3461%  | 0.0000% | $5000000.00        | $200902.65         | Asset-Backed Securities                           |
| ZAYO ISSUER LLC ZAYO_25-1                                       | 2055-03-20      | 5.6480%  | 0.0000% | $9780000.00        | $9951451.01        | Asset-Backed Securities                           |
| DOMINOS PIZZA MASTER ISSUER LLC DPABS_19-1A                     | 2049-10-25      | 3.6680%  | 0.0000% | $950000.00         | $879285.96         | Asset-Backed Securities                           |
| DRIVEN BRANDS FUNDING LLC HONK_25-1                             | 2055-10-20      | 5.2960%  | 0.0000% | $1000000.00        | $996378.22         | Asset-Backed Securities                           |
| CROWN CASTLE TOWERS LLC                                         | 2048-07-15      | 4.2410%  | 0.0000% | $671000.00         | $666096.26         | Asset-Backed Securities                           |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_14-2RA                    | 2031-05-15      | 7.2730%  | 0.0000% | $2000000.00        | $2030012.24        | Asset-Backed Securities                           |
| MARINER FINANCE ISSUANCE TRUST MFIT_25-A                        | 2038-05-20      | 5.6900%  | 0.0000% | $6162000.00        | $6236416.08        | Asset-Backed Securities                           |
| ENTERPRISE FLEET FINANCING LLC EFF_24-3                         | 2028-08-21      | 4.9800%  | 0.0000% | $3600000.00        | $3650863.20        | Asset-Backed Securities                           |
| APIDOS CLO APID_20-34A                                          | 2035-01-20      | 5.2961%  | 0.0000% | $12250000.00       | $12285993.40       | Asset-Backed Securities                           |
| KKR FINANCIAL CLO LTD KKR_12                                    | 2030-10-15      | 5.8662%  | 0.0000% | $1000000.00        | $1004417.18        | Asset-Backed Securities                           |
| ARESDL_24-1A                                                    | 2036-04-25      | 5.6580%  | 0.0000% | $45000000.00       | $44785064.93       | Asset-Backed Securities                           |
| CONSOLIDATED COMMUNICATIONS LLC FIDIUM FIBER FINANCE HOLDCO LLC | 2055-05-20      | 6.0000%  | 0.0000% | $8986533.00        | $9216851.86        | Asset-Backed Securities                           |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | 2034-01-20      | 8.2500%  | 0.0000% | $3000.00           | $3570.65           | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | 2037-01-20      | 7.1250%  | 0.0000% | $27000.00          | $30327.53          | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | 2026-04-07      | 6.0000%  | 0.0000% | $3370000.00        | $3402127.33        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | 2029-05-30      | 4.5000%  | 0.0000% | $2000000.00        | $2027600.00        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | 2034-03-15      | 6.1250%  | 0.0000% | $1162000.00        | $1191231.56        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | 2035-03-15      | 6.6250%  | 0.0000% | $1000000.00        | $1044931.25        | Corporate Debt Securities                         |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | 2027-09-30      | 8.8750%  | 0.0000% | $5000000.00        | $5425329.17        | Corporate Debt Securities                         |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | 2034-04-28      | 8.1250%  | 0.0000% | $11000.00          | $12682.47          | Corporate Debt Securities                         |
| COOPR_25-CES3                                                   | 2060-09-25      | 5.8670%  | 0.0000% | $5000000.00        | $5009949.17        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-5BP                                 | 2033-06-15      | 4.9092%  | 0.0000% | $12925000.00       | $11597229.17       | Private Label Collateralized Mortgage Obligations |
| NYT MORTGAGE TRUST NYT_19-NYT                                   | 2035-12-15      | 5.5300%  | 0.0000% | $7000000.00        | $6980027.45        | Private Label Collateralized Mortgage Obligations |
| TPMT_25-HE1                                                     | 2065-07-25      | 5.3410%  | 0.0000% | $7000000.00        | $6413559.75        | Private Label Collateralized Mortgage Obligations |
| EMIR_21-2                                                       | 2034-04-25      | 7.6328%  | 0.0000% | $6911000.00        | $2782875.07        | Private Label Collateralized Mortgage Obligations |

### Security 266: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.180000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRWWQMAR8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GALVESTON CNTY TEX                                          | 2030-02-01      | 4.0000%  | 0.0000% | $50000.00          | $51264.50          | Other Instrument          |
| ALAMO TEX COMMUNITY COLLEGE DISTRICT                        | 2037-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5165.77           | Other Instrument          |
| ALASKA HOUSING FINANCE CORP                                 | 2033-12-01      | 4.0000%  | 0.0000% | $10000.00          | $10450.67          | Other Instrument          |
| ALDINE TEX INDPT SCH DIST                                   | 2029-02-15      | 5.0000%  | 0.0000% | $15000.00          | $15597.53          | Other Instrument          |
| ALIEF TEX INDPT SCH DIST                                    | 2031-02-15      | 3.0000%  | 0.0000% | $50000.00          | $50419.17          | Other Instrument          |
| CALIFORNIA CNTY CALIF TOB SEC                               | 2043-06-01      | 5.8750%  | 0.0000% | $55000.00          | $13727.68          | Other Instrument          |
| CALIFORNIA HEALTH FACS FING AUTH                            | 2044-11-01      | 4.0000%  | 0.0000% | $240000.00         | $236008.80         | Other Instrument          |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK       | 2032-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5135.57           | Other Instrument          |
| CAMPBELL & KENTON CNTYS KY SANTN DIST NO 1                  | 2029-08-01      | 5.0000%  | 0.0000% | $15000.00          | $15450.45          | Other Instrument          |
| CALIFORNIA (STATE OF)                                       | 2042-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5068.27           | Other Instrument          |
| CALIFORNIA (STATE OF)                                       | 2029-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5499.93           | Other Instrument          |
| CALIFORNIA (STATE OF)                                       | 2027-10-01      | 4.0000%  | 0.0000% | $125000.00         | $129184.17         | Other Instrument          |
| CALIFORNIA (STATE OF)                                       | 2027-11-01      | 5.0000%  | 0.0000% | $25000.00          | $26859.50          | Other Instrument          |
| CALIFORNIA (STATE OF)                                       | 2055-03-01      | 5.0000%  | 0.0000% | $335000.00         | $360916.72         | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                         | 2035-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16988.85          | Other Instrument          |
| CALIFORNIA STATE UNIVERSITY                                 | 2027-11-01      | 1.3380%  | 0.0000% | $1900000.00        | $1824114.00        | Other Instrument          |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                        | 2035-07-01      | 4.0000%  | 0.0000% | $5000.00           | $5157.92           | Other Instrument          |
| MERCER CNTY N J                                             | 2031-02-15      | 3.0000%  | 0.0000% | $5000.00           | $5045.87           | Other Instrument          |
| MELISSA TEX INDPT SCH DIST                                  | 2027-08-01      | 5.0000%  | 0.0000% | $20000.00          | $21011.60          | Other Instrument          |
| METROPOLITAN COUNCIL MINN MINNEAPOLIS                       | 2028-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16386.65          | Other Instrument          |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN                     | 2032-01-01      | 4.0000%  | 0.0000% | $20000.00          | $20370.67          | Other Instrument          |
| FLORIDA ST BRD ED                                           | 2032-06-01      | 5.0000%  | 0.0000% | $95000.00          | $111265.27         | Other Instrument          |
| FLORIDA ST TPK AUTH                                         | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11778.07          | Other Instrument          |
| FLORIDA HSG FIN CORP                                        | 2038-07-01      | 4.0500%  | 0.0000% | $20000.00          | $6512.42           | Other Instrument          |
| UTAH TRANSIT AUTH                                           | 2031-06-15      | 5.0000%  | 0.0000% | $10000.00          | $7714.59           | Other Instrument          |
| VIRGINIA ST PUB BLDG AUTH                                   | 2028-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5391.45           | Other Instrument          |
| KENTUCKY ST TPK AUTH                                        | 2028-07-01      | 5.0000%  | 0.0000% | $75000.00          | $80836.25          | Other Instrument          |
| VERMONT MUN BD BK                                           | 2031-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10467.17          | Other Instrument          |
| MARYLAND (STATE OF)                                         | 2032-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5424.09           | Other Instrument          |
| MARYLAND ST DEPT TRANSN                                     | 2029-11-01      | 5.0000%  | 0.0000% | $250000.00         | $273779.72         | Other Instrument          |
| MARYLAND ST DEPT TRANSN                                     | 2030-11-01      | 5.0000%  | 0.0000% | $77320000.00       | $86375632.49       | Other Instrument          |
| MASON CNTY KY SCH DIST FIN CORP                             | 2040-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5066.07           | Other Instrument          |
| MASSACHUSETTS BAY TRANSPORTATION AUTHORITY                  | 2027-07-01      | 5.0000%  | 0.0000% | $60000.00          | $61987.60          | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                             | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10325.37          | Other Instrument          |
| MASSACHUSETTS ST WTR RES AUTH                               | 2036-08-01      | 4.0000%  | 0.0000% | $100000.00         | $59857.24          | Other Instrument          |
| MCALLISTER ACADEMIC VLG ARIZ LLC                            | 2030-07-01      | 5.0000%  | 0.0000% | $30000.00          | $30905.90          | Other Instrument          |
| NORTH CAROLINA (STATE OF)                                   | 2034-03-01      | 4.0000%  | 0.0000% | $15000.00          | $15881.65          | Other Instrument          |
| NORTH CAROLINA (STATE OF)                                   | 2032-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11668.50          | Other Instrument          |
| NORTH HARRIS CNTY REGL WTR AUTH                             | 2033-12-15      | 5.0000%  | 0.0000% | $110000.00         | $114546.18         | Other Instrument          |
| NORTH TEXAS TOLLWAY AUTHORITY                               | 2031-01-01      | 5.0000%  | 0.0000% | $15000.00          | $16885.45          | Other Instrument          |
| OAKLAND CALIF UNI SCH DIST                                  | 2041-08-01      | 3.0000%  | 0.0000% | $70000.00          | $54510.19          | Other Instrument          |
| WESTMINSTER CALIF REDEV AGY                                 | 2027-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5240.95           | Other Instrument          |
| WISCONSIN (STATE OF)                                        | 2028-05-01      | 5.0000%  | 0.0000% | $20000.00          | $21702.00          | Other Instrument          |
| BOERNE TEX INDPT SCH DIST                                   | 2032-02-01      | 4.0000%  | 0.0000% | $5000.00           | $5063.10           | Other Instrument          |
| MIAMI-DADE CNTY FLA                                         | 2038-04-01      | 4.0000%  | 0.0000% | $15000.00          | $15417.05          | Other Instrument          |
| MICHIGAN STATE FINANCE AUTHORITY                            | 2034-04-15      | 5.0000%  | 0.0000% | $10000.00          | $11211.52          | Other Instrument          |
| MICHIGAN STATE FINANCE AUTHORITY                            | 2027-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5251.23           | Other Instrument          |
| MICHIGAN (STATE OF)                                         | 2028-05-01      | 4.0000%  | 0.0000% | $10000.00          | $10269.60          | Other Instrument          |
| MICHIGAN ST BLDG AUTH                                       | 2037-10-15      | 5.0000%  | 0.0000% | $10000.00          | $11166.82          | Other Instrument          |
| MINNESOTA ST HSG FIN AGY                                    | 2039-07-01      | 5.5880%  | 0.0000% | $470000.00         | $481828.33         | Other Instrument          |
| METROPOLITAN TRANSPORTATION AUTHORITY                       | 2039-11-15      | 6.6680%  | 0.0000% | $240000.00         | $272245.65         | Other Instrument          |
| METROPOLITAN TRANSPORTATION AUTHORITY                       | 2033-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10429.56          | Other Instrument          |
| METROPOLITAN TRANSPORTATION AUTHORITY                       | 2026-11-15      | 4.0000%  | 0.0000% | $10000.00          | $10307.34          | Other Instrument          |
| METROPOLITAN WASHINGTON AIRPORTS AUTHORITY                  | 2029-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10414.57          | Other Instrument          |
| METROPOLITAN WASHINGTON AIRPORTS AUTHORITY                  | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5547.33           | Other Instrument          |
| MIAMI-DADE CNTY FLA                                         | 2028-10-01      | 3.0000%  | 0.0000% | $10000.00          | $10027.90          | Other Instrument          |
| MIAMI-DADE CNTY FLA EDL FACS AUTH                           | 2045-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5313.28           | Other Instrument          |
| KILLEEN TEX                                                 | 2031-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5089.20           | Other Instrument          |
| KING CNTY WASH SCH DIST NO 401 HIGHLINE                     | 2035-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5745.62           | Other Instrument          |
| KING CNTY WASH                                              | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16192.45          | Other Instrument          |
| KINGSTON N Y CITY SCH DIST                                  | 2033-06-01      | 3.1250%  | 0.0000% | $60000.00          | $60850.85          | Other Instrument          |
| DELAWARE (STATE OF)                                         | 2032-05-01      | 5.0000%  | 0.0000% | $50000.00          | $58826.50          | Other Instrument          |
| DELAWARE TRANSN AUTH                                        | 2027-07-01      | 5.0000%  | 0.0000% | $40000.00          | $41287.47          | Other Instrument          |
| DENVER COLO CITY & CNTY                                     | 2026-11-15      | 5.0000%  | 0.0000% | $75000.00          | $78483.42          | Other Instrument          |
| DENVER COLO CITY & CNTY                                     | 2041-11-15      | 5.0000%  | 0.0000% | $55000.00          | $61078.36          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                        | 2027-06-01      | 5.0000%  | 0.0000% | $90000.00          | $94107.90          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                        | 2034-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10557.73          | Other Instrument          |
| DOUGLAS CNTY COLO SCH DIST NO RE-1 DOUGLAS & ELBERT CNTYS   | 2026-12-15      | 5.0000%  | 0.0000% | $35000.00          | $36606.11          | Other Instrument          |
| DOWNTOWN SAVANNAH AUTH GA                                   | 2030-06-01      | 5.0000%  | 0.0000% | $15000.00          | $15520.85          | Other Instrument          |
| E-470 PUBLIC HIGHWAY AUTH COLO                              | 2028-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10721.33          | Other Instrument          |
| CHICAGO (CITY OF)                                           | 2029-01-01      | 6.0500%  | 0.0000% | $30000.00          | $21632.26          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                | 2031-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10200.87          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                | 2030-01-01      | 5.2500%  | 0.0000% | $50000.00          | $52333.00          | Other Instrument          |
| CHERRY CREEK COLO SCH DIST NO 005                           | 2035-12-15      | 5.0000%  | 0.0000% | $5000.00           | $5595.54           | Other Instrument          |
| OHIO (STATE OF)                                             | 2028-09-01      | 5.0000%  | 0.0000% | $20000.00          | $21526.87          | Other Instrument          |
| OHIO (STATE OF)                                             | 2032-03-15      | 5.0000%  | 0.0000% | $15000.00          | $17254.03          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                        | 2028-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16422.20          | Other Instrument          |
| BRIDGEPORT CONN                                             | 2031-07-15      | 5.0000%  | 0.0000% | $1230000.00        | $1320629.13        | Other Instrument          |
| BROWARD CNTY FLA                                            | 2038-09-01      | 4.0000%  | 0.0000% | $50000.00          | $51620.33          | Other Instrument          |
| BRUSHY CREEK REGL UTIL AUTH                                 | 2027-08-01      | 5.0000%  | 0.0000% | $15000.00          | $15456.60          | Other Instrument          |
| CABARRUS CNTY N C                                           | 2027-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10581.23          | Other Instrument          |
| PENNSYLVANIA (COMMONWEALTH OF)                              | 2028-02-15      | 4.0000%  | 0.0000% | $35000.00          | $36345.56          | Other Instrument          |
| PENNSYLVANIA (COMMONWEALTH OF)                              | 2027-09-15      | 5.0000%  | 0.0000% | $20000.00          | $20509.38          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                         | 2027-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10335.83          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                         | 2030-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10466.83          | Other Instrument          |
| PETERS TWP PA SCH DIST WASHINGTON CNTY                      | 2031-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10539.43          | Other Instrument          |
| PHILADELPHIA PA CITY OF                                     | 2033-09-01      | 5.0000%  | 0.0000% | $15000.00          | $17473.70          | Other Instrument          |
| PIMA CNTY ARIZ UNI SCH DIST NO 16 CATALINA FOOTHILLS        | 2028-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5268.88           | Other Instrument          |
| PARKER COLO WTR & SANTN DIST                                | 2030-11-01      | 4.0000%  | 0.0000% | $5000.00           | $5387.70           | Other Instrument          |
| STATE UNIV IOWA                                             | 2032-07-01      | 4.0000%  | 0.0000% | $10000.00          | $10313.23          | Other Instrument          |
| SULLIVAN CNTY N Y                                           | 2032-04-01      | 3.0000%  | 0.0000% | $15000.00          | $15001.20          | Other Instrument          |
| SUNBURY OHIO                                                | 2033-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5846.37           | Other Instrument          |
| EAST CAROLINA UNIV N C                                      | 2030-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5045.47           | Other Instrument          |
| EL PASO TEX INDPT SCH DIST                                  | 2027-08-15      | 5.0000%  | 0.0000% | $15000.00          | $15785.48          | Other Instrument          |
| UNIVERSITY OF ALABAMA                                       | 2028-07-01      | 5.0000%  | 0.0000% | $30000.00          | $32392.10          | Other Instrument          |
| UNIVERSITY OF HOUSTON                                       | 2031-02-15      | 5.0000%  | 0.0000% | $100000.00         | $101622.56         | Other Instrument          |
| UNIVERSITY OF MARYLAND                                      | 2033-04-01      | 4.0000%  | 0.0000% | $15000.00          | $16015.40          | Other Instrument          |
| UNIVERSITY OF ALABAMA AT BIRMINGHAM                         | 2030-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5478.73           | Other Instrument          |
| CINCINNATI OHIO                                             | 2033-12-01      | 3.0000%  | 0.0000% | $25000.00          | $25157.50          | Other Instrument          |
| EVERETT MASS                                                | 2035-01-15      | 2.4000%  | 0.0000% | $285000.00         | $244001.80         | Other Instrument          |
| ESSEX CNTY N J IMPT AUTH                                    | 2039-11-01      | 4.0000%  | 0.0000% | $10000.00          | $10230.30          | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                   | 2029-10-01      | 5.0000%  | 0.0000% | $50000.00          | $54723.33          | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                   | 2036-10-01      | 4.0000%  | 0.0000% | $15000.00          | $15616.40          | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                   | 2027-02-01      | 5.0000%  | 0.0000% | $30000.00          | $31282.80          | Other Instrument          |
| INDIANAPOLIS IND PUB SCHS                                   | 2027-01-15      | 5.0000%  | 0.0000% | $5000.00           | $5216.76           | Other Instrument          |
| INDIANOLA IOWA CMNTY SCH DIST                               | 2029-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5297.13           | Other Instrument          |
| GEORGIA (STATE OF)                                          | 2028-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21636.73          | Other Instrument          |
| GEORGIA ST PORTS AUTH                                       | 2034-07-01      | 5.0000%  | 0.0000% | $15000.00          | $17305.75          | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                        | 2026-11-15      | 5.0000%  | 0.0000% | $50000.00          | $51750.28          | Other Instrument          |
| TRINITY RIVER AUTH TEX                                      | 2031-02-01      | 5.0000%  | 0.0000% | $10000.00          | $10585.10          | Other Instrument          |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                  | 2031-09-01      | 2.4110%  | 0.0000% | $610000.00         | $554373.08         | Other Instrument          |
| TENNESSEE STATE SCHOOL BOND AUTHORITY                       | 2028-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5344.50           | Other Instrument          |
| TEXAS ST UNIV SYS                                           | 2027-03-15      | 5.0000%  | 0.0000% | $110000.00         | $114198.58         | Other Instrument          |
| TEXAS ST UNIV SYS                                           | 2027-03-15      | 5.0000%  | 0.0000% | $25000.00          | $25954.22          | Other Instrument          |
| TEXAS WATER DEV BRD                                         | 2031-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5497.85           | Other Instrument          |
| TEXAS WATER DEV BRD                                         | 2027-04-15      | 5.0000%  | 0.0000% | $40000.00          | $40997.69          | Other Instrument          |
| BLACKHAWK WIS TECHNICAL COLLEGE DIST                        | 2034-04-01      | 4.0000%  | 0.0000% | $5000.00           | $5271.67           | Other Instrument          |
| BETHPAGE N Y UN FREE SCH DIST                               | 2034-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5450.50           | Other Instrument          |
| BEXAR CNTY TX                                               | 2027-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5283.44           | Other Instrument          |
| BEXAR CNTY TEX HOSP DIST                                    | 2034-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5180.63           | Other Instrument          |
| S M EDL BLDG CORP                                           | 2029-09-01      | 5.0000%  | 0.0000% | $30000.00          | $30756.40          | Other Instrument          |
| BELTRAMI CNTY MINN                                          | 2041-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5200.83           | Other Instrument          |
| VIRGINIA ST PUB BLDG AUTH                                   | 2027-08-01      | 5.0000%  | 0.0000% | $30000.00          | $31611.60          | Other Instrument          |
| VIRGINIA ST PUB SCH AUTH                                    | 2030-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5618.70           | Other Instrument          |
| VIRGINIA RESOURCES AUTHORITY                                | 2032-11-01      | 4.0000%  | 0.0000% | $5000.00           | $5150.20           | Other Instrument          |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY              | 2034-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5242.33           | Other Instrument          |
| WASHINGTON (STATE OF)                                       | 2036-01-01      | 4.0000%  | 0.0000% | $105000.00         | $106501.85         | Other Instrument          |
| WASHINGTON (STATE OF)                                       | 2037-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5084.90           | Other Instrument          |
| WASHINGTON (STATE OF)                                       | 2033-08-01      | 5.0000%  | 0.0000% | $55000.00          | $56588.40          | Other Instrument          |
| WASHINGTON (STATE OF)                                       | 2034-08-01      | 5.0000%  | 0.0000% | $20000.00          | $20564.00          | Other Instrument          |
| WASHINGTON (STATE OF)                                       | 2046-06-01      | 5.0000%  | 0.0000% | $830000.00         | $887422.17         | Other Instrument          |
| WACO TEX INDPT SCH DIST                                     | 2038-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5141.88           | Other Instrument          |
| WELD CNTY COLO REORG SCH DIST NO RE-4                       | 2032-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10397.43          | Other Instrument          |
| HOUSTON CITY OF                                             | 2033-03-01      | 4.0000%  | 0.0000% | $25000.00          | $26492.42          | Other Instrument          |
| HOUSTON CITY OF                                             | 2043-03-01      | 5.0000%  | 0.0000% | $70000.00          | $75281.03          | Other Instrument          |
| HOUSTON TEX INDPT SCH DIST                                  | 2039-02-15      | 4.0000%  | 0.0000% | $20000.00          | $20189.69          | Other Instrument          |
| HOUSTON CITY OF                                             | 2027-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10701.26          | Other Instrument          |
| HONOLULU HAWAII                                             | 2036-09-01      | 4.0000%  | 0.0000% | $5000.00           | $5163.43           | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                  | 2027-01-01      | 5.0000%  | 0.0000% | $15000.00          | $15653.80          | Other Instrument          |
| ILLINOIS (STATE OF)                                         | 2037-05-01      | 5.0000%  | 0.0000% | $475000.00         | $525939.00         | Other Instrument          |
| IDAHO STATE BUILDING AUTHORITY                              | 2028-06-01      | 5.0000%  | 0.0000% | $120000.00         | $129985.60         | Other Instrument          |
| SOUTH CAROLINA ST HSG FIN & DEV AUTH                        | 2027-01-01      | 5.0000%  | 0.0000% | $35000.00          | $36464.28          | Other Instrument          |
| SOUTH CAROLINA PUBLIC SERVICE AUTHORITY                     | 2036-12-01      | 5.0000%  | 0.0000% | $20000.00          | $20611.87          | Other Instrument          |
| SOUTH MIAMI HEALTH FACILITIES AUTHORITY                     | 2036-08-15      | 4.0000%  | 0.0000% | $25000.00          | $25406.11          | Other Instrument          |
| LAKE CNTY ILL SCH DIST NO 70 LIBERTYVILLE                   | 2029-01-01      | 4.0000%  | 0.0000% | $5000.00           | $5203.37           | Other Instrument          |
| LAKEWOOD OHIO                                               | 2027-12-01      | 5.0000%  | 0.0000% | $25000.00          | $26741.58          | Other Instrument          |
| GRAND PRAIRIE TEX INDPT SCH DIST                            | 2028-02-15      | 5.0000%  | 0.0000% | $20000.00          | $20555.91          | Other Instrument          |
| LEE CNTY FLA SCH BRD                                        | 2030-08-01      | 5.0000%  | 0.0000% | $15000.00          | $15420.15          | Other Instrument          |
| LEWISVILLE TEX INDPT SCH DIST                               | 2029-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10998.26          | Other Instrument          |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                        | 2039-08-01      | 4.0000%  | 0.0000% | $20000.00          | $20244.60          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $15638.35          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2032-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5315.13           | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2031-07-01      | 5.0000%  | 0.0000% | $65000.00          | $66310.18          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10751.97          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2038-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11340.79          | Other Instrument          |
| LOS ANGELES CALIF HBR DEPT                                  | 2032-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10307.90          | Other Instrument          |
| LOS ANGELES CALIF MUN IMPT CORP                             | 2028-11-01      | 5.0000%  | 0.0000% | $75000.00          | $78663.75          | Other Instrument          |
| LOS ANGELES CALIF UNI SCH DIST                              | 2045-07-01      | 5.0000%  | 0.0000% | $940000.00         | $1038819.07        | Other Instrument          |
| LOS ANGELES CNTY CALIF MET TRANSN AUTH                      | 2029-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10357.43          | Other Instrument          |
| LOUISIANA (STATE OF)                                        | 2035-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5093.72           | Other Instrument          |
| HALL CNTY GA SCH DIST                                       | 2032-02-01      | 4.0000%  | 0.0000% | $10000.00          | $10705.50          | Other Instrument          |
| HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION        | 2027-07-01      | 5.0000%  | 0.0000% | $215000.00         | $226856.53         | Other Instrument          |
| HARRIS CNTY TEX MET TRAN AUTH                               | 2027-11-01      | 5.0000%  | 0.0000% | $35000.00          | $36652.00          | Other Instrument          |
| HENDRICKS CNTY IND BLDG FACS CORP                           | 2032-08-15      | 3.0000%  | 0.0000% | $20000.00          | $20159.67          | Other Instrument          |
| AMERICAN MUNICIPAL POWER-OHIO INC                           | 2029-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5417.53           | Other Instrument          |
| FAIR LAWN N J SCH DIST                                      | 2030-09-01      | 3.1250%  | 0.0000% | $15000.00          | $15139.77          | Other Instrument          |
| FAIRFAX VA ECONOMIC DEV AUTH PUB FAC                        | 2027-01-15      | 5.0000%  | 0.0000% | $10000.00          | $10428.82          | Other Instrument          |
| MONROE CNTY N Y INDL DEV CORP                               | 2031-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5301.55           | Other Instrument          |
| MONUMENT COLO                                               | 2026-12-01      | 4.0000%  | 0.0000% | $75000.00          | $77190.50          | Other Instrument          |
| JEA FL ELEC SYS REV                                         | 2027-10-01      | 5.0000%  | 0.0000% | $100000.00         | $104827.67         | Other Instrument          |
| IRVINE CALIF UNI SCH DIST                                   | 2046-09-01      | 3.1250%  | 0.0000% | $60000.00          | $49649.90          | Other Instrument          |
| JERSEY CITY N J                                             | 2036-10-01      | 4.0000%  | 0.0000% | $7210000.00        | $7562000.21        | Other Instrument          |
| JOHNSON CNTY KANS UNI SCH DIST NO 512 SHAWNEE MISSION       | 2038-10-01      | 4.0000%  | 0.0000% | $25000.00          | $25359.33          | Other Instrument          |
| KANE COOK & DU PAGE CNTYS ILL CMNTY COLLEGE DIST NO 509     | 2032-12-15      | 4.0000%  | 0.0000% | $10000.00          | $10770.21          | Other Instrument          |
| KELLER TEX INDPT SCH DIST                                   | 2035-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5182.47           | Other Instrument          |
| CLARK COUNTY OF (NEVADA)                                    | 2036-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5227.43           | Other Instrument          |
| CLARK COUNTY OF (NEVADA)                                    | 2032-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5245.78           | Other Instrument          |
| CLARK COUNTY OF (NEVADA)                                    | 2028-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21604.73          | Other Instrument          |
| COLORADO HEALTH FACILITIES AUTHORITY                        | 2036-11-15      | 5.0000%  | 0.0000% | $90000.00          | $94014.50          | Other Instrument          |
| COLORADO SPRINGS COLO                                       | 2026-11-15      | 5.0000%  | 0.0000% | $70000.00          | $73354.79          | Other Instrument          |
| COLUMBIA CNTY GA                                            | 2031-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5226.43           | Other Instrument          |
| COMMONWEALTH FINANCING AUTHORITY PA                         | 2039-06-01      | 6.2180%  | 0.0000% | $180000.00         | $186032.31         | Other Instrument          |
| CONNECTICUT (STATE OF)                                      | 2028-01-15      | 4.0000%  | 0.0000% | $5000.00           | $5203.34           | Other Instrument          |
| CONNECTICUT (STATE OF)                                      | 2036-01-15      | 4.0000%  | 0.0000% | $15000.00          | $15935.67          | Other Instrument          |
| CONNECTICUT (STATE OF)                                      | 2027-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5265.10           | Other Instrument          |
| CONNECTICUT (STATE OF)                                      | 2027-03-15      | 5.1250%  | 0.0000% | $5000.00           | $5123.39           | Other Instrument          |
| CONNECTICUT (STATE OF)                                      | 2033-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5893.18           | Other Instrument          |
| CONNECTICUT (STATE OF)                                      | 2029-09-01      | 5.0000%  | 0.0000% | $15000.00          | $15409.40          | Other Instrument          |
| CONNECTICUT (STATE OF)                                      | 2031-09-01      | 5.0000%  | 0.0000% | $15000.00          | $15405.95          | Other Instrument          |
| CONNECTICUT ST HEALTH & EDL FACS A                          | 2031-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22487.84          | Other Instrument          |
| CONROE TEX                                                  | 2027-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5347.58           | Other Instrument          |
| COOK CNTY ILL                                               | 2033-11-15      | 5.0000%  | 0.0000% | $300000.00         | $319603.67         | Other Instrument          |
| COOK CNTY ILL SCH DIST NO 143 MIDLOTHIAN                    | 2034-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5864.17           | Other Instrument          |
| COOK CNTY ILL CMNTY CONS SCH DIST NO 146 TINLEY PK          | 2036-12-01      | 4.0000%  | 0.0000% | $20000.00          | $20455.73          | Other Instrument          |
| CORPUS CHRISTI TEX                                          | 2031-07-15      | 2.0660%  | 0.0000% | $500000.00         | $245492.60         | Other Instrument          |
| ARLINGTON CNTY VA                                           | 2028-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10796.70          | Other Instrument          |
| AUSTIN TEX INDPT SCH DIST                                   | 2043-08-01      | 4.0000%  | 0.0000% | $25000.00          | $24969.00          | Other Instrument          |
| SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY                  | 2028-07-01      | 5.0000%  | 0.0000% | $40000.00          | $43029.07          | Other Instrument          |
| SOUTHLAND MINN INDPT SCH DIST NO 500                        | 2028-02-01      | 5.0000%  | 0.0000% | $20000.00          | $20866.00          | Other Instrument          |
| SPENCER CNTY KY SCH DIST FIN CORP                           | 2034-06-01      | 3.0000%  | 0.0000% | $305000.00         | $305433.10         | Other Instrument          |
| SPRING BRANCH TEX INDPT SCH DIST                            | 2027-02-01      | 5.0000%  | 0.0000% | $25000.00          | $26016.00          | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                   | 2028-03-01      | 5.3750%  | 0.0000% | $20000.00          | $8254.53           | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                   | 2037-12-15      | 4.0000%  | 0.0000% | $20000.00          | $20301.22          | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                   | 2035-07-15      | 4.0000%  | 0.0000% | $35000.00          | $36996.67          | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                   | 2039-07-15      | 4.0000%  | 0.0000% | $10000.00          | $10342.38          | Other Instrument          |
| PORT HURON MICH                                             | 2040-03-01      | 2.8670%  | 0.0000% | $910000.00         | $720581.98         | Other Instrument          |
| SEATTLE WASHINGTON PORT OF                                  | 2036-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5265.68           | Other Instrument          |
| SOUTHWEST TEX INDPT SCH DIST                                | 2028-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5324.10           | Other Instrument          |
| PUBLIC FINANCE AUTHORITY WISCONSIN                          | 2055-01-01      | 4.0000%  | 0.0000% | $26089850.44       | $26591297.36       | Other Instrument          |
| PUBLIC FINANCE AUTHORITY WISCONSIN                          | 2032-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5067.92           | Other Instrument          |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                  | 2027-12-01      | 5.0000%  | 0.0000% | $45000.00          | $48513.75          | Other Instrument          |
| ST PAUL MINN INDPT SCH DIST NO 625                          | 2030-02-01      | 3.0000%  | 0.0000% | $10000.00          | $10107.40          | Other Instrument          |
| CHICAGO SALES TAX SECURITIZATION CORPORATION                | 2027-01-01      | 5.0000%  | 0.0000% | $20000.00          | $20854.93          | Other Instrument          |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC | 2029-01-01      | 5.0000%  | 0.0000% | $570000.00         | $596012.90         | Other Instrument          |
| SAN DIEGO CALIF PUB FACS FING AUTH                          | 2033-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10355.06          | Other Instrument          |
| SAN DIEGO REG AIRPORT                                       | 2033-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5522.03           | Other Instrument          |
| AIRPORT COMMISSION OF THE CITY AND COUNTY OF SAN FRANCISCO  | 2027-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5271.00           | Other Instrument          |
| SANTA CLARA CALIF UNI SCH DIST                              | 2033-09-01      | 3.2500%  | 0.0000% | $90000.00          | $90500.10          | Other Instrument          |
| SANTA CLARA CNTY CALIF FING AUTH                            | 2036-04-01      | 3.2500%  | 0.0000% | $30000.00          | $30132.25          | Other Instrument          |
| SANTA MONICA CALIF PUB FING AUTH                            | 2032-07-01      | 3.3750%  | 0.0000% | $25000.00          | $25286.25          | Other Instrument          |
| SARASOTA FLA                                                | 2031-07-01      | 3.1250%  | 0.0000% | $10000.00          | $10108.47          | Other Instrument          |
| SEATTLE (CITY OF)                                           | 2038-07-01      | 4.0000%  | 0.0000% | $20000.00          | $20662.07          | Other Instrument          |
| SEATTLE (CITY OF)                                           | 2053-03-01      | 5.0000%  | 0.0000% | $4975000.00        | $5219139.83        | Other Instrument          |
| CAREY OHIO EXMP VLG SCH DIST                                | 2039-11-01      | 3.1000%  | 0.0000% | $250000.00         | $208652.50         | Other Instrument          |
| CANANDAIGUA TOWN NY                                         | 2032-12-15      | 3.3750%  | 0.0000% | $20000.00          | $20308.40          | Other Instrument          |
| CEDAR HILL TEX INDPT SCH DIST                               | 2041-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5511.23           | Other Instrument          |
| CROWLEY TEX                                                 | 2034-08-01      | 3.2500%  | 0.0000% | $15000.00          | $15165.38          | Other Instrument          |
| CUYAHOGA CNTY OHIO                                          | 2026-12-01      | 5.0000%  | 0.0000% | $25000.00          | $26098.33          | Other Instrument          |
| DALLAS TEX                                                  | 2041-02-15      | 5.0000%  | 0.0000% | $65000.00          | $70923.81          | Other Instrument          |
| DALLAS TEX INDPT SCH DIST                                   | 2027-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10410.16          | Other Instrument          |
| OREGON (STATE OF)                                           | 2032-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5518.27           | Other Instrument          |
| CROCKETT CNTY TEX CONS COM SCH DIST NO 1                    | 2033-08-15      | 4.0000%  | 0.0000% | $10000.00          | $10428.44          | Other Instrument          |
| NEW CANEY TEX INDPT SCH DIST                                | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10982.76          | Other Instrument          |
| NEW CANEY TEX INDPT SCH DIST                                | 2028-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5316.63           | Other Instrument          |
| NEW JERSEY STATE EDUCATIONAL FACILITIES AUTHORITY           | 2027-06-15      | 5.0000%  | 0.0000% | $675000.00         | $712475.25         | Other Instrument          |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY              | 2029-06-15      | 5.0000%  | 0.0000% | $30000.00          | $30958.47          | Other Instrument          |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY              | 2026-12-15      | 5.0000%  | 0.0000% | $20000.00          | $20863.98          | Other Instrument          |
| NEW MEXICO FINANCE AUTHORITY                                | 2027-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5283.77           | Other Instrument          |
| NEW MEXICO FINANCE AUTHORITY                                | 2029-06-01      | 5.0000%  | 0.0000% | $25000.00          | $27651.33          | Other Instrument          |
| NEW MEXICO MUN ENERGY ACQUISITION AUTH                      | 2054-06-01      | 5.0000%  | 0.0000% | $45000.00          | $49667.60          | Other Instrument          |
| NEW MEXICO (STATE OF)                                       | 2028-07-01      | 5.0000%  | 0.0000% | $30000.00          | $32351.30          | Other Instrument          |
| NEW YORK CITY TRUST FOR CULTURAL RESOURCES (NY)             | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11310.03          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2030-02-01      | 5.0000%  | 0.0000% | $75000.00          | $77955.00          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2031-02-01      | 5.0000%  | 0.0000% | $15000.00          | $15265.50          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2029-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16746.90          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2043-02-01      | 5.0000%  | 0.0000% | $375000.00         | $403395.00         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2028-11-01      | 5.0000%  | 0.0000% | $60000.00          | $65721.00          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2028-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10953.50          | Other Instrument          |
| NEW YORK N Y CITY HSG DEV CORP                              | 2041-11-01      | 2.2500%  | 0.0000% | $10000.00          | $7748.50           | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2027-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5359.95           | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2027-05-01      | 5.0000%  | 0.0000% | $45000.00          | $47728.80          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2031-03-15      | 5.0000%  | 0.0000% | $70000.00          | $71806.62          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2029-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5240.03           | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2035-02-15      | 5.0000%  | 0.0000% | $15000.00          | $15377.18          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2033-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5131.98           | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2035-03-15      | 5.0000%  | 0.0000% | $15000.00          | $15336.43          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2038-03-15      | 4.0000%  | 0.0000% | $185000.00         | $188259.91         | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2034-07-01      | 4.0000%  | 0.0000% | $740000.00         | $707427.67         | Other Instrument          |
| NEW YORK ST SCHOOL DIST FING PG 2023B POOL                  | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5716.23           | Other Instrument          |
| NEW YORK ST TWY AUTH                                        | 2028-03-15      | 5.0000%  | 0.0000% | $15000.00          | $15952.03          | Other Instrument          |
| NEW YORK CITY OF                                            | 2037-10-01      | 5.5170%  | 0.0000% | $7055000.00        | $7324977.21        | Other Instrument          |
| NEW YORK CITY OF                                            | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5651.13           | Other Instrument          |
| NEW YORK CITY OF                                            | 2027-08-01      | 5.0000%  | 0.0000% | $30000.00          | $31653.60          | Other Instrument          |
| NEW YORK CITY OF                                            | 2044-09-01      | 5.0000%  | 0.0000% | $9665000.00        | $10368934.17       | Other Instrument          |
| NEW YORK CITY OF                                            | 2040-10-01      | 5.1560%  | 0.0000% | $4950000.00        | $4961215.60        | Other Instrument          |
| CENTRAL DAUPHIN PA SCH DIST                                 | 2029-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5141.95           | Other Instrument          |
| CENTRAL FLORIDA EXRESSWAY AUTH                              | 2036-07-01      | 3.2500%  | 0.0000% | $20000.00          | $19820.47          | Other Instrument          |
| CENTRAL VALLEY ENERGY AUTH CALIF                            | 2055-12-01      | 5.0000%  | 0.0000% | $70000.00          | $78316.70          | Other Instrument          |
| CHARLOTTE N C                                               | 2027-07-01      | 5.0000%  | 0.0000% | $30000.00          | $31640.00          | Other Instrument          |
| LUBBOCK TEX                                                 | 2027-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5208.33           | Other Instrument          |
| MARICOPA CNTY ARIZ UNI SCH DIST NO 69 PARADISE VY           | 2039-07-01      | 4.0000%  | 0.0000% | $5000.00           | $5133.42           | Other Instrument          |
| ILLINOIS STUDENT ASSISTANCE COMMN                           | 2045-07-25      | 5.4747%  | 0.0000% | $36400000.00       | $3215477.30        | Asset-Backed Securities   |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                  | 2039-10-01      | 0.0000%  | 0.0000% | $100000.00         | $90310.21          | Corporate Debt Securities |
| APPALACHIAN POWER CO                                        | 2038-04-01      | 7.0000%  | 0.0000% | $8000.00           | $9170.27           | Corporate Debt Securities |
| SABRA HEALTH CARE LP                                        | 2029-10-15      | 3.9000%  | 0.0000% | $422000.00         | $410818.41         | Corporate Debt Securities |
| MCDONALDS CORP                                              | 2050-04-01      | 4.2000%  | 0.0000% | $1215000.00        | $1009057.50        | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                                     | 2034-01-17      | 5.2900%  | 0.0000% | $5926000.00        | $6151497.47        | Corporate Debt Securities |
| 3M CO                                                       | 2049-08-26      | 3.2500%  | 0.0000% | $2866000.00        | $2042793.25        | Corporate Debt Securities |
| CSX CORP                                                    | 2030-02-15      | 2.4000%  | 0.0000% | $5415000.00        | $5088619.90        | Corporate Debt Securities |
| TD SYNNEX CORP                                              | 2034-04-12      | 6.1000%  | 0.0000% | $298000.00         | $316398.35         | Corporate Debt Securities |
| CITIGROUP INC                                               | 2033-03-17      | 3.7850%  | 0.0000% | $17056000.00       | $16322866.79       | Corporate Debt Securities |
| EVERSOURCE ENERGY                                           | 2027-03-01      | 2.9000%  | 0.0000% | $46000.00          | $45457.81          | Corporate Debt Securities |
| WEC ENERGY GROUP INC                                        | 2027-10-15      | 1.3750%  | 0.0000% | $218000.00         | $207124.22         | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC                                      | 2030-06-30      | 2.0000%  | 0.0000% | $1141000.00        | $1036982.64        | Corporate Debt Securities |
| TENDER OPT BD TR RCPTS / CTFS                               | 2055-10-01      | 0.0000%  | 0.0000% | $10500000.00       | $10528889.50       | Money Market              |
| TEXAS (STATE OF)                                            | 2050-06-01      | 3.4500%  | 0.0000% | $245000.00         | $155333.13         | Money Market              |
| MIAMI-DADE CNTY FLA INDL DEV AUTH                           | 2032-04-01      | 3.4500%  | 0.0000% | $100000.00         | $75118.87          | Money Market              |
| OHIO HOUSING FINANCE AGENCY                                 | 2036-03-01      | 3.3000%  | 0.0000% | $12825000.00       | $5041335.33        | Money Market              |
| OHIO STATE UNIVERSITY                                       | 2034-12-01      | 2.4000%  | 0.0000% | $14100000.00       | $14135250.00       | Money Market              |
| CALIFORNIA HEALTH FACS FING AUTH                            | 2063-11-15      | 0.7500%  | 0.0000% | $5000000.00        | $5006060.61        | Money Market              |
| HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP    | 2059-12-01      | 3.4200%  | 0.0000% | $175000.00         | $175342.05         | Money Market              |
| HIGHLANDS CNTY FLA HEALTH FACS AUTH                         | 2056-11-15      | 3.4000%  | 0.0000% | $32495000.00       | $29289787.83       | Money Market              |
| CONNECTICUT ST HEALTH & EDL FACS A                          | 2042-07-01      | 3.3500%  | 0.0000% | $79560000.00       | $79761913.64       | Money Market              |

### Security 267: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.990000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRY2FR185
- **C.18 - Value (incl. sponsor support):** $307000000.00
- **C.18.a - Value (excl. sponsor support):** $307000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NEW YORK TRANSPORTATION DEVELOPMENT CORP                         | 2060-06-30      | 5.0000%  | 0.0000% | $5685000.00        | $5641547.65        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2039-04-01      | 7.5500%  | 0.0000% | $9850000.00        | $12091580.92       | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $5000000.00        | $6354200.00        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2038-03-01      | 5.1250%  | 0.0000% | $9760000.00        | $10083169.87       | Other Instrument                                  |
| UNIVERSITY OF VIRGINIA                                           | 2044-04-01      | 5.0000%  | 0.0000% | $2680000.00        | $2738013.07        | Other Instrument                                  |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $2820000.00        | $2922206.20        | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                            | 2040-12-01      | 3.3840%  | 0.0000% | $11215000.00       | $9654096.30        | Other Instrument                                  |
| MOBILE ALA INDL DEV BRD                                          | 2054-12-01      | 4.7500%  | 0.0000% | $120000.00         | $114428.60         | Other Instrument                                  |
| CHICAGO (CITY OF)                                                | 2045-01-01      | 5.0000%  | 0.0000% | $1030000.00        | $1007614.67        | Other Instrument                                  |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $7844000.00        | $6600752.15        | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2044-01-15      | 4.0000%  | 0.0000% | $5000.00           | $4742.49           | Other Instrument                                  |
| LA MESA-SPRING VY CALIF SCH DIST                                 | 2051-08-01      | 4.0000%  | 0.0000% | $3125000.00        | $3010500.00        | Other Instrument                                  |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2969465.79        | Other Instrument                                  |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                            | 2042-11-01      | 5.2500%  | 0.0000% | $1220000.00        | $1283976.80        | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                           | 2040-04-01      | 2.4370%  | 0.0000% | $15305000.00       | $11835981.45       | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                           | 2047-04-01      | 3.5990%  | 0.0000% | $20000000.00       | $17055783.33       | Other Instrument                                  |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2050-06-01      | 4.2140%  | 0.0000% | $990000.00         | $586587.93         | Other Instrument                                  |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $1665000.00        | $1734863.40        | Other Instrument                                  |
| TAMPA FLA                                                        | 2053-09-01      | 0.0000%  | 0.0000% | $19050000.00       | $4650867.00        | Other Instrument                                  |
| WAYNE CNTY MICH ARPT AUTH                                        | 2038-12-01      | 5.0000%  | 0.0000% | $3655000.00        | $3737797.93        | Other Instrument                                  |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $25845000.00       | $20835869.79       | Other Instrument                                  |
| SONOMA CNTY CALIF PENSION OBLIG                                  | 2029-12-01      | 6.0000%  | 0.0000% | $1260000.00        | $973273.25         | Other Instrument                                  |
| BALTIMORE CNTY MD                                                | 2046-07-01      | 3.3030%  | 0.0000% | $6255000.00        | $5035087.35        | Other Instrument                                  |
| SOUTH MIAMI HEALTH FACILITIES AUTHORITY                          | 2047-08-15      | 5.0000%  | 0.0000% | $3240000.00        | $3306632.40        | Other Instrument                                  |
| LOUISIANA PUB FACS AUTH                                          | 2064-09-01      | 5.7500%  | 0.0000% | $8275000.00        | $8631100.83        | Other Instrument                                  |
| MONROE CNTY N Y INDL DEV CORP                                    | 2037-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $1020706.67        | Other Instrument                                  |
| CLARK CNTY NEV SCH DIST                                          | 2043-06-15      | 5.0000%  | 0.0000% | $7815000.00        | $8526086.85        | Other Instrument                                  |
| COLORADO HOUSING AND FINANCE AUTHORITY                           | 2056-05-01      | 6.2500%  | 0.0000% | $10000000.00       | $10798216.67       | Other Instrument                                  |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2054-07-01      | 5.7500%  | 0.0000% | $18695000.00       | $19792147.23       | Other Instrument                                  |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                       | 2040-08-01      | 6.3250%  | 0.0000% | $6965000.00        | $7813424.06        | Other Instrument                                  |
| SAN JOSE CALIF UNI SCH DIST                                      | 2042-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $1012860.00        | Other Instrument                                  |
| SARPY CNTY NEB HOSP AUTH NO 1                                    | 2051-05-15      | 4.0000%  | 0.0000% | $1970000.00        | $1844204.56        | Other Instrument                                  |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                   | 2033-12-15      | 0.0000%  | 0.0000% | $13000000.00       | $10098270.00       | Other Instrument                                  |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                   | 2040-12-15      | 6.5610%  | 0.0000% | $7830000.00        | $8978003.28        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.3890%  | 0.0000% | $15000000.00       | $15424139.17       | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3905149.42        | Other Instrument                                  |
| BATLN_9R                                                         | 2031-07-15      | 10.5662% | 0.0000% | $7673200.00        | $6640229.21        | Asset-Backed Securities                           |
| REGATTA IX FUNDING LTD REGT9_17-1AR                              | 2037-04-17      | 10.7116% | 0.0000% | $250000.00         | $243059.91         | Asset-Backed Securities                           |
| UPSPT_21-ST6                                                     | 2027-08-20      | 0.0000%  | 0.0000% | $949000.00         | $162948.05         | Asset-Backed Securities                           |
| UPSPT_22-ST1                                                     | 2030-03-20      | 0.0000%  | 0.0000% | $647000.00         | $175562.80         | Asset-Backed Securities                           |
| VIBR_15-3A                                                       | 2031-10-20      | 10.4961% | 0.0000% | $11604620.00       | $11013017.94       | Asset-Backed Securities                           |
| OCTAG_64                                                         | 2037-07-21      | 11.4600% | 0.0000% | $10000000.00       | $9988733.23        | Asset-Backed Securities                           |
| WASHINGTON MUTUAL ASSET - BACKED                                 | 2036-01-25      | 4.6755%  | 0.0000% | $54890.00          | $32748.95          | Asset-Backed Securities                           |
| GSAA_06-1                                                        | 2036-01-25      | 4.8655%  | 0.0000% | $1008674.00        | $53743.78          | Asset-Backed Securities                           |
| Providen HELT002                                                 | 2031-08-25      | 4.6455%  | 0.0000% | $1351520.00        | $9451.88           | Asset-Backed Securities                           |
| ARSI_06-W1                                                       | 2036-03-25      | 4.7205%  | 0.0000% | $5000000.00        | $1212376.18        | Asset-Backed Securities                           |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST BAMLL_16-ISQ          | 2034-08-14      | 2.8480%  | 0.0000% | $2201873.00        | $1854799.10        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM BBCMS_18-CBM                                | 2037-07-15      | 5.0800%  | 0.0000% | $400000.00         | $391217.96         | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C10                                                     | 2054-07-15      | 2.0000%  | 0.0000% | $4160000.00        | $2949729.81        | Private Label Collateralized Mortgage Obligations |
| BBCMS_22-C18                                                     | 2055-12-15      | 4.0000%  | 0.0000% | $2785190.00        | $2157091.59        | Private Label Collateralized Mortgage Obligations |
| JPMCC_11-C3                                                      | 2046-02-15      | 5.7100%  | 0.0000% | $100000.00         | $43167.38          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_20-MK | 2036-12-15      | 4.9966%  | 0.0000% | $177000.00         | $85264.64          | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-3                                                       | 2055-06-25      | 0.5000%  | 0.0000% | $653740.00         | $5546.16           | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                                   | 2042-02-15      | 5.5931%  | 0.0000% | $7970000.00        | $7927068.51        | Private Label Collateralized Mortgage Obligations |
| BXMT_25-FL5                                                      | 2042-10-20      | 6.6294%  | 0.0000% | $167408.00         | $166906.72         | Private Label Collateralized Mortgage Obligations |
| PROG_22-SFR1                                                     | 2041-02-17      | 5.5200%  | 0.0000% | $100000.00         | $98386.60          | Private Label Collateralized Mortgage Obligations |
| PSTRMS_25-1                                                      | 2055-06-25      | 6.2500%  | 0.0000% | $1075064.00        | $1037920.52        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK9                                                | 2054-11-15      | 2.8000%  | 0.0000% | $1253621.00        | $868410.01         | Private Label Collateralized Mortgage Obligations |
| NRZT_18-4                                                        | 2048-01-27      | 1.5000%  | 0.0000% | $1741284.00        | $30023.43          | Private Label Collateralized Mortgage Obligations |
| MF1_24-FL16                                                      | 2039-11-18      | 6.0922%  | 0.0000% | $5223949.00        | $5130055.51        | Private Label Collateralized Mortgage Obligations |
| MF1_24-FL16                                                      | 2039-11-18      | 6.2922%  | 0.0000% | $3833784.00        | $3735334.58        | Private Label Collateralized Mortgage Obligations |
| VCC_22-2                                                         | 2052-04-25      | 5.7378%  | 0.0000% | $228454.00         | $146551.08         | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                                      | 2065-07-25      | 5.1620%  | 0.0000% | $13175697.00       | $12750656.56       | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                                      | 2065-07-27      | 6.0100%  | 0.0000% | $16277357.00       | $16015476.02       | Private Label Collateralized Mortgage Obligations |
| TPMT_25-1                                                        | 2065-06-25      | 4.8041%  | 0.0000% | $101751.00         | $97178.97          | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM5                                                    | 2065-02-25      | 1.6097%  | 0.0000% | $9617247.00        | $237139.56         | Private Label Collateralized Mortgage Obligations |
| DRMT_22-2                                                        | 2067-03-25      | 0.1116%  | 0.0000% | $1234000.00        | $7800.16           | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                            | 2036-01-15      | 5.0967%  | 0.0000% | $193000.00         | $188789.96         | Private Label Collateralized Mortgage Obligations |
| SARM_04-4                                                        | 2034-04-25      | 5.8888%  | 0.0000% | $107687.00         | $22438.14          | Private Label Collateralized Mortgage Obligations |
| TPG TRUST TPG_24-WLSC                                            | 2041-11-15      | 6.1647%  | 0.0000% | $162432.00         | $163010.07         | Private Label Collateralized Mortgage Obligations |
| IMPRL_22-NQM2                                                    | 2067-03-25      | 4.2000%  | 0.0000% | $5333166.00        | $4554886.42        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V13                            | 2057-02-15      | 1.1317%  | 0.0000% | $1000001.00        | $32263.86          | Private Label Collateralized Mortgage Obligations |
| RAST_06-R1                                                       | 2046-01-25      | 11.9780% | 0.0000% | $204000.00         | $28931.76          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C41                | 2050-11-15      | 0.5440%  | 0.0000% | $140484000.00      | $1173265.34        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-MGP                | 2041-08-15      | 6.1843%  | 0.0000% | $101192.00         | $101201.60         | Private Label Collateralized Mortgage Obligations |
| WFCM_25-C64                                                      | 2058-02-27      | 1.0228%  | 0.0000% | $1317584.00        | $96448.39          | Private Label Collateralized Mortgage Obligations |
| WFMBS_21-2                                                       | 2051-06-26      | 0.5000%  | 0.0000% | $9540586.00        | $221134.07         | Private Label Collateralized Mortgage Obligations |
| LOUISIANA PUB FACS AUTH                                          | 2066-09-01      | 5.0000%  | 0.0000% | $7075000.00        | $6802636.08        | Other Instrument                                  |

### Security 268: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BRY3VV1K9
- **C.18 - Value (incl. sponsor support):** $181000000.00
- **C.18.a - Value (excl. sponsor support):** $181000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SWITCH ABS ISSUER LLC SWTCH_24-2A                         | 2054-06-25      | 5.4360%  | 0.0000% | $101000.00         | $101425.32         | Asset-Backed Securities                           |
| STORE MASTER FUNDING LLC STR_18-1A                        | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $181526.98         | Asset-Backed Securities                           |
| STR_18-1                                                  | 2048-10-20      | 4.7400%  | 0.0000% | $2579650.00        | $2386786.78        | Asset-Backed Securities                           |
| CAUTO_20-1A                                               | 2050-02-15      | 4.5200%  | 0.0000% | $896769.00         | $875445.53         | Asset-Backed Securities                           |
| CIFC FUNDING LTD CIFC_21-6                                | 2034-10-15      | 5.3061%  | 0.0000% | $617118.00         | $619295.37         | Asset-Backed Securities                           |
| TPMT_16-4                                                 | 2056-07-25      | 3.9794%  | 0.0000% | $4274070.00        | $4099407.17        | Asset-Backed Securities                           |
| TPMT_17-6                                                 | 2057-10-25      | 3.3103%  | 0.0000% | $4356478.00        | $3707252.05        | Asset-Backed Securities                           |
| NELNET STUDENT LOAN TRUST NSLT_21-A                       | 2062-04-20      | 2.8500%  | 0.0000% | $683017.00         | $611857.44         | Asset-Backed Securities                           |
| PKAIR_25-1                                                | 2042-11-17      | 5.8110%  | 0.0000% | $4951622.00        | $4795804.62        | Asset-Backed Securities                           |
| PK ALIFT LOAN FUNDING 4 LP PKAIR_24-2                     | 2039-10-15      | 5.4320%  | 0.0000% | $359000.00         | $267679.73         | Asset-Backed Securities                           |
| CANYC_25-2                                                | 2037-10-15      | 5.4193%  | 0.0000% | $6013063.00        | $6069348.63        | Asset-Backed Securities                           |
| MF1_24-FL14                                               | 2039-03-19      | 6.2722%  | 0.0000% | $4063012.00        | $4080445.26        | Asset-Backed Securities                           |
| MISSION LANE CREDIT CARD MASTER TRUST                     | 2029-08-15      | 6.0200%  | 0.0000% | $1416000.00        | $1421890.51        | Asset-Backed Securities                           |
| AVCCT_24-1                                                | 2030-04-15      | 6.1220%  | 0.0000% | $10561000.00       | $10625975.59       | Asset-Backed Securities                           |
| BSPRT_23-FL10-B                                           | 2035-09-15      | 7.2972%  | 0.0000% | $3600000.00        | $3619163.47        | Asset-Backed Securities                           |
| DRB PRIME STUDENT LOAN TRUST DRB_17-C                     | 2042-11-25      | 3.2900%  | 0.0000% | $1100000.00        | $420868.66         | Asset-Backed Securities                           |
| APIDOS CLO XXXII APID 19_32AR                             | 2033-01-20      | 4.9844%  | 0.0000% | $426738.00         | $381305.13         | Asset-Backed Securities                           |
| 321 HENDERSON RECEIVABLES LLC HENDR_18-1                  | 2072-10-17      | 3.7400%  | 0.0000% | $4557000.00        | $2754554.51        | Asset-Backed Securities                           |
| COMPASS DATACENTER ISSUER II LLC CMDC_25-2                | 2050-02-25      | 5.8350%  | 0.0000% | $1055356.00        | $1089498.35        | Asset-Backed Securities                           |
| COMMONWEALTH BANK OF AUSTRALIA                            | 2027-03-14      | 4.2700%  | 0.0000% | $3000.00           | $3046.19           | Corporate Debt Securities                         |
| SPRINT SPECTRUM CO LLC                                    | 2029-09-20      | 5.1520%  | 0.0000% | $1182000.00        | $597806.88         | Corporate Debt Securities                         |
| ITALY (REPUBLIC OF)                                       | 2026-02-17      | 1.2500%  | 0.0000% | $1232000.00        | $1224478.30        | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC                                     | 2033-06-15      | 9.6250%  | 0.0000% | $142000.00         | $157262.08         | Corporate Debt Securities                         |
| MORGAN STANLEY BANK NA                                    | 2029-01-12      | 5.0160%  | 0.0000% | $5011000.00        | $5172441.06        | Corporate Debt Securities                         |
| MORGAN STANLEY                                            | 2032-10-20      | 2.5110%  | 0.0000% | $53000.00          | $47487.32          | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF INDIA                               | 2031-01-13      | 2.2500%  | 0.0000% | $1901000.00        | $1716008.94        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHINES CORP                      | 2039-11-30      | 5.6000%  | 0.0000% | $260000.00         | $278031.87         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHINES CORP                      | 2026-05-15      | 3.3000%  | 0.0000% | $126000.00         | $127425.90         | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)               | 2031-03-22      | 4.7500%  | 0.0000% | $9726000.00        | $9697929.68        | Corporate Debt Securities                         |
| MANUFACTURERS AND TRADERS TRUST                           | 2028-01-27      | 4.7000%  | 0.0000% | $287000.00         | $293928.82         | Corporate Debt Securities                         |
| M&T BK CORP                                               | 2032-03-13      | 6.0820%  | 0.0000% | $7000.00           | $7467.39           | Corporate Debt Securities                         |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                | 2026-09-23      | 3.2000%  | 0.0000% | $401000.00         | $399375.50         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                                    | 2079-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2862751.67        | Corporate Debt Securities                         |
| POST HOLDINGS INC                                         | 2034-10-15      | 6.2500%  | 0.0000% | $122000.00         | $123860.23         | Corporate Debt Securities                         |
| CUBESMART LP                                              | 2035-11-01      | 5.1250%  | 0.0000% | $396000.00         | $399931.35         | Corporate Debt Securities                         |
| DANA INC                                                  | 2032-02-15      | 4.5000%  | 0.0000% | $58000.00          | $57459.44          | Corporate Debt Securities                         |
| BARCLAYS PLC                                              | 2034-05-09      | 6.2240%  | 0.0000% | $754000.00         | $836754.52         | Corporate Debt Securities                         |
| NAVIENT CORP                                              | 2026-06-15      | 6.7500%  | 0.0000% | $580000.00         | $600903.20         | Corporate Debt Securities                         |
| METLIFE REINSURANCE COMPANY OF CHARLESTON                 | 2042-12-31      | 5.2248%  | 0.0000% | $15300000.00       | $3754248.95        | Corporate Debt Securities                         |
| FIRST CITIZENS BANCSHARES INC                             | 2031-03-12      | 5.2310%  | 0.0000% | $1430000.00        | $1455954.46        | Corporate Debt Securities                         |
| VIRGINIA ELECTRIC AND POWER COMPANY                       | 2037-11-30      | 6.3500%  | 0.0000% | $176000.00         | $199993.79         | Corporate Debt Securities                         |
| MUELLER WATER PRODUCTS INC                                | 2029-06-15      | 4.0000%  | 0.0000% | $60000.00          | $58873.27          | Corporate Debt Securities                         |
| ORANGE SA                                                 | 2031-03-01      | 9.0000%  | 0.0000% | $154000.00         | $188677.72         | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                                       | 2033-07-27      | 2.5500%  | 0.0000% | $1580000.00        | $1379304.45        | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                                    | 2044-06-24      | 5.7500%  | 0.0000% | $2105000.00        | $2180032.14        | Corporate Debt Securities                         |
| TRAVEL + LEISURE CO                                       | 2026-07-31      | 6.6250%  | 0.0000% | $5000.00           | $5119.11           | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                       | 2079-12-31      | 4.7500%  | 0.0000% | $4991000.00        | $5048244.00        | Corporate Debt Securities                         |
| UBS GROUP AG                                              | 2079-12-31      | 4.8750%  | 0.0000% | $2359000.00        | $2338812.86        | Corporate Debt Securities                         |
| BOEING CO                                                 | 2054-05-01      | 6.8580%  | 0.0000% | $948000.00         | $1121806.32        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                            | 2031-09-12      | 4.2400%  | 0.0000% | $36000.00          | $36411.89          | Corporate Debt Securities                         |
| KOREA (REPUBLIC OF)                                       | 2031-10-15      | 1.7500%  | 0.0000% | $840000.00         | $748766.90         | Corporate Debt Securities                         |
| KFW                                                       | 2030-03-18      | 4.6250%  | 0.0000% | $580000.00         | $603986.38         | Corporate Debt Securities                         |
| KFW                                                       | 2028-05-15      | 3.8750%  | 0.0000% | $78000.00          | $79831.47          | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                | 2029-05-30      | 4.5000%  | 0.0000% | $1144000.00        | $1159787.20        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                | 2032-01-22      | 6.1250%  | 0.0000% | $415000.00         | $437345.10         | Corporate Debt Securities                         |
| PACIFIC LIFECORP                                          | 2050-09-15      | 3.3500%  | 0.0000% | $5448000.00        | $3864650.79        | Corporate Debt Securities                         |
| PHILIPPINES (REPUBLIC OF)                                 | 2027-03-29      | 3.2290%  | 0.0000% | $200000.00         | $198286.11         | Corporate Debt Securities                         |
| PHILIPPINES (REPUBLIC OF)                                 | 2035-03-05      | 4.7500%  | 0.0000% | $952000.00         | $967143.41         | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                                        | 2034-01-15      | 3.0000%  | 0.0000% | $1516000.00        | $1332336.60        | Corporate Debt Securities                         |
| POLAND  (REPUBLIC OF)                                     | 2027-11-16      | 5.5000%  | 0.0000% | $4876000.00        | $5150155.81        | Corporate Debt Securities                         |
| POLAND  (REPUBLIC OF)                                     | 2032-11-16      | 5.7500%  | 0.0000% | $71000.00          | $78220.31          | Corporate Debt Securities                         |
| EDISON INTL                                               | 2030-03-15      | 6.2500%  | 0.0000% | $600000.00         | $627405.67         | Corporate Debt Securities                         |
| ECOPETROL SA                                              | 2032-02-01      | 7.7500%  | 0.0000% | $108000.00         | $113313.57         | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF KOREA                               | 2032-01-18      | 2.1250%  | 0.0000% | $2124000.00        | $1906546.65        | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF INDIA                               | 2030-01-15      | 3.2500%  | 0.0000% | $2035000.00        | $1960639.40        | Corporate Debt Securities                         |
| UNIVERSITY OF SOUTHERN CALIFORNIA                         | 2051-10-01      | 2.9450%  | 0.0000% | $5369000.00        | $3621198.11        | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                         | 2044-03-15      | 4.8500%  | 0.0000% | $2935000.00        | $2752023.95        | Corporate Debt Securities                         |
| EQUINOR ASA                                               | 2028-09-10      | 3.6250%  | 0.0000% | $356000.00         | $354677.36         | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)               | 2040-01-11      | 6.0500%  | 0.0000% | $94000.00          | $96840.50          | Corporate Debt Securities                         |
| UNITED AIRLINES INC                                       | 2026-04-15      | 4.3750%  | 0.0000% | $1131000.00        | $1130394.29        | Corporate Debt Securities                         |
| UBS GROUP AG                                              | 2079-12-31      | 3.8750%  | 0.0000% | $731000.00         | $732352.76         | Corporate Debt Securities                         |
| UBS AG (STAMFORD BRANCH)                                  | 2028-01-10      | 4.8640%  | 0.0000% | $1890000.00        | $1932945.00        | Corporate Debt Securities                         |
| AT&T INC                                                  | 2053-09-15      | 3.5000%  | 0.0000% | $1940000.00        | $1350108.51        | Corporate Debt Securities                         |
| HUDBAY MINERALS INC                                       | 2029-04-01      | 6.1250%  | 0.0000% | $35000.00          | $35515.69          | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                         | 2079-12-31      | 6.0000%  | 0.0000% | $3102000.00        | $3122380.14        | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                            | 2037-02-14      | 5.4420%  | 0.0000% | $18.00             | $19.11             | Corporate Debt Securities                         |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA)  | 2025-12-23      | 0.0000%  | 0.0000% | $7252494.00        | $7208086.98        | Money Market                                      |
| VW CREDIT INC                                             | 2026-03-12      | 0.0000%  | 0.0000% | $4624763.00        | $4554702.47        | Money Market                                      |
| AHPT_17-ATRM                                              | 2049-12-29      | 5.2050%  | 0.0000% | $1951646.00        | $1626983.18        | Private Label Collateralized Mortgage Obligations |
| CONE_24-DFW1                                              | 2041-08-15      | 6.8404%  | 0.0000% | $3197900.00        | $3204848.18        | Private Label Collateralized Mortgage Obligations |
| COLT_21-HX1                                               | 2066-10-25      | 1.1100%  | 0.0000% | $100010.00         | $49430.81          | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23 | 2056-12-15      | 7.4547%  | 0.0000% | $663282.00         | $707159.60         | Private Label Collateralized Mortgage Obligations |
| MSBAM_15-C27                                              | 2047-12-15      | 4.4942%  | 0.0000% | $43684.00          | $43202.05          | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-4                                                | 2054-10-26      | 6.5000%  | 0.0000% | $573960.00         | $195873.96         | Private Label Collateralized Mortgage Obligations |
| STARWOOD COMMERCIAL MORTGAGE TRUST STWD_22-FL3            | 2038-11-18      | 5.5837%  | 0.0000% | $2924500.00        | $1493463.37        | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                            | 2042-02-15      | 5.5931%  | 0.0000% | $1011000.00        | $1005554.11        | Private Label Collateralized Mortgage Obligations |
| KREF LTD KREF_22-FL3                                      | 2039-02-17      | 5.4518%  | 0.0000% | $182000.00         | $99858.76          | Private Label Collateralized Mortgage Obligations |
| BXHPP TRUST 2021-FILM                                     | 2036-08-15      | 4.7966%  | 0.0000% | $155000.00         | $150492.29         | Private Label Collateralized Mortgage Obligations |
| BPR_23-BRK2                                               | 2028-11-05      | 0.0000%  | 0.0000% | $412559.00         | $433659.81         | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                                         | 2039-09-15      | 5.9161%  | 0.0000% | $883500.00         | $590748.17         | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                                  | 2037-11-20      | 6.0522%  | 0.0000% | $21311000.00       | $21361877.67       | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                                  | 2037-11-17      | 6.7322%  | 0.0000% | $9100000.00        | $9120329.92        | Private Label Collateralized Mortgage Obligations |
| MF1_24-FL16                                               | 2039-11-18      | 6.2922%  | 0.0000% | $1720080.00        | $1675909.31        | Private Label Collateralized Mortgage Obligations |
| GWT COMMERCIAL MORTGAGE TRUST GWTCMT_24-WLF2              | 2041-05-15      | 6.9716%  | 0.0000% | $761000.00         | $767159.16         | Private Label Collateralized Mortgage Obligations |
| TPMT_19-1                                                 | 2058-03-25      | 3.7500%  | 0.0000% | $139834.00         | $117790.43         | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM2                      | 2064-11-25      | 5.9520%  | 0.0000% | $658578.00         | $556943.74         | Private Label Collateralized Mortgage Obligations |
| MORTGAGE TRUST DATA_23-CNTR                               | 2043-08-12      | 5.9190%  | 0.0000% | $7080000.00        | $7075620.30        | Private Label Collateralized Mortgage Obligations |
| MILE_25-STNE                                              | 2042-07-15      | 7.5322%  | 0.0000% | $614884.00         | $614690.69         | Private Label Collateralized Mortgage Obligations |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1                  | 2041-08-15      | 6.0400%  | 0.0000% | $1627000.00        | $1633307.88        | Private Label Collateralized Mortgage Obligations |
| BCMK_19-B14                                               | 2062-12-15      | 3.3515%  | 0.0000% | $3500000.00        | $3179742.71        | Private Label Collateralized Mortgage Obligations |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK               | 2027-11-15      | 8.1152%  | 0.0000% | $479899.00         | $482827.70         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_24-UNIV                                   | 2029-11-15      | 6.2238%  | 0.0000% | $1423000.00        | $1430041.18        | Private Label Collateralized Mortgage Obligations |

### Security 269: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8QY7
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALLEGHENY CNTY PA HIGHER ED BLDG AUTH                  | 2027-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5250.10           | Other Instrument                                  |
| CALIFORNIA CMNTY COLLEGE FING AUTH                     | 2028-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5302.42           | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                  | 2028-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5321.28           | Other Instrument                                  |
| FLORIDA STATE BOARD OF GOVERNORS                       | 2027-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5278.28           | Other Instrument                                  |
| NORFOLK VA                                             | 2030-10-01      | 1.7040%  | 0.0000% | $160000.00         | $144472.00         | Other Instrument                                  |
| NORTH TEXAS TOLLWAY AUTHORITY                          | 2040-01-01      | 4.1250%  | 0.0000% | $10000.00          | $10288.70          | Other Instrument                                  |
| WESTERN CAROLINA UNIV N C                              | 2031-10-01      | 3.2500%  | 0.0000% | $10000.00          | $10031.08          | Other Instrument                                  |
| METROPOLITAN WASHINGTON AIRPORTS AUTHORITY             | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5547.33           | Other Instrument                                  |
| KINGMAN ARIZ                                           | 2029-07-15      | 1.8900%  | 0.0000% | $570000.00         | $530188.35         | Other Instrument                                  |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                   | 2032-06-01      | 5.0000%  | 0.0000% | $30000.00          | $32340.70          | Other Instrument                                  |
| PALM BEACH CNTY FLA SCH BRD                            | 2030-08-01      | 5.0000%  | 0.0000% | $45000.00          | $50417.10          | Other Instrument                                  |
| RALEIGH-DURHAM N C ARPT AUTH                           | 2027-05-01      | 5.0000%  | 0.0000% | $20000.00          | $21182.20          | Other Instrument                                  |
| TUSCALOOSA ALA CITY BRD ED CAP OUTLAY WTS-SPL SCH DIST | 2031-08-01      | 4.0000%  | 0.0000% | $70000.00          | $71165.50          | Other Instrument                                  |
| TEXAS TRANSPORTATION COMMISSION                        | 2031-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5645.18           | Other Instrument                                  |
| TEXAS A & M UNIVERSITY                                 | 2029-05-15      | 4.0000%  | 0.0000% | $5000.00           | $5124.32           | Other Instrument                                  |
| RUTGERS UNIVERSITY NEW JERSEY                          | 2043-05-01      | 3.2700%  | 0.0000% | $45000.00          | $38165.40          | Other Instrument                                  |
| BEAUMONT TEX INDPT SCH DIST                            | 2031-02-15      | 3.0000%  | 0.0000% | $35000.00          | $35233.22          | Other Instrument                                  |
| VIRGINIA ST PUB BLDG AUTH                              | 2027-08-01      | 5.0000%  | 0.0000% | $30000.00          | $31611.60          | Other Instrument                                  |
| ILLINOIS (STATE OF)                                    | 2037-09-01      | 5.0000%  | 0.0000% | $13270000.00       | $14787085.38       | Other Instrument                                  |
| LINCOLN CNTY TENN                                      | 2029-05-01      | 5.0000%  | 0.0000% | $20000.00          | $21598.80          | Other Instrument                                  |
| LOS ANGELES CALIF UNI SCH DIST                         | 2039-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11909.53          | Other Instrument                                  |
| HENRICO CNTY VA                                        | 2027-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5179.55           | Other Instrument                                  |
| HAWAII (STATE OF)                                      | 2028-01-01      | 5.0000%  | 0.0000% | $30000.00          | $32044.40          | Other Instrument                                  |
| COLLIN CNTY TEX CMNTY COLLEGE DIST                     | 2028-08-15      | 5.0000%  | 0.0000% | $20000.00          | $21052.71          | Other Instrument                                  |
| SPRING BRANCH TEX INDPT SCH DIST                       | 2027-02-01      | 5.0000%  | 0.0000% | $60000.00          | $62280.07          | Other Instrument                                  |
| SAN ANTONIO TX                                         | 2029-02-01      | 5.0000%  | 0.0000% | $45000.00          | $46300.95          | Other Instrument                                  |
| SEATTLE (CITY OF)                                      | 2031-04-01      | 4.0000%  | 0.0000% | $100000.00         | $100892.33         | Other Instrument                                  |
| OREGON (STATE OF)                                      | 2034-05-01      | 5.0000%  | 0.0000% | $15000.00          | $17697.45          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                    | 2027-11-01      | 5.0000%  | 0.0000% | $20000.00          | $21439.80          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK               | 2029-07-01      | 5.0000%  | 0.0000% | $80000.00          | $82486.13          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK               | 2027-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5127.33           | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK               | 2034-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11332.07          | Other Instrument                                  |
| NEW YORK ST URBAN DEV CORP                             | 2027-03-15      | 5.0000%  | 0.0000% | $65000.00          | $65985.98          | Other Instrument                                  |
| SLSLM PRIVATE CREDIT STUDENT LOA                       | 2039-12-15      | 4.5694%  | 0.0000% | $10570000.00       | $2225639.83        | Asset-Backed Securities                           |
| SLMA_11-3                                              | 2040-08-27      | 5.3973%  | 0.0000% | $3680000.00        | $409145.11         | Asset-Backed Securities                           |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_25-A     | 2027-06-15      | 4.6000%  | 0.0000% | $819000.00         | $676339.25         | Asset-Backed Securities                           |
| ARI FLEET LEASE TRUST ARIFL_23-A                       | 2032-02-17      | 5.3300%  | 0.0000% | $4974000.00        | $5018556.54        | Asset-Backed Securities                           |
| UACST 2022-2                                           | 2028-01-10      | 6.8400%  | 0.0000% | $4000000.00        | $1810001.99        | Asset-Backed Securities                           |
| ENTERPRISE FLEET FINANCING LLC EFF_25-1                | 2027-10-20      | 4.6500%  | 0.0000% | $3216000.00        | $3230905.62        | Asset-Backed Securities                           |
| TCW_25-1                                               | 2038-04-20      | 4.9344%  | 0.0000% | $4000000.00        | $3579011.08        | Asset-Backed Securities                           |
| DISCOVER CARD EXECUTION NOTE TRUST                     | 2028-09-15      | 1.0300%  | 0.0000% | $788000.00         | $768566.17         | Asset-Backed Securities                           |
| DRSLF_17-54X                                           | 2029-10-19      | 7.2461%  | 0.0000% | $7375000.00        | $7214358.27        | Asset-Backed Securities                           |
| ECMC GROUP STUDENT LOAN TRUST ECMC_18-1A               | 2068-02-25      | 5.0473%  | 0.0000% | $600000.00         | $221146.88         | Asset-Backed Securities                           |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-A         | 2029-12-17      | 2.0700%  | 0.0000% | $160000.00         | $143034.27         | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST CARMX_23-1                     | 2029-01-16      | 4.6500%  | 0.0000% | $500000.00         | $503297.83         | Asset-Backed Securities                           |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                | 2028-08-15      | 2.0600%  | 0.0000% | $3320000.00        | $3273033.81        | Asset-Backed Securities                           |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                | 2028-05-15      | 4.4200%  | 0.0000% | $900000.00         | $903541.90         | Asset-Backed Securities                           |
| GMF FLOORPLAN OWNER REVOLVING TRUST                    | 2029-03-15      | 4.5900%  | 0.0000% | $2250000.00        | $2270126.25        | Asset-Backed Securities                           |
| ENTERPRISE FLEET FINANCING LLC EFF_24-3                | 2028-08-21      | 4.9800%  | 0.0000% | $1325000.00        | $1343720.48        | Asset-Backed Securities                           |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_24-A            | 2029-03-15      | 5.3700%  | 0.0000% | $209000.00         | $202680.31         | Asset-Backed Securities                           |
| FIRST HELP FINANCIAL LLC FHF_24-3                      | 2030-11-15      | 4.9400%  | 0.0000% | $5240000.00        | $3783830.26        | Asset-Backed Securities                           |
| DRVPNK_25-1                                            | 2029-11-13      | 4.6200%  | 0.0000% | $282000.00         | $284765.86         | Asset-Backed Securities                           |
| CECLO_29-RR                                            | 2034-10-20      | 7.2844%  | 0.0000% | $5899494.00        | $5875989.24        | Asset-Backed Securities                           |
| CONAGRA BRANDS INC                                     | 2030-09-15      | 8.2500%  | 0.0000% | $38000.00          | $44159.48          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH                                    | 2029-10-01      | 3.3470%  | 0.0000% | $15377000.00       | $14887537.28       | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICIDAD                       | 2051-02-09      | 4.6770%  | 0.0000% | $4893000.00        | $3765962.28        | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FUND                             | 2029-01-15      | 4.8500%  | 0.0000% | $1392000.00        | $1379941.41        | Corporate Debt Securities                         |
| INTESA SANPAOLO SPA                                    | 2033-11-28      | 7.2000%  | 0.0000% | $1737000.00        | $2035711.89        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC                             | 2050-09-10      | 3.9500%  | 0.0000% | $14030000.00       | $10957094.84       | Corporate Debt Securities                         |
| AMERICAN WATER CAPITAL CORP                            | 2026-12-01      | 3.0000%  | 0.0000% | $125000.00         | $125160.00         | Corporate Debt Securities                         |
| ENEL FINANCE INTERNATIONAL NV                          | 2055-09-30      | 5.7500%  | 0.0000% | $1476000.00        | $1463294.10        | Corporate Debt Securities                         |
| KALLPA GENERACION SA                                   | 2032-01-30      | 5.8750%  | 0.0000% | $400000.00         | $423875.00         | Corporate Debt Securities                         |
| CANADIAN PACIFIC RAILWAY COMPANY                       | 2035-09-15      | 4.8000%  | 0.0000% | $3037000.00        | $3033811.15        | Corporate Debt Securities                         |
| PROLOGIS LP                                            | 2031-02-01      | 1.7500%  | 0.0000% | $147000.00         | $129938.45         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC                          | 2028-02-15      | 4.1110%  | 0.0000% | $325000.00         | $326445.85         | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                                    | 2025-12-16      | 4.5000%  | 0.0000% | $703000.00         | $714831.49         | Corporate Debt Securities                         |
| ALTRIA GROUP INC                                       | 2035-02-06      | 5.6250%  | 0.0000% | $2830000.00        | $2977503.14        | Corporate Debt Securities                         |
| ALLTEL CORP                                            | 2029-05-01      | 6.8000%  | 0.0000% | $4001000.00        | $4377254.04        | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD                              | 2038-08-15      | 7.2500%  | 0.0000% | $30000.00          | $35249.23          | Corporate Debt Securities                         |
| DUKE UNIVERSITY                                        | 2050-10-01      | 2.7570%  | 0.0000% | $3004000.00        | $2014865.41        | Corporate Debt Securities                         |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION              | 2028-08-18      | 4.7040%  | 0.0000% | $945000.00         | $953267.49         | Corporate Debt Securities                         |
| STATE GRID OVERSEAS INVESTMENT 2014 LTD                | 2044-05-07      | 4.8500%  | 0.0000% | $500000.00         | $521833.47         | Corporate Debt Securities                         |
| INTERCORP PERU LTD                                     | 2029-08-15      | 3.8750%  | 0.0000% | $760000.00         | $745235.42         | Corporate Debt Securities                         |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)          | 2036-09-23      | 3.4660%  | 0.0000% | $530000.00         | $484214.51         | Corporate Debt Securities                         |
| BOEING CO                                              | 2029-05-01      | 6.2980%  | 0.0000% | $78000.00          | $85331.22          | Corporate Debt Securities                         |
| TWDC ENTERPRISES 18 CORP                               | 2032-03-01      | 7.0000%  | 0.0000% | $2276000.00        | $2632972.90        | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC                             | 2028-03-21      | 4.7500%  | 0.0000% | $7350000.00        | $7470670.67        | Corporate Debt Securities                         |
| CNO FINANCIAL GROUP INC                                | 2029-05-30      | 5.2500%  | 0.0000% | $33000.00          | $34276.61          | Corporate Debt Securities                         |
| RPM INTERNATIONAL INC                                  | 2027-03-15      | 3.7500%  | 0.0000% | $68000.00          | $67919.19          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO LP                                     | 2029-03-01      | 4.0000%  | 0.0000% | $214000.00         | $213693.27         | Corporate Debt Securities                         |
| TRIMBLE INC                                            | 2028-06-15      | 4.9000%  | 0.0000% | $4938000.00        | $5112020.61        | Corporate Debt Securities                         |
| HUNGARY (GOVERNMENT)                                   | 2041-03-29      | 7.6250%  | 0.0000% | $1626000.00        | $1970965.61        | Corporate Debt Securities                         |
| HUBBELL INC                                            | 2031-03-15      | 2.3000%  | 0.0000% | $38000.00          | $34424.16          | Corporate Debt Securities                         |
| TENDER OPT BD TR RCPTS / CTFS                          | 2050-08-01      | 0.0000%  | 0.0000% | $4000000.00        | $4035803.28        | Money Market                                      |
| OHIO (STATE OF)                                        | 2039-10-01      | 3.4500%  | 0.0000% | $38450000.00       | $38559328.98       | Money Market                                      |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS             | 2056-05-01      | 0.0000%  | 0.0000% | $9015000.00        | $9098396.14        | Money Market                                      |
| CONNECTICUT ST HEALTH & EDL FACS A                     | 2049-07-01      | 3.3000%  | 0.0000% | $30000000.00       | $30070454.55       | Money Market                                      |
| BINOM_22-RPL1                                          | 2061-02-25      | 3.0000%  | 0.0000% | $535000.00         | $405009.45         | Private Label Collateralized Mortgage Obligations |
| CROSSM_25-H4                                           | 2070-06-25      | 5.7780%  | 0.0000% | $125000.00         | $118561.19         | Private Label Collateralized Mortgage Obligations |
| FIGRE_25-HE5                                           | 2055-08-25      | 5.4850%  | 0.0000% | $2500000.00        | $2409189.51        | Private Label Collateralized Mortgage Obligations |
| TPMT_24-4                                              | 2064-10-25      | 4.5407%  | 0.0000% | $2990000.00        | $2520265.92        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MORTGAGE TRUST MCMLT_18-1                    | 2062-05-25      | 3.2500%  | 0.0000% | $1957000.00        | $1756207.47        | Private Label Collateralized Mortgage Obligations |

### Security 270: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8UB2
- **C.18 - Value (incl. sponsor support):** $143000000.00
- **C.18.a - Value (excl. sponsor support):** $143000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

**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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALDINE TEX INDPT SCH DIST                                   | 2037-02-15      | 5.0000%  | 0.0000% | $15000.00          | $17195.48          | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                       | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $10430.90          | Other Instrument                                  |
| CALIFORNIA MUN FIN AUTH ENVIRONMENTAL IMPT                  | 2031-08-01      | 3.7500%  | 0.0000% | $1100000.00        | $630194.43         | Other Instrument                                  |
| MECKLENBURG CNTY N C                                        | 2037-04-01      | 3.0000%  | 0.0000% | $10000.00          | $9638.30           | Other Instrument                                  |
| FLORIDA ST BRD ED                                           | 2031-06-01      | 5.0000%  | 0.0000% | $80000.00          | $92122.67          | Other Instrument                                  |
| FLORIDA ST BRD ED                                           | 2028-06-01      | 5.0000%  | 0.0000% | $65000.00          | $70439.42          | Other Instrument                                  |
| FLORIDA ST BRD ED                                           | 2029-06-01      | 5.0000%  | 0.0000% | $50000.00          | $55388.67          | Other Instrument                                  |
| FLORIDA ST DEPT MGMT SVCS                                   | 2026-11-01      | 5.0000%  | 0.0000% | $40000.00          | $41897.20          | Other Instrument                                  |
| MUNICIPAL ELEC AUTH GA                                      | 2057-04-01      | 6.6550%  | 0.0000% | $23000.00          | $25505.75          | Other Instrument                                  |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY | 2040-07-01      | 3.0520%  | 0.0000% | $107000.00         | $85834.69          | Other Instrument                                  |
| MARYLAND ST TRANSN AUTH                                     | 2028-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21608.93          | Other Instrument                                  |
| MASSACHUSETTS EDL FING AUTH                                 | 2038-04-25      | 5.0696%  | 0.0000% | $3500000.00        | $78274.89          | Other Instrument                                  |
| MASSACHUSETTS (COMMONWEALTH OF)                             | 2033-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11899.50          | Other Instrument                                  |
| NORTH TEXAS TOLLWAY AUTHORITY                               | 2033-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10411.57          | Other Instrument                                  |
| NORTHERN HUMBOLDT CALIF UN SCH DIST                         | 2029-08-01      | 4.0000%  | 0.0000% | $15000.00          | $15520.80          | Other Instrument                                  |
| DE KALB CNTY GA                                             | 2034-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11408.97          | Other Instrument                                  |
| CHICAGO BOARD OF EDUCATION                                  | 2033-12-01      | 5.0000%  | 0.0000% | $14000000.00       | $14290966.67       | Other Instrument                                  |
| CHICAGO ILL O HARE INTL ARPT                                | 2030-01-01      | 5.0000%  | 0.0000% | $20000.00          | $22149.73          | Other Instrument                                  |
| CHICAGO ILL O HARE INTL ARPT                                | 2030-01-01      | 5.0000%  | 0.0000% | $45000.00          | $45907.50          | Other Instrument                                  |
| GILBERT ARIZ                                                | 2041-07-15      | 4.0000%  | 0.0000% | $60000.00          | $61824.47          | Other Instrument                                  |
| TSASC INC N Y                                               | 2045-06-01      | 5.0000%  | 0.0000% | $15000.00          | $9329.74           | Other Instrument                                  |
| TENNESSEE STATE SCHOOL BOND AUTHORITY                       | 2035-11-01      | 1.9120%  | 0.0000% | $245000.00         | $196573.30         | Other Instrument                                  |
| BLACK BELT ENERGY GAS DIST                                  | 2031-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11066.50          | Other Instrument                                  |
| BETHEL OHIO LOC SCH DIST                                    | 2045-11-01      | 3.0000%  | 0.0000% | $35000.00          | $25245.50          | Other Instrument                                  |
| HOPKINS MINN                                                | 2027-02-01      | 4.0000%  | 0.0000% | $25000.00          | $25650.25          | Other Instrument                                  |
| ILLINOIS FINANCE AUTHORITY                                  | 2027-04-01      | 5.4000%  | 0.0000% | $75000.00          | $39639.66          | Other Instrument                                  |
| ILLINOIS (STATE OF)                                         | 2030-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16779.50          | Other Instrument                                  |
| ILLINOIS FINANCE AUTHORITY                                  | 2032-04-01      | 5.5000%  | 0.0000% | $100000.00         | $100497.33         | Other Instrument                                  |
| SOUTH CAROLINA (STATE OF)                                   | 2029-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10871.77          | Other Instrument                                  |
| MONTGOMERY CNTY MD                                          | 2029-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11038.60          | Other Instrument                                  |
| ARLINGTON TEX INDPT SCH DIST                                | 2029-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10875.26          | Other Instrument                                  |
| ARIZONA ST INDL DEV AUTH EDU REVENUE                        | 2038-07-15      | 5.7500%  | 0.0000% | $365000.00         | $373749.25         | Other Instrument                                  |
| AUSTIN TEX CONVENTION ENTERPRISES INC                       | 2034-01-01      | 5.0000%  | 0.0000% | $25000.00          | $25589.17          | Other Instrument                                  |
| SEATTLE WASHINGTON PORT OF                                  | 2030-02-01      | 5.0000%  | 0.0000% | $100000.00         | $101769.00         | Other Instrument                                  |
| PORTLAND ORE                                                | 2031-03-01      | 5.0000%  | 0.0000% | $65000.00          | $71401.42          | Other Instrument                                  |
| SAN ANTONIO TX                                              | 2039-02-01      | 5.9850%  | 0.0000% | $55000.00          | $59497.49          | Other Instrument                                  |
| SAN ANTONIO TX                                              | 2030-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11062.90          | Other Instrument                                  |
| SAN DIEGO COUNTY REGIONAL TRANSPORTATION COMMISSION         | 2035-04-01      | 5.0000%  | 0.0000% | $15000.00          | $17761.90          | Other Instrument                                  |
| DALLAS TEX                                                  | 2028-02-15      | 5.0000%  | 0.0000% | $445000.00         | $473259.97         | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2041-08-01      | 4.0000%  | 0.0000% | $20000.00          | $20158.60          | Other Instrument                                  |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY             | 2032-06-15      | 5.0000%  | 0.0000% | $45000.00          | $50051.65          | Other Instrument                                  |
| NEW YORK CITY OF                                            | 2050-02-01      | 5.2500%  | 0.0000% | $430000.00         | $463989.35         | Other Instrument                                  |
| ACCESS GROUP INC ACCSS_15-1                                 | 2056-07-25      | 4.9973%  | 0.0000% | $325000.00         | $41554.82          | Asset-Backed Securities                           |
| GOAL CAPITAL FUNDING TRUST GOAL_07-1                        | 2036-03-25      | 4.3818%  | 0.0000% | $60000000.00       | $213426.02         | Asset-Backed Securities                           |
| DRSLF_20-85A-CR2                                            | 2037-07-15      | 6.0045%  | 0.0000% | $920000.00         | $925325.59         | Asset-Backed Securities                           |
| NHEL_03-2                                                   | 2033-09-25      | 6.8805%  | 0.0000% | $10000000.00       | $738282.80         | Asset-Backed Securities                           |
| CRVNA_21-N1                                                 | 2028-01-10      | 0.7000%  | 0.0000% | $7565000.00        | $283383.25         | Asset-Backed Securities                           |
| COLOMBIA (REPUBLIC OF)                                      | 2033-04-20      | 8.0000%  | 0.0000% | $800000.00         | $879417.78         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON COMPANY                                 | 2047-08-15      | 3.7500%  | 0.0000% | $1989000.00        | $1579358.82        | Corporate Debt Securities                         |
| COMCAST CORPORATION                                         | 2028-10-15      | 4.1500%  | 0.0000% | $19514000.00       | $19592533.01       | Corporate Debt Securities                         |
| AVIATION CAPITAL GROUP LLC                                  | 2027-04-14      | 4.7500%  | 0.0000% | $50000.00          | $50333.15          | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC                                  | 2029-07-15      | 3.9000%  | 0.0000% | $51000.00          | $50877.26          | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                          | 2026-03-01      | 5.3500%  | 0.0000% | $32000.00          | $32333.33          | Corporate Debt Securities                         |
| IQVIA INC                                                   | 2029-02-01      | 6.2500%  | 0.0000% | $49000.00          | $52412.61          | Corporate Debt Securities                         |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                  | 2026-01-26      | 0.0000%  | 0.0000% | $99480.00          | $99484.02          | Corporate Debt Securities                         |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                  | 2046-11-15      | 0.0000%  | 0.0000% | $100000.00         | $541352.57         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO                               | 2028-09-15      | 5.1875%  | 0.0000% | $5000.00           | $5047.96           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP                                         | 2026-09-15      | 1.4500%  | 0.0000% | $40000.00          | $39154.11          | Corporate Debt Securities                         |
| AMERICAN WATER CAPITAL CORP                                 | 2047-09-01      | 3.7500%  | 0.0000% | $405000.00         | $321003.00         | Corporate Debt Securities                         |
| HANOVER INSURANCE GROUP INC                                 | 2026-04-15      | 4.5000%  | 0.0000% | $95000.00          | $95047.50          | Corporate Debt Securities                         |
| LENNAR CORP                                                 | 2027-11-29      | 4.7500%  | 0.0000% | $3595000.00        | $3696039.47        | Corporate Debt Securities                         |
| LENNOX INTERNATIONAL INC                                    | 2027-08-01      | 1.7000%  | 0.0000% | $35000.00          | $33606.65          | Corporate Debt Securities                         |
| DIAMONDBACK E&P LLC                                         | 2028-02-15      | 7.1250%  | 0.0000% | $1084000.00        | $1151513.33        | Corporate Debt Securities                         |
| LABORATORY CORP OF AMER HLDGS                               | 2030-04-01      | 4.3500%  | 0.0000% | $13718000.00       | $13790088.09       | Corporate Debt Securities                         |
| DOMINICAN REPUBLIC (GOVERNMENT)                             | 2055-02-24      | 7.1500%  | 0.0000% | $8700000.00        | $9505692.50        | Corporate Debt Securities                         |
| SABINE PASS LIQUEFACTION LLC                                | 2030-05-15      | 4.5000%  | 0.0000% | $29000.00          | $29727.03          | Corporate Debt Securities                         |
| SHERWIN-WILLIAMS COMPANY (THE)                              | 2028-08-15      | 4.3000%  | 0.0000% | $1609000.00        | $1633408.53        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC                               | 2042-09-15      | 4.6250%  | 0.0000% | $262000.00         | $243114.97         | Corporate Debt Securities                         |
| INTEL CORP                                                  | 2062-08-05      | 5.0500%  | 0.0000% | $739000.00         | $642230.82         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC                                       | 2029-06-30      | 4.2000%  | 0.0000% | $6504000.00        | $6600064.08        | Corporate Debt Securities                         |
| FLORIDA GAS TRANSMISSION COMPANY LLC                        | 2030-07-01      | 2.5500%  | 0.0000% | $1200000.00        | $1114296.00        | Corporate Debt Securities                         |
| ALEXANDRIA REAL EST EQ INC                                  | 2027-01-15      | 3.9500%  | 0.0000% | $15000.00          | $15121.21          | Corporate Debt Securities                         |
| ALASKA AIR PASS THROUGH TRUST 2020-1A                       | 2029-02-15      | 4.8000%  | 0.0000% | $85000.00          | $52355.56          | Corporate Debt Securities                         |
| NEWMONT CORPORATION                                         | 2034-03-15      | 5.3500%  | 0.0000% | $3839000.00        | $4038305.95        | Corporate Debt Securities                         |
| GENUINE PARTS CO                                            | 2029-08-15      | 4.9500%  | 0.0000% | $838000.00         | $857575.68         | Corporate Debt Securities                         |
| OGE ENERGY CORPORATION                                      | 2029-05-15      | 5.4500%  | 0.0000% | $214000.00         | $227619.08         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                  | 2029-02-08      | 3.8750%  | 0.0000% | $240000.00         | $240552.97         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                                             | 2029-11-01      | 7.3750%  | 0.0000% | $4194000.00        | $4794811.47        | Corporate Debt Securities                         |
| EQT CORP                                                    | 2027-06-01      | 7.5000%  | 0.0000% | $166000.00         | $174017.80         | Corporate Debt Securities                         |
| OHIO POWER CO                                               | 2030-04-01      | 2.6000%  | 0.0000% | $7688000.00        | $7174646.61        | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                                      | 2026-03-02      | 5.4000%  | 0.0000% | $47000.00          | $47589.38          | Corporate Debt Securities                         |
| EVERGY KANSAS CENTRAL INC                                   | 2049-09-01      | 3.2500%  | 0.0000% | $267000.00         | $188503.78         | Corporate Debt Securities                         |
| DOMINICAN REPUBLIC (GOVERNMENT)                             | 2045-01-27      | 6.8500%  | 0.0000% | $771000.00         | $821150.34         | Corporate Debt Securities                         |
| DOMINICAN REPUBLIC (GOVERNMENT)                             | 2026-01-29      | 6.8750%  | 0.0000% | $583000.00         | $594647.45         | Corporate Debt Securities                         |
| CF INDUSTRIES INC                                           | 2026-12-01      | 4.5000%  | 0.0000% | $86000.00          | $87677.00          | Corporate Debt Securities                         |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                          | 2027-06-05      | 4.3750%  | 0.0000% | $4665000.00        | $4709884.43        | Corporate Debt Securities                         |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                           | 2031-04-28      | 4.9500%  | 0.0000% | $320000.00         | $324481.60         | Corporate Debt Securities                         |
| WISCONSIN POWER AND LIGHT COMPANY                           | 2037-08-15      | 6.3750%  | 0.0000% | $280000.00         | $312882.73         | Corporate Debt Securities                         |
| DOMINICAN REPUBLIC (GOVERNMENT)                             | 2035-10-28      | 5.8750%  | 0.0000% | $740000.00         | $738909.53         | Corporate Debt Securities                         |
| KINDER MORGAN INC                                           | 2029-08-01      | 5.1000%  | 0.0000% | $752000.00         | $781500.96         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC                                        | 2028-05-15      | 4.3500%  | 0.0000% | $1004000.00        | $1025954.13        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                  | 2026-04-07      | 6.0000%  | 0.0000% | $1250000.00        | $1261916.67        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                  | 2033-10-20      | 6.0000%  | 0.0000% | $718000.00         | $734992.67         | Corporate Debt Securities                         |
| PACIFICORP                                                  | 2036-08-01      | 6.1000%  | 0.0000% | $7081000.00        | $7726362.34        | Corporate Debt Securities                         |
| PANAMA REPUBLIC OF (GOVERNMENT)                             | 2063-01-19      | 4.5000%  | 0.0000% | $1030000.00        | $790396.25         | Corporate Debt Securities                         |
| PANAMA REPUBLIC OF (GOVERNMENT)                             | 2038-03-01      | 8.0000%  | 0.0000% | $960000.00         | $1126858.67        | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC.                                   | 2028-02-01      | 3.9500%  | 0.0000% | $169000.00         | $167594.77         | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                                          | 2055-06-30      | 6.2000%  | 0.0000% | $50000.00          | $53628.33          | Corporate Debt Securities                         |
| CARLYLE SECURED LENDING INC                                 | 2030-02-18      | 6.7500%  | 0.0000% | $101000.00         | $105242.76         | Corporate Debt Securities                         |
| EASTMAN CHEMICAL COMPANY                                    | 2027-02-01      | 7.6000%  | 0.0000% | $408000.00         | $429220.08         | Corporate Debt Securities                         |
| CITIGROUP INC                                               | 2036-08-25      | 5.0075%  | 0.0000% | $500000.00         | $455609.71         | Corporate Debt Securities                         |
| UNIVERSITY OF SOUTHERN CALIFORNIA                           | 2120-10-01      | 3.2260%  | 0.0000% | $975000.00         | $585281.12         | Corporate Debt Securities                         |
| EVERSOURCE ENERGY                                           | 2027-01-01      | 5.0000%  | 0.0000% | $13000.00          | $13329.25          | Corporate Debt Securities                         |
| GLENCORE FUNDING LLC                                        | 2028-05-08      | 5.4000%  | 0.0000% | $1367000.00        | $1439724.40        | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                                       | 2029-06-07      | 1.8870%  | 0.0000% | $98000.00          | $93105.68          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC                                         | 2044-01-15      | 5.1000%  | 0.0000% | $400000.00         | $388338.67         | Corporate Debt Securities                         |
| AIR LEASE CORPORATION                                       | 2026-01-15      | 2.8750%  | 0.0000% | $11000.00          | $11055.94          | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY LENDING INC                          | 2030-08-15      | 5.6250%  | 0.0000% | $52000.00          | $53190.02          | Corporate Debt Securities                         |
| ROLLS-ROYCE PLC                                             | 2027-10-15      | 5.7500%  | 0.0000% | $514000.00         | $528641.72         | Corporate Debt Securities                         |
| VMWARE LLC                                                  | 2028-08-15      | 1.8000%  | 0.0000% | $9874000.00        | $9313551.76        | Corporate Debt Securities                         |
| BLACKSTONE SECURED LENDING FUND                             | 2026-09-16      | 2.7500%  | 0.0000% | $4402000.00        | $4354579.46        | Corporate Debt Securities                         |
| BLACKSTONE SECURED LENDING FUND                             | 2027-11-15      | 5.8750%  | 0.0000% | $141000.00         | $147679.21         | Corporate Debt Securities                         |
| NEW MEXICO ST HOSP EQUIP LN COUNCIL                         | 2034-08-01      | 3.4000%  | 0.0000% | $570000.00         | $235978.99         | Money Market                                      |
| ILLINOIS HSG DEV AUTH                                       | 2027-01-01      | 3.4000%  | 0.0000% | $7865000.00        | $4676953.38        | Money Market                                      |
| TOWD POINT MORTGAGE TRUST TPMT_23-CES2                      | 2063-10-25      | 7.2940%  | 0.0000% | $11019999.00       | $5992295.05        | Private Label Collateralized Mortgage Obligations |
| HPA_21-1                                                    | 2041-09-17      | 2.0780%  | 0.0000% | $4331000.00        | $3224200.40        | Private Label Collateralized Mortgage Obligations |

### Security 271: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX90R8
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CALIFORNIA (STATE OF)                                           | 2039-11-01      | 7.3500%  | 0.0000% | $4870000.00        | $5906871.70        | Other Instrument                                  |
| FLORIDA ST BRD ED                                               | 2027-07-01      | 5.0000%  | 0.0000% | $80000.00          | $82542.93          | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                                      | 2049-08-15      | 2.4390%  | 0.0000% | $80000.00          | $51439.92          | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                                      | 2043-08-15      | 5.0000%  | 0.0000% | $15000.00          | $16444.43          | Other Instrument                                  |
| VIRGINIA COMWLTH TRANSN BRD                                     | 2027-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10604.06          | Other Instrument                                  |
| MASSACHUSETTS BAY TRANSPORTATION AUTHORITY                      | 2030-07-01      | 5.2500%  | 0.0000% | $25000.00          | $28538.75          | Other Instrument                                  |
| MASSACHUSETTS (COMMONWEALTH OF)                                 | 2029-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11096.80          | Other Instrument                                  |
| MINNESOTA (STATE OF)                                            | 2029-08-01      | 5.0000%  | 0.0000% | $40000.00          | $44154.40          | Other Instrument                                  |
| METROPOLITAN TRANSPORTATION AUTHORITY                           | 2044-11-15      | 5.0000%  | 0.0000% | $15000.00          | $16388.63          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA EDL FACS AUTH                               | 2046-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10578.77          | Other Instrument                                  |
| KNOXVILLE TENN                                                  | 2027-05-01      | 5.0000%  | 0.0000% | $20000.00          | $21226.60          | Other Instrument                                  |
| DENTON TEX INDPT SCH DIST                                       | 2031-08-15      | 5.0000%  | 0.0000% | $40000.00          | $45505.82          | Other Instrument                                  |
| DENVER COLO CITY & CNTY SCH DIST NO 1                           | 2027-12-01      | 5.5000%  | 0.0000% | $25000.00          | $27073.42          | Other Instrument                                  |
| DENVER COLO CITY & CNTY                                         | 2053-11-15      | 5.5000%  | 0.0000% | $1370000.00        | $1480505.72        | Other Instrument                                  |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                            | 2029-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16318.35          | Other Instrument                                  |
| CHICAGO (CITY OF)                                               | 2032-01-01      | 6.2070%  | 0.0000% | $855000.00         | $713907.81         | Other Instrument                                  |
| CHICAGO ILL O HARE INTL ARPT                                    | 2030-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11083.07          | Other Instrument                                  |
| DURHAM N C                                                      | 2031-10-01      | 1.5500%  | 0.0000% | $30000.00          | $26041.85          | Other Instrument                                  |
| PENNSYLVANIA (COMMONWEALTH OF)                                  | 2037-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5743.83           | Other Instrument                                  |
| UNIVERSITY OF TEXAS PERMANENT UNIVERSITY FUND                   | 2031-07-01      | 5.0000%  | 0.0000% | $65000.00          | $74337.03          | Other Instrument                                  |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                            | 2031-05-15      | 5.0000%  | 0.0000% | $15000.00          | $17166.08          | Other Instrument                                  |
| TUSCALOOSA ALA CITY BRD ED CAP OUTLAY WTS-SPL SCH DIST          | 2029-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10284.00          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                           | 2032-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16812.45          | Other Instrument                                  |
| GWINNETT CNTY GA DEV AUTH                                       | 2031-12-01      | 1.3500%  | 0.0000% | $500000.00         | $432227.50         | Other Instrument                                  |
| ALABAMA FEDERAL AID HIGHWAY FINANCE AUTHORITY                   | 2030-09-01      | 5.0000%  | 0.0000% | $15000.00          | $17156.43          | Other Instrument                                  |
| ILLINOIS (STATE OF)                                             | 2033-12-01      | 5.0000%  | 0.0000% | $30000.00          | $33645.10          | Other Instrument                                  |
| ILLINOIS (STATE OF)                                             | 2041-05-01      | 5.2500%  | 0.0000% | $195000.00         | $213450.90         | Other Instrument                                  |
| ILLINOIS (STATE OF)                                             | 2035-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11320.93          | Other Instrument                                  |
| LOS ANGELES CALIF                                               | 2040-06-01      | 5.7910%  | 0.0000% | $3790000.00        | $4117565.80        | Other Instrument                                  |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                   | 2035-07-01      | 5.0000%  | 0.0000% | $25000.00          | $28940.92          | Other Instrument                                  |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                   | 2028-07-01      | 5.0000%  | 0.0000% | $1455000.00        | $1556767.55        | Other Instrument                                  |
| CLAY CNTY MINN                                                  | 2032-02-01      | 4.0000%  | 0.0000% | $45000.00          | $45577.80          | Other Instrument                                  |
| COLORADO (STATE OF)                                             | 2026-12-15      | 5.0000%  | 0.0000% | $40000.00          | $41790.76          | Other Instrument                                  |
| ARLINGTON TEX INDPT SCH DIST                                    | 2033-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11250.66          | Other Instrument                                  |
| PORTLAND ORE CMNTY COLLEGE DIST                                 | 2027-06-15      | 5.0000%  | 0.0000% | $30000.00          | $31724.97          | Other Instrument                                  |
| NEW JERSEY ST TURNPIKE AUTHORITY                                | 2040-01-01      | 4.0000%  | 0.0000% | $15000.00          | $15351.35          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                             | 2036-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10516.80          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                        | 2030-07-01      | 5.0000%  | 0.0000% | $90000.00          | $92742.90          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                        | 2037-07-01      | 5.0000%  | 0.0000% | $55000.00          | $56665.77          | Other Instrument                                  |
| NEW YORK CITY OF                                                | 2055-10-01      | 5.3920%  | 0.0000% | $5375000.00        | $5401542.94        | Other Instrument                                  |
| LOWER COLORADO RIVER AUTHORITY                                  | 2032-05-15      | 5.0000%  | 0.0000% | $10000.00          | $11362.76          | Other Instrument                                  |
| LOWER COLORADO RIVER AUTHORITY                                  | 2034-05-15      | 5.0000%  | 0.0000% | $50000.00          | $56594.28          | Other Instrument                                  |
| ROMARK CLO LTD RMRK_19-3A                                       | 2034-10-15      | 7.4661%  | 0.0000% | $3000000.00        | $2990034.87        | Asset-Backed Securities                           |
| SLMA_04-1                                                       | 2028-07-25      | 4.8947%  | 0.0000% | $91000000.00       | $10929606.65       | Asset-Backed Securities                           |
| SLMA_04-1                                                       | 2039-07-25      | 5.3247%  | 0.0000% | $1750000.00        | $1733194.12        | Asset-Backed Securities                           |
| SLMA_11-2                                                       | 2034-10-25      | 5.4973%  | 0.0000% | $3489000.00        | $1209605.20        | Asset-Backed Securities                           |
| SUBLLC_24-3                                                     | 2054-07-30      | 5.5660%  | 0.0000% | $29049000.00       | $28821675.89       | Asset-Backed Securities                           |
| CWL_03-BC4                                                      | 2033-07-25      | 5.1555%  | 0.0000% | $14450000.00       | $415046.86         | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                             | 2030-04-15      | 6.4500%  | 0.0000% | $6400000.00        | $6467978.67        | Asset-Backed Securities                           |
| VERIZON MASTER TRUST                                            | 2033-08-22      | 4.1600%  | 0.0000% | $31211000.00       | $31101390.44       | Asset-Backed Securities                           |
| OCTR_20-8A                                                      | 2034-07-15      | 7.3045%  | 0.0000% | $2500000.00        | $2491891.16        | Asset-Backed Securities                           |
| GASRT_25-4                                                      | 2031-12-15      | 4.5200%  | 0.0000% | $1380000.00        | $1376810.51        | Asset-Backed Securities                           |
| NAVIENT STUDENT LOAN TRUST NAVSL_20-A                           | 2068-11-15      | 5.0466%  | 0.0000% | $400000.00         | $137753.08         | Asset-Backed Securities                           |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-D                 | 2069-05-15      | 1.6900%  | 0.0000% | $1933000.00        | $273110.21         | Asset-Backed Securities                           |
| NAVIENT REFINANCE LOAN TRUST NAVRL_25-C                         | 2055-10-15      | 4.8000%  | 0.0000% | $25380000.00       | $25402985.83       | Asset-Backed Securities                           |
| NBLALS_1R                                                       | 2036-10-25      | 0.0000%  | 0.0000% | $4999790.00        | $5014184.17        | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N3                      | 2028-06-12      | 0.6600%  | 0.0000% | $125000.00         | $7373.56           | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST CARMX_23-4                              | 2028-07-17      | 6.0000%  | 0.0000% | $5315000.00        | $4567879.68        | Asset-Backed Securities                           |
| BWCAP_25-1X                                                     | 2036-04-15      | 5.4845%  | 0.0000% | $30000000.00       | $30018960.00       | Asset-Backed Securities                           |
| KKR_34-R                                                        | 2034-07-17      | 7.3045%  | 0.0000% | $3000000.00        | $3008569.39        | Asset-Backed Securities                           |
| INVCO_23-3R                                                     | 2038-07-15      | 8.1545%  | 0.0000% | $3000000.00        | $3015402.72        | Asset-Backed Securities                           |
| ASCOT GROUP LTD                                                 | 2030-12-15      | 4.2500%  | 0.0000% | $85000.00          | $79827.54          | Corporate Debt Securities                         |
| AUTOZONE INC                                                    | 2028-02-01      | 4.5000%  | 0.0000% | $87000.00          | $88747.83          | Corporate Debt Securities                         |
| AVOLON HOLDINGS FUNDING LTD                                     | 2029-11-15      | 5.7500%  | 0.0000% | $3483000.00        | $3704951.27        | Corporate Debt Securities                         |
| BAT INTL FIN PLC                                                | 2026-03-25      | 1.6680%  | 0.0000% | $99000.00          | $98150.75          | Corporate Debt Securities                         |
| SPRINT CAPITAL CORPORATION                                      | 2028-11-15      | 6.8750%  | 0.0000% | $1574000.00        | $1741129.51        | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORPORATION 2020-1 PASS THROUGH TRUST JBLU_20-1 | 2032-11-15      | 4.0000%  | 0.0000% | $97000.00          | $66070.73          | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATIONAL PLC                              | 2030-09-15      | 1.7500%  | 0.0000% | $8667000.00        | $7730942.33        | Corporate Debt Securities                         |
| ARCELORMITTAL SA                                                | 2039-10-15      | 7.0000%  | 0.0000% | $625000.00         | $709354.17         | Corporate Debt Securities                         |
| FAIRFAX FINANCIAL HOLDINGS LTD                                  | 2030-04-29      | 4.6250%  | 0.0000% | $316000.00         | $317247.72         | Corporate Debt Securities                         |
| ENEL FINANCE INTERNATIONAL NV                                   | 2028-04-06      | 3.5000%  | 0.0000% | $530000.00         | $522576.47         | Corporate Debt Securities                         |
| ENEL FINANCE INTERNATIONAL NV                                   | 2030-09-30      | 4.3750%  | 0.0000% | $23904000.00       | $23843423.28       | Corporate Debt Securities                         |
| HARBOUR ENERGY PLC                                              | 2035-04-01      | 6.3270%  | 0.0000% | $1350000.00        | $1389523.61        | Corporate Debt Securities                         |
| BPCE SA                                                         | 2029-10-19      | 6.7140%  | 0.0000% | $700000.00         | $744339.05         | Corporate Debt Securities                         |
| MACQUARIE GROUP LTD                                             | 2028-06-21      | 4.0980%  | 0.0000% | $900000.00         | $910534.05         | Corporate Debt Securities                         |
| MACQUARIE GROUP LTD                                             | 2028-11-28      | 3.7630%  | 0.0000% | $166000.00         | $166522.60         | Corporate Debt Securities                         |
| SANTOS FINANCE LTD.                                             | 2033-09-19      | 6.8750%  | 0.0000% | $1516000.00        | $1675437.51        | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS PLC                                 | 2028-01-11      | 2.4690%  | 0.0000% | $920000.00         | $906665.14         | Corporate Debt Securities                         |
| CANADIAN PACIFIC RAILWAY COMPANY                                | 2030-03-30      | 4.8000%  | 0.0000% | $17895000.00       | $18394091.55       | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                                          | 2029-01-21      | 5.5450%  | 0.0000% | $594000.00         | $617658.28         | Corporate Debt Securities                         |
| CARNIVAL CORP                                                   | 2028-08-01      | 4.0000%  | 0.0000% | $3148000.00        | $3131941.70        | Corporate Debt Securities                         |
| CARNIVAL CORP                                                   | 2029-08-15      | 7.0000%  | 0.0000% | $62000.00          | $66122.59          | Corporate Debt Securities                         |
| DANSKE BANK A/S                                                 | 2030-03-01      | 5.7050%  | 0.0000% | $1545000.00        | $1621909.89        | Corporate Debt Securities                         |
| CARNIVAL PLC                                                    | 2027-06-01      | 7.8750%  | 0.0000% | $1011000.00        | $1094573.05        | Corporate Debt Securities                         |
| BARCLAYS PLC                                                    | 2028-01-10      | 4.3370%  | 0.0000% | $4757000.00        | $4822227.72        | Corporate Debt Securities                         |
| BARCLAYS PLC                                                    | 2029-11-11      | 4.4700%  | 0.0000% | $930000.00         | $941366.77         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU                                       | 2029-01-11      | 5.8500%  | 0.0000% | $401000.00         | $426179.79         | Corporate Debt Securities                         |
| PULTE GROUP INC                                                 | 2035-02-15      | 6.0000%  | 0.0000% | $89000.00          | $97206.39          | Corporate Debt Securities                         |
| ALLEGION PLC                                                    | 2029-10-01      | 3.5000%  | 0.0000% | $50000.00          | $48579.47          | Corporate Debt Securities                         |
| VALE OVERSEAS LTD                                               | 2033-06-12      | 6.1250%  | 0.0000% | $474000.00         | $519494.13         | Corporate Debt Securities                         |
| VALE SA                                                         | 2042-09-11      | 5.6250%  | 0.0000% | $51000.00          | $52602.74          | Corporate Debt Securities                         |
| DUKE ENERGY CORP                                                | 2033-09-15      | 5.7500%  | 0.0000% | $2178000.00        | $2332806.19        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA                                        | 2028-09-21      | 4.5000%  | 0.0000% | $245000.00         | $247510.03         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA                                        | 2029-04-22      | 5.6500%  | 0.0000% | $1995000.00        | $2077783.63        | Corporate Debt Securities                         |
| EDP FINANCE BV                                                  | 2028-01-24      | 1.7100%  | 0.0000% | $1192000.00        | $1132388.08        | Corporate Debt Securities                         |
| EPR PROPERTIES                                                  | 2031-11-15      | 3.6000%  | 0.0000% | $3096000.00        | $2908103.76        | Corporate Debt Securities                         |
| OLD REPUB INTL CORP                                             | 2026-08-26      | 3.8750%  | 0.0000% | $4697000.00        | $4718073.22        | Corporate Debt Securities                         |
| AMDOCS LTD                                                      | 2030-06-15      | 2.5380%  | 0.0000% | $2371000.00        | $2202842.75        | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICIDAD                                | 2027-02-23      | 4.7500%  | 0.0000% | $2702000.00        | $2733695.21        | Corporate Debt Securities                         |
| APA INFRASTRUCTURE LTD                                          | 2027-07-15      | 4.2500%  | 0.0000% | $200000.00         | $202557.17         | Corporate Debt Securities                         |
| YAMANA GOLD INC                                                 | 2027-12-15      | 4.6250%  | 0.0000% | $114000.00         | $116151.61         | Corporate Debt Securities                         |
| AIRCASTLE LTD                                                   | 2028-01-26      | 2.8500%  | 0.0000% | $250000.00         | $243320.42         | Corporate Debt Securities                         |
| NEWS CORP                                                       | 2029-05-15      | 3.8750%  | 0.0000% | $35000.00          | $34366.43          | Corporate Debt Securities                         |
| MACQUARIE GROUP LTD                                             | 2027-09-23      | 1.6290%  | 0.0000% | $42000.00          | $41087.52          | Corporate Debt Securities                         |
| CGI INC                                                         | 2030-03-14      | 4.9500%  | 0.0000% | $2891000.00        | $2952043.47        | Corporate Debt Securities                         |
| KYNDRYL HOLDINGS INC                                            | 2034-02-20      | 6.3500%  | 0.0000% | $31000.00          | $33441.36          | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2050-06-23      | 3.8000%  | 0.0000% | $200000.00         | $157181.11         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK UA                                        | 2027-02-24      | 1.1060%  | 0.0000% | $10250000.00       | $10167258.58       | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD                                       | 2026-01-15      | 4.8750%  | 0.0000% | $11000.00          | $11156.96          | Corporate Debt Securities                         |
| IMPERIAL BRANDS FINANCE PLC                                     | 2034-07-01      | 5.8750%  | 0.0000% | $465000.00         | $494025.36         | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                                         | 2028-01-11      | 3.5000%  | 0.0000% | $200000.00         | $199849.44         | Corporate Debt Securities                         |
| ING GROEP NV                                                    | 2028-03-28      | 4.0170%  | 0.0000% | $3404000.00        | $3406351.03        | Corporate Debt Securities                         |
| ING GROEP NV                                                    | 2027-09-11      | 6.0830%  | 0.0000% | $645000.00         | $660215.32         | Corporate Debt Securities                         |
| APA INFRASTRUCTURE LTD                                          | 2035-03-23      | 5.0000%  | 0.0000% | $95000.00          | $95752.29          | Corporate Debt Securities                         |
| AS MILEAGE PLAN IP LTD                                          | 2029-10-20      | 5.0210%  | 0.0000% | $776000.00         | $775871.74         | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                           | 2028-01-24      | 4.9000%  | 0.0000% | $2838000.00        | $2900160.08        | Corporate Debt Securities                         |
| SMURFIT KAPPA TREASURY FUNDING DAC                              | 2025-11-20      | 7.5000%  | 0.0000% | $20000.00          | $20690.27          | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                             | 2053-01-10      | 7.3670%  | 0.0000% | $20300000.00       | $22715096.64       | Corporate Debt Securities                         |
| SOFTBANK CORP                                                   | 2030-07-09      | 4.6990%  | 0.0000% | $2087000.00        | $2132201.46        | Corporate Debt Securities                         |
| SOFTBANK CORP                                                   | 2035-07-09      | 5.3320%  | 0.0000% | $2626000.00        | $2702154.88        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC                                       | 2029-02-15      | 5.0000%  | 0.0000% | $190000.00         | $195629.07         | Corporate Debt Securities                         |
| SMBC AVIATION CAPITAL FINANCE DA                                | 2026-10-15      | 1.9000%  | 0.0000% | $16960000.00       | $16614383.47       | Corporate Debt Securities                         |
| VITALITY RE XV LTD                                              | 2028-01-07      | 6.5940%  | 0.0000% | $700000.00         | $709730.00         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD                                     | 2028-04-01      | 5.5000%  | 0.0000% | $1465000.00        | $1497040.36        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD                                     | 2026-07-01      | 4.2500%  | 0.0000% | $25000.00          | $25323.97          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC                                              | 2030-09-02      | 2.2000%  | 0.0000% | $53000.00          | $47978.49          | Corporate Debt Securities                         |
| BERRY GLOBAL INC                                                | 2027-01-15      | 1.6500%  | 0.0000% | $163000.00         | $158761.73         | Corporate Debt Securities                         |
| CALIFORNIA (STATE OF)                                           | 2050-05-01      | 2.5500%  | 0.0000% | $94385000.00       | $94502981.25       | Money Market                                      |
| RCKT MORTGAGE TRUST RCKT_24-CES3                                | 2044-05-25      | 6.5910%  | 0.0000% | $31000000.00       | $20748617.74       | Private Label Collateralized Mortgage Obligations |
| FKH_21-SFR1                                                     | 2038-08-17      | 2.1890%  | 0.0000% | $2030000.00        | $1987181.55        | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MORTGAGE TRUST TPMT_20-2                             | 2059-10-25      | 3.0000%  | 0.0000% | $889994.00         | $707890.55         | Private Label Collateralized Mortgage Obligations |
| AMSR_23-SFR1                                                    | 2040-04-19      | 4.0000%  | 0.0000% | $380000.00         | $370418.43         | Private Label Collateralized Mortgage Obligations |

### Security 272: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.990000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CONCORD MINUTEMEN CAPITAL CO LLC SERIES A | 2025-11-03      | 0.0000%  | 0.0000% | $36921000.00       | $36892423.15       | Corporate Debt Securities |
| AMERICAN WATER CAPITAL CORP               | 2025-11-03      | 0.0000%  | 0.0000% | $18696500.00       | $18665183.36       | Corporate Debt Securities |
| BAY SQUARE FUNDING LLC                    | 2026-02-03      | 0.0000%  | 0.0000% | $16450000.00       | $16275235.20       | Money Market              |
| LVMH MOET HENNESSY LOUIS VUITTON          | 2026-04-21      | 0.0000%  | 0.0000% | $76050000.00       | $74644063.65       | Money Market              |
| WELLTOWER OP LLC                          | 2025-11-14      | 0.0000%  | 0.0000% | $15500000.00       | $15473774.00       | Money Market              |
| NATIONAL AUSTRALIA BANK LTD               | 2026-03-24      | 0.0000%  | 0.0000% | $1000000.00        | $1001207.78        | Money Market              |
| KEURIG DR PEPPER INC                      | 2025-11-06      | 0.0000%  | 0.0000% | $549982.00         | $549550.81         | Money Market              |
| CALIFORNIA HEALTH FACS FING AUTH          | 2025-12-02      | 2.6000%  | 0.0000% | $13670000.00       | $13671093.60       | Money Market              |
| JABIL INC                                 | 2025-11-13      | 0.0000%  | 0.0000% | $30000000.00       | $29945790.00       | Money Market              |
| IONIC FUNDING LLC SERIES II CLASS A       | 2025-11-14      | 0.0000%  | 0.0000% | $113000.00         | $112809.82         | Money Market              |

### Security 273: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKSF9
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALAMO TEX COMMUNITY COLLEGE DISTRICT                             | 2032-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5147.82           | Other Instrument          |
| CALIFORNIA HEALTH FACS FING AUTH                                 | 2037-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11408.63          | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2043-09-01      | 5.0000%  | 0.0000% | $65000.00          | $71529.47          | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2034-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5675.17           | Other Instrument          |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN                          | 2027-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10314.37          | Other Instrument          |
| FLORIDA DEVELOPMENT FINANCE CORP                                 | 2032-11-15      | 5.0000%  | 0.0000% | $15000.00          | $17081.33          | Other Instrument          |
| FORNEY TEX INDPT SCH DIST                                        | 2034-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11258.06          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2039-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11415.27          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2037-07-01      | 5.0000%  | 0.0000% | $30000.00          | $34708.70          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2028-08-15      | 5.0000%  | 0.0000% | $25000.00          | $26912.39          | Other Instrument          |
| UNIVERSITY OF UTAH                                               | 2034-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28681.25          | Other Instrument          |
| UNIVERSITY OF UTAH                                               | 2036-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11315.20          | Other Instrument          |
| UTAH CNTY UTAH                                                   | 2038-05-15      | 5.0000%  | 0.0000% | $20000.00          | $21283.71          | Other Instrument          |
| UTAH COUNTY UTAH TRANSN SALES TAX REV                            | 2028-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10884.63          | Other Instrument          |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2029-02-01      | 5.0000%  | 0.0000% | $30000.00          | $32687.10          | Other Instrument          |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2029-02-01      | 5.0000%  | 0.0000% | $10000.00          | $10895.70          | Other Instrument          |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION                 | 2030-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10988.27          | Other Instrument          |
| MARYLAND (STATE OF)                                              | 2031-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5734.10           | Other Instrument          |
| MARYLAND (STATE OF)                                              | 2032-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5713.00           | Other Instrument          |
| MARYLAND ST DEPT TRANSN                                          | 2026-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5234.97           | Other Instrument          |
| MARYLAND ST TRANSN AUTH                                          | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11242.67          | Other Instrument          |
| MASSACHUSETTS BAY TRANSPORTATION AUTHORITY                       | 2031-07-01      | 5.0000%  | 0.0000% | $20000.00          | $23038.93          | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2031-01-01      | 5.0000%  | 0.0000% | $45000.00          | $49179.00          | Other Instrument          |
| NORTH CAROLINA (STATE OF)                                        | 2029-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10856.03          | Other Instrument          |
| NORTH CAROLINA (STATE OF)                                        | 2034-03-01      | 5.0000%  | 0.0000% | $15000.00          | $17639.00          | Other Instrument          |
| NORTHSIDE TEX INDPT SCH DIST                                     | 2032-08-15      | 5.0000%  | 0.0000% | $20000.00          | $22655.71          | Other Instrument          |
| WEST SALEM WIS                                                   | 2041-04-01      | 4.0000%  | 0.0000% | $5000.00           | $5044.82           | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2034-05-01      | 5.0000%  | 0.0000% | $5000.00           | $6013.15           | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2029-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11077.73          | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2030-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16932.25          | Other Instrument          |
| DAVIS CNTY UTAH SCH DIST                                         | 2034-06-01      | 3.2500%  | 0.0000% | $5000.00           | $5077.36           | Other Instrument          |
| MIAMI-DADE CNTY FLA                                              | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11209.57          | Other Instrument          |
| MICHIGAN STATE FINANCE AUTHORITY                                 | 2032-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11423.93          | Other Instrument          |
| MICHIGAN STATE FINANCE AUTHORITY                                 | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10325.33          | Other Instrument          |
| MINNEAPOLIS & ST PAUL MINN MET ARPTS COMMN                       | 2028-01-01      | 5.0000%  | 0.0000% | $20000.00          | $21336.53          | Other Instrument          |
| MINNEAPOLIS & ST PAUL MINN MET ARPTS COMMN                       | 2042-01-01      | 5.2500%  | 0.0000% | $1675000.00        | $1832148.50        | Other Instrument          |
| MINNEAPOLIS & ST PAUL MINN MET ARPTS COMMN                       | 2027-01-01      | 5.0000%  | 0.0000% | $60000.00          | $62683.60          | Other Instrument          |
| MINNESOTA (STATE OF)                                             | 2028-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5398.45           | Other Instrument          |
| MINNESOTA (STATE OF)                                             | 2036-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5887.80           | Other Instrument          |
| MINNESOTA (STATE OF)                                             | 2032-09-01      | 5.0000%  | 0.0000% | $15000.00          | $17169.35          | Other Instrument          |
| MINNESOTA ST HIGHER ED FACS AUTH                                 | 2032-03-01      | 4.0000%  | 0.0000% | $25000.00          | $25461.42          | Other Instrument          |
| MINNETONKA MINN INDPT SCH DIST NO 276                            | 2027-02-01      | 6.0000%  | 0.0000% | $20000.00          | $21090.80          | Other Instrument          |
| METROPOLITAN TRANSPORTATION AUTHORITY                            | 2031-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10780.06          | Other Instrument          |
| METROPOLITAN WASHINGTON AIRPORTS AUTHORITY                       | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5121.78           | Other Instrument          |
| METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA               | 2034-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11000.27          | Other Instrument          |
| KING CNTY WASH SCH DIST NO 401 HIGHLINE                          | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11571.73          | Other Instrument          |
| DEL VALLE TEX INDPT SCH DIST                                     | 2030-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11012.29          | Other Instrument          |
| DENTON TEX INDPT SCH DIST                                        | 2035-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5272.37           | Other Instrument          |
| DENVER COLO CITY & CNTY SCH DIST NO 1                            | 2038-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11247.43          | Other Instrument          |
| DENVER COLO CITY & CNTY                                          | 2029-12-01      | 5.0000%  | 0.0000% | $50000.00          | $55701.67          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2034-07-15      | 5.0000%  | 0.0000% | $20000.00          | $20372.04          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2031-10-01      | 5.0000%  | 0.0000% | $15000.00          | $17058.70          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2028-12-01      | 5.0000%  | 0.0000% | $125000.00         | $136167.92         | Other Instrument          |
| EAGLE GARFIELD & ROUTT CNTYS COLO SCH DIST NO RE-50J             | 2038-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11493.03          | Other Instrument          |
| CHICAGO IL MIDWAY ARPT                                           | 2035-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11497.27          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2033-01-01      | 5.2500%  | 0.0000% | $35000.00          | $36606.85          | Other Instrument          |
| CHICAGO (CITY OF)                                                | 2031-11-01      | 5.0000%  | 0.0000% | $25000.00          | $28609.00          | Other Instrument          |
| CHERRY CREEK COLO SCH DIST NO 005                                | 2030-12-15      | 5.0000%  | 0.0000% | $5000.00           | $5602.56           | Other Instrument          |
| CHESTER CNTY PA                                                  | 2030-07-15      | 5.0000%  | 0.0000% | $40000.00          | $43745.69          | Other Instrument          |
| OHIO (STATE OF)                                                  | 2030-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11431.70          | Other Instrument          |
| OHIO (STATE OF)                                                  | 2027-10-01      | 5.0000%  | 0.0000% | $95000.00          | $99646.13          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                             | 2029-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16689.20          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                             | 2029-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11183.93          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                             | 2032-12-01      | 5.0000%  | 0.0000% | $60000.00          | $67619.60          | Other Instrument          |
| OHIO ST TPK COMMN                                                | 2028-02-15      | 5.0000%  | 0.0000% | $90000.00          | $95734.40          | Other Instrument          |
| OHIO ST TPK COMMN                                                | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11280.66          | Other Instrument          |
| OHIO ST TPK COMMN                                                | 2039-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16775.93          | Other Instrument          |
| BROWARD CNTY FLA SCH BRD                                         | 2030-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16758.25          | Other Instrument          |
| BROWARD CNTY FLA SCH BRD                                         | 2031-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16699.90          | Other Instrument          |
| PALM BEACH CNTY FLA SCH BRD                                      | 2040-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5429.65           | Other Instrument          |
| PALM BEACH CNTY FLA SCH BRD                                      | 2036-08-01      | 5.2500%  | 0.0000% | $25000.00          | $28596.13          | Other Instrument          |
| PFLUGERVILLE TEX INDPT SCH DIST                                  | 2034-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11364.46          | Other Instrument          |
| SULLIVAN CNTY TENN                                               | 2035-05-01      | 3.2500%  | 0.0000% | $10000.00          | $10114.70          | Other Instrument          |
| ECTOR CNTY TEX                                                   | 2041-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16442.18          | Other Instrument          |
| EL PASO CNTY TEX HOSP DIST                                       | 2035-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11472.76          | Other Instrument          |
| EL PASO TEX                                                      | 2027-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5194.02           | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                         | 2037-05-15      | 5.0000%  | 0.0000% | $5000.00           | $5845.48           | Other Instrument          |
| UNIVERSITY OF HOUSTON                                            | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11425.76          | Other Instrument          |
| UNIVERSITY OF ILLINOIS                                           | 2037-04-01      | 5.0000%  | 0.0000% | $45000.00          | $51087.45          | Other Instrument          |
| UNIVERSITY KANS HOSP AUTH                                        | 2031-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5184.52           | Other Instrument          |
| UNIVERSITY OF MARYLAND                                           | 2029-04-01      | 5.0000%  | 0.0000% | $15000.00          | $16282.60          | Other Instrument          |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                            | 2028-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16475.10          | Other Instrument          |
| CIBOLO TEX                                                       | 2036-02-01      | 4.0000%  | 0.0000% | $5000.00           | $5291.10           | Other Instrument          |
| NEW ORLEANS LA EXHIB HALL AUTH                                   | 2030-07-15      | 5.0000%  | 0.0000% | $160000.00         | $179391.29         | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                        | 2033-02-01      | 5.0000%  | 0.0000% | $80000.00          | $90960.00          | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                        | 2034-02-01      | 4.0000%  | 0.0000% | $40000.00          | $42588.00          | Other Instrument          |
| GILBERT ARIZ                                                     | 2037-07-15      | 5.0000%  | 0.0000% | $15000.00          | $16930.23          | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2029-03-15      | 5.0000%  | 0.0000% | $40000.00          | $44441.42          | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2028-11-15      | 5.0000%  | 0.0000% | $70000.00          | $76812.79          | Other Instrument          |
| TARRANT CNTY TEX COLLEGE DIST                                    | 2034-08-15      | 5.0000%  | 0.0000% | $20000.00          | $22751.71          | Other Instrument          |
| TEXAS ST UNIV SYS                                                | 2032-03-15      | 5.0000%  | 0.0000% | $70000.00          | $72479.32          | Other Instrument          |
| TEXAS TRANSPORTATION COMMISSION                                  | 2031-04-01      | 5.0000%  | 0.0000% | $45000.00          | $50667.15          | Other Instrument          |
| TEXAS TRANSPORTATION COMMISSION                                  | 2038-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11266.17          | Other Instrument          |
| TEXAS A & M UNIVERSITY                                           | 2031-07-01      | 5.0000%  | 0.0000% | $25000.00          | $28619.42          | Other Instrument          |
| TEXAS A & M UNIVERSITY                                           | 2034-05-15      | 5.0000%  | 0.0000% | $5000.00           | $5969.23           | Other Instrument          |
| BLACK BELT ENERGY GAS DIST                                       | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11027.37          | Other Instrument          |
| TENNESSEE ENERGY ACQUISITION CORP                                | 2035-12-01      | 5.0000%  | 0.0000% | $30000.00          | $32928.23          | Other Instrument          |
| TEXAS MUNICIPAL GAS ACQUISITION & SUPPLY CORP III                | 2026-12-15      | 5.0000%  | 0.0000% | $1750000.00        | $1815465.56        | Other Instrument          |
| TEXAS NAT GAS SECURITIZATION FIN CORP REV                        | 2041-04-01      | 5.1690%  | 0.0000% | $283000.00         | $292474.13         | Other Instrument          |
| RHODE ISLAND HEALTH & EDUCATIONAL BLDG CORP                      | 2032-05-15      | 4.0000%  | 0.0000% | $45000.00          | $48543.50          | Other Instrument          |
| RHODE ISLAND COMMERCE CORPORATION                                | 2027-06-15      | 5.0000%  | 0.0000% | $40000.00          | $41255.16          | Other Instrument          |
| VIRGINIA ST PUB BLDG AUTH                                        | 2030-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11232.60          | Other Instrument          |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY                   | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10505.57          | Other Instrument          |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY                   | 2034-07-15      | 4.0000%  | 0.0000% | $50000.00          | $53301.89          | Other Instrument          |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY                   | 2038-07-15      | 5.0000%  | 0.0000% | $10000.00          | $11289.82          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2031-08-01      | 5.0000%  | 0.0000% | $290000.00         | $298592.70         | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2029-07-01      | 5.0000%  | 0.0000% | $200000.00         | $220985.33         | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2039-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5465.82           | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2038-02-01      | 5.0000%  | 0.0000% | $15000.00          | $17231.10          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2033-02-01      | 5.0000%  | 0.0000% | $120000.00         | $137766.00         | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2047-06-01      | 5.0000%  | 0.0000% | $375000.00         | $406280.00         | Other Instrument          |
| GUILFORD CNTY N C                                                | 2031-03-01      | 5.0000%  | 0.0000% | $20000.00          | $22728.27          | Other Instrument          |
| ABILENE TEX                                                      | 2036-02-15      | 4.0000%  | 0.0000% | $10000.00          | $10415.14          | Other Instrument          |
| HOUSTON CITY OF                                                  | 2031-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10384.93          | Other Instrument          |
| HOUSTON CITY OF                                                  | 2030-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5668.23           | Other Instrument          |
| HOUSTON CITY OF                                                  | 2037-11-15      | 5.0000%  | 0.0000% | $15000.00          | $17214.98          | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                       | 2030-03-01      | 5.0000%  | 0.0000% | $15000.00          | $15213.80          | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                       | 2033-07-15      | 5.0000%  | 0.0000% | $30000.00          | $33739.87          | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2031-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10953.97          | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2035-10-01      | 5.2500%  | 0.0000% | $15000.00          | $16769.93          | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2034-12-01      | 5.0000%  | 0.0000% | $125000.00         | $142677.92         | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2038-12-01      | 5.0000%  | 0.0000% | $115000.00         | $127186.93         | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2033-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5754.30           | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2043-09-01      | 5.0000%  | 0.0000% | $5440000.00        | $5739278.58        | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2040-06-15      | 5.0000%  | 0.0000% | $130000.00         | $146267.19         | Other Instrument          |
| HORRY CNTY S C SCH DIST                                          | 2028-03-01      | 5.0000%  | 0.0000% | $160000.00         | $170346.13         | Other Instrument          |
| IDAHO HOUSING AND FINANCE ASSOCIATION                            | 2032-07-15      | 5.0000%  | 0.0000% | $15000.00          | $17077.38          | Other Instrument          |
| GENERAL AUTHORITY OF SOUTHCENTRAL PENNSYLVANIA                   | 2033-11-01      | 5.0000%  | 0.0000% | $95000.00          | $100177.50         | Other Instrument          |
| GREATER ORLANDO AVIATION AUTH FLA                                | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5575.93           | Other Instrument          |
| GREENVILLE TEX                                                   | 2033-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22736.31          | Other Instrument          |
| LAREDO TEX                                                       | 2032-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5170.47           | Other Instrument          |
| LEWISVILLE TEX INDPT SCH DIST                                    | 2031-08-15      | 5.0000%  | 0.0000% | $100000.00         | $114281.56         | Other Instrument          |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                             | 2031-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11700.40          | Other Instrument          |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2038-05-15      | 5.0000%  | 0.0000% | $65000.00          | $73204.01          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2028-07-01      | 5.0000%  | 0.0000% | $75000.00          | $78199.25          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2031-07-01      | 5.0000%  | 0.0000% | $435000.00         | $493327.70         | Other Instrument          |
| LOS ANGELES CALIF HBR DEPT                                       | 2033-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5153.95           | Other Instrument          |
| LOUISIANA (STATE OF)                                             | 2031-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10701.23          | Other Instrument          |
| INTERMOUNTAIN PWR AGY UTAH                                       | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11318.67          | Other Instrument          |
| ENERGY NORTHWEST                                                 | 2037-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10796.57          | Other Instrument          |
| HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP         | 2035-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5819.68           | Other Instrument          |
| HARRIS COUNTY TEXAS                                              | 2029-08-15      | 5.0000%  | 0.0000% | $160000.00         | $175604.09         | Other Instrument          |
| AMERICAN MUNICIPAL POWER-OHIO INC                                | 2050-02-15      | 8.0840%  | 0.0000% | $210000.00         | $274374.71         | Other Instrument          |
| AMERICAN MUNICIPAL POWER-OHIO INC                                | 2027-02-15      | 5.0000%  | 0.0000% | $260000.00         | $270151.84         | Other Instrument          |
| HIGHLAND PARK TEX INDPT SCH DIST                                 | 2041-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5106.52           | Other Instrument          |
| IOWA (STATE OF)                                                  | 2030-06-01      | 5.0000%  | 0.0000% | $25000.00          | $27648.08          | Other Instrument          |
| JEFFERSON LA SALES TAX DIST                                      | 2034-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10992.23          | Other Instrument          |
| JOHNSON CITY TENN                                                | 2027-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10582.73          | Other Instrument          |
| JOHNSON CNTY KANS UNI SCH DIST NO 233                            | 2032-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11387.63          | Other Instrument          |
| KANSAS STATE DEVELOPMENT FINANCE AUTHORITY                       | 2039-05-01      | 5.0000%  | 0.0000% | $75000.00          | $86185.50          | Other Instrument          |
| CLARK CNTY NEV SCH DIST                                          | 2044-06-15      | 5.0000%  | 0.0000% | $75000.00          | $81165.75          | Other Instrument          |
| CLEAR CREEK TEX INDPT SCH DIST                                   | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11266.56          | Other Instrument          |
| COLORADO (STATE OF)                                              | 2032-12-15      | 5.0000%  | 0.0000% | $100000.00         | $112805.89         | Other Instrument          |
| COMAL TEX INDPT SCH DIST                                         | 2032-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11268.40          | Other Instrument          |
| CONNECTICUT ST HEALTH & EDL FACS A                               | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11065.22          | Other Instrument          |
| CONROE TEX LOC GOVT CORP HOTEL & CONTRACT REV                    | 2032-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11170.27          | Other Instrument          |
| COOK KANE LAKE & MC HENRY CNTYS ILL CMNTY COLLEGE DIST NO 512    | 2030-12-15      | 4.0000%  | 0.0000% | $20000.00          | $21020.82          | Other Instrument          |
| ATLANTA GA (CITY OF)                                             | 2027-07-01      | 5.0000%  | 0.0000% | $30000.00          | $31719.80          | Other Instrument          |
| ATLANTA GA (CITY OF)                                             | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11620.17          | Other Instrument          |
| AUSTIN TEX INDPT SCH DIST                                        | 2032-08-01      | 5.0000%  | 0.0000% | $85000.00          | $98601.70          | Other Instrument          |
| AUSTIN TX (CITY OF)                                              | 2027-11-15      | 5.0000%  | 0.0000% | $70000.00          | $74923.49          | Other Instrument          |
| SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY                       | 2029-07-01      | 5.0000%  | 0.0000% | $70000.00          | $76833.87          | Other Instrument          |
| SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY                       | 2027-07-01      | 5.0000%  | 0.0000% | $40000.00          | $42287.87          | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2045-10-15      | 5.0000%  | 0.0000% | $15000.00          | $16323.78          | Other Instrument          |
| SEATTLE WASHINGTON PORT OF                                       | 2033-06-01      | 5.0000%  | 0.0000% | $30000.00          | $34153.30          | Other Instrument          |
| PORTLAND ORE                                                     | 2029-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10869.93          | Other Instrument          |
| STAFFORD CNTY VA                                                 | 2027-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5281.36           | Other Instrument          |
| SALEM VA                                                         | 2029-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5534.25           | Other Instrument          |
| SAN DIEGO CALIF CMNTY COLLEGE DIST                               | 2034-08-01      | 3.0000%  | 0.0000% | $45000.00          | $39908.62          | Other Instrument          |
| AIRPORT COMMISSION OF THE CITY AND COUNTY OF SAN FRANCISCO       | 2051-05-01      | 2.9580%  | 0.0000% | $200000.00         | $136622.00         | Other Instrument          |
| SARASOTA CNTY FLA SCH BRD                                        | 2037-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22819.13          | Other Instrument          |
| SEATTLE (CITY OF)                                                | 2029-02-01      | 5.0000%  | 0.0000% | $30000.00          | $32719.60          | Other Instrument          |
| CARMEL IND                                                       | 2034-07-15      | 5.0000%  | 0.0000% | $5000.00           | $5129.76           | Other Instrument          |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST                             | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11468.56          | Other Instrument          |
| DALLAS FORT WORTH TEX INTL ARPT                                  | 2037-11-01      | 5.0000%  | 0.0000% | $15000.00          | $17008.80          | Other Instrument          |
| DALLAS TEX                                                       | 2035-02-15      | 5.0000%  | 0.0000% | $30000.00          | $34319.57          | Other Instrument          |
| DALLAS TEX                                                       | 2032-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28668.14          | Other Instrument          |
| DALLAS AREA RAPID TRANSIT                                        | 2030-12-01      | 5.0000%  | 0.0000% | $100000.00         | $111047.33         | Other Instrument          |
| NEW CASTLE IND MIDDLE SCH BLDG                                   | 2035-07-15      | 4.0000%  | 0.0000% | $35000.00          | $36260.97          | Other Instrument          |
| NEW JERSEY BLDG AUTH                                             | 2027-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5165.54           | Other Instrument          |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                   | 2031-06-15      | 5.0000%  | 0.0000% | $95000.00          | $98012.34          | Other Instrument          |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                   | 2035-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5889.24           | Other Instrument          |
| NEW MEXICO (STATE OF)                                            | 2031-07-01      | 5.0000%  | 0.0000% | $25000.00          | $28603.92          | Other Instrument          |
| NEW MEXICO (STATE OF)                                            | 2029-07-01      | 5.0000%  | 0.0000% | $25000.00          | $27531.67          | Other Instrument          |
| NEW YORK CITY TRUST FOR CULTURAL RESOURCES (NY)                  | 2030-04-01      | 4.0000%  | 0.0000% | $10000.00          | $10181.93          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2032-05-01      | 5.0000%  | 0.0000% | $15000.00          | $15843.90          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2035-02-01      | 5.0000%  | 0.0000% | $95000.00          | $105744.50         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2031-11-01      | 5.0000%  | 0.0000% | $15000.00          | $17175.90          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2032-11-01      | 5.0000%  | 0.0000% | $25000.00          | $28556.75          | Other Instrument          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2039-06-15      | 4.0000%  | 0.0000% | $10000.00          | $10348.71          | Other Instrument          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2033-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5267.89           | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2033-07-15      | 5.0000%  | 0.0000% | $80000.00          | $85854.58          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2040-05-01      | 5.5000%  | 0.0000% | $50000.00          | $58281.50          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2029-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11164.60          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2030-11-01      | 5.0000%  | 0.0000% | $30000.00          | $34107.00          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2038-03-15      | 5.0000%  | 0.0000% | $25000.00          | $28019.22          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2032-03-15      | 5.0000%  | 0.0000% | $50000.00          | $56070.44          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2028-03-15      | 5.0000%  | 0.0000% | $10000.00          | $10628.44          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2030-03-15      | 5.0000%  | 0.0000% | $20000.00          | $22180.49          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2029-03-15      | 5.0000%  | 0.0000% | $25000.00          | $27141.47          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2031-07-01      | 2.3840%  | 0.0000% | $80000.00          | $35090.78          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2035-10-01      | 5.0000%  | 0.0000% | $90000.00          | $100387.50         | Other Instrument          |
| NEW YORK ST TWY AUTH                                             | 2033-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10196.37          | Other Instrument          |
| NEW YORK ST TWY AUTH                                             | 2037-01-01      | 4.0000%  | 0.0000% | $45000.00          | $45616.65          | Other Instrument          |
| NEW YORK ST URBAN DEV CORP                                       | 2031-03-15      | 5.0000%  | 0.0000% | $45000.00          | $45616.00          | Other Instrument          |
| NEW YORK CITY OF                                                 | 2046-08-01      | 5.0000%  | 0.0000% | $2300000.00        | $2457136.00        | Other Instrument          |
| CENTRAL FLORIDA EXRESSWAY AUTH                                   | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11593.27          | Other Instrument          |
| CENTRE CNTY PA HOSP AUTH                                         | 2032-11-15      | 4.0000%  | 0.0000% | $15000.00          | $15283.27          | Other Instrument          |
| CHARLOTTE N C                                                    | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11275.77          | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                                   | 2032-05-15      | 5.0000%  | 0.0000% | $80000.00          | $92678.84          | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                                   | 2034-05-15      | 5.0000%  | 0.0000% | $5000.00           | $5945.11           | Other Instrument          |
| MARYLAND (STATE OF)                                              | 2028-03-15      | 5.0000%  | 0.0000% | $45000.00          | $47855.20          | Other Instrument          |
| MAIN STREET NATURAL GAS INC GA                                   | 2031-12-01      | 5.0000%  | 0.0000% | $30000.00          | $33081.40          | Other Instrument          |
| MARION CNTY FLA SCH BRD                                          | 2042-06-01      | 5.0000%  | 0.0000% | $15000.00          | $16571.60          | Other Instrument          |
| COREBRIDGE FINANCIAL INC                                         | 2029-04-05      | 3.8500%  | 0.0000% | $838000.00         | $828572.97         | Corporate Debt Securities |
| SOUTHERN POWER COMPANY                                           | 2046-12-15      | 4.9500%  | 0.0000% | $665000.00         | $613482.45         | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                                   | 2035-09-01      | 5.5000%  | 0.0000% | $60000.00          | $61711.00          | Corporate Debt Securities |
| TRANE TECHNOLOGIES HOLDCO INC                                    | 2028-08-21      | 3.7500%  | 0.0000% | $12439000.00       | $12448349.98       | Corporate Debt Securities |
| INTERSTATE POWER AND LIGHT CO                                    | 2029-04-01      | 3.6000%  | 0.0000% | $672000.00         | $660408.00         | Corporate Debt Securities |
| INTERSTATE POWER AND LIGHT CO                                    | 2030-06-01      | 2.3000%  | 0.0000% | $923000.00         | $852061.30         | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                              | 2026-03-15      | 1.5000%  | 0.0000% | $166000.00         | $164699.67         | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                              | 2029-06-15      | 5.1500%  | 0.0000% | $67000.00          | $70359.75          | Corporate Debt Securities |
| AMERICAN TOWER CORP                                              | 2027-03-15      | 3.6500%  | 0.0000% | $269000.00         | $268307.03         | Corporate Debt Securities |
| AMGEN INC                                                        | 2032-02-22      | 3.3500%  | 0.0000% | $63421000.00       | $60154871.35       | Corporate Debt Securities |
| AMGEN INC                                                        | 2028-03-02      | 5.1500%  | 0.0000% | $191000.00         | $196934.42         | Corporate Debt Securities |
| HCA INC                                                          | 2028-06-01      | 5.2000%  | 0.0000% | $1385000.00        | $1448082.13        | Corporate Debt Securities |
| ENBRIDGE ENERGY PARTNERS LP                                      | 2045-10-15      | 7.3750%  | 0.0000% | $4419000.00        | $5258997.89        | Corporate Debt Securities |
| MPLX LP                                                          | 2028-03-15      | 4.0000%  | 0.0000% | $831000.00         | $831341.63         | Corporate Debt Securities |
| MPLX LP                                                          | 2031-02-15      | 4.8000%  | 0.0000% | $27000.00          | $27507.78          | Corporate Debt Securities |
| SEMPRA                                                           | 2026-08-01      | 5.4000%  | 0.0000% | $8000.00           | $8163.36           | Corporate Debt Securities |
| CAMPBELLS CO                                                     | 2027-03-19      | 5.2000%  | 0.0000% | $130000.00         | $132596.97         | Corporate Debt Securities |
| CROWN CASTLE INC                                                 | 2026-06-15      | 3.7000%  | 0.0000% | $16000.00          | $16158.36          | Corporate Debt Securities |
| CENTERPOINT ENERGY INC                                           | 2026-06-01      | 1.4500%  | 0.0000% | $40000.00          | $39599.67          | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME CORP                                      | 2026-09-23      | 3.1250%  | 0.0000% | $15000.00          | $14833.78          | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | 2029-04-04      | 6.7500%  | 0.0000% | $4162000.00        | $4277339.43        | Corporate Debt Securities |
| INTEL CORP                                                       | 2027-08-05      | 3.7500%  | 0.0000% | $26000.00          | $26017.12          | Corporate Debt Securities |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | 2029-01-15      | 4.3000%  | 0.0000% | $4532000.00        | $4590649.12        | Corporate Debt Securities |
| FIFTH THIRD BANCORP                                              | 2028-04-25      | 4.0550%  | 0.0000% | $22000.00          | $21947.77          | Corporate Debt Securities |
| FEDEX CORP                                                       | 2026-04-01      | 3.2500%  | 0.0000% | $577000.00         | $576422.04         | Corporate Debt Securities |
| MCDONALDS CORP                                                   | 2028-08-14      | 4.8000%  | 0.0000% | $3743000.00        | $3853218.87        | Corporate Debt Securities |
| HOWMET AEROSPACE INC                                             | 2028-01-15      | 6.7500%  | 0.0000% | $60000.00          | $64493.70          | Corporate Debt Securities |
| GENERAL MOTORS CO                                                | 2043-10-02      | 6.2500%  | 0.0000% | $19954000.00       | $20634126.55       | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2027-07-15      | 5.3500%  | 0.0000% | $1578000.00        | $1630299.30        | Corporate Debt Securities |
| GENUINE PARTS CO                                                 | 2028-11-01      | 6.5000%  | 0.0000% | $611000.00         | $666796.52         | Corporate Debt Securities |
| MAYO CLINIC                                                      | 2052-11-15      | 4.1280%  | 0.0000% | $66000.00          | $55863.37          | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                                             | 2026-04-01      | 4.8000%  | 0.0000% | $1509000.00        | $1515684.87        | Corporate Debt Securities |
| NORDSON CORP                                                     | 2028-09-15      | 5.6000%  | 0.0000% | $117000.00         | $121829.24         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                                     | 2029-11-01      | 2.5500%  | 0.0000% | $2428000.00        | $2321143.72        | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC                                           | 2030-04-01      | 4.2000%  | 0.0000% | $338000.00         | $337384.84         | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC                                           | 2026-11-20      | 5.7500%  | 0.0000% | $116000.00         | $120801.85         | Corporate Debt Securities |
| NNN REIT INC                                                     | 2028-10-15      | 4.3000%  | 0.0000% | $800000.00         | $803840.89         | Corporate Debt Securities |
| EXPAND ENERGY CORP                                               | 2029-04-15      | 6.7500%  | 0.0000% | $1265000.00        | $1279193.30        | Corporate Debt Securities |
| DUKE ENERGY CORP                                                 | 2027-08-15      | 3.1500%  | 0.0000% | $3208000.00        | $3178807.20        | Corporate Debt Securities |
| CHOICE HOTELS INTL INC                                           | 2031-01-15      | 3.7000%  | 0.0000% | $70000.00          | $66393.21          | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                                        | 2027-02-14      | 3.0500%  | 0.0000% | $195000.00         | $193430.95         | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                                             | 2026-01-30      | 4.5000%  | 0.0000% | $31000.00          | $31341.93          | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | 2029-01-18      | 6.7200%  | 0.0000% | $1190000.00        | $1270039.40        | Corporate Debt Securities |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | 2027-03-15      | 3.9000%  | 0.0000% | $9000.00           | $9003.63           | Corporate Debt Securities |
| PEPSICO INC                                                      | 2029-07-17      | 4.5000%  | 0.0000% | $14000.00          | $14465.64          | Corporate Debt Securities |
| STORE CAPITAL LLC                                                | 2030-11-18      | 2.7500%  | 0.0000% | $39000.00          | $35961.56          | Corporate Debt Securities |
| PINNACLE WEST CAPITAL CORPORATION                                | 2028-05-15      | 4.9000%  | 0.0000% | $6879000.00        | $7141533.21        | Corporate Debt Securities |
| REPUBLIC SERVICES INC                                            | 2033-03-15      | 2.3750%  | 0.0000% | $2007000.00        | $1757820.36        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2028-04-22      | 5.7070%  | 0.0000% | $779000.00         | $797171.54         | Corporate Debt Securities |
| HUNTINGTON INGALLS INDUSTRIES INC                                | 2030-05-01      | 4.2000%  | 0.0000% | $1519000.00        | $1534524.18        | Corporate Debt Securities |
| HYATT HOTELS CORP                                                | 2027-01-30      | 5.7500%  | 0.0000% | $573000.00         | $591081.02         | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                               | 2039-03-01      | 7.0000%  | 0.0000% | $388000.00         | $471182.03         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                                    | 2026-12-30      | 5.0500%  | 0.0000% | $43000.00          | $44082.88          | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | 2030-03-27      | 5.3500%  | 0.0000% | $1737000.00        | $1791303.45        | Corporate Debt Securities |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2036-03-15      | 3.3500%  | 0.0000% | $4975000.00        | $4982168.28        | Money Market              |
| NEW YORK CITY TRUST FOR CULTURAL RESOURCES (NY)                  | 2034-02-01      | 3.3500%  | 0.0000% | $100000.00         | $21841.29          | Money Market              |
| ILLINOIS FINANCE AUTHORITY                                       | 2034-06-01      | 3.3700%  | 0.0000% | $100000.00         | $22650.27          | Money Market              |

### Security 274: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKY96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CALIFORNIA STATE PUBLIC WORKS BOARD                             | 2034-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5692.50           | Other Instrument          |
| UNIVERSITY OF WYOMING                                           | 2027-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5285.17           | Other Instrument          |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                    | 2029-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5420.02           | Other Instrument          |
| DENVER COLO CITY & CNTY BRD WTR COMMRS                          | 2031-12-15      | 5.0000%  | 0.0000% | $5000.00           | $5816.19           | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                           | 2031-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5151.08           | Other Instrument          |
| PLANO TEX INDPT SCH DIST                                        | 2031-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5768.60           | Other Instrument          |
| TRI-CNTY MET TRANSN DIST ORE                                    | 2027-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5260.72           | Other Instrument          |
| GRIFFITH IND PUB SCH BLDG CORP                                  | 2027-01-15      | 4.0000%  | 0.0000% | $5000.00           | $5139.54           | Other Instrument          |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENT FACILITIES AND COMMUNITY | 2036-02-01      | 4.2750%  | 0.0000% | $60000.00          | $59999.25          | Other Instrument          |
| INTERMOUNTAIN PWR AGY UTAH                                      | 2032-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5645.03           | Other Instrument          |
| COOK CNTY ILL                                                   | 2027-11-15      | 4.0000%  | 0.0000% | $5000.00           | $5210.52           | Other Instrument          |
| ARVADA COLO                                                     | 2032-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5280.13           | Other Instrument          |
| PRIVATE COLLEGES & UNIVS AUTH GA                                | 2030-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5588.32           | Other Instrument          |
| NEEDVILLE TEX INDPT SCH DIST                                    | 2032-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5082.92           | Other Instrument          |
| CLOROX COMPANY (THE)                                            | 2027-10-01      | 3.1000%  | 0.0000% | $933000.00         | $920706.17         | Corporate Debt Securities |
| AVISTA CORP                                                     | 2035-12-01      | 6.2500%  | 0.0000% | $750000.00         | $831338.75         | Corporate Debt Securities |
| BAT CAPITAL CORP                                                | 2029-09-06      | 3.4620%  | 0.0000% | $1037000.00        | $1012557.05        | Corporate Debt Securities |
| SOUTHWEST GAS CORP                                              | 2027-12-01      | 5.8000%  | 0.0000% | $85000.00          | $89850.67          | Corporate Debt Securities |
| FEDERAL REALTY OP LP                                            | 2030-06-01      | 3.5000%  | 0.0000% | $149000.00         | $145807.43         | Corporate Debt Securities |
| FEDERAL REALTY OP LP                                            | 2028-05-01      | 5.3750%  | 0.0000% | $196000.00         | $206422.30         | Corporate Debt Securities |
| HEALTHPEAK OP LLC                                               | 2030-01-15      | 3.0000%  | 0.0000% | $3564000.00        | $3403667.52        | Corporate Debt Securities |
| HEALTHPEAK OP LLC                                               | 2031-01-15      | 2.8750%  | 0.0000% | $176000.00         | $163795.33         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC                                    | 2036-10-15      | 5.9500%  | 0.0000% | $4208000.00        | $4563342.22        | Corporate Debt Securities |
| LINCOLN NATIONAL CORPORATION                                    | 2028-03-01      | 3.8000%  | 0.0000% | $48000.00          | $48327.04          | Corporate Debt Securities |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                    | 2031-04-15      | 8.6250%  | 0.0000% | $4151000.00        | $4805045.40        | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC                                   | 2026-11-15      | 3.1000%  | 0.0000% | $50000.00          | $50215.22          | Corporate Debt Securities |
| DTE ENERGY COMPANY                                              | 2029-06-15      | 3.4000%  | 0.0000% | $948000.00         | $931347.85         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                            | 2026-10-22      | 4.2500%  | 0.0000% | $26588000.00       | $26649750.63       | Corporate Debt Securities |
| MCDONALDS CORP                                                  | 2027-03-01      | 3.5000%  | 0.0000% | $779000.00         | $778098.96         | Corporate Debt Securities |
| ALLY FINANCIAL INC                                              | 2028-11-02      | 2.2000%  | 0.0000% | $218000.00         | $205791.76         | Corporate Debt Securities |
| GENERAL MOTORS CO                                               | 2027-10-01      | 4.2000%  | 0.0000% | $69000.00          | $69229.08          | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP                                           | 2027-02-01      | 3.2000%  | 0.0000% | $59000.00          | $58907.96          | Corporate Debt Securities |
| OAKTREE STRATEGIC CREDIT FUND                                   | 2028-11-14      | 8.4000%  | 0.0000% | $653000.00         | $729477.18         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                                      | 2028-09-21      | 4.3290%  | 0.0000% | $4034000.00        | $4075872.92        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                                      | 2027-03-22      | 3.0000%  | 0.0000% | $767000.00         | $759958.94         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                                      | 2028-03-22      | 2.1000%  | 0.0000% | $585000.00         | $560251.58         | Corporate Debt Securities |
| VICI PROPERTIES LP                                              | 2026-09-01      | 4.5000%  | 0.0000% | $76000.00          | $76593.56          | Corporate Debt Securities |
| TIMKEN CO                                                       | 2028-05-08      | 6.8750%  | 0.0000% | $15000000.00       | $16037908.33       | Corporate Debt Securities |
| FREEPORT-MCMORAN INC                                            | 2028-08-01      | 4.3750%  | 0.0000% | $1579000.00        | $1589985.89        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                                        | 2045-08-15      | 4.2000%  | 0.0000% | $1075000.00        | $928441.67         | Corporate Debt Securities |
| WESTROCK MWV LLC                                                | 2030-01-15      | 8.2000%  | 0.0000% | $4965000.00        | $5790354.02        | Corporate Debt Securities |
| ZOETIS INC                                                      | 2028-08-20      | 3.9000%  | 0.0000% | $550000.00         | $553537.42         | Corporate Debt Securities |
| BROWN & BROWN INC                                               | 2029-03-15      | 4.5000%  | 0.0000% | $1250000.00        | $1257750.00        | Corporate Debt Securities |
| KROGER CO                                                       | 2029-01-15      | 4.5000%  | 0.0000% | $981000.00         | $1005073.74        | Corporate Debt Securities |
| STORE CAPITAL LLC                                               | 2028-03-15      | 4.5000%  | 0.0000% | $4294000.00        | $4321095.14        | Corporate Debt Securities |
| EQUINIX INC                                                     | 2026-11-18      | 2.9000%  | 0.0000% | $17000.00          | $17002.39          | Corporate Debt Securities |
| EVERGY KANSAS CENTRAL INC                                       | 2028-03-13      | 4.7000%  | 0.0000% | $13436000.00       | $13638570.09       | Corporate Debt Securities |
| EXELON CORPORATION                                              | 2028-03-15      | 5.1500%  | 0.0000% | $91000.00          | $93692.74          | Corporate Debt Securities |
| GEORGIA POWER COMPANY                                           | 2050-01-30      | 3.7000%  | 0.0000% | $6467000.00        | $5055641.92        | Corporate Debt Securities |
| WEC ENERGY GROUP INC                                            | 2027-10-01      | 5.1500%  | 0.0000% | $16000.00          | $16366.75          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | 2028-03-01      | 3.6500%  | 0.0000% | $25000.00          | $24771.58          | Corporate Debt Securities |
| VULCAN MATERIALS COMPANY                                        | 2027-04-01      | 3.9000%  | 0.0000% | $55000.00          | $55056.10          | Corporate Debt Securities |
| TENNESSEE GAS PIPELINE COMPANY LLC                              | 2030-03-01      | 2.9000%  | 0.0000% | $338000.00         | $319140.73         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND                                  | 2028-11-27      | 7.3000%  | 0.0000% | $313000.00         | $342502.68         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND                                  | 2030-09-10      | 5.0500%  | 0.0000% | $433000.00         | $429364.60         | Corporate Debt Securities |
| BLACKSTONE SECURED LENDING FUND                                 | 2028-04-13      | 5.3500%  | 0.0000% | $630000.00         | $638098.65         | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                                          | 2029-03-15      | 4.9000%  | 0.0000% | $94000.00          | $96339.76          | Corporate Debt Securities |
| TUCSON ELECTRIC POWER CO                                        | 2055-04-15      | 5.9000%  | 0.0000% | $1468000.00        | $1525269.94        | Corporate Debt Securities |

### Security 275: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYFAV1M1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HOA FUNDING LLC 2021-1         A-2    20510820 4.72300 | 2051-08-20      | 4.7230%  | 0.0000% | $15820000.00       | $11737485.50       | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2019-10R      E-R    20350116 FLT     | 2035-01-16      | 11.1945% | 0.0000% | $1500000.00        | $1463393.03        | Asset-Backed Securities                           |
| UNITED AUTO CR SEC TR 2025-1   E      20311010 7.71000 | 2031-10-10      | 7.7100%  | 0.0000% | $4848000.00        | $4824542.95        | Asset-Backed Securities                           |
| WINGSTOP FUNDING LLC 2022-1    A-2    20520305 3.73400 | 2052-03-05      | 3.7340%  | 0.0000% | $3628657.00        | $3503527.66        | Asset-Backed Securities                           |
| VENTURE 2021-42 CLO LTD        E      20340417 FLT     | 2034-04-17      | 11.4662% | 0.0000% | $5000000.00        | $4644380.33        | Asset-Backed Securities                           |
| FAT BRNDS GFG ROYAL 2021-1 LLC A-2    20510725 7.00000 | 2051-07-25      | 7.0000%  | 0.0000% | $6295000.00        | $5752072.86        | Asset-Backed Securities                           |
| FAT BRANDS GFG ROYL I 2022-1   A-2    20510725 6.00000 | 2051-07-25      | 7.0000%  | 0.0000% | $4797000.00        | $4121571.65        | Asset-Backed Securities                           |
| INTESA SANPAOLO S P A          SR 144A NT 48           | 2048-01-12      | 4.3750%  | 0.0000% | $632000.00         | $514350.04         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.802%012552         | 2052-01-25      | 2.8020%  | 0.0000% | $1000.00           | $659.08            | Corporate Debt Securities                         |
| LEHIGH UNIV                    SR GLBL SINK 43         | 2043-11-15      | 2.5530%  | 0.0000% | $1000.00           | $693.83            | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.379%61        | 2061-02-08      | 3.3790%  | 0.0000% | $1000.00           | $679.19            | Corporate Debt Securities                         |
| COMM MTG TR 2015-CCRE25        X-C    20480812 FLT     | 2048-08-12      | 0.7500%  | 0.0000% | $23190000.00       | $16945.77          | Corporate Debt Securities                         |
| BBCMS MTG TR 2021-C11          X-G    20540917 FLT     | 2054-09-17      | 1.5048%  | 0.0000% | $9525000.00        | $627792.76         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MORTG SEC TR 9-COR5 X-D    20520614 FLT     | 2052-06-14      | 1.7494%  | 0.0000% | $2954000.00        | $158248.25         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TR 2025-4   A-4-X  20551125 FLT     | 2055-11-25      | 0.5000%  | 0.0000% | $25142.00          | $157.08            | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTG TR 2022-5     A-X-1  20520925 FLT     | 2052-09-25      | 0.1529%  | 0.0000% | $285072000.00      | $1997786.88        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COML MTG SECUR F      20381115 FLT     | 2038-11-15      | 8.5625%  | 0.0000% | $282000.00         | $284478.65         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2019-COR6 X-D    20521118 FLT     | 2052-11-18      | 1.4136%  | 0.0000% | $3635000.00        | $175552.27         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P7  X-D    20500415 FLT     | 2050-04-15      | 1.4758%  | 0.0000% | $21846000.00       | $1069117.64        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HOME MTG 2007-1       IO-P   20470525 2.07840 | 2047-05-25      | 2.0784%  | 0.0000% | $252231000.00      | $5179752.46        | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2022-C1             X-G    20550218 FLT     | 2055-02-18      | 1.5099%  | 0.0000% | $5348300.00        | $417724.92         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2022-C1             X-H    20550218 FLT     | 2055-02-18      | 1.5099%  | 0.0000% | $22650000.00       | $1683104.33        | Private Label Collateralized Mortgage Obligations |
| BX MTG TRUST 2023-DELC         E      20380615 FLT     | 2038-06-15      | 9.3182%  | 0.0000% | $946000.00         | $959844.15         | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    F      20420218 FLT     | 2042-02-18      | 8.2711%  | 0.0000% | $2000000.00        | $1994890.08        | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK28                X-D    20630316 FLT     | 2063-03-16      | 0.9820%  | 0.0000% | $10000.00          | $425.54            | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORT LN TR 2024-NQM3  PT     20640625 0.00000 | 2064-06-25      | 6.4643%  | 0.0000% | $10268235.00       | $8170545.30        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2022-NQM1   B-1    20520725 FLT     | 2052-07-25      | 4.4686%  | 0.0000% | $390000.00         | $321015.57         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2022-NQM1   B-3    20520725 FLT     | 2052-07-25      | 4.4686%  | 0.0000% | $677210.00         | $201331.73         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2022-NQM1   XS     20520725 FLT     | 2052-07-25      | 0.0000%  | 0.0000% | $12764210.00       | $78546.84          | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN 2023-NQ B-1    20631025 FLT     | 2063-10-25      | 7.9606%  | 0.0000% | $390400.00         | $397953.78         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN 2023-NQ B-2    20631025 FLT     | 2063-10-25      | 7.9606%  | 0.0000% | $328400.00         | $332596.23         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN 2023-NQ XS     20631025 FLT     | 2063-10-25      | 0.8216%  | 0.0000% | $12393314.00       | $132317.09         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LN 2025-NQM1 PT     20650125 0.00000 | 2065-01-25      | 7.7076%  | 0.0000% | $13434678.00       | $11916026.54       | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LOAN TR 2025-NQM4 PT-1   20650725 FLT     | 2065-07-25      | 0.0000%  | 0.0000% | $15422683.00       | $14634286.20       | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2022-INV1   A-1    20620225 FLT     | 2062-02-25      | 4.4660%  | 0.0000% | $9458000.00        | $6474524.22        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2022-INV1   B-3    20620225 FLT     | 2062-02-25      | 4.5019%  | 0.0000% | $624210.00         | $235667.26         | Private Label Collateralized Mortgage Obligations |
| CHASEFLEX TRUST 2007-1         2-A4   20370225 FLT     | 2037-02-25      | 2.5445%  | 0.0000% | $59260788.00       | $1053558.55        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2018-4         B4-IOC 20480125 FLT     | 2048-01-25      | 1.5000%  | 0.0000% | $6226625.00        | $107360.24         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  X-D    20520712 FLT     | 2052-07-12      | 1.2282%  | 0.0000% | $3539000.00        | $143738.38         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC42  X-D    20520912 FLT     | 2052-09-12      | 0.9444%  | 0.0000% | $8359000.00        | $279107.14         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS6        X-D    20500512 FLT     | 2050-05-12      | 1.1165%  | 0.0000% | $10586000.00       | $179013.75         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR 2020-CNP D      20300405 FLT     | 2030-04-05      | 2.4276%  | 0.0000% | $45000.00          | $35513.64          | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2             X-D    20491115 FLT     | 2049-11-15      | 1.2500%  | 0.0000% | $33687000.00       | $341642.34         | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2017-CD4             X-D    20500512 FLT     | 2050-05-12      | 1.3627%  | 0.0000% | $10456000.00       | $214709.58         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE26        X-C    20481013 FLT     | 2048-10-13      | 1.0000%  | 0.0000% | $19907000.00       | $17106.74          | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2019-C17     X-D    20520917 FLT     | 2052-09-17      | 1.7412%  | 0.0000% | $3470333.00        | $201005.22         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2020-C19     X-D    20530317 FLT     | 2053-03-17      | 1.1123%  | 0.0000% | $4443000.00        | $182357.95         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2015-C2      C      20570615 FLT     | 2057-06-15      | 4.0426%  | 0.0000% | $1736220.00        | $1564106.51        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-LC23          X-C    20481013 FLT     | 2048-10-13      | 1.0000%  | 0.0000% | $16967000.00       | $14580.30          | Private Label Collateralized Mortgage Obligations |
| RADIAN MTG CAP TR 2025-J3      A-21-X 20551225 FLT     | 2055-12-25      | 0.5000%  | 0.0000% | $100038.00         | $2272.93           | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   X-D    20481113 FLT     | 2048-11-13      | 1.2681%  | 0.0000% | $18188000.00       | $89498.98          | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2024-NQM1   PT     20640125 FLT     | 2064-01-25      | 7.9139%  | 0.0000% | $9792300.00        | $6304305.59        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B17      X-D    20530317 FLT     | 2053-03-17      | 1.3805%  | 0.0000% | $4095000.00        | $210492.91         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2025-V18      J      20581018 FLT     | 2058-10-18      | 4.1640%  | 0.0000% | $1431120.00        | $844458.17         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2023-NQM2 2 B1     20530725 FLT     | 2053-07-25      | 7.3521%  | 0.0000% | $435108.00         | $439441.13         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2023-NQM2 2 B3     20530725 FLT     | 2053-07-25      | 7.3521%  | 0.0000% | $819806.00         | $601343.07         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR6         B-1    20450425 FLT     | 2045-04-25      | 5.0055%  | 0.0000% | $24061322.00       | $7165009.64        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2018-C44     X-D    20510517 FLT     | 2051-05-17      | 1.8194%  | 0.0000% | $7179500.00        | $287676.46         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  X-D    20481217 FLT     | 2048-12-17      | 1.0000%  | 0.0000% | $14280000.00       | $12257.00          | Private Label Collateralized Mortgage Obligations |

### Security 276: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300L8G1E7ZHVEOG75, C.5 - Other ID: BRYK3HVQ7
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| ATLANTIC MARINE CORPS COMMUNITIES LLC             | 2048-02-15      | 5.3830%  | 0.0000% | $560000.00         | $367184.56         | Other Instrument                   |
| HCA INC                                           | 2095-11-15      | 7.5000%  | 0.0000% | $1597000.00        | $1819243.84        | Corporate Debt Securities          |
| COMMONWEALTH BANK OF AUSTRALIA                    | 2031-03-11      | 2.6880%  | 0.0000% | $641000.00         | $584046.30         | Corporate Debt Securities          |
| CONOCOPHILLIPS CO                                 | 2055-01-15      | 5.5000%  | 0.0000% | $279000.00         | $278183.77         | Corporate Debt Securities          |
| BAT CAPITAL CORP                                  | 2031-03-25      | 2.7260%  | 0.0000% | $102000.00         | $93685.57          | Corporate Debt Securities          |
| BGC GROUP INC                                     | 2029-06-10      | 6.6000%  | 0.0000% | $462000.00         | $492903.18         | Corporate Debt Securities          |
| STATE STREET CORP                                 | 2079-12-31      | 6.4500%  | 0.0000% | $1400000.00        | $1464878.33        | Corporate Debt Securities          |
| INTERNATIONAL FLAVORS & FRAGRANCES INC            | 2040-11-15      | 3.2680%  | 0.0000% | $1500000.00        | $1184233.67        | Corporate Debt Securities          |
| JBS USA HOLDING LUX SARL                          | 2029-02-02      | 3.0000%  | 0.0000% | $2230000.00        | $2151823.63        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO                               | 2030-07-22      | 4.9950%  | 0.0000% | $6547000.00        | $6808397.16        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO                               | 2079-12-31      | 6.5000%  | 0.0000% | $1565000.00        | $1637798.58        | Corporate Debt Securities          |
| ANHEUSER-BUSCH COMPANIES LLC                      | 2046-02-01      | 4.9000%  | 0.0000% | $1029000.00        | $984629.52         | Corporate Debt Securities          |
| ANTARES HOLDINGS LP                               | 2029-10-23      | 6.3500%  | 0.0000% | $250000.00         | $255255.28         | Corporate Debt Securities          |
| APPLE INC                                         | 2051-02-08      | 2.6500%  | 0.0000% | $2000.00           | $1293.26           | Corporate Debt Securities          |
| APPLE INC                                         | 2062-08-08      | 4.1000%  | 0.0000% | $2276000.00        | $1874884.08        | Corporate Debt Securities          |
| ARCELORMITTAL SA                                  | 2039-10-15      | 7.0000%  | 0.0000% | $4000.00           | $4539.87           | Corporate Debt Securities          |
| ARCELORMITTAL SA                                  | 2054-06-17      | 6.3500%  | 0.0000% | $2000.00           | $2164.92           | Corporate Debt Securities          |
| ARCHER DANIELS MIDLAND CO                         | 2042-03-26      | 4.5350%  | 0.0000% | $4485000.00        | $4128931.49        | Corporate Debt Securities          |
| ARES FINANCE CO IV LLC                            | 2052-02-01      | 3.6500%  | 0.0000% | $340000.00         | $245865.90         | Corporate Debt Securities          |
| FS KKR CAPITAL CORP                               | 2027-07-15      | 3.2500%  | 0.0000% | $308000.00         | $298491.87         | Corporate Debt Securities          |
| BANCO SANTANDER SA                                | 2035-01-17      | 6.0330%  | 0.0000% | $600000.00         | $655578.65         | Corporate Debt Securities          |
| EXXON MOBIL CORP                                  | 2040-03-19      | 4.2270%  | 0.0000% | $1688000.00        | $1570500.85        | Corporate Debt Securities          |
| HEALTHCARE REALTY HOLDINGS LP                     | 2031-03-15      | 2.0500%  | 0.0000% | $2896000.00        | $2508687.35        | Corporate Debt Securities          |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2039-10-15      | 6.1250%  | 0.0000% | $586000.00         | $639796.10         | Corporate Debt Securities          |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2034-07-01      | 6.3750%  | 0.0000% | $1363000.00        | $1409451.04        | Corporate Debt Securities          |
| INTERNATIONAL BUSINESS MACHINES CORP              | 2026-02-19      | 3.4500%  | 0.0000% | $103000.00         | $103506.76         | Corporate Debt Securities          |
| HCA INC                                           | 2027-03-15      | 3.1250%  | 0.0000% | $2000.00           | $1981.93           | Corporate Debt Securities          |
| HCA INC                                           | 2029-03-15      | 3.3750%  | 0.0000% | $1678000.00        | $1640719.04        | Corporate Debt Securities          |
| LABORATORY CORP OF AMER HLDGS                     | 2031-06-01      | 2.7000%  | 0.0000% | $1000.00           | $925.37            | Corporate Debt Securities          |
| BANCO SANTANDER SA                                | 2031-03-25      | 2.9580%  | 0.0000% | $200000.00         | $185999.17         | Corporate Debt Securities          |
| MAREX GROUP PLC                                   | 2029-11-04      | 6.4040%  | 0.0000% | $1000.00           | $1059.47           | Corporate Debt Securities          |
| CHARLES SCHWAB CORP                               | 2079-12-31      | 4.0000%  | 0.0000% | $1141000.00        | $1078127.10        | Corporate Debt Securities          |
| SHELL FINANCE US INC                              | 2035-05-11      | 4.1250%  | 0.0000% | $1895000.00        | $1865720.67        | Corporate Debt Securities          |
| SOUTHWESTERN PUBLIC SERVICE COMPANY               | 2036-10-01      | 6.0000%  | 0.0000% | $50000.00          | $52729.50          | Corporate Debt Securities          |
| CARGILL INC                                       | 2051-05-25      | 3.1250%  | 0.0000% | $487000.00         | $341787.15         | Corporate Debt Securities          |
| CATERPILLAR INC                                   | 2097-03-01      | 7.3750%  | 0.0000% | $3739000.00        | $4582823.75        | Corporate Debt Securities          |
| ORACLE CORPORATION                                | 2036-07-15      | 3.8500%  | 0.0000% | $2000.00           | $1783.91           | Corporate Debt Securities          |
| ORACLE CORPORATION                                | 2041-03-25      | 3.6500%  | 0.0000% | $790000.00         | $622369.90         | Corporate Debt Securities          |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | 2028-12-14      | 2.3750%  | 0.0000% | $4450000.00        | $4237504.47        | Corporate Debt Securities          |
| LOWES COMPANIES INC                               | 2040-04-15      | 5.0000%  | 0.0000% | $900000.00         | $878726.00         | Corporate Debt Securities          |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC           | 2044-04-01      | 4.5000%  | 0.0000% | $2039000.00        | $1833061.00        | Corporate Debt Securities          |
| BANK OF AMERICA CORP                              | 2079-12-31      | 6.3000%  | 0.0000% | $13000.00          | $13166.86          | Corporate Debt Securities          |
| BANK OF AMERICA CORP                              | 2079-12-31      | 4.3750%  | 0.0000% | $2649000.00        | $2609810.99        | Corporate Debt Securities          |
| BANK OF AMERICA CORP                              | 2031-07-23      | 1.8980%  | 0.0000% | $2000.00           | $1802.71           | Corporate Debt Securities          |
| BANK OF AMERICA CORP                              | 2033-04-27      | 4.5710%  | 0.0000% | $10611000.00       | $10623286.36       | Corporate Debt Securities          |
| BANK OF AMERICA CORP                              | 2079-12-31      | 6.2500%  | 0.0000% | $781000.00         | $794291.10         | Corporate Debt Securities          |
| BANK OF NEW YORK MELLON CORP/THE                  | 2079-12-31      | 3.7500%  | 0.0000% | $3000.00           | $2951.94           | Corporate Debt Securities          |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2043-04-30      | 7.0099%  | 0.0000% | $4000.00           | $3997.66           | Corporate Debt Securities          |
| PUGET SOUND ENRG INC                              | 2049-09-15      | 3.2500%  | 0.0000% | $3000.00           | $2112.04           | Corporate Debt Securities          |
| METROPOLITAN LIFE GLOBAL FUNDING I                | 2034-01-08      | 5.0500%  | 0.0000% | $150000.00         | $155418.21         | Corporate Debt Securities          |
| FLNG LIQUEFACTION 2 LLC                           | 2038-03-31      | 4.1250%  | 0.0000% | $3127000.00        | $2233669.79        | Corporate Debt Securities          |
| FLOWSERVE CORPORATION                             | 2030-10-01      | 3.5000%  | 0.0000% | $4403000.00        | $4202296.58        | Corporate Debt Securities          |
| MEIJI YASUDA LIFE INSURANCE CO                    | 2055-06-11      | 6.1000%  | 0.0000% | $795000.00         | $853061.06         | Corporate Debt Securities          |
| ALIMENTATION COUCHE-TARD INC                      | 2041-05-13      | 3.4390%  | 0.0000% | $475000.00         | $380357.74         | Corporate Debt Securities          |
| ALTRIA GROUP INC                                  | 2051-02-04      | 3.7000%  | 0.0000% | $2282000.00        | $1671454.70        | Corporate Debt Securities          |
| GALAXY PIPELINE ASSETS BIDCO LTD                  | 2040-09-30      | 3.2500%  | 0.0000% | $5961000.00        | $4916980.52        | Corporate Debt Securities          |
| HOWMET AEROSPACE INC                              | 2037-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1102.02           | Corporate Debt Securities          |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO             | 2051-03-30      | 3.4500%  | 0.0000% | $2092000.00        | $1523164.28        | Corporate Debt Securities          |
| VALERO ENERGY CORP                                | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1527.27           | Corporate Debt Securities          |
| VERIZON COMMUNICATIONS INC                        | 2041-03-22      | 3.4000%  | 0.0000% | $1000000.00        | $795613.33         | Corporate Debt Securities          |
| VICI PROPERTIES LP                                | 2029-02-15      | 3.8750%  | 0.0000% | $1798000.00        | $1771804.14        | Corporate Debt Securities          |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2052-05-15      | 4.6250%  | 0.0000% | $5924000.00        | $5294494.37        | Corporate Debt Securities          |
| NATIONAL AUSTRALIA BANK LTD                       | 2041-01-14      | 2.6480%  | 0.0000% | $7274000.00        | $5238202.99        | Corporate Debt Securities          |
| DUKE ENERGY CORP                                  | 2041-06-15      | 3.3000%  | 0.0000% | $6000000.00        | $4748680.00        | Corporate Debt Securities          |
| DOW CHEMICAL CO                                   | 2050-11-15      | 3.6000%  | 0.0000% | $589000.00         | $407305.28         | Corporate Debt Securities          |
| OKLAHOMA GAS & ELEC CO                            | 2040-06-01      | 5.8500%  | 0.0000% | $2000000.00        | $2161250.00        | Corporate Debt Securities          |
| OKLAHOMA GAS & ELEC CO                            | 2041-05-15      | 5.2500%  | 0.0000% | $289000.00         | $300634.66         | Corporate Debt Securities          |
| BP CAPITAL MARKETS AMERICA INC                    | 2041-06-17      | 3.0600%  | 0.0000% | $36000.00          | $28120.32          | Corporate Debt Securities          |
| BP CAPITAL MARKETS AMERICA INC                    | 2033-02-13      | 4.8120%  | 0.0000% | $199000.00         | $203934.40         | Corporate Debt Securities          |
| ONEOK INC                                         | 2045-04-01      | 5.0500%  | 0.0000% | $177000.00         | $158543.91         | Corporate Debt Securities          |
| WILLIS NORTH AMERICA INC                          | 2027-06-15      | 4.6500%  | 0.0000% | $102000.00         | $104390.54         | Corporate Debt Securities          |
| WEA FINANCE LLC                                   | 2029-06-15      | 3.5000%  | 0.0000% | $7000.00           | $6866.74           | Corporate Debt Securities          |
| APOLLO MANAGEMENT HOLDINGS LP                     | 2030-06-05      | 2.6500%  | 0.0000% | $300000.00         | $278861.17         | Corporate Debt Securities          |
| Doctors                                           | 2032-01-18      | 4.5000%  | 0.0000% | $2980000.00        | $2714496.90        | Corporate Debt Securities          |
| KINDER MORGAN ENERGY PARTNERS LP                  | 2044-09-01      | 5.4000%  | 0.0000% | $838000.00         | $811820.88         | Corporate Debt Securities          |
| CI FINANCIAL CORP (PRE-MERGER)                    | 2029-05-30      | 7.5000%  | 0.0000% | $92000.00          | $100675.60         | Corporate Debt Securities          |
| CIGNA GROUP                                       | 2040-03-15      | 3.2000%  | 0.0000% | $1450000.00        | $1151428.89        | Corporate Debt Securities          |
| BUNGE FINANCE LTD CORP                            | 2031-05-14      | 2.7500%  | 0.0000% | $4000.00           | $3725.15           | Corporate Debt Securities          |
| CVS HEALTH CORP                                   | 2028-12-10      | 6.0360%  | 0.0000% | $36000.00          | $8355.17           | Corporate Debt Securities          |
| CVS HEALTH CORP                                   | 2032-01-10      | 7.5070%  | 0.0000% | $2300000.00        | $1093459.63        | Corporate Debt Securities          |
| CVS HEALTH CORP                                   | 2048-03-25      | 5.0500%  | 0.0000% | $3000.00           | $2710.14           | Corporate Debt Securities          |
| CSL FINANCE PLC                                   | 2042-04-27      | 4.6250%  | 0.0000% | $3000.00           | $2765.21           | Corporate Debt Securities          |
| PACIFIC LIFE INSURANCE COMPANY                    | 2067-10-24      | 4.3000%  | 0.0000% | $2000.00           | $1628.31           | Corporate Debt Securities          |
| PIEDMONT NATURAL GAS COMPANY INC                  | 2046-11-01      | 3.6400%  | 0.0000% | $285000.00         | $221436.45         | Corporate Debt Securities          |
| PERSHING SQUARE HOLDINGS LTD                      | 2032-07-15      | 3.0000%  | 0.0000% | $1250000.00        | $1083462.50        | Corporate Debt Securities          |
| UNITEDHEALTH GROUP INC                            | 2041-11-15      | 4.6250%  | 0.0000% | $131000.00         | $124653.89         | Corporate Debt Securities          |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2053-02-15      | 3.3000%  | 0.0000% | $535000.00         | $371801.82         | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC/THE                       | 2030-10-23      | 4.6920%  | 0.0000% | $1000.00           | $1013.74           | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC/THE                       | 2031-04-23      | 5.2180%  | 0.0000% | $282000.00         | $291322.79         | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC/THE                       | 2032-04-22      | 2.6150%  | 0.0000% | $1334000.00        | $1213491.44        | Corporate Debt Securities          |
| ING GROEP NV                                      | 2033-03-28      | 4.2520%  | 0.0000% | $1294000.00        | $1274240.04        | Corporate Debt Securities          |
| UNION PACIFIC CORPORATION                         | 2050-02-05      | 3.2500%  | 0.0000% | $2041000.00        | $1469221.79        | Corporate Debt Securities          |
| HF SINCLAIR CORP                                  | 2035-01-15      | 6.2500%  | 0.0000% | $1700000.00        | $1807818.72        | Corporate Debt Securities          |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2031-01-15      | 6.1500%  | 0.0000% | $2800000.00        | $2923944.33        | Corporate Debt Securities          |
| AEP TEXAS INC                                     | 2051-05-15      | 3.4500%  | 0.0000% | $6434000.00        | $4590004.88        | Corporate Debt Securities          |
| AES CORP                                          | 2030-07-15      | 3.9500%  | 0.0000% | $110000.00         | $107855.06         | Corporate Debt Securities          |
| WELLS FARGO & COMPANY                             | 2053-04-25      | 4.6110%  | 0.0000% | $4741000.00        | $4189045.67        | Corporate Debt Securities          |
| ACCIDENT FUND INSURANCE COMPANY OF AMERICA        | 2032-08-01      | 8.5000%  | 0.0000% | $535000.00         | $546507.85         | Corporate Debt Securities          |
| SKYMILES IP LTD                                   | 2028-10-20      | 4.7500%  | 0.0000% | $115850.00         | $116836.98         | Corporate Debt Securities          |
| BARRICK NORTH AMERICA FINANCE LLC                 | 2043-05-01      | 5.7500%  | 0.0000% | $1232000.00        | $1315776.00        | Corporate Debt Securities          |
| BELROSE FUNDING TRUST II                          | 2055-05-15      | 6.7920%  | 0.0000% | $100000.00         | $110156.53         | Corporate Debt Securities          |
| ROYALTY PHARMA PLC                                | 2051-09-02      | 3.3500%  | 0.0000% | $580000.00         | $399444.39         | Corporate Debt Securities          |
| BNP PARIBAS SA                                    | 2031-01-13      | 3.0520%  | 0.0000% | $481000.00         | $456647.56         | Corporate Debt Securities          |
| BERKSHIRE HATHAWAY INC                            | 2043-02-11      | 4.5000%  | 0.0000% | $1275000.00        | $1230885.00        | Corporate Debt Securities          |
| TAMPA ELECTRIC COMPANY                            | 2037-05-15      | 6.1500%  | 0.0000% | $369000.00         | $410238.82         | Corporate Debt Securities          |
| UNITED STATES TREASURY                            | 2031-02-15      | 5.3750%  | 0.0000% | $9082500.00        | $9882128.78        | U.S. Treasuries (including strips) |

### Security 277: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.240000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYLCNDN9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CALIFORNIA ST UNIV REV         SYSTEMWIDE REV BDS       2016 | 2027-11-01      | 5.0000%  | 0.0000% | $20000.00          | $20758.20          | Other Instrument                                  |
| MUNICIPAL ELEC AUTH GA         TAXABLE BDS              2010 | 2057-04-01      | 6.6370%  | 0.0000% | $38000.00          | $42058.05          | Other Instrument                                  |
| MARYLAND ST DEPT TRANSN CONS T REF BDS                  2025 | 2028-11-01      | 5.0000%  | 0.0000% | $81290000.00       | $87138725.18       | Other Instrument                                  |
| DELAWARE TRANSN AUTH TRANSN SY SR BDS                   2020 | 2029-07-01      | 5.0000%  | 0.0000% | $50000.00          | $55262.83          | Other Instrument                                  |
| INDIANA MUN PWR AGY PWR SUPPLY BDS                      2017 | 2031-01-01      | 5.0000%  | 0.0000% | $25000.00          | $26589.17          | Other Instrument                                  |
| TENNESSEE HSG DEV AGY RESIDENT BDS                      2018 | 2038-07-01      | 3.7500%  | 0.0000% | $15000.00          | $9263.72           | Other Instrument                                  |
| TENNESSEE ST                   GO BDS                   2023 | 2037-05-01      | 5.0000%  | 0.0000% | $55000.00          | $63713.65          | Other Instrument                                  |
| EXETER ATMOBILE REC TR 2021-4  D      20280117 1.96000       | 2028-01-17      | 1.9600%  | 0.0000% | $470000.00         | $172726.77         | Asset-Backed Securities                           |
| PHEAA STUDENT LN TR 2014-3     A      20400825 FLT           | 2040-08-25      | 4.8873%  | 0.0000% | $670000.00         | $64866.10          | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO 2021-4    D      20271015 1.67000       | 2027-10-15      | 1.6700%  | 0.0000% | $725000.00         | $178716.34         | Asset-Backed Securities                           |
| BALLYROCK CLO 2019-2R3 LTD     C-1-R3 20381025 FLT           | 2038-10-25      | 6.5890%  | 0.0000% | $603398.00         | $604923.66         | Asset-Backed Securities                           |
| ARIZONA PUB SVC CO             SR NT 4.7%44                  | 2044-01-15      | 4.7000%  | 0.0000% | $101000.00         | $89841.41          | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR GLBL CC NT 34              | 2034-04-01      | 5.6500%  | 0.0000% | $222000.00         | $234145.25         | Corporate Debt Securities                         |
| F N B CORP                     SR GLBL NT 30                 | 2030-12-11      | 5.7220%  | 0.0000% | $31000.00          | $32303.93          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.9%30              | 2030-01-15      | 2.9000%  | 0.0000% | $612000.00         | $582819.16         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 30                 | 2030-03-01      | 5.2500%  | 0.0000% | $211000.00         | $219935.85         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT2.5%29              | 2029-09-01      | 2.5000%  | 0.0000% | $2468000.00        | $2342370.57        | Corporate Debt Securities                         |
| MACQUARIE BK LTD               SR 144A NT 26                 | 2026-12-07      | 5.3910%  | 0.0000% | $1600000.00        | $1658966.80        | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR 144A NT4.5%28              | 2028-05-15      | 4.5000%  | 0.0000% | $26000.00          | $26699.14          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.65%090128                | 2028-09-01      | 3.6500%  | 0.0000% | $23000.00          | $22931.08          | Corporate Debt Securities                         |
| CARLYLE FIN LLC                GLBL 144A NT 29               | 2029-09-19      | 3.5000%  | 0.0000% | $70000.00          | $68304.13          | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT4.9%29              | 2029-02-20      | 4.9000%  | 0.0000% | $31000.00          | $32169.44          | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 28                 | 2028-10-15      | 5.8750%  | 0.0000% | $43000.00          | $45135.43          | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 5%27               | 2027-01-15      | 5.0000%  | 0.0000% | $6000.00           | $6138.79           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.45%111027                | 2027-11-10      | 5.4500%  | 0.0000% | $689000.00         | $727237.78         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.156%011028               | 2028-01-10      | 5.1560%  | 0.0000% | $288000.00         | $298965.44         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 27                 | 2027-12-01      | 4.5500%  | 0.0000% | $509000.00         | $526193.17         | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT 4%25               | 2025-11-15      | 4.0000%  | 0.0000% | $334000.00         | $339980.08         | Corporate Debt Securities                         |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30              | 2030-12-15      | 9.6250%  | 0.0000% | $5074000.00        | $6394781.23        | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   CR SEN SR GLBL28              | 2028-07-20      | 9.2500%  | 0.0000% | $20000.00          | $22659.43          | Corporate Debt Securities                         |
| SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55                | 2055-10-01      | 6.5500%  | 0.0000% | $36606000.00       | $39587507.86       | Corporate Debt Securities                         |
| EVERGY KANS CENT INC           1M GLBL BD5.9%33              | 2033-11-15      | 5.9000%  | 0.0000% | $94000.00          | $103752.08         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 30               | 2030-10-06      | 6.3750%  | 0.0000% | $766000.00         | $831069.47         | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD 30                 | 2030-03-15      | 2.9500%  | 0.0000% | $592000.00         | $566164.79         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.8%040130                 | 2030-04-01      | 5.8000%  | 0.0000% | $228000.00         | $239838.52         | Corporate Debt Securities                         |
| TEXAS EASTN TRANSMISSION LP    SR NT 7%32                    | 2032-07-15      | 7.0000%  | 0.0000% | $4365000.00        | $4989636.35        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 28                 | 2028-04-15      | 3.2500%  | 0.0000% | $90000.00          | $88510.90          | Corporate Debt Securities                         |
| WELLS FAR COM MTG TR 2025-609M A      20420815 FLT           | 2042-08-15      | 5.5747%  | 0.0000% | $200000.00         | $199995.93         | Private Label Collateralized Mortgage Obligations |

### Security 278: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.270000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYUZQM49
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-06
- **C.13 - Final Legal Maturity Date:** 2025-12-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS MORTGAGE LOAN TRUST BARC_22-RPL1               | 2028-02-25      | 0.0000%  | 0.0000% | $199351.00         | $19667.28          | Asset-Backed Securities                           |
| SAIL_06-B3                                              | 2036-09-25      | 4.4155%  | 0.0000% | $50011.00          | $29073.63          | Asset-Backed Securities                           |
| SAIL_06-BNC1                                            | 2036-03-25      | 4.7055%  | 0.0000% | $25000.00          | $12910.37          | Asset-Backed Securities                           |
| OAK HILL CREDIT OAKC_25-22A                             | 2038-07-20      | 6.0340%  | 0.0000% | $1384354.00        | $1419528.87        | Asset-Backed Securities                           |
| OAK HILL CREDIT OAKC_23-15RA                            | 2038-07-20      | 0.0000%  | 0.0000% | $4409647.00        | $4414766.95        | Asset-Backed Securities                           |
| GCAR_24-4                                               | 2031-08-15      | 7.5100%  | 0.0000% | $2398000.00        | $2474315.82        | Asset-Backed Securities                           |
| OOMLT_05-4                                              | 2035-11-25      | 5.0055%  | 0.0000% | $60533.00          | $36889.93          | Asset-Backed Securities                           |
| SERENITY PEACE PARK CLO LTD SERPK_25-1                  | 2038-10-25      | 0.0000%  | 0.0000% | $1216588.00        | $1228123.91        | Asset-Backed Securities                           |
| ME_24-1A                                                | 2054-04-30      | 8.1000%  | 0.0000% | $1766000.00        | $1557178.29        | Asset-Backed Securities                           |
| ARES_66-RR                                              | 2038-10-25      | 5.8686%  | 0.0000% | $679283.00         | $684002.47         | Asset-Backed Securities                           |
| ATLXT_24-RPL2                                           | 2063-04-25      | 3.8500%  | 0.0000% | $3988300.00        | $2944575.18        | Private Label Collateralized Mortgage Obligations |
| BBCMS_19-C3                                             | 2052-05-15      | 1.9269%  | 0.0000% | $2297000.00        | $127548.68         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_20-C7 | 2053-04-15      | 1.5924%  | 0.0000% | $40181519.00       | $1770751.66        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-4                                              | 2055-11-26      | 0.5000%  | 0.0000% | $25000.00          | $156.19            | Private Label Collateralized Mortgage Obligations |
| BSREP_21-DC                                             | 2038-08-15      | 5.4966%  | 0.0000% | $1183000.00        | $930043.62         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-C9                            | 2057-07-11      | 4.7500%  | 0.0000% | $2405373.00        | $1763690.04        | Private Label Collateralized Mortgage Obligations |
| BARC_22-NQM1                                            | 2052-07-25      | 0.0000%  | 0.0000% | $3353227.00        | $541.36            | Private Label Collateralized Mortgage Obligations |
| NRZT_19-2                                               | 2057-12-25      | 4.7341%  | 0.0000% | $2067000.00        | $1427184.06        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_25-NQM5        | 2065-08-25      | 5.1090%  | 0.0000% | $15831086.00       | $15748196.06       | Private Label Collateralized Mortgage Obligations |
| MCR_24-HTL                                              | 2037-02-15      | 6.4397%  | 0.0000% | $213277.00         | $172327.48         | Private Label Collateralized Mortgage Obligations |
| GSMPS_06-RP2                                            | 2036-04-25      | 1.2604%  | 0.0000% | $108917000.00      | $664057.28         | Private Label Collateralized Mortgage Obligations |
| GSMS_21-ROSS                                            | 2026-05-15      | 5.2966%  | 0.0000% | $5213491.00        | $4946514.50        | Private Label Collateralized Mortgage Obligations |
| MSC_20-L4                                               | 2053-02-15      | 1.2912%  | 0.0000% | $4563670.00        | $206410.98         | Private Label Collateralized Mortgage Obligations |
| OBX_21-J3                                               | 2051-10-25      | 0.3697%  | 0.0000% | $188205000.00      | $2988938.48        | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM5                                             | 2062-05-25      | 4.2333%  | 0.0000% | $7427056.00        | $6344272.38        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM2                    | 2063-12-25      | 6.1830%  | 0.0000% | $2406000.00        | $1576628.02        | Private Label Collateralized Mortgage Obligations |
| TPMT_25-1                                               | 2065-06-25      | 4.8041%  | 0.0000% | $5451917.00        | $5206942.96        | Private Label Collateralized Mortgage Obligations |
| CFCRE_17-C8                                             | 2027-05-04      | 2.0912%  | 0.0000% | $8321000.00        | $219208.75         | Private Label Collateralized Mortgage Obligations |
| CIM_21-J1                                               | 2051-03-25      | 0.2100%  | 0.0000% | $404775978.00      | $3442213.43        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B6                    | 2051-10-10      | 0.5452%  | 0.0000% | $67161000.00       | $459867.45         | Private Label Collateralized Mortgage Obligations |
| BMARK_20-B17                                            | 2053-03-15      | 1.3725%  | 0.0000% | $127112000.00      | $4677567.17        | Private Label Collateralized Mortgage Obligations |
| BMARK_22-B36                                            | 2055-07-15      | 2.6186%  | 0.0000% | $19945000.00       | $3030746.43        | Private Label Collateralized Mortgage Obligations |
| VISIO_20-1                                              | 2055-08-25      | 5.5000%  | 0.0000% | $4048650.00        | $3972884.92        | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V6                                             | 2057-03-15      | 1.3351%  | 0.0000% | $24044990.00       | $981762.24         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54       | 2052-12-15      | 1.5140%  | 0.0000% | $1827208.00        | $92794.47          | Private Label Collateralized Mortgage Obligations |

### Security 279: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYVPA8B3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| PERMIAN RESOURCES OPERATING LLC       | 2029-07-01      | 5.8750%  | 0.0000% | $2005000.00        | $2046450.03        | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC                  | 2034-01-15      | 7.6250%  | 0.0000% | $4383000.00        | $4613220.12        | Corporate Debt Securities |
| COSTAR GRP INC                        | 2030-07-15      | 2.8000%  | 0.0000% | $3712000.00        | $3423111.54        | Corporate Debt Securities |
| CREDIT ACCEP CORP                     | 2028-12-15      | 9.2500%  | 0.0000% | $3111000.00        | $3372088.95        | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC           | 2027-01-15      | 4.3750%  | 0.0000% | $1525000.00        | $1530172.72        | Corporate Debt Securities |
| IRON MOUNTAIN INC                     | 2031-02-15      | 4.5000%  | 0.0000% | $2370000.00        | $2301056.70        | Corporate Debt Securities |
| FAIR ISAAC CORP                       | 2026-05-15      | 5.2500%  | 0.0000% | $979000.00         | $1001926.55        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP          | 2028-03-01      | 5.8750%  | 0.0000% | $1358000.00        | $1398620.04        | Corporate Debt Securities |
| ENTEGRIS INC                          | 2029-04-15      | 4.7500%  | 0.0000% | $21844000.00       | $21785045.47       | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC | 2029-04-01      | 5.8750%  | 0.0000% | $6247000.00        | $6430948.12        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC              | 2079-12-31      | 6.6570%  | 0.0000% | $2196711.00        | $2383149.71        | Corporate Debt Securities |
| ENBRIDGE INC                          | 2077-07-15      | 5.5000%  | 0.0000% | $300000.00         | $303906.50         | Corporate Debt Securities |
| CSN RESOURCES SA                      | 2030-12-05      | 8.8750%  | 0.0000% | $2617000.00        | $2599326.16        | Corporate Debt Securities |
| ORBIA ADVANCE CORPORATION SAB DE CV   | 2035-05-13      | 7.5000%  | 0.0000% | $1515000.00        | $1583904.73        | Corporate Debt Securities |
| GLP CAPITAL LP                        | 2029-01-15      | 5.3000%  | 0.0000% | $2239000.00        | $2317198.32        | Corporate Debt Securities |
| GLP CAPITAL LP                        | 2032-01-15      | 3.2500%  | 0.0000% | $15048000.00       | $13659964.12       | Corporate Debt Securities |
| WARNERMEDIA HOLDINGS INC              | 2052-03-15      | 5.1410%  | 0.0000% | $3000000.00        | $2288637.17        | Corporate Debt Securities |
| CARNIVAL CORP                         | 2029-05-01      | 5.1250%  | 0.0000% | $2712000.00        | $2755027.01        | Corporate Debt Securities |
| CENTENE CORP                          | 2028-07-15      | 2.4500%  | 0.0000% | $5713000.00        | $5366471.64        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                  | 2032-03-15      | 6.7500%  | 0.0000% | $5125000.00        | $5248538.13        | Corporate Debt Securities |
| OPEN TEXT CORP                        | 2028-02-15      | 3.8750%  | 0.0000% | $2376000.00        | $2329175.97        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING      | 2035-10-23      | 6.3840%  | 0.0000% | $10950000.00       | $11429157.40       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING      | 2050-03-01      | 4.8000%  | 0.0000% | $12078000.00       | $9589448.88        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING      | 2062-06-30      | 3.9500%  | 0.0000% | $27844000.00       | $17891904.71       | Corporate Debt Securities |
| NAVIENT CORP                          | 2031-03-15      | 11.5000% | 0.0000% | $1768000.00        | $2004743.06        | Corporate Debt Securities |
| QORVO INC                             | 2031-04-01      | 3.3750%  | 0.0000% | $3898000.00        | $3601995.63        | Corporate Debt Securities |
| FORD MOTOR COMPANY                    | 2043-01-15      | 4.7500%  | 0.0000% | $43378000.00       | $35699925.31       | Corporate Debt Securities |
| FORD MOTOR COMPANY                    | 2030-04-22      | 9.6250%  | 0.0000% | $5255000.00        | $6123211.39        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC         | 2030-03-06      | 7.3500%  | 0.0000% | $1650000.00        | $1786156.63        | Corporate Debt Securities |
| FRONTIER FLORIDA LLC                  | 2028-02-01      | 6.8600%  | 0.0000% | $1918000.00        | $2022818.70        | Corporate Debt Securities |
| FRONTIER NORTH INC                    | 2028-02-15      | 6.7300%  | 0.0000% | $4799000.00        | $5023150.63        | Corporate Debt Securities |
| NISSAN MTR CO LTD                     | 2030-07-17      | 7.5000%  | 0.0000% | $2080000.00        | $2225575.73        | Corporate Debt Securities |
| NUSTAR LOGISTICS LP                   | 2027-04-28      | 5.6250%  | 0.0000% | $3434000.00        | $3459441.65        | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION      | 2045-06-15      | 4.6250%  | 0.0000% | $1520000.00        | $1253243.38        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC     | 2029-08-15      | 3.8750%  | 0.0000% | $13869000.00       | $13224653.97       | Corporate Debt Securities |
| PARAMOUNT GLOBAL                      | 2050-05-19      | 4.9500%  | 0.0000% | $14854000.00       | $11969278.93       | Corporate Debt Securities |
| VIATRIS INC                           | 2050-06-22      | 4.0000%  | 0.0000% | $44980000.00       | $31221667.53       | Corporate Debt Securities |
| VIKING CRUISES LTD                    | 2031-07-15      | 9.1250%  | 0.0000% | $5969000.00        | $6557988.59        | Corporate Debt Securities |
| WULF COMPUTE LLC                      | 2030-10-15      | 7.7500%  | 0.0000% | $74549000.00       | $77353699.04       | Corporate Debt Securities |
| ZF NORTH AMERICA CAPITAL INC          | 2030-04-14      | 7.1250%  | 0.0000% | $4513000.00        | $4444197.43        | Corporate Debt Securities |
| DARLING INGREDIENTS INC               | 2027-04-15      | 5.2500%  | 0.0000% | $4615000.00        | $4616538.33        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC                 | 2030-11-15      | 3.8750%  | 0.0000% | $3418000.00        | $3221902.69        | Corporate Debt Securities |
| MINERAL RESOURCES LTD                 | 2031-04-01      | 7.0000%  | 0.0000% | $2108000.00        | $2199000.02        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FINANCE LLC    | 2030-04-15      | 6.8750%  | 0.0000% | $2345000.00        | $2331740.33        | Corporate Debt Securities |
| CTR PARTNERSHIP LP                    | 2028-06-30      | 3.8750%  | 0.0000% | $5916000.00        | $5880365.96        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                      | 2028-02-15      | 3.3750%  | 0.0000% | $10000.00          | $9819.85           | Corporate Debt Securities |
| REDE DOR FINANCE SARL                 | 2035-09-09      | 6.4500%  | 0.0000% | $1000000.00        | $1029137.50        | Corporate Debt Securities |
| RAKUTEN GROUP INC                     | 2027-02-15      | 11.2500% | 0.0000% | $3978000.00        | $4392457.88        | Corporate Debt Securities |
| GLOBAL AIRCRAFT LEASING CO LTD        | 2027-09-01      | 8.7500%  | 0.0000% | $98868000.00       | $103128249.58      | Corporate Debt Securities |
| WEATHERFORD INTERNATIONAL LTD         | 2033-10-15      | 6.7500%  | 0.0000% | $1678000.00        | $1711660.68        | Corporate Debt Securities |
| AIR LEASE CORPORATION                 | 2079-12-31      | 6.0000%  | 0.0000% | $2816000.00        | $2743140.69        | Corporate Debt Securities |
| GRUPO TELEVISA SAB                    | 2032-03-11      | 8.5000%  | 0.0000% | $3330000.00        | $3645715.45        | Corporate Debt Securities |
| HORIZON MUTUAL HOLDINGS INC           | 2034-11-15      | 6.2000%  | 0.0000% | $11847000.00       | $11913566.98       | Corporate Debt Securities |
| IQVIA INC                             | 2026-10-15      | 5.0000%  | 0.0000% | $2379000.00        | $2383929.82        | Corporate Debt Securities |
| SMITHFIELD FOODS INC                  | 2027-02-01      | 4.2500%  | 0.0000% | $229000.00         | $230201.11         | Corporate Debt Securities |
| WMG Acquisition                       | 2030-07-15      | 3.8750%  | 0.0000% | $11276000.00       | $10884268.63       | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC         | 2027-02-15      | 5.6250%  | 0.0000% | $4459000.00        | $4511326.37        | Corporate Debt Securities |
| TERRAFORM POWER OPERATING LLC         | 2030-01-15      | 4.7500%  | 0.0000% | $48000.00          | $46780.61          | Corporate Debt Securities |

### Security 280: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYXG6MU0
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| MURRAY CITY UTAH MUN BLDG AUTH                 | 2033-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5851.42           | Other Instrument                          |
| WEST CONTRA COSTA CALIF UNI SCH DIST           | 2031-08-01      | 5.0000%  | 0.0000% | $990000.00         | $1143677.70        | Other Instrument                          |
| DOWNTOWN REVITALIZATION PUB INFRA DIST         | 2055-06-01      | 5.5000%  | 0.0000% | $1500000.00        | $1647044.17        | Other Instrument                          |
| NEBRASKA INVESTMENT FINANCE AUTHORITY          | 2054-09-01      | 4.8000%  | 0.0000% | $30000.00          | $30651.30          | Other Instrument                          |
| GNMA_25-170H                                   | 2053-08-20      | 2.0000%  | 0.0000% | $2345227.00        | $2018062.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-203                                    | 2063-07-16      | 0.8700%  | 0.0000% | $67884979.00       | $4016067.65        | Agency Collateralized Mortgage Obligation |
| GNMA_22-110                                    | 2063-02-16      | 2.2500%  | 0.0000% | $16941244.00       | $14071769.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION         | 2032-07-15      | 0.0000%  | 0.0000% | $28084000.00       | $21341874.12       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION         | 2031-07-15      | 0.0000%  | 0.0000% | $1414000.00        | $1128527.54        | Agency Debentures and Agency Strips       |
| COLUMBIA PIPELINES OPERATING COMPANY LLC       | 2033-11-15      | 6.0360%  | 0.0000% | $3400000.00        | $3729673.07        | Corporate Debt Securities                 |
| COMCAST CORPORATION                            | 2035-05-15      | 5.3000%  | 0.0000% | $606000.00         | $635742.14         | Corporate Debt Securities                 |
| ARES STRATEGIC INCOME FUND                     | 2031-01-15      | 5.1500%  | 0.0000% | $3933000.00        | $3875816.37        | Corporate Debt Securities                 |
| ATHENE HOLDING LTD                             | 2052-05-15      | 3.4500%  | 0.0000% | $4371000.00        | $2937829.23        | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2040-10-15      | 5.5000%  | 0.0000% | $33000.00          | $34756.41          | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2045-06-01      | 4.9500%  | 0.0000% | $2000.00           | $1953.89           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2026-10-01      | 2.9500%  | 0.0000% | $6000.00           | $5960.39           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2034-09-30      | 5.2131%  | 0.0000% | $2000.00           | $1909.21           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2049-01-23      | 3.8970%  | 0.0000% | $26000.00          | $21480.12          | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2051-04-22      | 3.1090%  | 0.0000% | $1500000.00        | $1051810.88        | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2027-04-22      | 1.5780%  | 0.0000% | $77000.00          | $76085.59          | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2032-04-22      | 2.5800%  | 0.0000% | $2000.00           | $1825.09           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2028-04-22      | 4.2700%  | 0.0000% | $296000.00         | $297639.81         | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2035-04-22      | 5.7660%  | 0.0000% | $1710000.00        | $1830728.57        | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2028-07-22      | 4.2700%  | 0.0000% | $3000.00           | $3020.83           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2028-10-22      | 4.2700%  | 0.0000% | $138000.00         | $138867.32         | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2036-10-22      | 4.8100%  | 0.0000% | $114000.00         | $114086.93         | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2050-09-23      | 5.4000%  | 0.0000% | $5000.00           | $4965.10           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2050-09-23      | 5.6000%  | 0.0000% | $354000.00         | $353756.13         | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2034-03-23      | 4.6500%  | 0.0000% | $3265000.00        | $3274397.76        | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2033-12-21      | 5.5000%  | 0.0000% | $20000.00          | $20221.82          | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2033-12-21      | 5.2000%  | 0.0000% | $9000.00           | $9178.99           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2034-01-31      | 5.5000%  | 0.0000% | $3000.00           | $3049.02           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2034-02-15      | 5.2500%  | 0.0000% | $1000.00           | $1013.15           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2032-02-09      | 5.2500%  | 0.0000% | $2000.00           | $2028.90           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2034-03-21      | 5.5000%  | 0.0000% | $2000.00           | $2022.62           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2032-09-21      | 5.1500%  | 0.0000% | $1000.00           | $1022.74           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2044-05-17      | 6.0000%  | 0.0000% | $9000.00           | $9285.69           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2034-09-08      | 5.0000%  | 0.0000% | $6000.00           | $5995.88           | Corporate Debt Securities                 |
| JPMORGAN CHASE FINANCIAL COMPANY LLC           | 2029-05-30      | 5.0000%  | 0.0000% | $6000.00           | $6136.34           | Corporate Debt Securities                 |
| ENERGY TRANSFER LP                             | 2036-10-15      | 6.6250%  | 0.0000% | $3252000.00        | $3560499.17        | Corporate Debt Securities                 |
| LAMB WESTON HOLDINGS INC                       | 2028-05-15      | 4.8750%  | 0.0000% | $8714000.00        | $8914763.30        | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2026-10-15      | 7.6250%  | 0.0000% | $2683000.00        | $2780228.94        | Corporate Debt Securities                 |
| MPLX LP                                        | 2035-09-15      | 5.4000%  | 0.0000% | $10739000.00       | $10935738.48       | Corporate Debt Securities                 |
| MPT Opt Partner                                | 2032-02-15      | 8.5000%  | 0.0000% | $15478000.00       | $16461695.69       | Corporate Debt Securities                 |
| PROGRESS ENERGY INC                            | 2039-12-01      | 6.0000%  | 0.0000% | $8269000.00        | $9046782.14        | Corporate Debt Securities                 |
| CARVANA CO                                     | 2030-06-01      | 9.0000%  | 0.0000% | $11021000.00       | $11825251.35       | Corporate Debt Securities                 |
| CUBESMART LP                                   | 2035-11-01      | 5.1250%  | 0.0000% | $7352000.00        | $7424988.00        | Corporate Debt Securities                 |
| ORACLE CORPORATION                             | 2033-02-06      | 4.9000%  | 0.0000% | $45000.00          | $45317.67          | Corporate Debt Securities                 |
| ORACLE CORPORATION                             | 2030-09-26      | 4.4500%  | 0.0000% | $50000.00          | $49880.82          | Corporate Debt Securities                 |
| ORIX CORP                                      | 2030-09-09      | 4.4500%  | 0.0000% | $5890000.00        | $5928309.54        | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2028-02-22      | 4.0163%  | 0.0000% | $5000.00           | $4995.78           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2028-08-01      | 5.1828%  | 0.0000% | $3000.00           | $2985.72           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                            | 2030-09-01      | 8.7500%  | 0.0000% | $1000.00           | $1200.25           | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY LLC                  | 2026-03-06      | 4.2700%  | 0.0000% | $12170000.00       | $12375339.12       | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY LLC                  | 2026-06-10      | 6.9500%  | 0.0000% | $9345000.00        | $9714789.44        | Corporate Debt Securities                 |
| CALIFORNIA RESOURCES CORP                      | 2029-06-15      | 8.2500%  | 0.0000% | $1540000.00        | $1647702.47        | Corporate Debt Securities                 |
| ALEXANDRIA REAL EST EQ INC                     | 2053-04-15      | 5.1500%  | 0.0000% | $5000000.00        | $4455894.44        | Corporate Debt Securities                 |
| NISOURCE INC.                                  | 2030-05-01      | 3.6000%  | 0.0000% | $58000.00          | $57359.10          | Corporate Debt Securities                 |
| OAKTREE SPECIALTY LENDING CORP                 | 2029-02-15      | 7.1000%  | 0.0000% | $4233000.00        | $4416707.50        | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL                               | 2031-01-15      | 4.9500%  | 0.0000% | $25441000.00       | $25340126.44       | Corporate Debt Securities                 |
| GFL ENVIRONMENTAL INC                          | 2029-06-15      | 4.7500%  | 0.0000% | $6874000.00        | $6928596.74        | Corporate Debt Securities                 |
| AMERICAN EXPRESS COMPANY                       | 2029-07-27      | 5.2820%  | 0.0000% | $3527000.00        | $3681324.47        | Corporate Debt Securities                 |
| AMERICAN EXPRESS COMPANY                       | 2029-07-20      | 4.3510%  | 0.0000% | $3528000.00        | $3589008.53        | Corporate Debt Securities                 |
| MIZUHO FINANCIAL GROUP INC                     | 2036-05-13      | 5.4220%  | 0.0000% | $4424000.00        | $4706437.25        | Corporate Debt Securities                 |
| DOMINION ENERGY INC                            | 2026-08-15      | 2.8500%  | 0.0000% | $4384000.00        | $4368729.07        | Corporate Debt Securities                 |
| DELL INTERNATIONAL LLC                         | 2031-02-15      | 4.5000%  | 0.0000% | $7440000.00        | $7451122.80        | Corporate Debt Securities                 |
| DELL INTERNATIONAL LLC                         | 2036-02-15      | 5.1000%  | 0.0000% | $3527000.00        | $3531061.93        | Corporate Debt Securities                 |
| CIGNA GROUP                                    | 2038-08-15      | 4.8000%  | 0.0000% | $50000.00          | $48475.17          | Corporate Debt Securities                 |
| BROADCOM INC                                   | 2036-02-15      | 4.8000%  | 0.0000% | $4521000.00        | $4523607.11        | Corporate Debt Securities                 |
| CTR PARTNERSHIP LP                             | 2028-06-30      | 3.8750%  | 0.0000% | $12610000.00       | $12534045.77       | Corporate Debt Securities                 |
| PACIFIC GAS AND ELECTRIC COMPANY               | 2053-04-01      | 6.7000%  | 0.0000% | $10389000.00       | $11252152.75       | Corporate Debt Securities                 |
| CARLYLE SECURED LENDING INC                    | 2030-02-18      | 6.7500%  | 0.0000% | $4505000.00        | $4694243.79        | Corporate Debt Securities                 |
| CITIGROUP INC                                  | 2028-01-10      | 3.8870%  | 0.0000% | $4376000.00        | $4410854.48        | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP INC/THE                    | 2029-10-21      | 4.1530%  | 0.0000% | $5786000.00        | $5774680.33        | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP INC/THE                    | 2026-12-09      | 1.0930%  | 0.0000% | $13379000.00       | $13389987.88       | Corporate Debt Securities                 |
| UNION PACIFIC CORPORATION                      | 2054-12-01      | 5.6000%  | 0.0000% | $4150000.00        | $4388140.83        | Corporate Debt Securities                 |
| AIR CANADA                                     | 2026-08-15      | 3.8750%  | 0.0000% | $58000.00          | $57967.69          | Corporate Debt Securities                 |
| SMURFIT WESTROCK FINANCING DAC                 | 2035-01-15      | 5.4180%  | 0.0000% | $4700000.00        | $4931110.75        | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | 2026-10-01      | 3.1500%  | 0.0000% | $17747000.00       | $17520503.91       | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP                          | 2027-02-01      | 6.2500%  | 0.0000% | $24260000.00       | $24687582.50       | Corporate Debt Securities                 |
| TARGA RESOURCES CORP                           | 2034-03-30      | 6.5000%  | 0.0000% | $4987000.00        | $5478801.32        | Corporate Debt Securities                 |
| TARGA RESOURCES CORP                           | 2035-08-15      | 5.5500%  | 0.0000% | $4453000.00        | $4604030.92        | Corporate Debt Securities                 |
| UNITED STATES TREASURY                         | 2029-04-30      | 2.8750%  | 0.0000% | $76000.00          | $74082.29          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-04-30      | 2.7500%  | 0.0000% | $6000.00           | $5921.26           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2032-05-15      | 2.8750%  | 0.0000% | $191000.00         | $182548.85         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-11-30      | 0.6250%  | 0.0000% | $7000.00           | $6602.39           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-30      | 0.3750%  | 0.0000% | $1391200.00        | $1389166.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-02-15      | 1.1250%  | 0.0000% | $94000.00          | $82649.78          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-02-29      | 1.1250%  | 0.0000% | $45000.00          | $42602.26          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-28      | 0.5000%  | 0.0000% | $3030800.00        | $2999599.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-03-31      | 1.2500%  | 0.0000% | $225000.00         | $213028.78         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-03-31      | 0.7500%  | 0.0000% | $997000.00         | $985029.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-04-30      | 0.7500%  | 0.0000% | $16000.00          | $15756.26          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-05-15      | 1.6250%  | 0.0000% | $132900.00         | $119708.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-05-31      | 1.2500%  | 0.0000% | $62000.00          | $58728.04          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-05-31      | 0.7500%  | 0.0000% | $866000.00         | $853527.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-06-30      | 1.2500%  | 0.0000% | $352000.00         | $332438.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-06-30      | 0.8750%  | 0.0000% | $535000.00         | $526256.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-07-31      | 0.6250%  | 0.0000% | $9000.00           | $8805.33           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-07-31      | 1.0000%  | 0.0000% | $29000.00          | $27100.33          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-08-15      | 1.2500%  | 0.0000% | $138000.00         | $120169.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-08-31      | 1.1250%  | 0.0000% | $465000.00         | $434937.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-09-30      | 1.2500%  | 0.0000% | $26000.00          | $24334.53          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-10-31      | 1.3750%  | 0.0000% | $82000.00          | $76788.90          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-10-31      | 1.1250%  | 0.0000% | $2671400.00        | $2602737.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-11-30      | 1.2500%  | 0.0000% | $380000.00         | $372071.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-12-31      | 1.3750%  | 0.0000% | $15000.00          | $14065.89          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-12-31      | 1.2500%  | 0.0000% | $3166600.00        | $3091022.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-01-31      | 1.7500%  | 0.0000% | $284000.00         | $268945.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2032-02-15      | 1.8750%  | 0.0000% | $184100.00         | $164628.34         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-02-28      | 1.8750%  | 0.0000% | $96000.00          | $91021.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-02-28      | 1.8750%  | 0.0000% | $276600.00         | $271026.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-03-31      | 2.3750%  | 0.0000% | $132000.00         | $126930.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-03-31      | 2.5000%  | 0.0000% | $144000.00         | $141988.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2041-11-15      | 0.0000%  | 0.0000% | $293000.00         | $137155.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2042-02-15      | 0.0000%  | 0.0000% | $327000.00         | $150566.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2042-05-15      | 0.0000%  | 0.0000% | $26000.00          | $11804.03          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2042-08-15      | 0.0000%  | 0.0000% | $227000.00         | $101562.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2042-11-15      | 0.0000%  | 0.0000% | $93000.00          | $41038.67          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2043-02-15      | 0.0000%  | 0.0000% | $254000.00         | $110499.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2043-05-15      | 0.0000%  | 0.0000% | $220000.00         | $94400.68          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2043-08-15      | 0.0000%  | 0.0000% | $1397000.00        | $591447.89         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2043-11-15      | 0.0000%  | 0.0000% | $520000.00         | $217192.56         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2044-02-15      | 0.0000%  | 0.0000% | $681048.90         | $280401.45         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2044-05-15      | 0.0000%  | 0.0000% | $944000.00         | $384257.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2044-08-15      | 0.0000%  | 0.0000% | $924000.00         | $370536.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2044-11-15      | 0.0000%  | 0.0000% | $684000.00         | $271158.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2045-02-15      | 0.0000%  | 0.0000% | $561000.00         | $219921.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2045-08-15      | 0.0000%  | 0.0000% | $1779001.01        | $679567.71         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2045-11-15      | 0.0000%  | 0.0000% | $1190996.30        | $449603.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2046-02-15      | 0.0000%  | 0.0000% | $426000.00         | $158854.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2046-05-15      | 0.0000%  | 0.0000% | $15000.00          | $5532.50           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2046-08-15      | 0.0000%  | 0.0000% | $95000.00          | $34615.63          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2047-02-15      | 0.0000%  | 0.0000% | $44000.00          | $15657.62          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2047-05-15      | 0.0000%  | 0.0000% | $521000.00         | $183372.72         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2047-08-15      | 0.0000%  | 0.0000% | $257000.00         | $89199.05          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2048-02-15      | 0.0000%  | 0.0000% | $20000.00          | $6781.98           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2048-05-15      | 0.0000%  | 0.0000% | $280000.00         | $93690.52          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2048-08-15      | 0.0000%  | 0.0000% | $9000.00           | $2978.63           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2048-11-15      | 0.0000%  | 0.0000% | $10000.00          | $3266.23           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2049-02-15      | 0.0000%  | 0.0000% | $7000.00           | $2261.88           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2049-05-15      | 0.0000%  | 0.0000% | $68623.72          | $21884.58          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2049-11-15      | 0.0000%  | 0.0000% | $22000.00          | $6843.36           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2050-02-15      | 0.0000%  | 0.0000% | $60000.00          | $18454.14          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2050-05-15      | 0.0000%  | 0.0000% | $10000.00          | $3040.45           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2050-08-15      | 0.0000%  | 0.0000% | $120000.00         | $36020.52          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2050-11-15      | 0.0000%  | 0.0000% | $200000.00         | $59366.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2051-02-15      | 0.0000%  | 0.0000% | $65000.00          | $19035.38          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2051-05-15      | 0.0000%  | 0.0000% | $539000.00         | $156193.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2051-08-15      | 0.0000%  | 0.0000% | $24869.63          | $7130.97           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2054-11-15      | 0.0000%  | 0.0000% | $25000.00          | $6388.90           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2055-02-15      | 0.0000%  | 0.0000% | $508.25            | $128.35            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2055-05-15      | 0.0000%  | 0.0000% | $442000.00         | $111052.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-03-15      | 4.2500%  | 0.0000% | $623000.00         | $631165.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-03-31      | 4.1250%  | 0.0000% | $98900.00          | $100970.28         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-03-31      | 4.1250%  | 0.0000% | $115000.00         | $117172.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-03-31      | 4.5000%  | 0.0000% | $604000.00         | $607920.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-04-15      | 4.5000%  | 0.0000% | $499000.00         | $505821.34         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-04-30      | 4.8750%  | 0.0000% | $379700.00         | $381576.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-04-30      | 4.6250%  | 0.0000% | $9000.00           | $9378.63           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-04-30      | 4.6250%  | 0.0000% | $64000.00          | $66037.76          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2034-05-15      | 4.3750%  | 0.0000% | $33000.00          | $34531.92          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-05-15      | 4.5000%  | 0.0000% | $250000.00         | $258281.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-05-31      | 4.8750%  | 0.0000% | $839300.00         | $861288.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-05-31      | 4.6250%  | 0.0000% | $51000.00          | $54127.52          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-06-30      | 4.2500%  | 0.0000% | $50000.00          | $51876.26          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-06-30      | 4.2500%  | 0.0000% | $30000.00          | $31032.15          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-06-30      | 4.6250%  | 0.0000% | $53000.00          | $54097.02          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-07-31      | 4.3750%  | 0.0000% | $254000.00         | $257877.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-07-31      | 4.0000%  | 0.0000% | $55000.00          | $56185.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-07-31      | 4.1250%  | 0.0000% | $200000.00         | $205422.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2034-08-15      | 3.8750%  | 0.0000% | $100000.00         | $99661.30          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-08-15      | 3.7500%  | 0.0000% | $390000.00         | $393805.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-08-31      | 3.7500%  | 0.0000% | $100000.00         | $100330.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-08-31      | 3.6250%  | 0.0000% | $62000.00          | $62272.08          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-09-30      | 3.6250%  | 0.0000% | $16000.00          | $15890.04          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-09-30      | 3.5000%  | 0.0000% | $100000.00         | $99673.08          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-09-30      | 3.5000%  | 0.0000% | $376200.00         | $376474.92         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-10-15      | 3.8750%  | 0.0000% | $137600.00         | $138479.71         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-10-31      | 4.1250%  | 0.0000% | $125000.00         | $127060.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-10-31      | 4.1250%  | 0.0000% | $914000.00         | $917235.56         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2034-11-15      | 4.2500%  | 0.0000% | $67800.00          | $70148.44          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-11-30      | 4.2500%  | 0.0000% | $501000.00         | $512641.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-11-30      | 4.1250%  | 0.0000% | $100000.00         | $103314.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-11-30      | 4.1250%  | 0.0000% | $5000.00           | $5169.22           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-12-31      | 4.5000%  | 0.0000% | $5000.00           | $5255.85           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-12-31      | 4.3750%  | 0.0000% | $23500.00          | $24462.40          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-12-31      | 4.2500%  | 0.0000% | $499000.00         | $509032.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-01-15      | 4.2500%  | 0.0000% | $49000.00          | $50259.93          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-01-31      | 4.1250%  | 0.0000% | $609000.00         | $618325.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-05-31      | 2.7500%  | 0.0000% | $325000.00         | $318933.85         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-05-31      | 2.6250%  | 0.0000% | $228200.00         | $227104.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-07-31      | 2.6250%  | 0.0000% | $15000.00          | $14555.31          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2032-08-15      | 2.7500%  | 0.0000% | $30000.00          | $28141.65          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-08-31      | 3.1250%  | 0.0000% | $120000.00         | $119554.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-08-31      | 3.1250%  | 0.0000% | $225500.00         | $222301.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-09-30      | 3.8750%  | 0.0000% | $2000.00           | $2021.22           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-09-30      | 4.1250%  | 0.0000% | $777000.00         | $786839.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-10-31      | 4.0000%  | 0.0000% | $200000.00         | $202382.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-10-31      | 4.1250%  | 0.0000% | $55000.00          | $55533.23          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2032-11-15      | 4.1250%  | 0.0000% | $15000.00          | $15492.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-15      | 4.5000%  | 0.0000% | $2038100.00        | $2080416.59        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-11-30      | 3.8750%  | 0.0000% | $68000.00          | $69592.07          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-11-30      | 3.8750%  | 0.0000% | $130000.00         | $132783.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-12-31      | 3.8750%  | 0.0000% | $25000.00          | $25503.07          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-12-31      | 3.8750%  | 0.0000% | $50000.00          | $50919.79          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-15      | 3.8750%  | 0.0000% | $76000.00          | $76852.13          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-01-31      | 3.5000%  | 0.0000% | $7000.00           | $7008.47           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-15      | 4.0000%  | 0.0000% | $1954600.00        | $1971193.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2033-02-15      | 3.5000%  | 0.0000% | $100000.00         | $98103.34          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-02-29      | 4.0000%  | 0.0000% | $31700.00          | $32186.26          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-03-15      | 4.6250%  | 0.0000% | $2215900.00        | $2235225.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-03-31      | 3.6250%  | 0.0000% | $107400.00         | $107771.20         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-04-15      | 3.7500%  | 0.0000% | $1661000.00        | $1662882.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-04-30      | 3.5000%  | 0.0000% | $300000.00         | $297504.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-04-30      | 3.5000%  | 0.0000% | $31000.00          | $30917.54          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-05-15      | 3.6250%  | 0.0000% | $868400.00         | $881957.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2033-05-15      | 3.3750%  | 0.0000% | $104000.00         | $101829.45         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-05-31      | 3.6250%  | 0.0000% | $231000.00         | $234567.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-05-31      | 3.7500%  | 0.0000% | $291700.00         | $296739.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-06-15      | 4.1250%  | 0.0000% | $302000.00         | $307369.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-06-30      | 3.7500%  | 0.0000% | $263000.00         | $266685.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-06-30      | 4.0000%  | 0.0000% | $50000.00          | $51160.93          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-12-31      | 3.7500%  | 0.0000% | $1500.00           | $1519.06           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-12-31      | 3.7500%  | 0.0000% | $175000.00         | $177795.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-12-31      | 4.2500%  | 0.0000% | $6100.00           | $6190.37           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-01-15      | 4.0000%  | 0.0000% | $900000.00         | $913783.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-31      | 4.2500%  | 0.0000% | $122800.00         | $124209.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-01-31      | 4.0000%  | 0.0000% | $161000.00         | $164366.51         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2031-01-31      | 4.0000%  | 0.0000% | $99000.00          | $101145.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-02-15      | 4.1250%  | 0.0000% | $93000.00          | $94303.96          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-02-28      | 4.2500%  | 0.0000% | $242000.00         | $248326.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2032-01-31      | 4.3750%  | 0.0000% | $97000.00          | $100899.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-02-15      | 4.2500%  | 0.0000% | $20000.00          | $20454.45          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-02-28      | 4.1250%  | 0.0000% | $100000.00         | $101258.10         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-07-15      | 4.5000%  | 0.0000% | $828000.00         | $842962.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-07-31      | 4.1250%  | 0.0000% | $248000.00         | $253836.56         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-07-31      | 4.0000%  | 0.0000% | $50000.00          | $51103.50          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2033-08-15      | 3.8750%  | 0.0000% | $132000.00         | $132373.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-08-15      | 4.3750%  | 0.0000% | $219000.00         | $222005.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-08-31      | 4.1250%  | 0.0000% | $45300.00          | $46400.38          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-08-31      | 4.3750%  | 0.0000% | $103000.00         | $105823.36         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-09-15      | 4.6250%  | 0.0000% | $980000.00         | $992898.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-09-30      | 4.6250%  | 0.0000% | $42000.00          | $43330.09          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-06      | 0.0000%  | 0.0000% | $1995000.00        | $1980789.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-13      | 0.0000%  | 0.0000% | $158100.00         | $156895.28         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-27      | 0.0000%  | 0.0000% | $3022700.00        | $2994981.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-03      | 0.0000%  | 0.0000% | $1461000.00        | $1446492.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-04-23      | 0.0000%  | 0.0000% | $5300.00           | $5205.08           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-04-30      | 0.0000%  | 0.0000% | $35700.00          | $35035.98          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-10      | 0.0000%  | 0.0000% | $1818700.00        | $1799330.85        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-17      | 0.0000%  | 0.0000% | $720000.00         | $711806.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-24      | 0.0000%  | 0.0000% | $2101600.00        | $2076044.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2036-02-15      | 0.0000%  | 0.0000% | $10000.00          | $6606.11           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2037-05-15      | 0.0000%  | 0.0000% | $13000.00          | $8065.12           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2038-02-15      | 0.0000%  | 0.0000% | $100000.00         | $59556.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2038-05-15      | 0.0000%  | 0.0000% | $15000.00          | $8846.03           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2039-02-15      | 0.0000%  | 0.0000% | $23000.00          | $13021.45          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2039-05-15      | 0.0000%  | 0.0000% | $2000.00           | $1108.09           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2039-08-15      | 0.0000%  | 0.0000% | $100000.00         | $54517.90          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2039-11-15      | 0.0000%  | 0.0000% | $30000.00          | $16111.71          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2040-02-15      | 0.0000%  | 0.0000% | $170000.00         | $90171.91          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2041-02-15      | 0.0000%  | 0.0000% | $5000.00           | $2510.85           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2041-05-15      | 0.0000%  | 0.0000% | $62000.00          | $30701.84          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2041-08-15      | 0.0000%  | 0.0000% | $10000.00          | $4872.64           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2041-11-15      | 0.0000%  | 0.0000% | $27000.00          | $12970.53          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2042-11-15      | 0.0000%  | 0.0000% | $120000.00         | $54290.28          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2043-02-15      | 0.0000%  | 0.0000% | $1117000.00        | $498667.90         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2043-05-15      | 0.0000%  | 0.0000% | $20000.00          | $8810.10           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2043-08-15      | 0.0000%  | 0.0000% | $71300.00          | $31018.21          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2044-08-15      | 0.0000%  | 0.0000% | $8300.00           | $3426.44           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2044-11-15      | 0.0000%  | 0.0000% | $60000.00          | $24439.86          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2045-02-15      | 0.0000%  | 0.0000% | $2093000.00        | $842629.24         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2046-05-15      | 0.0000%  | 0.0000% | $99900.00          | $37754.81          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2047-02-15      | 0.0000%  | 0.0000% | $76100.00          | $27711.43          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2047-05-15      | 0.0000%  | 0.0000% | $7000.00           | $2515.74           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2047-11-15      | 0.0000%  | 0.0000% | $6000.00           | $2100.07           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2048-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1706.77           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2048-08-15      | 0.0000%  | 0.0000% | $42000.00          | $14156.27          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2048-11-15      | 0.0000%  | 0.0000% | $10000.00          | $3330.08           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2049-02-15      | 0.0000%  | 0.0000% | $9000.00           | $2960.45           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2050-02-15      | 0.0000%  | 0.0000% | $60200.00          | $18902.26          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2052-02-15      | 0.0000%  | 0.0000% | $10000.00          | $2869.95           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2053-02-15      | 0.0000%  | 0.0000% | $99900.00          | $27572.90          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2053-11-15      | 0.0000%  | 0.0000% | $800000.00         | $215572.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2054-11-15      | 0.0000%  | 0.0000% | $50000.00          | $12881.55          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2055-02-15      | 0.0000%  | 0.0000% | $83000.00          | $21156.45          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2055-05-15      | 0.0000%  | 0.0000% | $1000.00           | $252.82            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-10-15      | 4.6250%  | 0.0000% | $869000.00         | $877902.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-10-31      | 4.8750%  | 0.0000% | $34000.00          | $35197.82          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2033-11-15      | 4.5000%  | 0.0000% | $239100.00         | $252756.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-11-15      | 4.6250%  | 0.0000% | $675000.00         | $695322.10         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-30      | 4.8750%  | 0.0000% | $1812800.00        | $1850903.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-11-30      | 4.3750%  | 0.0000% | $60000.00          | $62386.14          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-12-15      | 4.3750%  | 0.0000% | $364000.00         | $372534.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-28      | 0.0000%  | 0.0000% | $643200.00         | $641257.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-22      | 0.0000%  | 0.0000% | $2370000.00        | $2349404.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-19      | 0.0000%  | 0.0000% | $441000.00         | $435910.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-03-19      | 0.0000%  | 0.0000% | $626700.00         | $617706.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-04-16      | 0.0000%  | 0.0000% | $1676100.00        | $1647287.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-13      | 0.0000%  | 0.0000% | $2000000.00        | $1997218.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-20      | 0.0000%  | 0.0000% | $1220000.00        | $1217377.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-12-04      | 0.0000%  | 0.0000% | $1686000.00        | $1679862.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-06-11      | 0.0000%  | 0.0000% | $3157000.00        | $3085904.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-12-11      | 0.0000%  | 0.0000% | $1010500.00        | $1006043.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-12-18      | 0.0000%  | 0.0000% | $50000.00          | $49742.50          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-02      | 0.0000%  | 0.0000% | $1245000.00        | $1236646.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-07-09      | 0.0000%  | 0.0000% | $3334400.00        | $3251340.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-08-06      | 0.0000%  | 0.0000% | $74100.00          | $72025.94          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-08      | 0.0000%  | 0.0000% | $3636500.00        | $3610099.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-29      | 0.0000%  | 0.0000% | $1136000.00        | $1125298.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-12      | 0.0000%  | 0.0000% | $1693100.00        | $1690915.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-18      | 0.0000%  | 0.0000% | $1037600.00        | $1035587.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-25      | 0.0000%  | 0.0000% | $875000.00         | $872646.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-26      | 0.0000%  | 0.0000% | $55000.00          | $54327.90          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-03-05      | 0.0000%  | 0.0000% | $674000.00         | $665271.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-12-09      | 0.0000%  | 0.0000% | $535000.00         | $532774.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-12-23      | 0.0000%  | 0.0000% | $20000.00          | $19885.84          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-12-30      | 0.0000%  | 0.0000% | $323000.00         | $320942.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-03-12      | 0.0000%  | 0.0000% | $1671000.00        | $1648103.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-03-26      | 0.0000%  | 0.0000% | $837000.00         | $824378.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-04-02      | 0.0000%  | 0.0000% | $1094000.00        | $1076725.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-08-15      | 1.5000%  | 0.0000% | $1687100.00        | $1662668.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-08-15      | 2.2500%  | 0.0000% | $354000.00         | $347220.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-11-15      | 2.2500%  | 0.0000% | $202000.00         | $198683.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $995.29            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-08-15      | 2.8750%  | 0.0000% | $225800.00         | $222734.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-11-15      | 3.1250%  | 0.0000% | $345000.00         | $345045.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-11-30      | 2.8750%  | 0.0000% | $754600.00         | $762901.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2025-12-31      | 2.6250%  | 0.0000% | $2227000.00        | $2241483.91        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-01-31      | 2.6250%  | 0.0000% | $2394700.00        | $2402680.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-28      | 2.5000%  | 0.0000% | $442000.00         | $441868.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-03-31      | 2.2500%  | 0.0000% | $261000.00         | $259798.15         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-04-30      | 2.3750%  | 0.0000% | $230500.00         | $228829.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-05-15      | 2.3750%  | 0.0000% | $161000.00         | $155972.61         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-05-31      | 2.1250%  | 0.0000% | $147000.00         | $146874.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-06-30      | 1.8750%  | 0.0000% | $778000.00         | $773029.34         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-02-15      | 1.6250%  | 0.0000% | $47000.00          | $46845.38          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-05-15      | 1.6250%  | 0.0000% | $322900.00         | $321531.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-11-15      | 2.0000%  | 0.0000% | $749500.00         | $743032.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-05-15      | 2.3750%  | 0.0000% | $476000.00         | $472109.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2029-08-15      | 1.6250%  | 0.0000% | $165000.00         | $153953.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-08-31      | 1.3750%  | 0.0000% | $1209800.00        | $1189057.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-09-30      | 1.6250%  | 0.0000% | $1049000.00        | $1030515.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2026-10-31      | 1.6250%  | 0.0000% | $667100.00         | $653229.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-01-31      | 1.5000%  | 0.0000% | $189700.00         | $185337.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-02-15      | 1.5000%  | 0.0000% | $176000.00         | $161433.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-04-30      | 0.5000%  | 0.0000% | $293000.00         | $279625.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-05-15      | 0.6250%  | 0.0000% | $109000.00         | $95394.65          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-05-31      | 0.5000%  | 0.0000% | $309000.00         | $294790.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-07-31      | 0.3750%  | 0.0000% | $325000.00         | $307481.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-08-15      | 0.6250%  | 0.0000% | $8000.00           | $6930.71           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-08-31      | 0.5000%  | 0.0000% | $202100.00         | $191139.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-10-31      | 0.5000%  | 0.0000% | $236900.00         | $222769.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-11-15      | 0.8750%  | 0.0000% | $199700.00         | $174537.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-04-30      | 3.8750%  | 0.0000% | $100000.00         | $100719.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2035-05-15      | 4.2500%  | 0.0000% | $3000.00           | $3099.09           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2032-05-31      | 4.1250%  | 0.0000% | $36000.00          | $37149.62          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-05-31      | 4.0000%  | 0.0000% | $7000.00           | $7204.55           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-06-15      | 3.8750%  | 0.0000% | $82000.00          | $83745.83          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-07-31      | 3.8750%  | 0.0000% | $100000.00         | $101366.75         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2028-08-15      | 3.6250%  | 0.0000% | $125000.00         | $125994.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2027-08-31      | 3.6250%  | 0.0000% | $7000.00           | $7042.45           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-08-31      | 3.6250%  | 0.0000% | $281800.00         | $282377.24         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2030-10-31      | 3.6250%  | 0.0000% | $2515000.00        | $2504177.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2036-02-15      | 0.0000%  | 0.0000% | $406000.00         | $260632.11         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2036-08-15      | 0.0000%  | 0.0000% | $71000.00          | $44418.95          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2035-11-15      | 0.0000%  | 0.0000% | $537000.00         | $349141.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2036-11-15      | 0.0000%  | 0.0000% | $21000.00          | $12967.42          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2037-05-15      | 0.0000%  | 0.0000% | $367000.00         | $220983.18         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2037-08-15      | 0.0000%  | 0.0000% | $200000.00         | $118822.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2038-02-15      | 0.0000%  | 0.0000% | $880000.00         | $508919.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2051-11-15      | 0.0000%  | 0.0000% | $12999.99          | $3686.13           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2037-11-15      | 0.0000%  | 0.0000% | $200000.00         | $117203.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2038-05-15      | 0.0000%  | 0.0000% | $223000.00         | $127166.87         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2038-08-15      | 0.0000%  | 0.0000% | $100000.00         | $56279.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2039-02-15      | 0.0000%  | 0.0000% | $100000.00         | $54694.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2052-02-15      | 0.0000%  | 0.0000% | $160000.00         | $44954.88          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2052-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1388.37           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2052-08-15      | 0.0000%  | 0.0000% | $206000.00         | $56669.16          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2038-11-15      | 0.0000%  | 0.0000% | $35000.00          | $19422.97          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2039-05-15      | 0.0000%  | 0.0000% | $164000.00         | $88394.36          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2039-08-15      | 0.0000%  | 0.0000% | $410000.00         | $218055.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2039-11-15      | 0.0000%  | 0.0000% | $291000.00         | $152396.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2052-11-15      | 0.0000%  | 0.0000% | $26000.00          | $7078.89           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2040-02-15      | 0.0000%  | 0.0000% | $100000.00         | $51634.20          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2053-08-15      | 0.0000%  | 0.0000% | $9000.00           | $2393.87           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2040-08-15      | 0.0000%  | 0.0000% | $458000.00         | $229655.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2040-11-15      | 0.0000%  | 0.0000% | $725000.00         | $358501.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2041-02-15      | 0.0000%  | 0.0000% | $105000.00         | $51199.47          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2054-02-15      | 0.0000%  | 0.0000% | $100000.00         | $26019.20          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2045-05-15      | 0.0000%  | 0.0000% | $213000.00         | $82509.81          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                         | 2041-05-15      | 0.0000%  | 0.0000% | $40000.00          | $19256.44          | U.S. Treasuries (including strips)        |

### Security 281: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.460000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYD0ESQN6
- **C.18 - Value (incl. sponsor support):** $32500000.00
- **C.18.a - Value (excl. sponsor support):** $32500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SMB PRIVATE EDUCATION LOAN TRUST     | 2048-10-15      | 4.5000%  | 0.0000% | $5145000.00        | $5120756.76        | Asset-Backed Securities                           |
| BBVA BANCOMER SA INSTITUCION DE      | 2039-01-08      | 8.1250%  | 0.0000% | $524000.00         | $583305.16         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC               | 2055-02-15      | 7.0000%  | 0.0000% | $550000.00         | $584164.78         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC               | 2056-04-01      | 5.9500%  | 0.0000% | $1035000.00        | $1051470.01        | Corporate Debt Securities                         |
| NISOURCE INC.                        | 2055-03-31      | 6.3750%  | 0.0000% | $2593000.00        | $2690529.21        | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC. | 2054-12-15      | 7.0500%  | 0.0000% | $380000.00         | $409116.87         | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC. | 2056-03-15      | 5.8000%  | 0.0000% | $4981000.00        | $5019602.75        | Corporate Debt Securities                         |
| CMS ENERGY CORP                      | 2050-06-01      | 4.7500%  | 0.0000% | $911000.00         | $911520.79         | Corporate Debt Securities                         |
| CMS ENERGY CORP                      | 2050-12-01      | 3.7500%  | 0.0000% | $8000.00           | $7509.88           | Corporate Debt Securities                         |
| CMS ENERGY CORP                      | 2055-06-01      | 6.5000%  | 0.0000% | $186000.00         | $198713.72         | Corporate Debt Securities                         |
| COMM_19-521F                         | 2034-06-15      | 4.9792%  | 0.0000% | $5234000.00        | $5075712.23        | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C23                         | 2047-09-17      | 4.6877%  | 0.0000% | $3196288.00        | $3070279.00        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-5C5        | 2057-02-15      | 6.3638%  | 0.0000% | $3599938.00        | $3798867.57        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ4                         | 2055-09-25      | 5.5000%  | 0.0000% | $100000.00         | $80225.47          | Private Label Collateralized Mortgage Obligations |
| ORL TRUST ORL_24-GLKS                | 2039-12-15      | 6.8229%  | 0.0000% | $914803.00         | $918717.80         | Private Label Collateralized Mortgage Obligations |
| BSST_21-1818                         | 2036-03-17      | 5.1966%  | 0.0000% | $6115000.00        | $5036300.41        | Private Label Collateralized Mortgage Obligations |

### Security 282: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 6.5000%  | 0.0000% | $3328504.00        | $3033459.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | 0.0000% | $1404460.00        | $1402924.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 4.5000%  | 0.0000% | $1842220.00        | $1734591.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $810401785.00      | $831249025.42      | Agency Mortgage-Backed Securities |

### Security 283: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD4AZ9S4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JACKSON FINANCIAL INC                                     | 2031-11-23      | 3.1250%  | 0.0000% | $25886000.00       | $23862886.86       | Corporate Debt Securities |
| CLECO POWER LLC                                           | 2035-12-01      | 6.5000%  | 0.0000% | $11025000.00       | $12450128.25       | Corporate Debt Securities |
| COCA-COLA REFRESHMENTS USA LLC                            | 2038-01-15      | 6.7500%  | 0.0000% | $878000.00         | $1018967.29        | Corporate Debt Securities |
| OHIO POWER CO                                             | 2035-10-01      | 5.8500%  | 0.0000% | $11000000.00       | $11698555.00       | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                          | 2030-01-24      | 5.7000%  | 0.0000% | $640000.00         | $656441.60         | Corporate Debt Securities |
| ASSURED GUARANTY US HOLDINGS INC                          | 2051-09-15      | 3.6000%  | 0.0000% | $1263000.00        | $921080.64         | Corporate Debt Securities |
| ASTRAZENECA PLC                                           | 2037-09-15      | 6.4500%  | 0.0000% | $11019000.00       | $12728845.78       | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD                               | 2030-10-10      | 4.9000%  | 0.0000% | $2510000.00        | $2529483.18        | Corporate Debt Securities |
| SOUTHERN NATURAL GAS COMPANY LLC                          | 2047-03-15      | 4.8000%  | 0.0000% | $200000.00         | $179638.67         | Corporate Debt Securities |
| BAC CAPITAL TRUST XIV                                     | 2079-12-31      | 4.6994%  | 0.0000% | $157000.00         | $133362.84         | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                                   | 2031-11-09      | 2.4000%  | 0.0000% | $298000.00         | $268705.61         | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                                   | 2054-02-15      | 6.7500%  | 0.0000% | $468000.00         | $538148.52         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA GAS COMPANY                           | 2048-06-01      | 4.1250%  | 0.0000% | $40000.00          | $33423.50          | Corporate Debt Securities |
| LELAND STANFORD JUNIOR UNIVERSITY                         | 2050-06-01      | 2.4130%  | 0.0000% | $9453000.00        | $5950702.89        | Corporate Debt Securities |
| INTESA SANPAOLO SPA                                       | 2042-06-01      | 4.9500%  | 0.0000% | $14400000.00       | $12627756.00       | Corporate Debt Securities |
| INTL TRANS CO                                             | 2043-08-15      | 4.6250%  | 0.0000% | $25000.00          | $22309.10          | Corporate Debt Securities |
| KKR GROUP FINANCE CO II LLC                               | 2043-02-01      | 5.5000%  | 0.0000% | $61000.00          | $61040.26          | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                                | 2052-03-16      | 4.7500%  | 0.0000% | $4832000.00        | $4260014.68        | Corporate Debt Securities |
| KEMPER CORP                                               | 2032-02-23      | 3.8000%  | 0.0000% | $11320000.00       | $10563798.84       | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                        | 2058-04-15      | 4.7500%  | 0.0000% | $2802000.00        | $2544191.09        | Corporate Debt Securities |
| CLAREMONT MCKENNA COLLEGE                                 | 2122-01-01      | 3.7750%  | 0.0000% | $273000.00         | $187852.21         | Corporate Debt Securities |
| APPLIED MAT INC                                           | 2027-04-01      | 3.3000%  | 0.0000% | $6084000.00        | $6055648.56        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                                | 2030-04-01      | 5.6250%  | 0.0000% | $39787000.00       | $41715525.62       | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD                            | 2031-03-03      | 3.3750%  | 0.0000% | $20481000.00       | $19379608.62       | Corporate Debt Securities |
| AMERICAN TOWER CORP                                       | 2035-03-15      | 5.3500%  | 0.0000% | $1411000.00        | $1460816.92        | Corporate Debt Securities |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                 | 2032-05-15      | 5.6000%  | 0.0000% | $85000.00          | $88783.82          | Corporate Debt Securities |
| AMGEN INC                                                 | 2040-02-21      | 3.1500%  | 0.0000% | $349000.00         | $279201.75         | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                         | 2042-08-15      | 4.8500%  | 0.0000% | $205000.00         | $194434.07         | Corporate Debt Securities |
| Entergy Tx                                                | 2027-12-01      | 3.4500%  | 0.0000% | $470000.00         | $467845.05         | Corporate Debt Securities |
| LOUISVILLE GAS & ELEC CO                                  | 2043-11-15      | 4.6500%  | 0.0000% | $85000.00          | $77096.84          | Corporate Debt Securities |
| ITC MIDWEST LLC                                           | 2038-01-31      | 6.1500%  | 0.0000% | $180000.00         | $194274.90         | Corporate Debt Securities |
| SOUTHSTATE BANK CORP                                      | 2035-06-13      | 7.0000%  | 0.0000% | $40000.00          | $42842.53          | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST GROUP INC                           | 2036-09-11      | 5.4160%  | 0.0000% | $10000000.00       | $10236517.78       | Corporate Debt Securities |
| KALLPA GENERACION SA                                      | 2035-09-11      | 5.5000%  | 0.0000% | $388000.00         | $394590.61         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                   | 2036-01-26      | 6.4400%  | 0.0000% | $300000.00         | $331738.67         | Corporate Debt Securities |
| BBVA BANCOMER SA INSTITUCION DE                           | 2029-09-10      | 5.2500%  | 0.0000% | $87000.00          | $90271.35          | Corporate Debt Securities |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA                     | 2034-09-10      | 5.5000%  | 0.0000% | $472000.00         | $481387.56         | Corporate Debt Securities |
| BPCE SA                                                   | 2031-01-14      | 5.8760%  | 0.0000% | $10000000.00       | $10618915.56       | Corporate Debt Securities |
| FIDEICOMISO FIBRA UNO                                     | 2037-01-23      | 8.2500%  | 0.0000% | $24315000.00       | $28085749.94       | Corporate Debt Securities |
| FIDEICOMISO FIBRA UNO                                     | 2032-01-23      | 7.7000%  | 0.0000% | $973000.00         | $1081739.78        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                   | 2029-09-30      | 3.0000%  | 0.0000% | $650000.00         | $617864.00         | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                                   | 2027-12-15      | 7.6250%  | 0.0000% | $465000.00         | $504792.63         | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                                  | 2040-06-21      | 6.6250%  | 0.0000% | $7144000.00        | $8387653.32        | Corporate Debt Securities |
| SEMPRA                                                    | 2029-04-01      | 3.7000%  | 0.0000% | $39000.00          | $38417.86          | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                            | 2040-03-25      | 5.5000%  | 0.0000% | $18646000.00       | $19480543.17       | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                            | 2041-11-26      | 2.8750%  | 0.0000% | $38000.00          | $28840.43          | Corporate Debt Securities |
| SIERRA PACIFIC POWER COMPANY                              | 2037-07-01      | 6.7500%  | 0.0000% | $4320000.00        | $4947134.40        | Corporate Debt Securities |
| SIERRA PACIFIC POWER COMPANY                              | 2055-12-15      | 6.2000%  | 0.0000% | $34000.00          | $34319.86          | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                          | 2028-06-01      | 4.0000%  | 0.0000% | $2076000.00        | $2107276.09        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                   | 2039-11-01      | 5.3750%  | 0.0000% | $435000.00         | $460884.68         | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                   | 2047-12-01      | 3.6000%  | 0.0000% | $494000.00         | $388284.00         | Corporate Debt Securities |
| PROLOGIS LP                                               | 2027-12-15      | 3.3750%  | 0.0000% | $1267000.00        | $1267874.23        | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                    | 2033-01-12      | 3.6030%  | 0.0000% | $9178000.00        | $8607853.46        | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                    | 2030-02-08      | 7.0180%  | 0.0000% | $799000.00         | $873902.61         | Corporate Debt Securities |
| CUBESMART LP                                              | 2029-02-15      | 4.3750%  | 0.0000% | $282000.00         | $285072.70         | Corporate Debt Securities |
| CELULOSA ARAUCO                                           | 2047-11-02      | 5.5000%  | 0.0000% | $481000.00         | $459054.11         | Corporate Debt Securities |
| DANSKE BANK A/S                                           | 2028-04-01      | 4.2980%  | 0.0000% | $702000.00         | $705111.46         | Corporate Debt Securities |
| ONEOK PARTNERS LP                                         | 2041-02-01      | 6.1250%  | 0.0000% | $921000.00         | $960706.61         | Corporate Debt Securities |
| PPL ELECTRIC UTILITIES CORPORATION                        | 2039-05-15      | 6.2500%  | 0.0000% | $4905000.00        | $5622942.12        | Corporate Debt Securities |
| PECO ENERGY CO                                            | 2051-09-15      | 2.8500%  | 0.0000% | $6369000.00        | $4159795.59        | Corporate Debt Securities |
| OTIS WORLDWIDE CORP                                       | 2028-08-16      | 5.2500%  | 0.0000% | $691000.00         | $719405.28         | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME CORP                               | 2028-06-13      | 7.9500%  | 0.0000% | $6109000.00        | $6675151.58        | Corporate Debt Securities |
| BARCLAYS PLC                                              | 2028-08-09      | 5.5010%  | 0.0000% | $589000.00         | $608370.59         | Corporate Debt Securities |
| RELX CAPITAL INC                                          | 2032-05-20      | 4.7500%  | 0.0000% | $10000.00          | $10415.93          | Corporate Debt Securities |
| BANK OF AMERICA CORP                                      | 2079-12-31      | 6.2500%  | 0.0000% | $30967000.00       | $31493998.13       | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                          | 2034-04-26      | 4.9670%  | 0.0000% | $1430000.00        | $1462046.10        | Corporate Debt Securities |
| MERCK & CO INC                                            | 2029-03-07      | 3.4000%  | 0.0000% | $3688000.00        | $3635114.08        | Corporate Debt Securities |
| FEDEX CORP                                                | 2047-01-15      | 4.4000%  | 0.0000% | $673000.00         | $561958.74         | Corporate Debt Securities |
| WELLS FARGO BANK NA                                       | 2036-02-15      | 6.1800%  | 0.0000% | $550000.00         | $587937.17         | Corporate Debt Securities |
| FLEETBOSTON FIN CORP                                      | 2028-07-15      | 6.7000%  | 0.0000% | $7298000.00        | $7899047.06        | Corporate Debt Securities |
| FISERV INC                                                | 2034-08-12      | 5.1500%  | 0.0000% | $18133000.00       | $18252158.99       | Corporate Debt Securities |
| MCDONALDS CORP                                            | 2040-07-15      | 4.8750%  | 0.0000% | $67000.00          | $65786.24          | Corporate Debt Securities |
| MCDONALDS CORP                                            | 2048-09-01      | 4.4500%  | 0.0000% | $151000.00         | $132082.22         | Corporate Debt Securities |
| ALLSTATE CORP                                             | 2032-12-15      | 6.1250%  | 0.0000% | $12640000.00       | $13992465.96       | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                                   | 2055-07-03      | 5.9960%  | 0.0000% | $32000.00          | $34046.19          | Corporate Debt Securities |
| GENERAL MOTORS CO                                         | 2048-04-01      | 5.4000%  | 0.0000% | $1066000.00        | $991252.08         | Corporate Debt Securities |
| GEORGETOWN UNIVERSITY                                     | 2118-10-01      | 5.2150%  | 0.0000% | $1166000.00        | $1066721.90        | Corporate Debt Securities |
| ALABAMA POWER COMPANY                                     | 2042-01-15      | 4.1000%  | 0.0000% | $33000.00          | $29029.84          | Corporate Debt Securities |
| NORTHROP GRUMMAN SYSTEMS CORPORATION                      | 2031-02-15      | 7.7500%  | 0.0000% | $29052000.00       | $33922600.08       | Corporate Debt Securities |
| NUCOR CORP                                                | 2052-04-01      | 3.8500%  | 0.0000% | $8474000.00        | $6626653.88        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                     | 2027-12-15      | 6.7500%  | 0.0000% | $5398000.00        | $5809057.70        | Corporate Debt Securities |
| OCHSNER LSU HEALTH SYSTEM OF NORTH LOUISIANA              | 2031-05-15      | 2.5100%  | 0.0000% | $10000.00          | $8628.14           | Corporate Debt Securities |
| OGLETHORPE POWER CORP                                     | 2050-08-01      | 3.7500%  | 0.0000% | $67000.00          | $50024.55          | Corporate Debt Securities |
| NATIONAL FUEL GAS CO                                      | 2026-10-01      | 5.5000%  | 0.0000% | $820000.00         | $832638.93         | Corporate Debt Securities |
| VICI PROPERTIES LP                                        | 2031-11-15      | 5.1250%  | 0.0000% | $1450000.00        | $1503855.82        | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                       | 2047-09-15      | 3.8000%  | 0.0000% | $224000.00         | $177091.16         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                       | 2048-12-01      | 4.6000%  | 0.0000% | $6867000.00        | $6169770.60        | Corporate Debt Securities |
| 3M CO                                                     | 2028-09-14      | 3.6250%  | 0.0000% | $41000.00          | $40772.56          | Corporate Debt Securities |
| NASDAQ INC                                                | 2040-12-21      | 2.5000%  | 0.0000% | $190000.00         | $137816.08         | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                                  | 2037-02-01      | 5.6500%  | 0.0000% | $3402000.00        | $3688499.43        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                     | 2033-01-25      | 5.9000%  | 0.0000% | $14516000.00       | $15508942.79       | Corporate Debt Securities |
| EIDP INC                                                  | 2032-05-15      | 5.1250%  | 0.0000% | $72000.00          | $75598.15          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                                 | 2052-03-15      | 3.5500%  | 0.0000% | $5408000.00        | $4037699.93        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                                  | 2055-03-15      | 5.5500%  | 0.0000% | $6075000.00        | $6210543.38        | Corporate Debt Securities |
| DUPONT DE NEMOURS INC                                     | 2028-11-15      | 4.7250%  | 0.0000% | $1172000.00        | $1216240.07        | Corporate Debt Securities |
| DOW CHEMICAL CO                                           | 2039-05-15      | 9.4000%  | 0.0000% | $400000.00         | $539049.78         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                  | 2039-01-26      | 6.9500%  | 0.0000% | $13965000.00       | $15910565.01       | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                  | 2034-04-22      | 5.9500%  | 0.0000% | $750000.00         | $798991.67         | Corporate Debt Securities |
| ONEOK INC                                                 | 2030-09-01      | 6.5000%  | 0.0000% | $24000.00          | $25935.92          | Corporate Debt Securities |
| AMAZON.COM INC                                            | 2061-05-12      | 3.2500%  | 0.0000% | $4028000.00        | $2760819.17        | Corporate Debt Securities |
| AMEREN ILLINOIS COMPANY                                   | 2051-06-15      | 2.9000%  | 0.0000% | $1062000.00        | $708890.90         | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                                  | 2036-10-24      | 4.8040%  | 0.0000% | $34208000.00       | $33899926.55       | Corporate Debt Securities |
| WESTPAC BANKING CORP                                      | 2040-11-16      | 2.9630%  | 0.0000% | $110000.00         | $86624.79          | Corporate Debt Securities |
| WESTROCK MWV LLC                                          | 2031-02-15      | 7.9500%  | 0.0000% | $8000.00           | $9364.19           | Corporate Debt Securities |
| WEST VIRGINIA UNITED HEALTH SYSTEM INC                    | 2050-06-01      | 3.1290%  | 0.0000% | $1281000.00        | $846212.59         | Corporate Debt Securities |
| TRANSELEC SA                                              | 2029-01-12      | 3.8750%  | 0.0000% | $442000.00         | $436715.89         | Corporate Debt Securities |
| MEXICO CITY AIRPORT TRUST                                 | 2047-07-31      | 5.5000%  | 0.0000% | $505000.00         | $452086.10         | Corporate Debt Securities |
| GOODMAN US FINANCE THREE LLC                              | 2028-03-15      | 3.7000%  | 0.0000% | $100000.00         | $99179.78          | Corporate Debt Securities |
| XL GROUP PLC                                              | 2043-12-15      | 5.2500%  | 0.0000% | $3173000.00        | $3158301.08        | Corporate Debt Securities |
| MINERA MEXICO SA DE CV                                    | 2050-01-26      | 4.5000%  | 0.0000% | $14626000.00       | $12612292.32       | Corporate Debt Securities |
| Consorcio Trans                                           | 2038-04-11      | 5.2000%  | 0.0000% | $2231000.00        | $2231589.98        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                   | 2033-02-02      | 5.1250%  | 0.0000% | $500000.00         | $510243.89         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                                | 2035-05-26      | 5.5790%  | 0.0000% | $1423000.00        | $1526517.16        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                    | 2036-07-15      | 8.1000%  | 0.0000% | $1244000.00        | $1549961.80        | Corporate Debt Securities |
| KROGER CO                                                 | 2040-07-15      | 5.4000%  | 0.0000% | $17647000.00       | $18059939.80       | Corporate Debt Securities |
| First-Ctzn Bk&Tr                                          | 2028-03-09      | 6.1250%  | 0.0000% | $2899000.00        | $3029707.86        | Corporate Debt Securities |
| BROOKLYN UNION GAS CO                                     | 2027-08-05      | 4.6320%  | 0.0000% | $1645000.00        | $1674964.22        | Corporate Debt Securities |
| CDW LLC                                                   | 2031-12-01      | 3.5690%  | 0.0000% | $9216000.00        | $8742120.96        | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                                    | 2030-08-04      | 4.5500%  | 0.0000% | $9871000.00        | $10058902.71       | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                          | 2042-03-15      | 4.4000%  | 0.0000% | $429000.00         | $391274.69         | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL INC                                 | 2030-05-15      | 5.6250%  | 0.0000% | $1698000.00        | $1774371.80        | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC                                | 2026-01-15      | 1.8750%  | 0.0000% | $95000.00          | $95010.53          | Corporate Debt Securities |
| CRH AMERICA INC                                           | 2033-10-15      | 6.4000%  | 0.0000% | $574000.00         | $623808.53         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                          | 2052-03-01      | 5.2500%  | 0.0000% | $2292000.00        | $2064473.16        | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC                                 | 2033-07-31      | 5.4000%  | 0.0000% | $1638000.00        | $1735149.78        | Corporate Debt Securities |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP | 2035-01-15      | 4.9500%  | 0.0000% | $100000.00         | $100341.50         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                                | 2027-01-12      | 5.3500%  | 0.0000% | $2213000.00        | $2273411.83        | Corporate Debt Securities |
| KINDER MORGAN INC                                         | 2032-01-15      | 7.7500%  | 0.0000% | $98000.00          | $115976.09         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                  | 2028-05-23      | 5.7000%  | 0.0000% | $2269000.00        | $2399168.75        | Corporate Debt Securities |
| UNIVERSITY OF CHICAGO                                     | 2050-04-01      | 2.5470%  | 0.0000% | $1595000.00        | $1073295.44        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                    | 2053-02-15      | 5.8750%  | 0.0000% | $7614000.00        | $8018248.41        | Corporate Debt Securities |
| CITIGROUP INC                                             | 2028-07-24      | 3.6680%  | 0.0000% | $1513000.00        | $1515471.07        | Corporate Debt Securities |
| CITIGROUP INC                                             | 2028-05-07      | 4.0400%  | 0.0000% | $133000.00         | $135552.58         | Corporate Debt Securities |
| TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA                | 2050-10-01      | 2.3960%  | 0.0000% | $5728000.00        | $3492399.79        | Corporate Debt Securities |
| UNIVERSITY OF SOUTHERN CALIFORNIA                         | 2053-10-01      | 4.9760%  | 0.0000% | $728000.00         | $698193.25         | Corporate Debt Securities |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                   | 2028-03-08      | 1.8000%  | 0.0000% | $15000.00          | $14237.40          | Corporate Debt Securities |
| EQUITABLE HOLDINGS INC                                    | 2033-01-11      | 5.5940%  | 0.0000% | $5171000.00        | $5513748.24        | Corporate Debt Securities |
| EVERGY MISSOURI WEST INC                                  | 2032-03-15      | 3.7500%  | 0.0000% | $55000.00          | $51608.24          | Corporate Debt Securities |
| INDIANA MICHIGAN POWER CO                                 | 2048-08-15      | 4.2500%  | 0.0000% | $307000.00         | $255123.82         | Corporate Debt Securities |
| GLOBE LIFE INC                                            | 2034-09-15      | 5.8500%  | 0.0000% | $23311000.00       | $24696722.40       | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                                 | 2052-03-10      | 2.9500%  | 0.0000% | $2822000.00        | $1870137.05        | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                     | 2032-08-05      | 5.1530%  | 0.0000% | $30000.00          | $31187.70          | Corporate Debt Securities |
| ABN AMRO BANK NV                                          | 2035-12-03      | 5.5150%  | 0.0000% | $9000000.00        | $9556196.25        | Corporate Debt Securities |
| AGCO CORPORATION                                          | 2027-03-21      | 5.4500%  | 0.0000% | $381000.00         | $388549.73         | Corporate Debt Securities |
| APA INFRASTRUCTURE LTD                                    | 2034-09-16      | 5.1250%  | 0.0000% | $115000.00         | $117685.70         | Corporate Debt Securities |
| CHUBB INA HOLDINGS LLC                                    | 2043-03-13      | 4.1500%  | 0.0000% | $740000.00         | $654917.27         | Corporate Debt Securities |
| GULFSTREAM NATURAL GAS SYSTEM LL                          | 2035-07-23      | 5.6000%  | 0.0000% | $7535000.00        | $7843591.74        | Corporate Debt Securities |
| AIR LEASE CORPORATION                                     | 2030-12-01      | 3.1250%  | 0.0000% | $5934000.00        | $5567165.06        | Corporate Debt Securities |
| ADVENTIST HEALTH SYSTEM/WEST                              | 2032-03-01      | 5.4300%  | 0.0000% | $8075000.00        | $8414230.75        | Corporate Debt Securities |
| GRUMA SAB DE CV                                           | 2034-12-09      | 5.3900%  | 0.0000% | $2200000.00        | $2302081.83        | Corporate Debt Securities |
| HOME DEPOT INC                                            | 2051-09-15      | 2.7500%  | 0.0000% | $388000.00         | $248697.87         | Corporate Debt Securities |
| WELLS FARGO BANK NA                                       | 2037-02-01      | 5.8500%  | 0.0000% | $1953000.00        | $2102297.09        | Corporate Debt Securities |
| IDAHO POWER COMPANY                                       | 2045-03-01      | 3.6500%  | 0.0000% | $22000.00          | $16721.17          | Corporate Debt Securities |
| SOCIETE GENERALE SA                                       | 2030-01-22      | 3.0000%  | 0.0000% | $4022000.00        | $3804396.39        | Corporate Debt Securities |
| BARRICK GOLD FIN                                          | 2034-11-15      | 5.8000%  | 0.0000% | $23000.00          | $24490.25          | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                              | 2029-02-08      | 4.8740%  | 0.0000% | $2374000.00        | $2445379.72        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                      | 2026-04-27      | 1.2000%  | 0.0000% | $518000.00         | $510696.20         | Corporate Debt Securities |
| BLUE OWL FINANCE LLC                                      | 2031-06-10      | 3.1250%  | 0.0000% | $540000.00         | $496335.37         | Corporate Debt Securities |
| BNP PARIBAS SA                                            | 2027-01-13      | 1.3230%  | 0.0000% | $510000.00         | $508613.95         | Corporate Debt Securities |
| WR BERKLEY CORP                                           | 2061-09-30      | 3.1500%  | 0.0000% | $84000.00          | $53960.34          | Corporate Debt Securities |
| TANGER PROPERTIES LP                                      | 2027-07-15      | 3.8750%  | 0.0000% | $90000.00          | $90343.77          | Corporate Debt Securities |

### Security 284: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZMA8
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SOUTHERN COMPANY (THE)                    | 2028-03-15      | 1.7500%  | 0.0000% | $4000000.00        | $3793984.44        | Corporate Debt Securities |
| INTL PAPER CO                             | 2044-06-15      | 4.8000%  | 0.0000% | $21153000.00       | $19495521.43       | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC              | 2036-02-01      | 4.7000%  | 0.0000% | $21178000.00       | $21332599.40       | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC              | 2046-02-01      | 4.9000%  | 0.0000% | $26500000.00       | $25357320.00       | Corporate Debt Securities |
| APA CORP (US)                             | 2035-02-15      | 6.1000%  | 0.0000% | $1000000.00        | $1034177.78        | Corporate Debt Securities |
| MORGAN STANLEY                            | 2036-10-22      | 4.8920%  | 0.0000% | $5000000.00        | $4992715.00        | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 2034-07-01      | 6.3750%  | 0.0000% | $397000.00         | $410529.76         | Corporate Debt Securities |
| MAREX GROUP PLC                           | 2029-11-04      | 6.4040%  | 0.0000% | $1100000.00        | $1165415.29        | Corporate Debt Securities |
| ORACLE CORPORATION                        | 2029-09-27      | 4.2000%  | 0.0000% | $50000000.00       | $49804333.33       | Corporate Debt Securities |
| NASDAQ INC                                | 2053-08-15      | 5.9500%  | 0.0000% | $3691000.00        | $3947491.69        | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                   | 2042-07-16      | 4.3750%  | 0.0000% | $28534000.00       | $25672864.12       | Corporate Debt Securities |
| TWDC ENTERPRISES 18 CORP                  | 2032-03-01      | 7.0000%  | 0.0000% | $575000.00         | $665184.28         | Corporate Debt Securities |
| CADENCE DESIGN SYST INC                   | 2029-09-10      | 4.3000%  | 0.0000% | $7500000.00        | $7588812.50        | Corporate Debt Securities |
| STATE STREET CORP                         | 2036-02-28      | 5.1460%  | 0.0000% | $7663000.00        | $7936151.47        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC       | 2042-06-15      | 5.6000%  | 0.0000% | $3800000.00        | $3940735.11        | Corporate Debt Securities |
| AIR LEASE CORPORATION                     | 2029-10-01      | 3.2500%  | 0.0000% | $20000000.00       | $19052566.67       | Corporate Debt Securities |
| AEGON LTD                                 | 2048-04-11      | 5.5000%  | 0.0000% | $13000000.00       | $13206216.11       | Corporate Debt Securities |
| BELO CORP                                 | 2027-06-01      | 7.7500%  | 0.0000% | $2652000.00        | $2856181.90        | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                     | 2035-05-23      | 5.1000%  | 0.0000% | $8000000.00        | $8452986.67        | Corporate Debt Securities |

### Security 285: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.270000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

**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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STANLEY BANK NA                                           | 2026-04-21      | 4.7540%  | 0.0000% | $3173000.00        | $3184361.10        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                                | 2079-12-31      | 6.5000%  | 0.0000% | $31900000.00       | $32785242.72       | Corporate Debt Securities |
| MSCI INC                                                         | 2031-02-15      | 3.8750%  | 0.0000% | $3000000.00        | $2919617.50        | Corporate Debt Securities |
| MGIC INVESTMENT CORPORATION                                      | 2028-08-15      | 5.2500%  | 0.0000% | $14349000.00       | $14482780.51       | Corporate Debt Securities |
| DANSKE BANK A/S                                                  | 2028-06-12      | 4.3750%  | 0.0000% | $6000000.00        | $6135245.00        | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2028-02-04      | 2.5510%  | 0.0000% | $4499000.00        | $4438870.49        | Corporate Debt Securities |
| BANK OF AMERICA NA                                               | 2026-08-18      | 5.5260%  | 0.0000% | $11750000.00       | $12003629.63       | Corporate Debt Securities |
| NORDEA BANK ABP                                                  | 2079-12-31      | 6.6250%  | 0.0000% | $13000000.00       | $13154270.28       | Corporate Debt Securities |
| EXPAND ENERGY CORP                                               | 2029-04-15      | 6.7500%  | 0.0000% | $721000.00         | $729089.62         | Corporate Debt Securities |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                        | 2035-11-19      | 6.8160%  | 0.0000% | $5830000.00        | $6399544.36        | Corporate Debt Securities |
| ZF NORTH AMERICA CAPITAL INC                                     | 2032-04-23      | 6.8750%  | 0.0000% | $680000.00         | $637410.09         | Corporate Debt Securities |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FI | 2028-10-01      | 7.5250%  | 0.0000% | $6700000.00        | $7231427.25        | Corporate Debt Securities |
| WISCONSIN PUBLIC SERVICE CORPORATION                             | 2049-09-01      | 3.3000%  | 0.0000% | $11142000.00       | $8004189.96        | Corporate Debt Securities |
| TJX COMPANIES INC                                                | 2026-09-15      | 2.2500%  | 0.0000% | $6351000.00        | $6282123.41        | Corporate Debt Securities |
| RADIAN GRP INC                                                   | 2029-05-15      | 6.2000%  | 0.0000% | $1850000.00        | $1985954.44        | Corporate Debt Securities |
| AIRCASTLE LTD                                                    | 2030-09-15      | 5.0000%  | 0.0000% | $15000000.00       | $15337133.33       | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | 2032-01-30      | 2.0000%  | 0.0000% | $1006000.00        | $866679.06         | Corporate Debt Securities |

### Security 286: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS INC 4.070000%
- **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: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYD777YE6
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $88100.00          | $72970.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $191.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $110199000.00      | $104065544.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $48804000.00       | $46252986.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $13544400.00       | $12683674.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $175.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $7999900.00        | $7811390.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $88860900.00       | $87634274.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $200.00            | $202.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $399900.00         | $413194.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $100.00            | $106.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $103.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $400.00            | $416.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $128649000.00      | $131993722.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $19100.00          | $19269.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $1400.00           | $1429.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $9628600.00        | $10292635.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $400.00            | $394.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $4954500.00        | $4932804.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $700.00            | $707.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $94.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $1001000.00        | $1007245.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $10574000.00       | $10914565.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $99900.00          | $100155.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $700.00            | $694.97            | U.S. Treasuries (including strips) |

### Security 287: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC 4.270000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: BYD7AMC03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| COREWEAVE INC                              | 2031-02-01      | 9.0000%  | 0.0000% | $3676000.00        | $3792602.72        | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                 | 2027-07-15      | 5.7500%  | 0.0000% | $938000.00         | $949875.60         | Corporate Debt Securities |
| BLOCK INC                                  | 2033-08-15      | 6.0000%  | 0.0000% | $1185000.00        | $1224835.75        | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                      | 2057-12-09      | 6.7000%  | 0.0000% | $500000.00         | $511495.83         | Corporate Debt Securities |
| CIVITAS RESOURCES INC                      | 2031-07-01      | 8.7500%  | 0.0000% | $2315000.00        | $2446183.33        | Corporate Debt Securities |
| CIVITAS RESOURCES INC                      | 2030-11-01      | 8.6250%  | 0.0000% | $2000000.00        | $2146210.00        | Corporate Debt Securities |
| CIVITAS RESOURCES INC                      | 2033-06-15      | 9.6250%  | 0.0000% | $1086000.00        | $1202722.68        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP               | 2028-01-15      | 5.7500%  | 0.0000% | $500000.00         | $508370.28         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP               | 2032-02-01      | 6.6250%  | 0.0000% | $7685000.00        | $8084869.76        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP               | 2033-10-15      | 5.7500%  | 0.0000% | $582000.00         | $584595.24         | Corporate Debt Securities |
| HECLA MIN CO                               | 2028-02-15      | 7.2500%  | 0.0000% | $1551000.00        | $1583083.30        | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC      | 2031-05-01      | 4.0000%  | 0.0000% | $725000.00         | $703271.75         | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC              | 2027-05-15      | 6.5000%  | 0.0000% | $1212000.00        | $1257973.85        | Corporate Debt Securities |
| LIBERTY COSTA RICA SENIOR SECURED FINANCE  | 2031-01-15      | 10.8750% | 0.0000% | $1999000.00        | $2179347.28        | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                      | 2057-12-09      | 6.7000%  | 0.0000% | $500000.00         | $511495.83         | Corporate Debt Securities |
| PRIO LUXEMBOURG HOLDING SARL               | 2030-10-15      | 6.7500%  | 0.0000% | $150000.00         | $147646.88         | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC         | 2031-02-15      | 3.8750%  | 0.0000% | $300000.00         | $286092.17         | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC         | 2027-05-15      | 5.5000%  | 0.0000% | $1364000.00        | $1380014.88        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC         | 2028-01-15      | 4.8750%  | 0.0000% | $750000.00         | $759828.13         | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL                  | 2029-09-15      | 6.1250%  | 0.0000% | $3000000.00        | $3078469.17        | Corporate Debt Securities |
| SABLE INTERNATIONAL FINANCE LTD            | 2032-10-15      | 7.1250%  | 0.0000% | $2272000.00        | $2286901.48        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD    | 2034-12-01      | 5.7500%  | 0.0000% | $1299000.00        | $1364649.66        | Corporate Debt Securities |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC       | 2030-10-01      | 6.5000%  | 0.0000% | $710000.00         | $721847.53         | Corporate Debt Securities |
| OWENS-BROCKWAY GLASS CONTAINER INC         | 2031-05-15      | 7.2500%  | 0.0000% | $150000.00         | $152950.58         | Corporate Debt Securities |
| INSULET CORP                               | 2033-04-01      | 6.5000%  | 0.0000% | $185000.00         | $193894.18         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD                 | 2029-03-01      | 9.3750%  | 0.0000% | $6500000.00        | $6978429.79        | Corporate Debt Securities |
| GENESEE & WYOMING INC.                     | 2032-04-15      | 6.2500%  | 0.0000% | $1300000.00        | $1328870.11        | Corporate Debt Securities |
| GENESIS ENERGY                             | 2032-05-15      | 7.8750%  | 0.0000% | $2957000.00        | $3155451.66        | Corporate Debt Securities |
| GENESIS ENERGY                             | 2033-05-15      | 8.0000%  | 0.0000% | $845000.00         | $907368.51         | Corporate Debt Securities |
| MATADOR RESOURCES CO                       | 2033-04-15      | 6.2500%  | 0.0000% | $3168000.00        | $3186082.24        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP                | 2033-10-01      | 6.2500%  | 0.0000% | $500000.00         | $504606.81         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC         | 2034-01-15      | 6.5000%  | 0.0000% | $3601000.00        | $3846356.14        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC         | 2036-01-15      | 6.7500%  | 0.0000% | $2180000.00        | $2358640.10        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                     | 2032-02-01      | 9.8750%  | 0.0000% | $2674000.00        | $2926980.46        | Corporate Debt Securities |
| MURPHY OIL CORP                            | 2042-12-01      | 5.8750%  | 0.0000% | $2824000.00        | $2474838.29        | Corporate Debt Securities |
| NRG ENERGY INC                             | 2033-02-01      | 6.0000%  | 0.0000% | $6000000.00        | $6212100.00        | Corporate Debt Securities |
| WULF COMPUTE LLC                           | 2030-10-15      | 7.7500%  | 0.0000% | $1705000.00        | $1769145.89        | Corporate Debt Securities |
| WYNDHAM HOTELS & RESORTS INC               | 2028-08-15      | 4.3750%  | 0.0000% | $805000.00         | $798725.92         | Corporate Debt Securities |
| WYNN MACAU LTD                             | 2034-02-15      | 6.7500%  | 0.0000% | $1000000.00        | $1021752.50        | Corporate Debt Securities |
| DAVITA INC                                 | 2031-02-15      | 3.7500%  | 0.0000% | $400000.00         | $371578.67         | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                    | 2029-02-15      | 7.2500%  | 0.0000% | $412000.00         | $433937.17         | Corporate Debt Securities |
| KINETIK HOLDINGS LP                        | 2030-06-15      | 5.8750%  | 0.0000% | $3988000.00        | $4103470.32        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 2026-04-07      | 6.0000%  | 0.0000% | $1000000.00        | $1009533.33        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 2035-03-15      | 6.6250%  | 0.0000% | $599000.00         | $625913.82         | Corporate Debt Securities |
| PARK INTERMEDIATE HOLDINGS LLC             | 2029-05-15      | 4.8750%  | 0.0000% | $2000000.00        | $1989838.33        | Corporate Debt Securities |
| STRATHCONA RESOURCES LTD                   | 2026-08-01      | 6.8750%  | 0.0000% | $5900000.00        | $6001990.51        | Corporate Debt Securities |
| SUNOCO LP                                  | 2027-04-15      | 6.0000%  | 0.0000% | $1398000.00        | $1402385.06        | Corporate Debt Securities |
| SUNOCO LP                                  | 2030-04-30      | 4.5000%  | 0.0000% | $355000.00         | $344577.20         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                    | 2027-10-15      | 4.7500%  | 0.0000% | $2000000.00        | $2000662.22        | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                    | 2032-04-01      | 6.5000%  | 0.0000% | $500000.00         | $517463.33         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                | 2033-01-15      | 7.3750%  | 0.0000% | $7155000.00        | $6911982.41        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                        | 2029-12-01      | 4.5000%  | 0.0000% | $40000.00          | $39563.20          | Corporate Debt Securities |

### Security 288: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.460000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYD93B475
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-08
- **C.13 - Final Legal Maturity Date:** 2026-02-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF_21-K136                                                    | 2031-11-25      | 0.3932%  | 0.0000% | $184000000.00      | $3162253.94        | Agency Collateralized Mortgage Obligation         |
| PRKCM TRUST PRKCM_23-AFC4                                        | 2058-11-25      | 7.2250%  | 0.0000% | $1000000.00        | $645585.67         | Asset-Backed Securities                           |
| MFRA_21-AEI1                                                     | 2051-08-25      | 2.5000%  | 0.0000% | $5000000.00        | $3279954.48        | Asset-Backed Securities                           |
| MFRA_23-INV1                                                     | 2058-02-25      | 0.0000%  | 0.0000% | $14372000.00       | $14297279.97       | Asset-Backed Securities                           |
| CAFL_20-3                                                        | 2053-08-15      | 1.3580%  | 0.0000% | $9065000.00        | $339445.60         | Private Label Collateralized Mortgage Obligations |
| ARRW_22-2                                                        | 2057-07-25      | 4.9500%  | 0.0000% | $10000000.00       | $9752270.00        | Private Label Collateralized Mortgage Obligations |
| COLT_24-1                                                        | 2069-02-25      | 6.5860%  | 0.0000% | $320000.00         | $325020.59         | Private Label Collateralized Mortgage Obligations |
| BDS_25-FL15                                                      | 2043-03-19      | 6.4310%  | 0.0000% | $600000.00         | $601810.86         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL       | 2037-03-15      | 5.2002%  | 0.0000% | $6957000.00        | $6488331.67        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-BK | 2029-09-15      | 5.1467%  | 0.0000% | $7980000.00        | $2997709.10        | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-LTV1                                                    | 2050-06-27      | 3.2462%  | 0.0000% | $375000.00         | $291835.08         | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-2                                                       | 2050-07-25      | 3.8213%  | 0.0000% | $2346000.00        | $1832545.04        | Private Label Collateralized Mortgage Obligations |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18          | 2047-02-15      | 4.6544%  | 0.0000% | $4000000.00        | $1913446.34        | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURI                                 | 2049-12-15      | 0.7918%  | 0.0000% | $105206000.00      | $357419.27         | Private Label Collateralized Mortgage Obligations |
| JPMMT_18-9                                                       | 2049-02-25      | 4.2360%  | 0.0000% | $1542000.00        | $1037688.86        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-INV2                                                    | 2051-12-25      | 2.5000%  | 0.0000% | $6000000.00        | $3511927.33        | Private Label Collateralized Mortgage Obligations |
| JPMMT_22-1                                                       | 2052-07-25      | 0.0000%  | 0.0000% | $88821650.00       | $2443477.27        | Private Label Collateralized Mortgage Obligations |
| JPMMT_22-2                                                       | 2052-08-26      | 0.0000%  | 0.0000% | $90750000.00       | $2810724.52        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-CCM1                                                    | 2055-04-25      | 5.5000%  | 0.0000% | $3100000.00        | $2455182.47        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-CCM1                                                    | 2055-04-26      | 0.5032%  | 0.0000% | $350273000.00      | $2758101.94        | Private Label Collateralized Mortgage Obligations |
| CGCMT_19-GC41                                                    | 2056-08-10      | 3.0000%  | 0.0000% | $2000000.00        | $1352410.00        | Private Label Collateralized Mortgage Obligations |
| CMLTI_21-J1                                                      | 2051-04-25      | 2.6096%  | 0.0000% | $1261000.00        | $903255.71         | Private Label Collateralized Mortgage Obligations |
| AOMT_24-6                                                        | 2067-11-25      | 4.6500%  | 0.0000% | $5592620.00        | $4832058.32        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-08-15      | 3.5000%  | 0.0000% | $144000.00         | $139356.53         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-11-15      | 1.0710%  | 0.0000% | $65730000.00       | $397972.99         | Private Label Collateralized Mortgage Obligations |
| AOMT_20-3                                                        | 2065-04-25      | 2.8720%  | 0.0000% | $1500000.00        | $171803.10         | Private Label Collateralized Mortgage Obligations |
| HIH TRUST HIH_24-61P                                             | 2041-10-15      | 5.8742%  | 0.0000% | $6675000.00        | $6614237.38        | Private Label Collateralized Mortgage Obligations |
| BSREP COMMERCIAL MORTGAGE TRUST BSREP_21-DC                      | 2038-08-15      | 5.0967%  | 0.0000% | $10704000.00       | $8641610.27        | Private Label Collateralized Mortgage Obligations |
| BPR TRUST BPR_25-ALDR                                            | 2042-06-05      | 6.0150%  | 0.0000% | $5000000.00        | $5157202.50        | Private Label Collateralized Mortgage Obligations |
| BWAY MORTGAGE TRUST BWAY_13-1515                                 | 2033-03-10      | 3.4543%  | 0.0000% | $20950000.00       | $19151244.13       | Private Label Collateralized Mortgage Obligations |
| BX_21-VIEW                                                       | 2036-06-15      | 5.4267%  | 0.0000% | $3400000.00        | $3403950.80        | Private Label Collateralized Mortgage Obligations |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD GSTNE_24-HC3          | 2041-03-15      | 6.2471%  | 0.0000% | $18250000.00       | $18311073.17       | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LTD BSPRT_24-FL11                                   | 2039-07-15      | 5.7322%  | 0.0000% | $5000000.00        | $5016450.38        | Private Label Collateralized Mortgage Obligations |
| SEMT_25-5                                                        | 2055-06-25      | 0.5000%  | 0.0000% | $45000000.00       | $223052.63         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST SEMT_18-CH2                               | 2048-06-25      | 4.0000%  | 0.0000% | $830000.00         | $28603.60          | Private Label Collateralized Mortgage Obligations |
| SEMT_25-9                                                        | 2055-10-25      | 1.8440%  | 0.0000% | $125700000.00      | $7761687.35        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-C1                                   | 2051-10-15      | 4.7845%  | 0.0000% | $3000000.00        | $2686756.46        | Private Label Collateralized Mortgage Obligations |
| DBGS_21-W52                                                      | 2036-10-15      | 5.6598%  | 0.0000% | $5000000.00        | $5007963.45        | Private Label Collateralized Mortgage Obligations |
| DWIGHT_25-FL1                                                    | 2042-09-18      | 0.0000%  | 0.0000% | $19000000.00       | $19074358.72       | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                                                | 2039-09-15      | 5.9161%  | 0.0000% | $22500000.00       | $15044520.55       | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_25-12                                                | 2042-12-18      | 5.5127%  | 0.0000% | $15000000.00       | $14997270.50       | Private Label Collateralized Mortgage Obligations |
| BNK_18-B15                                                       | 2061-11-15      | 4.7300%  | 0.0000% | $400000.00         | $395783.03         | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 3.3110%  | 0.0000% | $1550000.00        | $1457949.27        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 0.7259%  | 0.0000% | $7560000.00        | $48274.24          | Private Label Collateralized Mortgage Obligations |
| BANK_22-BN39                                                     | 2055-02-15      | 2.8200%  | 0.0000% | $1000000.00        | $950308.00         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN33                                                     | 2064-05-15      | 0.4810%  | 0.0000% | $22000000.00       | $672404.39         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_23-BNK46                                               | 2056-08-15      | 5.7450%  | 0.0000% | $550000.00         | $585380.13         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_24-BNK48                                               | 2057-10-15      | 5.6570%  | 0.0000% | $100000.00         | $100927.62         | Private Label Collateralized Mortgage Obligations |
| BANK_18-BNK12                                                    | 2061-08-15      | 0.4065%  | 0.0000% | $27415000.00       | $140739.07         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_22-BNK40                                               | 2064-03-15      | 3.5067%  | 0.0000% | $1000000.00        | $934236.80         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_22-BN43                                                | 2055-08-15      | 4.3990%  | 0.0000% | $8886000.00        | $8748087.79        | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR6                                              | 2057-05-15      | 6.2250%  | 0.0000% | $20000.00          | $21183.11          | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5Y10                                                    | 2057-10-15      | 5.3020%  | 0.0000% | $65000.00          | $67246.74          | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR10                                             | 2057-10-15      | 5.6370%  | 0.0000% | $50000.00          | $51422.03          | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-2                     | 2055-02-25      | 6.5000%  | 0.0000% | $250000.00         | $186176.55         | Private Label Collateralized Mortgage Obligations |
| CHASE_24-4                                                       | 2055-03-25      | 0.1472%  | 0.0000% | $323767000.00      | $426212.52         | Private Label Collateralized Mortgage Obligations |
| CHASE_24-5                                                       | 2055-04-26      | 0.2387%  | 0.0000% | $267665000.00      | $648075.65         | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-7                     | 2055-06-25      | 6.0000%  | 0.0000% | $225000.00         | $231522.08         | Private Label Collateralized Mortgage Obligations |
| CHASE_25-9                                                       | 2056-06-25      | 1.8440%  | 0.0000% | $99148000.00       | $7067605.06        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                 | 2059-11-25      | 3.5000%  | 0.0000% | $2823450.00        | $2485100.93        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                 | 2059-11-25      | 3.8336%  | 0.0000% | $2437050.00        | $2128363.03        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1                 | 2057-12-25      | 3.5000%  | 0.0000% | $33370000.00       | $6096601.68        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_21-NQM3                 | 2056-11-25      | 2.4418%  | 0.0000% | $3760000.00        | $2971798.03        | Private Label Collateralized Mortgage Obligations |
| NRZT_25-NQM3                                                     | 2065-05-26      | 5.7330%  | 0.0000% | $12000000.00       | $11011925.72       | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_25-NQM1                 | 2065-01-25      | 5.6430%  | 0.0000% | $13081000.00       | $11712562.51       | Private Label Collateralized Mortgage Obligations |
| NCMS_22-RRI                                                      | 2035-03-15      | 7.1280%  | 0.0000% | $6500000.00        | $4274861.95        | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_25-FL19          | 2042-05-18      | 5.6383%  | 0.0000% | $10000000.00       | $10050634.31       | Private Label Collateralized Mortgage Obligations |
| MFRA_25-NQM2                                                     | 2070-05-27      | 5.9280%  | 0.0000% | $7165000.00        | $6754169.04        | Private Label Collateralized Mortgage Obligations |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-1                         | 2056-05-15      | 5.4720%  | 0.0000% | $1050000.00        | $1097796.00        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-5BP                                  | 2033-06-15      | 4.9242%  | 0.0000% | $8000000.00        | $7617511.30        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                                     | 2054-09-25      | 5.5000%  | 0.0000% | $350000.00         | $257105.74         | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ4                                                     | 2055-09-27      | 0.4697%  | 0.0000% | $279229000.00      | $1756883.42        | Private Label Collateralized Mortgage Obligations |
| GSMBS_23-PJ6                                                     | 2054-04-27      | 0.5000%  | 0.0000% | $128720000.00      | $759116.34         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC40                        | 2052-07-12      | 3.5430%  | 0.0000% | $5310000.00        | $4606231.19        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                                 | 2050-03-10      | 0.9689%  | 0.0000% | $44964300.00       | $347127.48         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS8                         | 2050-11-10      | 3.2050%  | 0.0000% | $2700000.00        | $2658986.55        | Private Label Collateralized Mortgage Obligations |
| ALEN 2021-ACEN MORTGAGE TRUST ALEN_21-ACEN                       | 2038-04-15      | 5.2970%  | 0.0000% | $5000000.00        | $4815236.11        | Private Label Collateralized Mortgage Obligations |
| NYT MORTGAGE TRUST NYT_19-NYT                                    | 2035-12-15      | 5.5300%  | 0.0000% | $19791480.00       | $19735010.51       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_23-8                            | 2068-12-25      | 6.2591%  | 0.0000% | $1000000.00        | $549931.38         | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                                     | 2058-03-15      | 0.3708%  | 0.0000% | $165907000.00      | $2241902.62        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_23-NQM4                                          | 2062-05-25      | 4.2500%  | 0.0000% | $1000000.00        | $801925.81         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-230P                       | 2038-12-15      | 5.3159%  | 0.0000% | $12600000.00       | $12166632.53       | Private Label Collateralized Mortgage Obligations |
| MSRM_24-INV1                                                     | 2054-01-26      | 0.3896%  | 0.0000% | $304491150.00      | $1055131.40        | Private Label Collateralized Mortgage Obligations |
| OAKST_23-NLP                                                     | 2040-03-15      | 6.2981%  | 0.0000% | $5000000.00        | $5048420.42        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ17                                                      | 2025-11-03      | 0.0000%  | 0.0000% | $8960000.00        | $8796177.27        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL OBX_18-EXP1                                 | 2048-04-25      | 4.0000%  | 0.0000% | $4600000.00        | $186885.16         | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM4                             | 2064-01-25      | 6.2200%  | 0.0000% | $1511000.00        | $940997.35         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_24-NQM13                                           | 2064-06-25      | 5.4210%  | 0.0000% | $2650000.00        | $1896107.75        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13                            | 2064-06-25      | 5.1160%  | 0.0000% | $21644000.00       | $15509302.42       | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TRUST OMPT_17-1                                 | 2032-02-10      | 4.0163%  | 0.0000% | $3036000.00        | $2895955.14        | Private Label Collateralized Mortgage Obligations |
| OLYMPIC TOWER MORTGAGE TRUST OT_17-OT                            | 2039-05-10      | 4.0768%  | 0.0000% | $3110000.00        | $2859905.33        | Private Label Collateralized Mortgage Obligations |
| DURST COMMERCIAL MORTGAGE TRUST DURST_25-151                     | 2042-08-10      | 5.3169%  | 0.0000% | $10000000.00       | $10216168.17       | Private Label Collateralized Mortgage Obligations |
| CHI_25-SFT                                                       | 2042-04-15      | 5.8711%  | 0.0000% | $4050000.00        | $4167897.86        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-NQM3                  | 2070-08-25      | 5.4940%  | 0.0000% | $12430000.00       | $12347085.24       | Private Label Collateralized Mortgage Obligations |
| DRMT_21-1                                                        | 2065-05-25      | 0.9730%  | 0.0000% | $2355000.00        | $265277.43         | Private Label Collateralized Mortgage Obligations |
| WCORE COMMERCIAL MORTGAGE TRUST WCORE_24-CORE                    | 2041-11-15      | 5.5244%  | 0.0000% | $935000.00         | $937879.14         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_17-3                         | 2061-01-25      | 3.2500%  | 0.0000% | $756000.00         | $631125.44         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C6                | 2058-10-15      | 5.1860%  | 0.0000% | $100000.00         | $103282.87         | Private Label Collateralized Mortgage Obligations |
| AOA TRUST AOA_25-1301                                            | 2042-08-11      | 5.2273%  | 0.0000% | $15729000.00       | $16000302.57       | Private Label Collateralized Mortgage Obligations |
| BX_17-CQHP                                                       | 2034-11-15      | 4.9970%  | 0.0000% | $7750000.00        | $5147167.41        | Private Label Collateralized Mortgage Obligations |
| CSAIL_15-C1                                                      | 2050-04-15      | 0.0000%  | 0.0000% | $66743000.00       | $667.43            | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-LC23                                 | 2048-10-10      | 3.8466%  | 0.0000% | $2547000.00        | $2191658.82        | Private Label Collateralized Mortgage Obligations |
| CSWF TRUST CSWF_21-SOP2                                          | 2034-06-15      | 5.2136%  | 0.0000% | $7200000.00        | $457899.87         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                                    | 2059-10-25      | 0.3090%  | 0.0000% | $331004000.00      | $1661718.18        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV2                                                    | 2056-02-25      | 0.5000%  | 0.0000% | $15000000.00       | $128579.69         | Private Label Collateralized Mortgage Obligations |
| IFUND_14-1                                                       | 2047-08-26      | 6.2327%  | 0.0000% | $1500000.00        | $1289942.86        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-04-15      | 4.2710%  | 0.0000% | $3250000.00        | $3088777.79        | Private Label Collateralized Mortgage Obligations |
| RMCT_24-J2                                                       | 2055-03-25      | 0.0000%  | 0.0000% | $450000.00         | $254503.84         | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J3                                                       | 2055-12-25      | 1.6440%  | 0.0000% | $63580000.00       | $4081825.07        | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J4                                                       | 2025-11-03      | 5.0000%  | 0.0000% | $25000000.00       | $24900066.67       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2048-11-10      | 3.8180%  | 0.0000% | $1134000.00        | $745169.27         | Private Label Collateralized Mortgage Obligations |
| CIM_19-R2                                                        | 2058-07-25      | 3.1273%  | 0.0000% | $13910000.00       | $11466487.44       | Private Label Collateralized Mortgage Obligations |
| RATE_25-J1                                                       | 2055-03-25      | 0.5000%  | 0.0000% | $18375000.00       | $135456.92         | Private Label Collateralized Mortgage Obligations |
| RATE_24-J1                                                       | 2054-07-27      | 0.4594%  | 0.0000% | $351685000.00      | $2176306.72        | Private Label Collateralized Mortgage Obligations |
| BVINV_21-2                                                       | 2051-06-30      | 3.2387%  | 0.0000% | $1048000.00        | $797150.93         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_21-B26                            | 2054-06-15      | 2.8250%  | 0.0000% | $1400000.00        | $1216264.23        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                            | 2055-01-15      | 2.0000%  | 0.0000% | $5000000.00        | $2960368.33        | Private Label Collateralized Mortgage Obligations |
| BMARK_25-V18                                                     | 2058-10-15      | 4.5000%  | 0.0000% | $1500000.00        | $1257970.50        | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | 2043-01-05      | 3.6590%  | 0.0000% | $5129000.00        | $4372181.01        | Private Label Collateralized Mortgage Obligations |
| SHR TRUST SHR_24-LXRY                                            | 2041-10-15      | 7.6322%  | 0.0000% | $8429000.00        | $8462843.08        | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST SMR_22-IND                                    | 2039-02-15      | 5.6822%  | 0.0000% | $5000000.00        | $4590501.99        | Private Label Collateralized Mortgage Obligations |
| SCG TRUST 2025 SNIP                                              | 2042-09-15      | 5.7500%  | 0.0000% | $27000000.00       | $27101837.06       | Private Label Collateralized Mortgage Obligations |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                 | 2046-06-15      | 3.4880%  | 0.0000% | $6386002.00        | $721160.96         | Private Label Collateralized Mortgage Obligations |
| RMLT_20-2                                                        | 2060-05-25      | 3.5650%  | 0.0000% | $3783333.00        | $3644434.86        | Private Label Collateralized Mortgage Obligations |
| RMLT_21-1                                                        | 2065-01-25      | 4.4690%  | 0.0000% | $3340000.00        | $2874441.30        | Private Label Collateralized Mortgage Obligations |
| SKY1_25-LINE                                                     | 2042-04-15      | 6.6207%  | 0.0000% | $4000000.00        | $3989247.36        | Private Label Collateralized Mortgage Obligations |
| IRV_25-200P                                                      | 2047-03-14      | 5.9214%  | 0.0000% | $3000000.00        | $3026436.92        | Private Label Collateralized Mortgage Obligations |
| WFCMT_17-C40                                                     | 2050-10-15      | 0.9937%  | 0.0000% | $54372838.00       | $551266.25         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2060-01-15      | 1.5360%  | 0.0000% | $1000000.00        | $7998.29           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                | 2051-08-15      | 1.0658%  | 0.0000% | $6150000.00        | $74063.74          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C50                | 2052-05-15      | 3.4660%  | 0.0000% | $5580000.00        | $5360068.79        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C47                | 2061-09-15      | 3.0000%  | 0.0000% | $100000.00         | $87496.20          | Private Label Collateralized Mortgage Obligations |
| WFMBS_20-1                                                       | 2049-12-27      | 3.3616%  | 0.0000% | $1000000.00        | $776543.55         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-3          | 2050-06-25      | 3.0000%  | 0.0000% | $2700000.00        | $618223.67         | Private Label Collateralized Mortgage Obligations |
| WFCM_25-DWHP                                                     | 2038-04-15      | 7.3722%  | 0.0000% | $2250000.00        | $2257669.23        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C5                | 2058-07-15      | 5.5900%  | 0.0000% | $630000.00         | $660916.20         | Private Label Collateralized Mortgage Obligations |
| WFCM_25-5C5                                                      | 2058-07-15      | 4.2500%  | 0.0000% | $1000000.00        | $879137.67         | Private Label Collateralized Mortgage Obligations |
| WB COMMERCIAL MORTGAGE TRUST WB_24-HQ                            | 2040-03-15      | 6.1344%  | 0.0000% | $1700000.00        | $1710038.64        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-HI                 | 2042-10-15      | 5.8534%  | 0.0000% | $25464000.00       | $25561875.69       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-03-15      | 4.3110%  | 0.0000% | $675000.00         | $581940.79         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2048-07-15      | 2.9310%  | 0.0000% | $150000.00         | $148619.32         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-11-18      | 2.9180%  | 0.0000% | $2600000.00        | $2572925.33        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-08-15      | 1.6879%  | 0.0000% | $27311533.00       | $166848.70         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-10-15      | 1.1056%  | 0.0000% | $4661000.00        | $35604.11          | Private Label Collateralized Mortgage Obligations |

### Security 289: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDAZQU26
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| KAISER ALUMINUM CORPORATION       | 2028-03-01      | 4.6250%  | 0.0000% | $2500000.00        | $2518045.83        | Corporate Debt Securities |
| FORTESCUE TREASURY PTY LTD        | 2030-04-15      | 5.8750%  | 0.0000% | $2432000.00        | $2521127.73        | Corporate Debt Securities |
| LINDBLAD EXPEDITIONS LLC          | 2030-09-15      | 7.0000%  | 0.0000% | $2400000.00        | $2478613.33        | Corporate Debt Securities |
| EMRLD BORROWER LP                 | 2030-12-15      | 6.6250%  | 0.0000% | $2338000.00        | $2464363.70        | Corporate Debt Securities |
| MATIV HOLDINGS INC                | 2029-10-01      | 8.0000%  | 0.0000% | $215000.00         | $210484.28         | Corporate Debt Securities |
| PRECISION DRILLING CORPORATION    | 2029-01-15      | 6.8750%  | 0.0000% | $2400000.00        | $2464109.00        | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL | 2031-05-15      | 4.0000%  | 0.0000% | $2584000.00        | $2495070.20        | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST          | 2032-06-15      | 8.8750%  | 0.0000% | $2279000.00        | $2334127.11        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP              | 2032-09-15      | 7.1250%  | 0.0000% | $2793000.00        | $2903363.07        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC     | 2028-03-20      | 6.2221%  | 0.0000% | $572000.00         | $577340.87         | Corporate Debt Securities |
| ALTICE FINANCING SA               | 2029-08-15      | 5.7500%  | 0.0000% | $4000000.00        | $2940156.67        | Corporate Debt Securities |
| GENESIS ENERGY                    | 2032-05-15      | 7.8750%  | 0.0000% | $2831000.00        | $3020995.49        | Corporate Debt Securities |
| GENWORTH FINANCIAL INC            | 2066-11-15      | 6.4755%  | 0.0000% | $3000000.00        | $2549341.06        | Corporate Debt Securities |
| NUSTAR LOGISTICS LP               | 2026-06-01      | 6.0000%  | 0.0000% | $2535000.00        | $2607298.20        | Corporate Debt Securities |
| TOPBUILD CORP                     | 2034-01-31      | 5.6250%  | 0.0000% | $2024000.00        | $2042873.80        | Corporate Debt Securities |
| GEO GROUP INC                     | 2031-04-15      | 10.2500% | 0.0000% | $2750000.00        | $3021467.78        | Corporate Debt Securities |
| CHOBANI LLC                       | 2028-11-15      | 4.6250%  | 0.0000% | $2667000.00        | $2708195.52        | Corporate Debt Securities |
| WHIRLPOOL CORP                    | 2033-06-15      | 6.5000%  | 0.0000% | $3000000.00        | $3014633.33        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC      | 2043-04-01      | 4.8750%  | 0.0000% | $4000000.00        | $2876250.00        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP       | 2029-03-15      | 8.6250%  | 0.0000% | $2203000.00        | $2323990.60        | Corporate Debt Securities |
| DELUXE CORP                       | 2029-09-15      | 8.1250%  | 0.0000% | $2600000.00        | $2745917.06        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC  | 2034-01-15      | 9.7500%  | 0.0000% | $2000000.00        | $2146071.67        | Corporate Debt Securities |
| CNX RESOURCES CORP                | 2029-01-15      | 6.0000%  | 0.0000% | $2329000.00        | $2379647.99        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LLC   | 2031-08-01      | 8.2500%  | 0.0000% | $2246000.00        | $2410238.75        | Corporate Debt Securities |
| PANTHER ESCROW ISSUER LLC         | 2031-06-01      | 7.1250%  | 0.0000% | $2668000.00        | $2831326.07        | Corporate Debt Securities |
| SUNCOKE ENERGY INC                | 2029-06-30      | 4.8750%  | 0.0000% | $2439000.00        | $2315610.99        | Corporate Debt Securities |
| UPBOUND GROUP INC                 | 2029-02-15      | 6.3750%  | 0.0000% | $2721000.00        | $2716342.55        | Corporate Debt Securities |
| RAILWORKS HOLDINGS LP             | 2028-11-15      | 8.2500%  | 0.0000% | $2500000.00        | $2601354.17        | Corporate Debt Securities |
| RAKUTEN GROUP INC                 | 2029-04-15      | 9.7500%  | 0.0000% | $2361000.00        | $2656555.88        | Corporate Debt Securities |
| TRANSDIGM INC                     | 2033-05-31      | 6.3750%  | 0.0000% | $2500000.00        | $2616776.04        | Corporate Debt Securities |
| TRANSOCEAN TITAN FINANCING LTD    | 2028-02-01      | 8.3750%  | 0.0000% | $3288000.00        | $2793295.76        | Corporate Debt Securities |
| TRI POINTE HOMES INC (DELAWARE)   | 2027-06-01      | 5.2500%  | 0.0000% | $2800000.00        | $2871610.00        | Corporate Debt Securities |
| USI INC                           | 2032-01-15      | 7.5000%  | 0.0000% | $2625000.00        | $2778833.75        | Corporate Debt Securities |
| TRINET GROUP INC                  | 2031-08-15      | 7.1250%  | 0.0000% | $2671000.00        | $2811205.24        | Corporate Debt Securities |
| ACRISURE LLC                      | 2029-02-15      | 4.2500%  | 0.0000% | $3000000.00        | $2922126.67        | Corporate Debt Securities |
| BAYTEX ENERGY CORP                | 2030-04-30      | 8.5000%  | 0.0000% | $2800000.00        | $2857512.00        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO         | 2033-04-30      | 5.6250%  | 0.0000% | $2874000.00        | $2606488.08        | Corporate Debt Securities |
| WAYFAIR LLC                       | 2030-09-15      | 7.7500%  | 0.0000% | $2000000.00        | $2132185.56        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP      | 2034-03-15      | 6.7500%  | 0.0000% | $2380000.00        | $2391656.05        | Corporate Debt Securities |

### Security 290: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.270000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDBAGQG7
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-06
- **C.13 - Final Legal Maturity Date:** 2025-12-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MFRA_23-NQM2                                             | 2068-03-25      | 0.0000%  | 0.0000% | $15421000.00       | $6813738.01        | Asset-Backed Securities                           |
| MFRA_23-NQM2                                             | 2068-03-25      | 0.0000%  | 0.0000% | $15420000.00       | $891461.04         | Asset-Backed Securities                           |
| COMM_15-CCRE25                                           | 2025-11-03      | 0.7500%  | 0.0000% | $16251095.00       | $11875.26          | Corporate Debt Securities                         |
| BBCMS_21-C12                                             | 2054-11-15      | 1.0229%  | 0.0000% | $1631000.00        | $88859.16          | Private Label Collateralized Mortgage Obligations |
| BBCMS_24-5C25                                            | 2057-03-16      | 1.1931%  | 0.0000% | $17780000.00       | $651622.57         | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C11                                             | 2054-09-15      | 1.3288%  | 0.0000% | $1391000.00        | $71679.50          | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C17 | 2055-09-15      | 1.1496%  | 0.0000% | $4650000.00        | $295719.04         | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM1                                            | 2055-06-25      | 0.1200%  | 0.0000% | $141031000.00      | $516781.06         | Private Label Collateralized Mortgage Obligations |
| JPMBB_15-C45                                             | 2048-11-15      | 0.5000%  | 0.0000% | $4901898.00        | $2106.18           | Private Label Collateralized Mortgage Obligations |
| JPMDB_16-C2                                              | 2026-05-15      | 1.2500%  | 0.0000% | $12471000.00       | $73799.23          | Private Label Collateralized Mortgage Obligations |
| JPMCC_16-JP2                                             | 2049-08-15      | 0.7500%  | 0.0000% | $13414000.00       | $49765.94          | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C23                                             | 2047-09-15      | 0.4861%  | 0.0000% | $32521000.00       | $362.22            | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C24                                             | 2047-11-15      | 0.5000%  | 0.0000% | $19697937.00       | $181746.30         | Private Label Collateralized Mortgage Obligations |
| JPMCC_15-FL7                                             | 2028-05-15      | 7.4878%  | 0.0000% | $6265000.00        | $1477040.93        | Private Label Collateralized Mortgage Obligations |
| JPMBB COMMERCIAL MORTGAGE SECURI                         | 2048-08-15      | 0.5882%  | 0.0000% | $39500000.00       | $407.70            | Private Label Collateralized Mortgage Obligations |
| JPMBB_16-C1                                              | 2049-03-15      | 0.5000%  | 0.0000% | $27390000.00       | $34310.55          | Private Label Collateralized Mortgage Obligations |
| CGCMT_18-C6                                              | 2051-11-10      | 0.9299%  | 0.0000% | $2553000.00        | $47985.58          | Private Label Collateralized Mortgage Obligations |
| MSBAM 2015-C20                                           | 2048-02-15      | 1.7440%  | 0.0000% | $15735000.00       | $140931.46         | Private Label Collateralized Mortgage Obligations |
| MSBAM_16-C31                                             | 2049-11-15      | 1.3861%  | 0.0000% | $5943856.00        | $63476.95          | Private Label Collateralized Mortgage Obligations |
| MSBAM_17-C34                                             | 2052-11-15      | 0.9008%  | 0.0000% | $9343000.00        | $88133.09          | Private Label Collateralized Mortgage Obligations |
| MSC_16-UBS11                                             | 2049-08-15      | 1.5000%  | 0.0000% | $12786000.00       | $128300.76         | Private Label Collateralized Mortgage Obligations |
| MSC_15-UBS8                                              | 2048-12-15      | 1.4060%  | 0.0000% | $25718468.00       | $52412.21          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                         | 2050-06-17      | 1.4457%  | 0.0000% | $17855000.00       | $206648.41         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-L5                 | 2054-05-15      | 1.2622%  | 0.0000% | $4140000.00        | $183382.39         | Private Label Collateralized Mortgage Obligations |
| GMAC MORTGAGE CORPORATION LOAN TRUST GMACM_06-J1         | 2036-04-25      | 0.4728%  | 0.0000% | $44944000.00       | $16695.30          | Private Label Collateralized Mortgage Obligations |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD GSTNE_25-FL4  | 2043-01-15      | 5.5822%  | 0.0000% | $1370000.00        | $1376014.75        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_24-WPT                   | 2041-04-15      | 5.5735%  | 0.0000% | $430000.00         | $340772.47         | Private Label Collateralized Mortgage Obligations |
| BX TRUST BX_25-DIME                                      | 2035-02-15      | 5.1822%  | 0.0000% | $358000.00         | $358155.08         | Private Label Collateralized Mortgage Obligations |
| PRIME_07-1                                               | 2037-03-25      | 0.3231%  | 0.0000% | $82317000.00       | $14158.52          | Private Label Collateralized Mortgage Obligations |
| PRIME MORTGAGE TRUST PRIME_07-2                          | 2037-04-25      | 0.2968%  | 0.0000% | $40230000.00       | $13784.27          | Private Label Collateralized Mortgage Obligations |
| SEMT_13-2                                                | 2043-02-25      | 0.6260%  | 0.0000% | $278623000.00      | $267479.06         | Private Label Collateralized Mortgage Obligations |
| SELF_24-STOR                                             | 2034-11-15      | 5.5744%  | 0.0000% | $881000.00         | $883182.71         | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_20-C9      | 2053-08-15      | 1.6990%  | 0.0000% | $301000.00         | $10846.27          | Private Label Collateralized Mortgage Obligations |
| DBJPM_16-C1                                              | 2049-05-10      | 1.2500%  | 0.0000% | $24277000.00       | $58475.21          | Private Label Collateralized Mortgage Obligations |
| DBJPM_16-C3                                              | 2049-09-10      | 0.7500%  | 0.0000% | $11566000.00       | $259217.19         | Private Label Collateralized Mortgage Obligations |
| BANK_18-BN14                                             | 2060-09-15      | 0.6504%  | 0.0000% | $1000000.00        | $9304.36           | Private Label Collateralized Mortgage Obligations |
| BACM_16-UB10                                             | 2049-06-15      | 1.9728%  | 0.0000% | $41693000.00       | $2424680.22        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_22-BN39                                        | 2055-02-15      | 0.4144%  | 0.0000% | $52540000.00       | $1170004.86        | Private Label Collateralized Mortgage Obligations |
| BANK_20-BN27                                             | 2063-04-15      | 1.1538%  | 0.0000% | $34182000.00       | $1417952.41        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN18                                        | 2062-05-17      | 1.0252%  | 0.0000% | $15278000.00       | $382008.38         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK17                                          | 2052-04-15      | 1.1502%  | 0.0000% | $1960000.00        | $53609.36          | Private Label Collateralized Mortgage Obligations |
| BANK_19-BN16                                             | 2052-02-16      | 1.0904%  | 0.0000% | $1648564.00        | $35835.05          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN20                                        | 2062-09-15      | 0.9232%  | 0.0000% | $22715000.00       | $543611.26         | Private Label Collateralized Mortgage Obligations |
| BANK_19-BN21                                             | 2052-10-17      | 0.9460%  | 0.0000% | $2726000.00        | $65341.95          | Private Label Collateralized Mortgage Obligations |
| BANK_21-BNK35                                            | 2064-06-15      | 1.0268%  | 0.0000% | $14316000.00       | $596924.11         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN36                                             | 2064-09-15      | 0.8723%  | 0.0000% | $1730000.00        | $54136.58          | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN38                                             | 2064-12-15      | 0.9144%  | 0.0000% | $11421000.00       | $462128.51         | Private Label Collateralized Mortgage Obligations |
| BANK_20-BN26                                             | 2063-03-15      | 1.1901%  | 0.0000% | $18630000.00       | $688013.80         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_21-BN37                                        | 2064-11-15      | 0.5870%  | 0.0000% | $1210840.00        | $27164.59          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK9                                        | 2054-11-15      | 0.8929%  | 0.0000% | $17310000.00       | $177484.43         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN19                                        | 2061-08-15      | 1.0710%  | 0.0000% | $28306000.00       | $806345.08         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_20-BN28                                        | 2063-03-15      | 1.7585%  | 0.0000% | $44190000.00       | $2946369.59        | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN31                                             | 2054-02-15      | 1.2793%  | 0.0000% | $17342848.00       | $884225.10         | Private Label Collateralized Mortgage Obligations |
| BANK_23-BN46                                             | 2056-08-15      | 0.6169%  | 0.0000% | $3714396.00        | $128462.16         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                                          | 2063-06-15      | 0.9578%  | 0.0000% | $17260000.00       | $656101.51         | Private Label Collateralized Mortgage Obligations |
| BANK_20-BNK29                                            | 2053-11-15      | 1.4052%  | 0.0000% | $1730000.00        | $87681.59          | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN32                                             | 2054-04-15      | 0.7595%  | 0.0000% | $2470000.00        | $72256.46          | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR5                                            | 2057-02-16      | 1.3092%  | 0.0000% | $11000000.00       | $362476.37         | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR10                                           | 2057-10-15      | 1.1887%  | 0.0000% | $17870300.00       | $737254.71         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK8                                        | 2050-11-15      | 0.8407%  | 0.0000% | $3000000.00        | $25960.18          | Private Label Collateralized Mortgage Obligations |
| CHASE_24-8                                               | 2055-08-25      | 0.5000%  | 0.0000% | $47764000.00       | $265659.63         | Private Label Collateralized Mortgage Obligations |
| GSMS_13-GC13                                             | 2046-07-10      | 0.0000%  | 0.0000% | $34835000.00       | $4.70              | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES CORPORATI                         | 2044-08-10      | 0.0000%  | 0.0000% | $28984000.00       | $705.42            | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BAML TRUST MSBAM_                         | 2030-10-15      | 1.0039%  | 0.0000% | $1000000.00        | $2525.35           | Private Label Collateralized Mortgage Obligations |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2                 | 2056-12-15      | 0.9070%  | 0.0000% | $13423098.00       | $768579.11         | Private Label Collateralized Mortgage Obligations |
| MCR_24-TWA                                               | 2039-06-12      | 0.9200%  | 0.0000% | $5866000.00        | $66741.39          | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICAN FINANCE CAFL_24-RTL1                   | 2038-11-28      | 6.7490%  | 0.0000% | $479000.00         | $485191.28         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_25-NQM6                                  | 2070-10-25      | 4.9350%  | 0.0000% | $2086479.00        | $2087310.46        | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-PJ6                                             | 2051-11-27      | 0.1562%  | 0.0000% | $107939000.00      | $727305.28         | Private Label Collateralized Mortgage Obligations |
| GSMS_20-GC45                                             | 2053-02-13      | 0.7267%  | 0.0000% | $1000000.00        | $19806.04          | Private Label Collateralized Mortgage Obligations |
| GSMS_18-GS10                                             | 2051-07-10      | 0.4512%  | 0.0000% | $4399000.00        | $36479.61          | Private Label Collateralized Mortgage Obligations |
| GSMS_15-GC34                                             | 2048-10-10      | 1.7218%  | 0.0000% | $30886651.00       | $849947.67         | Private Label Collateralized Mortgage Obligations |
| GSMS_19-GC38                                             | 2052-02-10      | 1.1687%  | 0.0000% | $12850000.00       | $308811.27         | Private Label Collateralized Mortgage Obligations |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_06-31CB         | 2036-11-25      | 0.1855%  | 0.0000% | $246657000.00      | $82112.53          | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                             | 2058-03-15      | 1.1560%  | 0.0000% | $78000000.00       | $3524265.27        | Private Label Collateralized Mortgage Obligations |
| CF_19-CF3                                                | 2053-01-17      | 0.8045%  | 0.0000% | $35417000.00       | $763269.54         | Private Label Collateralized Mortgage Obligations |
| CAFL_25-RTL1                                             | 2040-05-28      | 5.6840%  | 0.0000% | $8500000.00        | $8554261.16        | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                              | 2026-02-10      | 0.7500%  | 0.0000% | $24126000.00       | $15561.27          | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                              | 2026-02-10      | 2.0770%  | 0.0000% | $12748000.00       | $21127.88          | Private Label Collateralized Mortgage Obligations |
| CSAIL_18-CX12                                            | 2051-08-15      | 0.7034%  | 0.0000% | $32904000.00       | $345807.78         | Private Label Collateralized Mortgage Obligations |
| COMM_14-CR15                                             | 2047-02-10      | 0.1952%  | 0.0000% | $27210000.00       | $534298.71         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_12-CR4                          | 2045-10-15      | 1.2885%  | 0.0000% | $420124.00         | $1216.07           | Private Label Collateralized Mortgage Obligations |
| COMM_14_CCRE20                                           | 2047-11-10      | 1.6008%  | 0.0000% | $16586000.00       | $607617.48         | Private Label Collateralized Mortgage Obligations |
| COMM_15-CCRE27                                           | 2048-10-30      | 1.0000%  | 0.0000% | $24256000.00       | $20843.99          | Private Label Collateralized Mortgage Obligations |
| COMM_24-277P                                             | 2042-08-10      | 0.8943%  | 0.0000% | $8850000.00        | $224346.17         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                            | 2059-10-25      | 0.5000%  | 0.0000% | $48000000.00       | $618109.83         | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UB                         | 2050-08-17      | 1.1972%  | 0.0000% | $11525000.00       | $97722.50          | Private Label Collateralized Mortgage Obligations |
| UBSCM_17-C4                                              | 2050-10-17      | 1.2334%  | 0.0000% | $2174000.00        | $27082.60          | Private Label Collateralized Mortgage Obligations |
| UBSCM_17-C5                                              | 2050-11-15      | 1.2414%  | 0.0000% | $2700000.00        | $24678.80          | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_19-C17               | 2052-10-15      | 1.5775%  | 0.0000% | $63660000.00       | $2742857.61        | Private Label Collateralized Mortgage Obligations |
| CGCMT_22-GC48                                            | 2054-05-15      | 0.3041%  | 0.0000% | $85373000.00       | $1467803.43        | Private Label Collateralized Mortgage Obligations |
| CGCMT_16-P3                                              | 2049-04-15      | 2.3175%  | 0.0000% | $33553954.00       | $373534.76         | Private Label Collateralized Mortgage Obligations |
| CGCMT_15-GC35                                            | 2048-11-10      | 1.4119%  | 0.0000% | $20357705.00       | $100175.60         | Private Label Collateralized Mortgage Obligations |
| CCMT_16-GC36                                             | 2049-02-10      | 1.9630%  | 0.0000% | $52265939.00       | $85954.37          | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PARTNERS CLO LTD BSP_18-14A               | 2052-08-15      | 1.6601%  | 0.0000% | $2827000.00        | $109765.03         | Private Label Collateralized Mortgage Obligations |
| BMARK_19-B13                                             | 2057-08-15      | 1.0972%  | 0.0000% | $1750000.00        | $56394.29          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_21-B23                    | 2054-02-15      | 1.2550%  | 0.0000% | $29884000.00       | $1399721.88        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                     | 2052-01-15      | 0.7759%  | 0.0000% | $3000000.00        | $39984.92          | Private Label Collateralized Mortgage Obligations |
| BMARK_20-B19                                             | 2053-09-15      | 1.6598%  | 0.0000% | $5026000.00        | $212712.95         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B18                    | 2053-07-15      | 1.7301%  | 0.0000% | $300000.00         | $12771.30          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22                    | 2054-01-15      | 1.4986%  | 0.0000% | $573000.00         | $35434.41          | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B24                                             | 2054-03-15      | 1.1310%  | 0.0000% | $1697000.00        | $67419.90          | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B26                                             | 2054-06-15      | 0.8441%  | 0.0000% | $7077241.00        | $230626.96         | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B30                                             | 2054-11-15      | 0.7958%  | 0.0000% | $2122000.00        | $80771.80          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                    | 2055-01-15      | 0.4560%  | 0.0000% | $168390000.00      | $2352735.36        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V10                    | 2057-09-15      | 1.3054%  | 0.0000% | $17915500.00       | $803736.17         | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V5                                              | 2057-01-10      | 1.0654%  | 0.0000% | $28250000.00       | $886053.31         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V8                     | 2057-07-15      | 0.7887%  | 0.0000% | $53028000.00       | $1362520.02        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_23-B39                    | 2056-07-15      | 0.5730%  | 0.0000% | $11773664.00       | $421289.86         | Private Label Collateralized Mortgage Obligations |
| RIDET_25-SHRE                                            | 2047-02-14      | 0.0000%  | 0.0000% | $119280000.00      | $119.28            | Private Label Collateralized Mortgage Obligations |
| BMO_24-5C3                                               | 2057-02-16      | 1.1200%  | 0.0000% | $21106000.00       | $690891.01         | Private Label Collateralized Mortgage Obligations |
| BMO_24-5C4                                               | 2057-05-17      | 0.5779%  | 0.0000% | $19538000.00       | $393999.57         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-5C7                            | 2057-11-11      | 0.9308%  | 0.0000% | $11950000.00       | $405116.50         | Private Label Collateralized Mortgage Obligations |
| AOTA_15-1211                                             | 2035-08-10      | 0.2416%  | 0.0000% | $24750809.00       | $5230.66           | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V6                                              | 2057-03-15      | 1.3351%  | 0.0000% | $17800000.00       | $726777.93         | Private Label Collateralized Mortgage Obligations |
| HOF_25-RTL2                                              | 2040-08-25      | 5.6580%  | 0.0000% | $2500000.00        | $2506482.50        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2050-09-15      | 1.2144%  | 0.0000% | $13695000.00       | $178656.74         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ACCREDIT LOANS INC RALI_07-QS11              | 2052-08-15      | 1.7098%  | 0.0000% | $12790000.00       | $496217.92         | Private Label Collateralized Mortgage Obligations |
| WFC_21-C59                                               | 2054-04-15      | 1.4868%  | 0.0000% | $17040000.00       | $971813.22         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C61        | 2054-11-15      | 1.3356%  | 0.0000% | $4642986.00        | $230488.74         | Private Label Collateralized Mortgage Obligations |
| WFRBS_14-C23                                             | 2057-10-15      | 0.0688%  | 0.0000% | $7255000.00        | $29.47             | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C4        | 2058-05-15      | 1.1216%  | 0.0000% | $82677084.00       | $3765126.97        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2059-12-15      | 0.9371%  | 0.0000% | $28673288.00       | $124197.84         | Private Label Collateralized Mortgage Obligations |
| `WFCM_16-C36                                             | 2059-11-15      | 0.0000%  | 0.0000% | $10080779.00       | $96464.07          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2049-11-15      | 2.0000%  | 0.0000% | $6676000.00        | $107508.08         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                         | 2048-11-10      | 1.2312%  | 0.0000% | $14498252.00       | $14365.52          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2049-08-15      | 1.6879%  | 0.0000% | $1706000.00        | $10422.11          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2049-10-06      | 0.0000%  | 0.0000% | $6794000.00        | $371286.44         | Private Label Collateralized Mortgage Obligations |

### Security 291: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDDBK1P0
- **C.18 - Value (incl. sponsor support):** $475500000.00
- **C.18.a - Value (excl. sponsor support):** $475500000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| COCA-COLA CO                               | 2051-03-15      | 2.5000%  | 0.0000% | $13000.00          | $8094.25           | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                | 2051-03-15      | 3.1250%  | 0.0000% | $2000.00           | $1377.19           | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                | 2051-03-15      | 3.1250%  | 0.0000% | $2000.00           | $1377.19           | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                | 2055-06-01      | 5.9500%  | 0.0000% | $634000.00         | $698049.85         | Corporate Debt Securities |
| COSTCO WHSLE CORP                          | 2027-06-20      | 1.3750%  | 0.0000% | $2000.00           | $1935.77           | Corporate Debt Securities |
| COSTCO WHSLE CORP                          | 2027-06-20      | 1.3750%  | 0.0000% | $2000.00           | $1935.77           | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                    | 2033-03-03      | 4.8750%  | 0.0000% | $31000.00          | $32267.10          | Corporate Debt Securities |
| BAT CAPITAL CORP                           | 2043-08-02      | 7.0790%  | 0.0000% | $300000.00         | $345558.26         | Corporate Debt Securities |
| BMW US CAPITAL LLC                         | 2033-08-11      | 5.1500%  | 0.0000% | $2500000.00        | $2600036.11        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY         | 2032-02-01      | 2.7500%  | 0.0000% | $100000.00         | $89193.50          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA GAS COMPANY            | 2034-09-01      | 5.0500%  | 0.0000% | $112000.00         | $115376.43         | Corporate Debt Securities |
| LELAND STANFORD JUNIOR UNIVERSITY          | 2050-06-01      | 2.4130%  | 0.0000% | $1000.00           | $629.50            | Corporate Debt Securities |
| STATE STREET CORP                          | 2026-05-19      | 2.6500%  | 0.0000% | $1592000.00        | $1598869.48        | Corporate Debt Securities |
| STATE STREET CORP                          | 2033-08-04      | 4.1640%  | 0.0000% | $20000.00          | $19798.26          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2026-10-01      | 2.9500%  | 0.0000% | $121827000.00      | $121022738.75      | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2029-07-23      | 4.2030%  | 0.0000% | $205000.00         | $207812.91         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2041-04-22      | 3.1090%  | 0.0000% | $75000.00          | $59471.79          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2041-11-19      | 2.5250%  | 0.0000% | $1848000.00        | $1365953.82        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2032-04-22      | 2.5800%  | 0.0000% | $1027000.00        | $937183.72         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2027-09-22      | 1.4700%  | 0.0000% | $6335000.00        | $6194822.29        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2032-11-08      | 2.5450%  | 0.0000% | $150000.00         | $136843.52         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2033-01-25      | 2.9630%  | 0.0000% | $286000.00         | $264507.48         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2035-04-22      | 5.7660%  | 0.0000% | $2000.00           | $2141.20           | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2030-07-22      | 4.9950%  | 0.0000% | $38000.00          | $39517.20          | Corporate Debt Securities |
| MORGAN STANLEY BANK NA                     | 2026-04-21      | 4.7540%  | 0.0000% | $560000.00         | $562005.11         | Corporate Debt Securities |
| MORGAN STANLEY BANK NA                     | 2026-10-30      | 5.8820%  | 0.0000% | $61084000.00       | $62158467.56       | Corporate Debt Securities |
| MORGAN STANLEY                             | 2034-04-21      | 5.2500%  | 0.0000% | $289000.00         | $299062.50         | Corporate Debt Securities |
| MORGAN STANLEY                             | 2031-10-22      | 4.3560%  | 0.0000% | $1000.00           | $998.23            | Corporate Debt Securities |
| MORGAN STANLEY                             | 2036-10-22      | 4.8920%  | 0.0000% | $1916000.00        | $1913208.39        | Corporate Debt Securities |
| APPLE INC                                  | 2027-06-20      | 3.0000%  | 0.0000% | $3000.00           | $2997.14           | Corporate Debt Securities |
| APPLE INC                                  | 2062-08-08      | 4.1000%  | 0.0000% | $115000.00         | $94732.72          | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO                  | 2042-03-26      | 4.5350%  | 0.0000% | $3000.00           | $2761.83           | Corporate Debt Securities |
| META PLATFORMS INC                         | 2027-08-15      | 3.5000%  | 0.0000% | $4000.00           | $4009.76           | Corporate Debt Securities |
| HERSHEY COMPANY THE                        | 2049-11-15      | 3.1250%  | 0.0000% | $38000.00          | $27199.25          | Corporate Debt Securities |
| HERSHEY COMPANY THE                        | 2033-05-04      | 4.5000%  | 0.0000% | $80000.00          | $82329.20          | Corporate Debt Securities |
| HP INC                                     | 2031-06-17      | 2.6500%  | 0.0000% | $534000.00         | $487148.92         | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                | 2035-03-01      | 3.6000%  | 0.0000% | $198000.00         | $184751.82         | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                | 2032-06-15      | 3.9000%  | 0.0000% | $4000.00           | $3977.69           | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                | 2033-01-15      | 5.2500%  | 0.0000% | $56000.00          | $59808.47          | Corporate Debt Securities |
| ELI LILLY AND COMPANY                      | 2034-02-09      | 4.7000%  | 0.0000% | $164000.00         | $168279.67         | Corporate Debt Securities |
| ELI LILLY AND COMPANY                      | 2054-02-09      | 5.0000%  | 0.0000% | $291000.00         | $281766.25         | Corporate Debt Securities |
| ELI LILLY AND COMPANY                      | 2055-02-12      | 5.5000%  | 0.0000% | $46000.00          | $47781.09          | Corporate Debt Securities |
| ELI LILLY AND COMPANY                      | 2031-03-15      | 4.2500%  | 0.0000% | $2000000.00        | $2021843.89        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                      | 2035-10-15      | 4.9000%  | 0.0000% | $2667000.00        | $2741899.73        | Corporate Debt Securities |
| LOUISVILLE GAS & ELEC CO                   | 2049-04-01      | 4.2500%  | 0.0000% | $328000.00         | $274152.79         | Corporate Debt Securities |
| EMERSON ELECTRIC CO                        | 2031-12-21      | 2.2000%  | 0.0000% | $909000.00         | $815367.95         | Corporate Debt Securities |
| PRINCIPAL LIFE GLOBAL FUNDING II           | 2028-08-18      | 4.2500%  | 0.0000% | $250000.00         | $252994.51         | Corporate Debt Securities |
| MARS INC                                   | 2055-05-01      | 5.7000%  | 0.0000% | $900000.00         | $957652.50         | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                  | 2040-04-01      | 5.2000%  | 0.0000% | $50000.00          | $51030.17          | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                  | 2034-05-22      | 5.1500%  | 0.0000% | $4000.00           | $4254.78           | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                  | 2035-05-14      | 5.2500%  | 0.0000% | $402000.00         | $428183.94         | Corporate Debt Securities |
| BMW US CAPITAL LLC                         | 2034-04-02      | 5.1500%  | 0.0000% | $3427000.00        | $3514452.28        | Corporate Debt Securities |
| BMW US CAPITAL LLC                         | 2035-03-21      | 5.4000%  | 0.0000% | $60000.00          | $62665.20          | Corporate Debt Securities |
| MPLX LP                                    | 2035-09-15      | 5.4000%  | 0.0000% | $1373000.00        | $1398153.36        | Corporate Debt Securities |
| MARS INC                                   | 2055-05-01      | 5.7000%  | 0.0000% | $728000.00         | $774634.47         | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                   | 2036-12-14      | 5.7000%  | 0.0000% | $562000.00         | $610304.84         | Corporate Debt Securities |
| SHELL FINANCE US INC                       | 2035-05-11      | 4.1250%  | 0.0000% | $45000.00          | $44304.71          | Corporate Debt Securities |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.     | 2026-03-11      | 1.2000%  | 0.0000% | $302000.00         | $299361.53         | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                       | 2032-08-05      | 3.8500%  | 0.0000% | $385000.00         | $375070.96         | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                       | 2034-09-18      | 4.3750%  | 0.0000% | $19000.00          | $18738.64          | Corporate Debt Securities |
| PROLOGIS LP                                | 2033-01-15      | 4.6250%  | 0.0000% | $54000.00          | $55256.48          | Corporate Debt Securities |
| POTOMAC ELECTRIC POWER COMPANY             | 2034-03-15      | 5.2000%  | 0.0000% | $3000.00           | $3120.73           | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                       | 2031-09-11      | 4.4930%  | 0.0000% | $1349000.00        | $1349337.62        | Corporate Debt Securities |
| CUMMINS INC                                | 2034-02-20      | 5.1500%  | 0.0000% | $781000.00         | $818766.77         | Corporate Debt Securities |
| UBS GROUP AG                               | 2032-05-14      | 3.0910%  | 0.0000% | $1976000.00        | $1860054.14        | Corporate Debt Securities |
| UBS GROUP AG                               | 2033-11-15      | 9.0160%  | 0.0000% | $2625000.00        | $3425187.50        | Corporate Debt Securities |
| UBS GROUP AG                               | 2029-12-23      | 4.2700%  | 0.0000% | $1000.00           | $1004.21           | Corporate Debt Securities |
| UBS GROUP AG                               | 2029-12-23      | 4.2700%  | 0.0000% | $3000.00           | $3012.64           | Corporate Debt Securities |
| UBS GROUP AG                               | 2031-09-23      | 4.2700%  | 0.0000% | $3000.00           | $3012.80           | Corporate Debt Securities |
| UBS GROUP AG                               | 2037-03-23      | 5.0100%  | 0.0000% | $2232000.00        | $2237176.38        | Corporate Debt Securities |
| CREDIT SUISSE (USA) LLC                    | 2032-07-15      | 7.1250%  | 0.0000% | $1000.00           | $1167.81           | Corporate Debt Securities |
| ORACLE CORPORATION                         | 2034-09-27      | 4.7000%  | 0.0000% | $2070000.00        | $2003323.00        | Corporate Debt Securities |
| ORACLE CORPORATION                         | 2064-09-27      | 5.5000%  | 0.0000% | $728000.00         | $645615.48         | Corporate Debt Securities |
| ORACLE CORPORATION                         | 2030-09-26      | 4.4500%  | 0.0000% | $3424000.00        | $3415838.52        | Corporate Debt Securities |
| ORACLE CORPORATION                         | 2032-09-26      | 4.8000%  | 0.0000% | $998000.00         | $993815.05         | Corporate Debt Securities |
| PPL ELECTRIC UTILITIES CORPORATION         | 2034-02-15      | 4.8500%  | 0.0000% | $2000.00           | $2052.32           | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                       | 2047-08-15      | 3.7500%  | 0.0000% | $221000.00         | $175433.48         | Corporate Debt Securities |
| LOWES COMPANIES INC                        | 2026-04-15      | 2.5000%  | 0.0000% | $76000.00          | $75652.76          | Corporate Debt Securities |
| BANK OF AMERICA CORP                       | 2028-02-04      | 2.5510%  | 0.0000% | $304000.00         | $299937.01         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE           | 2027-04-26      | 4.9470%  | 0.0000% | $1000.00           | $1004.98           | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                        | 2028-09-08      | 4.4040%  | 0.0000% | $8000.00           | $8095.29           | Corporate Debt Securities |
| QUALCOMM INC                               | 2027-05-20      | 3.2500%  | 0.0000% | $125000.00         | $125764.34         | Corporate Debt Securities |
| QUEST DIAGNOSTICS INC                      | 2034-12-15      | 5.0000%  | 0.0000% | $1006000.00        | $1039247.18        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC    | 2027-04-01      | 4.2400%  | 0.0000% | $297000.00         | $299553.90         | Corporate Debt Securities |
| CALIFORNIA INSTITUTE OF TECHNOLOGY         | 2111-11-01      | 4.7000%  | 0.0000% | $1000.00           | $871.19            | Corporate Debt Securities |
| ALPHABET INC                               | 2040-08-15      | 1.9000%  | 0.0000% | $151000.00         | $104250.57         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC        | 2035-03-15      | 5.4500%  | 0.0000% | $301000.00         | $314675.60         | Corporate Debt Securities |
| NISOURCE INC.                              | 2055-04-01      | 5.8500%  | 0.0000% | $90000.00          | $92483.55          | Corporate Debt Securities |
| GENERAL MOTORS CO                          | 2043-10-02      | 6.2500%  | 0.0000% | $67000.00          | $69283.68          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC       | 2031-06-18      | 5.6000%  | 0.0000% | $14000.00          | $14861.96          | Corporate Debt Securities |
| GEORGIA-PACIFIC LLC                        | 2032-06-30      | 4.9500%  | 0.0000% | $96000.00          | $100530.00         | Corporate Debt Securities |
| ALABAMA POWER COMPANY                      | 2039-03-01      | 6.0000%  | 0.0000% | $4494000.00        | $4918098.78        | Corporate Debt Securities |
| ALABAMA POWER COMPANY                      | 2045-03-01      | 3.7500%  | 0.0000% | $19000.00          | $15383.92          | Corporate Debt Securities |
| MASTERCARD INC                             | 2029-06-01      | 2.9500%  | 0.0000% | $30000.00          | $29394.95          | Corporate Debt Securities |
| MA INSTITUTE OF TECH                       | 2116-07-01      | 3.8850%  | 0.0000% | $1000.00           | $741.77            | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                   | 2030-01-09      | 4.9500%  | 0.0000% | $276000.00         | $288806.40         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                 | 2046-08-15      | 4.1250%  | 0.0000% | $64000.00          | $53130.13          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                 | 2035-04-02      | 5.2500%  | 0.0000% | $61038000.00       | $62222696.72       | Corporate Debt Securities |
| TOTALENERGIES CAPITAL INTERNATIONAL SA     | 2060-06-29      | 3.3860%  | 0.0000% | $32000.00          | $21869.78          | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BANK NA             | 2031-07-18      | 4.7340%  | 0.0000% | $1800000.00        | $1852776.00        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                   | 2033-10-01      | 5.9500%  | 0.0000% | $222000.00         | $244741.31         | Corporate Debt Securities |
| GATX CORP                                  | 2030-06-30      | 4.0000%  | 0.0000% | $30000.00          | $29898.10          | Corporate Debt Securities |
| DUKE ENERGY CORP                           | 2031-06-15      | 2.5500%  | 0.0000% | $45000.00          | $41251.20          | Corporate Debt Securities |
| DUKE ENERGY OHIO INC                       | 2033-04-01      | 5.2500%  | 0.0000% | $29000.00          | $30290.94          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                   | 2031-08-15      | 2.0000%  | 0.0000% | $1322000.00        | $1173753.86        | Corporate Debt Securities |
| DOW CHEMICAL CO                            | 2028-11-30      | 4.8000%  | 0.0000% | $35000.00          | $36054.20          | Corporate Debt Securities |
| DOW CHEMICAL CO                            | 2036-03-15      | 5.6500%  | 0.0000% | $464000.00         | $470360.54         | Corporate Debt Securities |
| ERP OPERATING LP                           | 2030-02-15      | 2.5000%  | 0.0000% | $249000.00         | $233865.23         | Corporate Debt Securities |
| CHEVRON USA INC.                           | 2028-08-13      | 4.8624%  | 0.0000% | $509000.00         | $516352.92         | Corporate Debt Securities |
| ONEOK INC                                  | 2031-01-15      | 6.3500%  | 0.0000% | $377000.00         | $410947.80         | Corporate Debt Securities |
| AMAZON.COM INC                             | 2044-12-05      | 4.9500%  | 0.0000% | $3000.00           | $3029.35           | Corporate Debt Securities |
| AMAZON.COM INC                             | 2050-06-03      | 2.5000%  | 0.0000% | $2785000.00        | $1751758.81        | Corporate Debt Securities |
| AMAZON.COM INC                             | 2041-05-12      | 2.8750%  | 0.0000% | $1000000.00        | $784446.53         | Corporate Debt Securities |
| AMAZON.COM INC                             | 2051-05-12      | 3.1000%  | 0.0000% | $55000.00          | $39174.45          | Corporate Debt Securities |
| AMAZON.COM INC                             | 2027-04-13      | 3.3000%  | 0.0000% | $301000.00         | $299317.41         | Corporate Debt Securities |
| WESTROCK MWV LLC                           | 2030-01-15      | 8.2000%  | 0.0000% | $55000.00          | $64142.89          | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                     | 2026-03-02      | 5.4000%  | 0.0000% | $82000.00          | $83028.28          | Corporate Debt Securities |
| Newcastle Coal                             | 2027-09-29      | 4.4000%  | 0.0000% | $244000.00         | $235836.33         | Corporate Debt Securities |
| WYNNTON FUNDING TRUST II                   | 2055-08-15      | 5.9910%  | 0.0000% | $1000.00           | $1041.24           | Corporate Debt Securities |
| CK HUTCHISON INTERNATIONAL 20 LTD          | 2030-05-08      | 2.5000%  | 0.0000% | $318000.00         | $299185.35         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP             | 2032-07-20      | 2.3090%  | 0.0000% | $236000.00         | $211284.64         | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY                 | 2054-09-15      | 5.8500%  | 0.0000% | $350000.00         | $373906.75         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO               | 2036-04-01      | 6.1250%  | 0.0000% | $1593000.00        | $1739005.09        | Corporate Debt Securities |
| DEERE & CO                                 | 2042-06-09      | 3.9000%  | 0.0000% | $2000.00           | $1778.55           | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC           | 2041-06-01      | 5.4000%  | 0.0000% | $317000.00         | $333252.59         | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC           | 2041-09-15      | 4.9500%  | 0.0000% | $1434000.00        | $1408295.55        | Corporate Debt Securities |
| CNA FINANCIAL CORP                         | 2035-08-15      | 5.2000%  | 0.0000% | $54000.00          | $54821.40          | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS              | 2029-12-01      | 2.9500%  | 0.0000% | $88000.00          | $84737.11          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2055-10-15      | 6.1000%  | 0.0000% | $1148000.00        | $1159851.82        | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD      | 2026-05-19      | 4.4500%  | 0.0000% | $340000.00         | $347283.27         | Corporate Debt Securities |
| PFIZER INC                                 | 2036-12-15      | 4.0000%  | 0.0000% | $632000.00         | $602182.94         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC            | 2032-11-17      | 5.7500%  | 0.0000% | $49000.00          | $53551.34          | Corporate Debt Securities |
| PEPSICO INC                                | 2029-07-29      | 2.6250%  | 0.0000% | $282000.00         | $270471.37         | Corporate Debt Securities |
| PEPSICO INC                                | 2031-02-25      | 1.4000%  | 0.0000% | $2000.00           | $1751.55           | Corporate Debt Securities |
| PEPSICO INC                                | 2041-10-21      | 2.6250%  | 0.0000% | $2000.00           | $1473.28           | Corporate Debt Securities |
| PEPSICO INC                                | 2032-07-18      | 3.9000%  | 0.0000% | $5000.00           | $4972.99           | Corporate Debt Securities |
| PEPSICO INC                                | 2025-11-10      | 5.2500%  | 0.0000% | $292000.00         | $299319.71         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                | 2026-10-19      | 3.0100%  | 0.0000% | $60233000.00       | $59743891.31       | Corporate Debt Securities |
| SUZANO NETHERLANDS BV                      | 2036-01-15      | 5.5000%  | 0.0000% | $1000.00           | $1008.14           | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                  | 2035-03-18      | 6.4500%  | 0.0000% | $3982000.00        | $4182072.27        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                     | 2036-03-15      | 5.8000%  | 0.0000% | $122000.00         | $131808.94         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                     | 2035-07-15      | 4.6250%  | 0.0000% | $48000.00          | $48260.55          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                     | 2030-05-15      | 2.0000%  | 0.0000% | $56000.00          | $51493.24          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                     | 2041-05-15      | 3.0500%  | 0.0000% | $642000.00         | $501327.46         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                     | 2028-02-15      | 5.2500%  | 0.0000% | $72000.00          | $74724.72          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                     | 2033-04-15      | 4.5000%  | 0.0000% | $3000.00           | $2985.63           | Corporate Debt Securities |
| RAYMOND JAMES FINANCIAL INC.               | 2035-09-11      | 4.9000%  | 0.0000% | $300000.00         | $299716.67         | Corporate Debt Securities |
| CISCO SYSTEMS INC                          | 2035-02-24      | 5.1000%  | 0.0000% | $86000.00          | $89621.60          | Corporate Debt Securities |
| CITIGROUP INC                              | 2028-02-24      | 3.0700%  | 0.0000% | $1625000.00        | $1611030.87        | Corporate Debt Securities |
| CITIGROUP INC                              | 2031-09-11      | 4.5030%  | 0.0000% | $16996000.00       | $17126260.18       | Corporate Debt Securities |
| CITIBANK NA                                | 2026-04-30      | 5.4380%  | 0.0000% | $250000.00         | $251445.00         | Corporate Debt Securities |
| CITIBANK NA                                | 2027-11-19      | 4.0400%  | 0.0000% | $1034000.00        | $1046448.96        | Corporate Debt Securities |
| CITIBANK NA                                | 2027-05-29      | 4.5760%  | 0.0000% | $1324000.00        | $1361112.90        | Corporate Debt Securities |
| EQUINIX INC                                | 2026-05-15      | 1.4500%  | 0.0000% | $52000.00          | $51543.76          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2034-10-24      | 6.5610%  | 0.0000% | $10000.00          | $11207.56          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2035-04-25      | 5.8510%  | 0.0000% | $150000.00         | $160229.28         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2035-07-23      | 5.3300%  | 0.0000% | $4000.00           | $4192.76           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2045-11-19      | 5.5610%  | 0.0000% | $2000.00           | $2083.09           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2031-01-28      | 5.2070%  | 0.0000% | $45000.00          | $47091.21          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2031-04-23      | 5.2180%  | 0.0000% | $48000.00          | $49586.86          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2029-10-21      | 4.1530%  | 0.0000% | $1000.00           | $998.04            | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2031-10-21      | 4.3690%  | 0.0000% | $3620000.00        | $3611361.27        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2036-10-21      | 4.9390%  | 0.0000% | $398000.00         | $397324.17         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2029-10-21      | 4.2700%  | 0.0000% | $4009000.00        | $4014209.26        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2031-10-21      | 4.2700%  | 0.0000% | $1000.00           | $1000.07           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2045-10-21      | 4.7500%  | 0.0000% | $67000.00          | $61842.97          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2029-05-01      | 4.2230%  | 0.0000% | $57000.00          | $58216.66          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2032-01-27      | 1.9920%  | 0.0000% | $90000.00          | $80056.02          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2042-04-22      | 3.2100%  | 0.0000% | $1000.00           | $780.38            | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2042-04-22      | 3.2100%  | 0.0000% | $40000.00          | $31215.30          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2027-09-10      | 1.5420%  | 0.0000% | $4000.00           | $3917.58           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2032-07-21      | 2.3830%  | 0.0000% | $24000.00          | $21575.03          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2042-07-21      | 2.9080%  | 0.0000% | $2042000.00        | $1536008.28        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2032-10-21      | 2.6500%  | 0.0000% | $1000.00           | $900.26            | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2032-10-21      | 2.6500%  | 0.0000% | $696000.00         | $626578.25         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2032-10-21      | 2.6500%  | 0.0000% | $1947000.00        | $1752798.65        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2033-02-24      | 3.1020%  | 0.0000% | $60000.00          | $55507.39          | Corporate Debt Securities |
| T-MOBILE USA INC                           | 2035-01-15      | 4.7000%  | 0.0000% | $1592000.00        | $1591234.07        | Corporate Debt Securities |
| TRUSTEES OF DARTMOUTH COLLEGE              | 2046-06-01      | 3.4740%  | 0.0000% | $1000.00           | $796.02            | Corporate Debt Securities |
| UBS GROUP AG                               | 2045-05-15      | 4.8750%  | 0.0000% | $527000.00         | $509621.52         | Corporate Debt Securities |
| UBS AG (LONDON BRANCH)                     | 2026-06-01      | 1.2500%  | 0.0000% | $400000.00         | $395285.44         | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC               | 2035-06-15      | 5.3750%  | 0.0000% | $52000.00          | $55309.49          | Corporate Debt Securities |
| AT&T INC                                   | 2054-11-01      | 5.7000%  | 0.0000% | $40000.00          | $39771.13          | Corporate Debt Securities |
| WALMART INC                                | 2030-02-15      | 7.5500%  | 0.0000% | $1000.00           | $1157.48           | Corporate Debt Securities |
| WALMART INC                                | 2040-04-01      | 5.6250%  | 0.0000% | $2000.00           | $2173.76           | Corporate Debt Securities |
| WALMART INC                                | 2041-09-22      | 2.5000%  | 0.0000% | $228000.00         | $166886.50         | Corporate Debt Securities |
| ABBOTT LABORATORIES                        | 2040-05-27      | 5.3000%  | 0.0000% | $2000.00           | $2131.24           | Corporate Debt Securities |
| WELLS FARGO & COMPANY                      | 2033-03-02      | 3.3500%  | 0.0000% | $400000.00         | $375492.11         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                      | 2028-03-24      | 3.5260%  | 0.0000% | $4000.00           | $3981.06           | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC                 | 2026-09-24      | 4.2120%  | 0.0000% | $298000.00         | $299993.32         | Corporate Debt Securities |
| AKER BP ASA                                | 2035-10-30      | 5.2500%  | 0.0000% | $19998000.00       | $19714228.38       | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                | 2030-02-01      | 4.7000%  | 0.0000% | $930000.00         | $960271.50         | Corporate Debt Securities |
| HOME DEPOT INC                             | 2035-09-15      | 4.6500%  | 0.0000% | $1363000.00        | $1363370.28        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY         | 2030-06-01      | 2.2500%  | 0.0000% | $100000.00         | $91131.50          | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                | 2033-03-09      | 5.0000%  | 0.0000% | $1443000.00        | $1498733.47        | Corporate Debt Securities |
| TRUIST BANK                                | 2026-10-30      | 3.8000%  | 0.0000% | $5117000.00        | $5100165.07        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2026-11-16      | 3.5000%  | 0.0000% | $22000.00          | $22249.30          | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                     | 2027-03-18      | 4.2700%  | 0.0000% | $1403000.00        | $1413795.78        | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                     | 2027-03-18      | 5.2830%  | 0.0000% | $2000.00           | $2020.04           | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                     | 2027-03-18      | 5.2830%  | 0.0000% | $2000.00           | $2020.04           | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                     | 2027-03-18      | 5.2830%  | 0.0000% | $4000.00           | $4040.08           | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                     | 2027-03-18      | 5.2830%  | 0.0000% | $777000.00         | $784785.73         | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                     | 2027-05-21      | 5.4140%  | 0.0000% | $2000.00           | $2060.88           | Corporate Debt Securities |
| VISA INC                                   | 2031-02-15      | 1.1000%  | 0.0000% | $5000.00           | $4344.41           | Corporate Debt Securities |
| ROYAL BANK OF CANADA                       | 2085-11-24      | 6.5000%  | 0.0000% | $400000.00         | $401428.22         | Corporate Debt Securities |
| RGA GLOBAL FUNDING                         | 2032-08-25      | 5.0000%  | 0.0000% | $98000.00          | $99663.71          | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINANCE CO LLC         | 2052-01-30      | 3.2000%  | 0.0000% | $1073000.00        | $752870.45         | Corporate Debt Securities |
| BLUE OWL FINANCE LLC                       | 2034-04-18      | 6.2500%  | 0.0000% | $17000.00          | $17737.92          | Corporate Debt Securities |
| BERK HATH FIN                              | 2051-01-15      | 2.5000%  | 0.0000% | $310000.00         | $194082.04         | Corporate Debt Securities |
| TELEDYNE TECHNOLOGIES INC                  | 2031-04-01      | 2.7500%  | 0.0000% | $9000.00           | $8310.17           | Corporate Debt Securities |
| COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) | 2026-10-05      | 5.5000%  | 0.0000% | $44097000.00       | $44880138.22       | Corporate Debt Securities |

### Security 292: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDDGW3E2
- **C.18 - Value (incl. sponsor support):** $398000000.00
- **C.18.a - Value (excl. sponsor support):** $398000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BATLN_16-RR                                                      | 2038-01-20      | 7.2844%  | 0.0000% | $450000.00         | $450196.11         | Asset-Backed Securities                           |
| ROCKP_21-1A                                                      | 2038-07-20      | 0.0000%  | 0.0000% | $10550000.00       | $10562261.10       | Asset-Backed Securities                           |
| HORIZON AIRCRAFT FINANCE I LTD HORZN_19-2                        | 2039-11-15      | 3.4250%  | 0.0000% | $250000.00         | $128848.24         | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST AFRMT_25-3                                   | 2034-10-16      | 5.1490%  | 0.0000% | $1850000.00        | $1845583.64        | Asset-Backed Securities                           |
| TRNTS_17-R                                                       | 2034-10-20      | 7.4104%  | 0.0000% | $6000000.00        | $6002339.81        | Asset-Backed Securities                           |
| TRAP_07-13A                                                      | 2042-11-09      | 5.5376%  | 0.0000% | $1687000.00        | $1260964.38        | Asset-Backed Securities                           |
| TRAP_05-9                                                        | 2040-01-27      | 4.5696%  | 0.0000% | $3240000.00        | $2869045.05        | Asset-Backed Securities                           |
| ELMWOOD CLO VIII LTD ELMW8_21_1AR                                | 2037-04-20      | 5.4344%  | 0.0000% | $8000000.00        | $8028884.19        | Asset-Backed Securities                           |
| ELMW5_23-R                                                       | 2036-04-16      | 5.2436%  | 0.0000% | $12990100.00       | $13046929.69       | Asset-Backed Securities                           |
| SUBLLC_24-3                                                      | 2054-07-30      | 5.9140%  | 0.0000% | $110000.00         | $108351.49         | Asset-Backed Securities                           |
| BUSINESS JET SECURITIES LLC BJETS_24-2                           | 2039-09-15      | 5.7540%  | 0.0000% | $500000.00         | $413200.54         | Asset-Backed Securities                           |
| CIFC_17-3R                                                       | 2037-04-20      | 7.5844%  | 0.0000% | $420000.00         | $423043.94         | Asset-Backed Securities                           |
| OHA CREDIT FUNDING 2 LTD OAKC_19-2AR2                            | 2038-01-21      | 6.5700%  | 0.0000% | $500000.00         | $500022.49         | Asset-Backed Securities                           |
| DRYDEN SENIOR LOAN FUND DRSLF_16-43AR3                           | 2034-04-20      | 5.3844%  | 0.0000% | $5000000.00        | $4999376.23        | Asset-Backed Securities                           |
| DRSLF_10-9R                                                      | 2038-04-15      | 7.0175%  | 0.0000% | $500000.00         | $501597.68         | Asset-Backed Securities                           |
| MOSAIC SOLAR LOANS LLC MSAIC_23-2A                               | 2053-09-22      | 6.8800%  | 0.0000% | $30000000.00       | $19559681.95       | Asset-Backed Securities                           |
| THUNDERBOLT AIRCRAFT LEASE LTD TBOLT_18-A                        | 2038-09-15      | 4.1470%  | 0.0000% | $11300000.00       | $2629707.75        | Asset-Backed Securities                           |
| VIBR_9R                                                          | 2037-04-20      | 8.3255%  | 0.0000% | $5000000.00        | $4952515.67        | Asset-Backed Securities                           |
| NPSPL_19-2A                                                      | 2049-11-19      | 5.0780%  | 0.0000% | $4500000.00        | $3843606.00        | Asset-Backed Securities                           |
| MAST_04-OPT2                                                     | 2034-09-25      | 4.8055%  | 0.0000% | $6000000.00        | $105938.10         | Asset-Backed Securities                           |
| MABS_07-NCW                                                      | 2037-05-25      | 4.7055%  | 0.0000% | $10000000.00       | $2853489.02        | Asset-Backed Securities                           |
| MENLO_3                                                          | 2038-10-16      | 0.0000%  | 0.0000% | $3940000.00        | $3947935.21        | Asset-Backed Securities                           |
| NEW CENTURY HOME EQUITY LOAN TRUST NCHET_03-B                    | 2033-10-25      | 5.0805%  | 0.0000% | $700000.00         | $77578.22          | Asset-Backed Securities                           |
| NEUB_46-R                                                        | 2037-01-20      | 5.6344%  | 0.0000% | $9350000.00        | $9381805.28        | Asset-Backed Securities                           |
| NWML_8                                                           | 2038-07-20      | 0.0000%  | 0.0000% | $1000000.00        | $1012090.93        | Asset-Backed Securities                           |
| SAPPHIRE AVIATION FINANCE II LIMITED SAPA_20-1                   | 2040-03-15      | 4.3350%  | 0.0000% | $13600000.00       | $6596726.54        | Asset-Backed Securities                           |
| MFRA_21-INV2                                                     | 2056-11-25      | 2.2640%  | 0.0000% | $16000000.00       | $8963840.73        | Asset-Backed Securities                           |
| MACH 1 CAYMAN 2019-1 LTD                                         | 2039-10-15      | 3.4740%  | 0.0000% | $2000000.00        | $324065.08         | Asset-Backed Securities                           |
| BCC_19-1A                                                        | 2034-04-19      | 6.9844%  | 0.0000% | $360000.00         | $360325.49         | Asset-Backed Securities                           |
| KKR_27-RR                                                        | 2035-01-15      | 5.8045%  | 0.0000% | $775000.00         | $775999.59         | Asset-Backed Securities                           |
| JERSEY MIKES FUNDING LLC JMIKE_24-1                              | 2055-02-15      | 5.6360%  | 0.0000% | $23495000.00       | $24004959.58       | Asset-Backed Securities                           |
| JAMESTOWN CLO LTD JTWN_8                                         | 2034-07-25      | 6.9080%  | 0.0000% | $9653600.00        | $9573354.96        | Asset-Backed Securities                           |
| ARES_61-R                                                        | 2037-04-20      | 5.6144%  | 0.0000% | $5000000.00        | $5021127.62        | Asset-Backed Securities                           |
| ARES_66-RR                                                       | 2038-10-25      | 5.6686%  | 0.0000% | $325000.00         | $327406.79         | Asset-Backed Securities                           |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT_2017-ATRM                      | 2036-11-15      | 5.8292%  | 0.0000% | $3000000.00        | $2940273.33        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL       | 2037-03-15      | 4.9512%  | 0.0000% | $4029000.00        | $3817299.80        | Private Label Collateralized Mortgage Obligations |
| BAMLL_24-BHP                                                     | 2039-08-15      | 8.5330%  | 0.0000% | $46178000.00       | $46367812.13       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_18-WP | 2033-07-05      | 4.5487%  | 0.0000% | $3543000.00        | $2936405.04        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-3                                                       | 2054-05-25      | 0.3305%  | 0.0000% | $214424400.00      | $3558861.99        | Private Label Collateralized Mortgage Obligations |
| CMLTI_24-INV2                                                    | 2054-06-25      | 0.5000%  | 0.0000% | $200500000.00      | $1091828.40        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD FSRIA_21-FL2                                | 2038-05-16      | 5.3663%  | 0.0000% | $3400000.00        | $1077607.92        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO                          | 2027-06-15      | 7.9207%  | 0.0000% | $1839670.00        | $1862202.83        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO                          | 2027-06-15      | 8.3695%  | 0.0000% | $4250000.00        | $4308202.75        | Private Label Collateralized Mortgage Obligations |
| SEMT_25-2                                                        | 2055-03-25      | 6.0000%  | 0.0000% | $1000000.00        | $848324.49         | Private Label Collateralized Mortgage Obligations |
| SEMT_24-1                                                        | 2054-01-26      | 5.7746%  | 0.0000% | $567412.00         | $548402.10         | Private Label Collateralized Mortgage Obligations |
| PFMLT_20-1                                                       | 2050-02-25      | 3.2364%  | 0.0000% | $1662000.00        | $1177277.16        | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV1                                                    | 2051-08-25      | 0.2778%  | 0.0000% | $269011195.00      | $3242691.71        | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV1                                                    | 2051-08-25      | 0.5000%  | 0.0000% | $55333312.00       | $1278707.95        | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV1                                                    | 2051-08-25      | 0.5000%  | 0.0000% | $13666656.00       | $656992.54         | Private Label Collateralized Mortgage Obligations |
| PFMT_21-1                                                        | 2051-04-25      | 2.3839%  | 0.0000% | $1844000.00        | $956059.89         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-3                                                       | 2055-08-25      | 0.3225%  | 0.0000% | $329410000.00      | $1933734.90        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                                    | 2051-07-25      | 3.0893%  | 0.0000% | $9538000.00        | $7027563.19        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                                    | 2051-07-25      | 3.0893%  | 0.0000% | $4147000.00        | $3047445.58        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV3                                                    | 2056-03-27      | 6.8275%  | 0.0000% | $7088000.00        | $6733185.48        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J2                                                      | 2056-08-25      | 6.4397%  | 0.0000% | $2103000.00        | $1794645.11        | Private Label Collateralized Mortgage Obligations |
| BANK_18-BK15                                                     | 2061-11-15      | 3.0000%  | 0.0000% | $430630.00         | $332275.40         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_21-BN33                                                | 2064-05-15      | 2.8930%  | 0.0000% | $2245000.00        | $1934637.35        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-6                     | 2055-05-25      | 6.0000%  | 0.0000% | $8000000.00        | $4894799.39        | Private Label Collateralized Mortgage Obligations |
| NCMS_19-FAME                                                     | 2036-08-15      | 3.6553%  | 0.0000% | $1775000.00        | $1595489.08        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                                     | 2054-06-25      | 0.5000%  | 0.0000% | $8637999.00        | $82288.35          | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                                     | 2054-06-25      | 6.9281%  | 0.0000% | $314000.00         | $310166.43         | Private Label Collateralized Mortgage Obligations |
| RCKT_22-3                                                        | 2052-05-27      | 0.1873%  | 0.0000% | $130811904.00      | $1093548.37        | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                                     | 2043-11-25      | 7.9670%  | 0.0000% | $612000.00         | $628700.66         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CES3                                                     | 2055-03-25      | 6.3340%  | 0.0000% | $750000.00         | $763500.25         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                                     | 2054-09-25      | 7.0454%  | 0.0000% | $712400.00         | $697018.77         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CES1                                                     | 2045-01-25      | 6.3120%  | 0.0000% | $871000.00         | $883983.13         | Private Label Collateralized Mortgage Obligations |
| MHCT_21-MHC2                                                     | 2038-05-15      | 0.0927%  | 0.0000% | $25038841.00       | $16364.65          | Private Label Collateralized Mortgage Obligations |
| MSDB TRUST MSDB_17-712F                                          | 2039-07-11      | 3.5679%  | 0.0000% | $13261000.00       | $12543357.71       | Private Label Collateralized Mortgage Obligations |
| GCAT_23-INV1                                                     | 2053-08-25      | 6.3013%  | 0.0000% | $207000.00         | $203461.83         | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV3                                                     | 2052-08-26      | 4.6051%  | 0.0000% | $7608000.00        | $6471908.20        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV3                                                     | 2052-08-26      | 4.6051%  | 0.0000% | $5706000.00        | $4395163.49        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV1                                                     | 2054-01-26      | 0.5000%  | 0.0000% | $122377000.00      | $1551480.88        | Private Label Collateralized Mortgage Obligations |
| GCAT GCAT_24-INV1                                                | 2054-01-26      | 7.1754%  | 0.0000% | $358999.00         | $380029.10         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV3                                                     | 2055-08-25      | 0.5000%  | 0.0000% | $16275000.00       | $231933.98         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV3                                                     | 2055-08-25      | 6.7022%  | 0.0000% | $356000.00         | $352536.57         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                                     | 2054-12-25      | 7.0532%  | 0.0000% | $315000.00         | $330706.49         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                                     | 2054-12-25      | 7.0532%  | 0.0000% | $252000.00         | $260253.76         | Private Label Collateralized Mortgage Obligations |
| GCAT_20-NQM2                                                     | 2065-04-27      | 4.8500%  | 0.0000% | $7601000.00        | $5245637.59        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV1                                                     | 2051-12-26      | 0.2965%  | 0.0000% | $431116000.00      | $5407784.90        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                                     | 2055-02-25      | 6.6309%  | 0.0000% | $223000.00         | $222463.15         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                                     | 2055-02-25      | 6.6309%  | 0.0000% | $371000.00         | $363938.33         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                                     | 2055-02-25      | 6.6309%  | 0.0000% | $328000.00         | $315131.56         | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV4                                                      | 2052-06-25      | 0.1111%  | 0.0000% | $312387000.00      | $1229878.53        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV5                                                      | 2052-10-25      | 4.3348%  | 0.0000% | $6687000.00        | $5522060.50        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J3                                                        | 2055-10-25      | 0.0000%  | 0.0000% | $3415000.00        | $3105218.88        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J1                                                        | 2055-05-25      | 0.5000%  | 0.0000% | $31844000.00       | $297697.99         | Private Label Collateralized Mortgage Obligations |
| NYMT_25-CP1                                                      | 2069-11-25      | 3.7500%  | 0.0000% | $2044000.00        | $1836354.13        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J2                                                        | 2055-09-25      | 6.5879%  | 0.0000% | $3348000.00        | $3318477.24        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV1                                                      | 2051-12-26      | 3.2555%  | 0.0000% | $5470000.00        | $4272237.86        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV1                                                      | 2051-12-26      | 3.2555%  | 0.0000% | $3773000.00        | $2917084.74        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV3                                                      | 2052-02-26      | 3.1721%  | 0.0000% | $4466000.00        | $3428255.59        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV3                                                      | 2052-02-26      | 3.1721%  | 0.0000% | $3639000.00        | $2728413.41        | Private Label Collateralized Mortgage Obligations |
| OBX_22-J1                                                        | 2052-02-26      | 0.1477%  | 0.0000% | $369867000.00      | $2391138.81        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                                      | 2051-10-25      | 0.5500%  | 0.0000% | $39999000.00       | $1016279.16        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                                      | 2051-10-25      | 0.0000%  | 0.0000% | $6353000.00        | $4756377.05        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM7                                                      | 2055-05-25      | 6.5980%  | 0.0000% | $18031000.00       | $18471900.01       | Private Label Collateralized Mortgage Obligations |
| 1166 AVENUE OF THE AMERICAS CO AACMT_05-C6                       | 2037-10-13      | 5.6896%  | 0.0000% | $200000.00         | $175339.58         | Private Label Collateralized Mortgage Obligations |
| OLYMPIC TOWER MORTGAGE TRUST OT_17-OT                            | 2039-05-10      | 3.5660%  | 0.0000% | $1419000.00        | $1356699.76        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-1                       | 2058-03-25      | 3.5000%  | 0.0000% | $4200000.00        | $3320084.34        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-RPL1                                                    | 2063-05-25      | 5.0507%  | 0.0000% | $20691000.00       | $17188011.98       | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM7                                                    | 2063-09-25      | 7.8996%  | 0.0000% | $4200000.00        | $4300478.25        | Private Label Collateralized Mortgage Obligations |
| EFMT_24-INV1                                                     | 2069-03-25      | 7.0010%  | 0.0000% | $2029000.00        | $1562603.67        | Private Label Collateralized Mortgage Obligations |
| EFMT_25-NQM4                                                     | 2070-09-25      | 1.4440%  | 0.0000% | $50048000.00       | $2171953.74        | Private Label Collateralized Mortgage Obligations |
| ELMCL COMMERCIAL MORTGAGE TRUST 2024-GTWY                        | 2041-09-15      | 9.1510%  | 0.0000% | $7500000.00        | $6936542.45        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM2                    | 2062-05-25      | 4.5000%  | 0.0000% | $9476000.00        | $7420924.12        | Private Label Collateralized Mortgage Obligations |
| CD_19-CD8                                                        | 2057-08-15      | 3.0000%  | 0.0000% | $1189500.00        | $756292.43         | Private Label Collateralized Mortgage Obligations |
| CSMC_21-NQM6                                                     | 2066-07-25      | 1.1740%  | 0.0000% | $7375000.00        | $3286659.11        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT                        | 2037-10-15      | 6.6470%  | 0.0000% | $406000.00         | $394270.75         | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-UVIL             | 2041-12-15      | 3.3928%  | 0.0000% | $421000.00         | $391446.69         | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_17-C6                        | 2050-12-15      | 4.8641%  | 0.0000% | $6024000.00        | $5144018.69        | Private Label Collateralized Mortgage Obligations |
| TRICON RESIDENTIAL TRUST TCN_25-SFR1                             | 2030-03-17      | 6.1343%  | 0.0000% | $100000.00         | $100514.72         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22                            | 2054-01-15      | 2.0000%  | 0.0000% | $3000000.00        | $1970561.00        | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B31                                                     | 2054-12-15      | 2.2500%  | 0.0000% | $832000.00         | $463049.60         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C42                | 2050-12-15      | 4.2970%  | 0.0000% | $3513000.00        | $3179998.63        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-07-15      | 3.9030%  | 0.0000% | $6724744.00        | $6170251.87        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2059-01-15      | 3.5600%  | 0.0000% | $120917.00         | $112041.94         | Private Label Collateralized Mortgage Obligations |

### Security 293: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHMS_K737                                  | 2048-01-25      | 1.7827%  | 0.0000% | $5197997.00        | $102471.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-132B                               | 2064-08-20      | 1.7162%  | 0.0000% | $85321160.00       | $1210662.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-03-15      | 5.8400%  | 0.0000% | $233857.00         | $248714.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-06-15      | 5.2800%  | 0.0000% | $649011.00         | $659352.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | 0.0000% | $383099506.00      | $202762020.96      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $584.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.0000%  | 0.0000% | $452988.00         | $285779.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1013.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | 0.0000% | $790017.00         | $805913.19         | Agency Mortgage-Backed Securities         |

### Security 294: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDJLDRL3
- **C.18 - Value (incl. sponsor support):** $381405000.00
- **C.18.a - Value (excl. sponsor support):** $381405000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| LIGAND PHARMACEUTICALS INC | 2030-10-01      | 0.7500%  | 0.0000% | $17423000.00       | $20202041.10       | Corporate Debt Securities |
| LUMINAR TECHNOLOGIES INC   | 2030-01-15      | 11.5000% | 0.0000% | $18585000.00       | $6897100.00        | Corporate Debt Securities |
| POST HOLDINGS INC          | 2027-08-15      | 2.5000%  | 0.0000% | $45723000.00       | $49965078.33       | Corporate Debt Securities |
| ALARM.COM HOLDINGS INC     | 2026-01-15      | 0.0000%  | 0.0000% | $33898000.00       | $33491224.00       | Corporate Debt Securities |
| GAMESTOP CORP              | 2032-06-15      | 0.0000%  | 0.0000% | $243692000.00      | $250271684.00      | Corporate Debt Securities |
| MIRION TECHNOLOGIES INC    | 2030-06-01      | 0.2500%  | 0.0000% | $4358000.00        | $6228005.69        | Corporate Debt Securities |
| CSG SYST INTL INC.         | 2028-09-15      | 3.8750%  | 0.0000% | $33640000.00       | $40517744.72       | Corporate Debt Securities |
| BLACKLINE INC              | 2026-03-15      | 0.0000%  | 0.0000% | $20011000.00       | $19600774.50       | Corporate Debt Securities |

### Security 295: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM0QAN4
- **C.18 - Value (incl. sponsor support):** $595000000.00
- **C.18.a - Value (excl. sponsor support):** $595000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CENCORA INC                    COM          | 2500-12-31      | 0.0000%  | 0.0000% | $42983.00          | $14666229.43       | Corporate Debt Securities |
| LEONARDO DRS INC               COM          | 2500-12-31      | 0.0000%  | 0.0000% | $100947.00         | $3639139.35        | Corporate Debt Securities |
| FLUTTER ENTMT PLC              SHS          | 2500-12-31      | 0.0000%  | 0.0000% | $82560.00          | $19061452.80       | Corporate Debt Securities |
| FIRST HAWAIIAN INC             COM          | 2500-12-31      | 0.0000%  | 0.0000% | $492608.00         | $12009783.04       | Corporate Debt Securities |
| NEXTERA ENERGY INC             COM          | 2500-12-31      | 0.0000%  | 0.0000% | $128604.00         | $10499230.56       | Corporate Debt Securities |
| NVIDIA CORPORATION             COM          | 2500-12-31      | 0.0000%  | 0.0000% | $178242.00         | $36163519.38       | Corporate Debt Securities |
| BRIGHT HORIZONS FAM SOL IN DEL COM          | 2500-12-31      | 0.0000%  | 0.0000% | $43654.00          | $4028391.12        | Corporate Debt Securities |
| GODADDY INC                    CL A         | 2500-12-31      | 0.0000%  | 0.0000% | $165975.00         | $21035671.50       | Corporate Debt Securities |
| HANOVER INS GROUP INC          COM          | 2500-12-31      | 0.0000%  | 0.0000% | $55226.00          | $9402778.76        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           COM          | 2500-12-31      | 0.0000%  | 0.0000% | $81080.00          | $16359511.60       | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      COM          | 2500-12-31      | 0.0000%  | 0.0000% | $558990.00         | $8563726.80        | Corporate Debt Securities |
| INSMED INC                     COM PAR $.01 | 2500-12-31      | 0.0000%  | 0.0000% | $105074.00         | $20407472.28       | Corporate Debt Securities |
| INTEL CORP                     COM          | 2500-12-31      | 0.0000%  | 0.0000% | $550342.00         | $22101734.72       | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   COM          | 2500-12-31      | 0.0000%  | 0.0000% | $43288.00          | $13421877.28       | Corporate Debt Securities |
| KLA CORP                       COM NEW      | 2500-12-31      | 0.0000%  | 0.0000% | $22104.00          | $26843318.64       | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           COM          | 2500-12-31      | 0.0000%  | 0.0000% | $97042.00          | $5720625.90        | Corporate Debt Securities |
| MATTEL INC                     COM          | 2500-12-31      | 0.0000%  | 0.0000% | $477666.00         | $8879810.94        | Corporate Debt Securities |
| U HAUL HOLDING COMPANY         COM          | 2500-12-31      | 0.0000%  | 0.0000% | $149794.00         | $7879164.40        | Corporate Debt Securities |
| ZOETIS INC                     CL A         | 2500-12-31      | 0.0000%  | 0.0000% | $101695.00         | $14654249.50       | Corporate Debt Securities |
| GLOBE LIFE INC                 COM          | 2500-12-31      | 0.0000%  | 0.0000% | $558331.00         | $73945357.64       | Corporate Debt Securities |
| ON SEMICONDUCTOR CORP          COM          | 2500-12-31      | 0.0000%  | 0.0000% | $91866.00          | $4671386.10        | Corporate Debt Securities |
| PACKAGING CORP AMER            COM          | 2500-12-31      | 0.0000%  | 0.0000% | $29044.00          | $5697271.04        | Corporate Debt Securities |
| SMITH A O CORP                 COM          | 2500-12-31      | 0.0000%  | 0.0000% | $146518.00         | $9772750.60        | Corporate Debt Securities |
| SNOWFLAKE INC                  COM SHS      | 2500-12-31      | 0.0000%  | 0.0000% | $60641.00          | $16444626.38       | Corporate Debt Securities |
| TJX COS INC NEW                COM          | 2500-12-31      | 0.0000%  | 0.0000% | $630021.00         | $89645688.09       | Corporate Debt Securities |
| UNDER ARMOUR INC               CL A         | 2500-12-31      | 0.0000%  | 0.0000% | $1065132.00        | $4846350.60        | Corporate Debt Securities |
| VALMONT INDS INC               COM          | 2500-12-31      | 0.0000%  | 0.0000% | $22751.00          | $9395025.45        | Corporate Debt Securities |
| VISTRA CORP                    COM          | 2500-12-31      | 0.0000%  | 0.0000% | $472030.00         | $89548811.30       | Corporate Debt Securities |
| TESLA INC                      COM          | 2500-12-31      | 0.0000%  | 0.0000% | $170859.00         | $75195045.90       | Corporate Debt Securities |

### Security 296: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKET LLC 4.490000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: BYDM2WJC4
- **C.18 - Value (incl. sponsor support):** $82750000.00
- **C.18.a - Value (excl. sponsor support):** $82750000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2026-03-01      | 4.0000%  | 0.0000% | $3100000.00        | $5281.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-10-01      | 5.5000%  | 0.0000% | $25000.00          | $20209.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-04-01      | 3.5000%  | 0.0000% | $21999.00          | $2626.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2029-11-01      | 3.5000%  | 0.0000% | $300000.00         | $19109.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2033-07-01      | 3.5000%  | 0.0000% | $15278.00          | $1293.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 5.5000%  | 0.0000% | $19876160.00       | $17637104.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 4.7370%  | 0.0000% | $510999.00         | $498141.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-03-20      | 3.0000%  | 0.0000% | $171924.00         | $151581.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 3.5000%  | 0.0000% | $38428.00          | $28112.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-01-20      | 2.0000%  | 0.0000% | $43598.00          | $8391.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-05-20      | 4.5000%  | 0.0000% | $43407.00          | $40830.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-02-01      | 4.5000%  | 0.0000% | $100000.00         | $13690.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-07-01      | 3.5000%  | 0.0000% | $50000.00          | $12320.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1595.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 5.0000%  | 0.0000% | $14000.00          | $13104.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1914.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-08-20      | 4.5000%  | 0.0000% | $1468543.00        | $1151984.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-10-01      | 4.6180%  | 0.0000% | $5763240.00        | $5799752.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-10-01      | 4.0000%  | 0.0000% | $35000.00          | $8434.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-01-01      | 4.5000%  | 0.0000% | $8000.00           | $1732.95           | Agency Mortgage-Backed Securities |
| COINBASE GLOBAL INC                        | 2030-04-01      | 0.2500%  | 0.0000% | $69000.00          | $85608.87          | Corporate Debt Securities         |
| COINBASE GLOBAL INC                        | 2032-10-01      | 0.0000%  | 0.0000% | $3000.00           | $3267.00           | Corporate Debt Securities         |
| CLOUDFLARE INC                             | 2026-08-15      | 0.0000%  | 0.0000% | $395000.00         | $505442.00         | Corporate Debt Securities         |
| CLEANSPARK INC                             | 2030-06-15      | 0.0000%  | 0.0000% | $1529000.00        | $2176531.50        | Corporate Debt Securities         |
| CONMED CORP                                | 2027-06-15      | 2.2500%  | 0.0000% | $9000.00           | $8662.50           | Corporate Debt Securities         |
| COMMVAULT SYSTEMS INC                      | 2030-09-15      | 0.0000%  | 0.0000% | $2455000.00        | $2223002.50        | Corporate Debt Securities         |
| AVNET INC                                  | 2030-09-01      | 1.7500%  | 0.0000% | $1286000.00        | $1269567.78        | Corporate Debt Securities         |
| BLOCK INC                                  | 2026-05-01      | 0.0000%  | 0.0000% | $2864000.00        | $2788104.00        | Corporate Debt Securities         |
| FEDERAL REALTY OP LP                       | 2029-01-15      | 3.2500%  | 0.0000% | $500000.00         | $502784.72         | Corporate Debt Securities         |
| LIVE NATION ENTERTAINMENT INC              | 2030-01-15      | 2.8750%  | 0.0000% | $559000.00         | $595874.59         | Corporate Debt Securities         |
| LIBERTY BROADBAND CORP                     | 2053-03-31      | 3.1250%  | 0.0000% | $10000000.00       | $9916041.67        | Corporate Debt Securities         |
| MARA HOLDINGS INC                          | 2031-06-01      | 0.0000%  | 0.0000% | $13000.00          | $12317.50          | Corporate Debt Securities         |
| CARNIVAL CORP                              | 2027-12-01      | 5.7500%  | 0.0000% | $12000.00          | $26571.58          | Corporate Debt Securities         |
| CENTERPOINT ENERGY INC                     | 2026-08-15      | 4.2500%  | 0.0000% | $25000.00          | $28036.81          | Corporate Debt Securities         |
| PPL CAPITAL FUNDING INC                    | 2028-03-15      | 2.8750%  | 0.0000% | $274000.00         | $313366.57         | Corporate Debt Securities         |
| DAYFORCE INC                               | 2026-03-15      | 0.2500%  | 0.0000% | $7002000.00        | $6860695.75        | Corporate Debt Securities         |
| Q2 HOLDINGS INC                            | 2026-06-01      | 0.7500%  | 0.0000% | $120000.00         | $119055.00         | Corporate Debt Securities         |
| MERITAGE HOMES CORP                        | 2028-05-15      | 1.7500%  | 0.0000% | $30000.00          | $30137.98          | Corporate Debt Securities         |
| FIRSTENERGY CORP                           | 2026-05-01      | 4.0000%  | 0.0000% | $706000.00         | $752243.00         | Corporate Debt Securities         |
| FIRSTENERGY CORP                           | 2029-01-15      | 3.6250%  | 0.0000% | $86000.00          | $92922.70          | Corporate Debt Securities         |
| FIVE9 INC                                  | 2029-03-15      | 1.0000%  | 0.0000% | $2000.00           | $1781.56           | Corporate Debt Securities         |
| DATADOG INC                                | 2029-12-01      | 0.0000%  | 0.0000% | $95000.00          | $99085.00          | Corporate Debt Securities         |
| OKTA INC                                   | 2026-06-15      | 0.3750%  | 0.0000% | $10560000.00       | $10279280.00       | Corporate Debt Securities         |
| STRATEGY INC                               | 2031-03-15      | 0.8750%  | 0.0000% | $128000.00         | $168271.11         | Corporate Debt Securities         |
| STRATEGY INC                               | 2029-12-01      | 0.0000%  | 0.0000% | $100000.00         | $85700.00          | Corporate Debt Securities         |
| STRATEGY INC                               | 2030-03-01      | 0.0000%  | 0.0000% | $325000.00         | $312000.00         | Corporate Debt Securities         |
| DEXCOM                                     | 2025-11-15      | 0.2500%  | 0.0000% | $4140000.00        | $4134422.50        | Corporate Debt Securities         |
| DIGITALOCEAN HOLDINGS INC                  | 2026-12-01      | 0.0000%  | 0.0000% | $100000.00         | $94550.00          | Corporate Debt Securities         |
| DIGITALOCEAN HOLDINGS INC                  | 2030-08-15      | 0.0000%  | 0.0000% | $175000.00         | $209440.00         | Corporate Debt Securities         |
| CMS ENERGY CORP                            | 2028-05-01      | 3.3750%  | 0.0000% | $2000000.00        | $2228750.00        | Corporate Debt Securities         |
| BURLINGTON STORES INC                      | 2027-12-15      | 1.2500%  | 0.0000% | $78000.00          | $111947.33         | Corporate Debt Securities         |
| CSG SYST INTL INC.                         | 2028-09-15      | 3.8750%  | 0.0000% | $813000.00         | $979218.98         | Corporate Debt Securities         |
| SUPER MICRO COMPUTER INC                   | 2030-06-15      | 0.0000%  | 0.0000% | $730000.00         | $844975.00         | Corporate Debt Securities         |
| REPLIGEN CORP                              | 2028-12-15      | 1.0000%  | 0.0000% | $183000.00         | $192566.83         | Corporate Debt Securities         |
| REDFIN CORP                                | 2027-04-01      | 0.5000%  | 0.0000% | $8194000.00        | $7615640.17        | Corporate Debt Securities         |
| EURONET WORLDWIDE INC.                     | 2049-03-15      | 0.7500%  | 0.0000% | $49000.00          | $41427.46          | Corporate Debt Securities         |
| GOLAR LNG LTD                              | 2030-12-15      | 2.7500%  | 0.0000% | $92000.00          | $93257.33          | Corporate Debt Securities         |
| UBER TECHNOLOGIES INC                      | 2025-12-15      | 0.0000%  | 0.0000% | $241000.00         | $287874.50         | Corporate Debt Securities         |
| UGI CORP                                   | 2028-06-01      | 5.0000%  | 0.0000% | $334000.00         | $434378.13         | Corporate Debt Securities         |
| AIRBNB INC                                 | 2026-03-15      | 0.0000%  | 0.0000% | $4000.00           | $3930.00           | Corporate Debt Securities         |
| GUARDANT HEALTH INC                        | 2031-02-15      | 1.2500%  | 0.0000% | $177000.00         | $300782.98         | Corporate Debt Securities         |
| MATCH GROUP FINANCECO 3 INC                | 2030-01-15      | 2.0000%  | 0.0000% | $5573000.00        | $5062451.28        | Corporate Debt Securities         |
| IRHYTHM TECHNOLOGIES INC                   | 2029-09-01      | 1.5000%  | 0.0000% | $261000.00         | $374665.50         | Corporate Debt Securities         |
| RIOT PLATFORMS INC                         | 2030-01-15      | 0.7500%  | 0.0000% | $160000.00         | $263430.13         | Corporate Debt Securities         |
| RIVIAN AUTOMOTIVE INC                      | 2029-03-15      | 4.6250%  | 0.0000% | $1010000.00        | $979447.22         | Corporate Debt Securities         |
| RIVIAN AUTOMOTIVE INC                      | 2030-10-15      | 3.6250%  | 0.0000% | $1492000.00        | $1254758.74        | Corporate Debt Securities         |
| TEMPUS AI INC                              | 2030-07-15      | 0.7500%  | 0.0000% | $5000.00           | $6639.79           | Corporate Debt Securities         |

### Security 297: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDMT1967
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF_22-K148                                           | 2032-07-25      | 0.1000%  | 0.0000% | $96492017.00       | $502530.24         | Agency Collateralized Mortgage Obligation         |
| BARCLAYS MORTGAGE LOAN TRUST BARC_22-RPL1               | 2028-02-25      | 0.0000%  | 0.0000% | $9778200.00        | $3241702.48        | Asset-Backed Securities                           |
| AIMCO_15-R                                              | 2038-04-19      | 11.2216% | 0.0000% | $250000.00         | $237443.49         | Asset-Backed Securities                           |
| CAVU_21-2A                                              | 2034-10-25      | 11.3196% | 0.0000% | $2754201.00        | $2731307.35        | Asset-Backed Securities                           |
| TRNTS_30                                                | 2037-10-23      | 0.0000%  | 0.0000% | $330292.00         | $245948.30         | Asset-Backed Securities                           |
| GCAR_25-3                                               | 2032-08-16      | 6.5200%  | 0.0000% | $6405000.00        | $6315885.81        | Asset-Backed Securities                           |
| UNITI_25-1A                                             | 2055-04-20      | 9.1200%  | 0.0000% | $2815410.00        | $2942182.28        | Asset-Backed Securities                           |
| TCW_20-1A                                               | 2034-04-20      | 10.8961% | 0.0000% | $2500000.00        | $2449873.37        | Asset-Backed Securities                           |
| PAID_24-11                                              | 2032-07-15      | 10.3330% | 0.0000% | $1704271.00        | $1761414.72        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TRUST CPS_25-B                     | 2033-03-15      | 7.9500%  | 0.0000% | $1728000.00        | $1775598.34        | Asset-Backed Securities                           |
| WINGSTOP FUNDING LLC WSTOP_22-1                         | 2052-03-05      | 3.7340%  | 0.0000% | $7085668.00        | $6841328.31        | Asset-Backed Securities                           |
| ACABS_06-1                                              | 2041-06-10      | 9.3000%  | 0.0000% | $3000000.00        | $420606.33         | Asset-Backed Securities                           |
| VENTR_21-44A                                            | 2034-10-20      | 9.1160%  | 0.0000% | $3369894.00        | $3158552.64        | Asset-Backed Securities                           |
| OCTL_24-3                                               | 2032-11-22      | 7.6600%  | 0.0000% | $3775000.00        | $3855549.28        | Asset-Backed Securities                           |
| GCAR_24-4                                               | 2031-08-15      | 7.5100%  | 0.0000% | $1941000.00        | $2002771.90        | Asset-Backed Securities                           |
| FFMER_07-H1                                             | 2037-10-25      | 5.8555%  | 0.0000% | $2817000.00        | $1781220.51        | Asset-Backed Securities                           |
| OOMLT_05-4                                              | 2035-11-25      | 5.0055%  | 0.0000% | $230019.00         | $140177.81         | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO BCC_21-4A                       | 2034-10-20      | 10.6461% | 0.0000% | $5700000.00        | $5555578.87        | Asset-Backed Securities                           |
| FGFG_21-1A                                              | 2051-07-25      | 7.0000%  | 0.0000% | $7462000.00        | $6818422.20        | Asset-Backed Securities                           |
| FBRS_05-4                                               | 2035-10-25      | 4.8255%  | 0.0000% | $3238000.00        | $1418571.58        | Asset-Backed Securities                           |
| COINSTAR FUNDING LLC COIN_17-1A                         | 2047-04-25      | 5.2160%  | 0.0000% | $168000.00         | $140403.13         | Asset-Backed Securities                           |
| JPMMT_25-4                                              | 2055-11-26      | 0.5000%  | 0.0000% | $28856991.00       | $180291.45         | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-6                                              | 2051-10-25      | 0.1320%  | 0.0000% | $235058003.00      | $1249563.40        | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-3                                              | 2055-06-25      | 0.5000%  | 0.0000% | $100024.00         | $848.58            | Private Label Collateralized Mortgage Obligations |
| PRPM_25-NQM3                                            | 2070-05-27      | 5.6060%  | 0.0000% | $18163912.00       | $17486761.40       | Private Label Collateralized Mortgage Obligations |
| BNK_20-B28                                              | 2030-10-15      | 0.9820%  | 0.0000% | $791366.00         | $33676.03          | Private Label Collateralized Mortgage Obligations |
| BARC_21-NPL1                                            | 2051-11-27      | 4.6250%  | 0.0000% | $1285241.00        | $1326443.63        | Private Label Collateralized Mortgage Obligations |
| CHASE_25-5                                              | 2056-04-25      | 0.5000%  | 0.0000% | $33882600.00       | $321906.76         | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-HP1                                            | 2052-01-25      | 0.3981%  | 0.0000% | $78703990.00       | $1413338.18        | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J3                                              | 2055-12-25      | 0.5000%  | 0.0000% | $12565100.00       | $285487.45         | Private Label Collateralized Mortgage Obligations |
| SLGOT_21-OVA                                            | 2041-07-15      | 0.2580%  | 0.0000% | $1071407.00        | $12747.60          | Private Label Collateralized Mortgage Obligations |
| HAWT_21-INV2                                            | 2051-07-25      | 0.2931%  | 0.0000% | $155565816.00      | $1734439.48        | Private Label Collateralized Mortgage Obligations |
| WFMBS_21-INV1                                           | 2051-08-25      | 0.3136%  | 0.0000% | $265435000.00      | $3161336.08        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_22-2 | 2051-12-25      | 0.5000%  | 0.0000% | $57532000.00       | $1473377.48        | Private Label Collateralized Mortgage Obligations |

### Security 298: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDPW33L5
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| COMCAST CORPORATION                          | 2046-07-15      | 3.4000%  | 0.0000% | $11000000.00       | $8035842.22        | Corporate Debt Securities |
| ASTRAZENECA PLC                              | 2037-09-15      | 6.4500%  | 0.0000% | $22790000.00       | $26326381.28       | Corporate Debt Securities |
| ASTRAZENECA PLC                              | 2026-04-08      | 0.7000%  | 0.0000% | $3000000.00        | $2958353.33        | Corporate Debt Securities |
| CITIGROUP INC                                | 2034-05-25      | 6.1740%  | 0.0000% | $9258000.00        | $10110698.83       | Corporate Debt Securities |
| MORGAN STANLEY                               | 2038-07-22      | 3.9710%  | 0.0000% | $7082000.00        | $6466930.07        | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                  | 2052-09-15      | 4.0900%  | 0.0000% | $23062000.00       | $19012684.35       | Corporate Debt Securities |
| BPCE SA                                      | 2035-01-18      | 6.5080%  | 0.0000% | $4150000.00        | $4497808.73        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY      | 2046-03-01      | 3.8000%  | 0.0000% | $2500000.00        | $2036083.33        | Corporate Debt Securities |
| BARCLAYS PLC                                 | 2032-03-10      | 2.6670%  | 0.0000% | $5000000.00        | $4555070.83        | Corporate Debt Securities |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | 2029-04-01      | 5.2000%  | 0.0000% | $5500000.00        | $5690593.33        | Corporate Debt Securities |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | 2034-04-01      | 5.4500%  | 0.0000% | $15000000.00       | $15664075.00       | Corporate Debt Securities |
| MCDONALDS CORP                               | 2031-02-12      | 4.4000%  | 0.0000% | $15566000.00       | $15755939.79       | Corporate Debt Securities |
| OHIO POWER CO                                | 2051-10-01      | 2.9000%  | 0.0000% | $28000000.00       | $17757226.67       | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC               | 2026-05-04      | 3.1190%  | 0.0000% | $10000000.00       | $10104950.83       | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY                   | 2044-10-15      | 4.4000%  | 0.0000% | $21355000.00       | $18912960.84       | Corporate Debt Securities |
| CVS HEALTH CORP                              | 2035-07-20      | 4.8750%  | 0.0000% | $3500000.00        | $3490679.79        | Corporate Debt Securities |
| CSX CORP                                     | 2048-11-15      | 4.7500%  | 0.0000% | $21083000.00       | $19637397.25       | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY             | 2033-01-15      | 6.1500%  | 0.0000% | $21399000.00       | $23142340.86       | Corporate Debt Securities |
| WP CAREY INC                                 | 2030-07-15      | 4.6500%  | 0.0000% | $2000000.00        | $2042515.00        | Corporate Debt Securities |
| AGREE LP                                     | 2033-06-15      | 2.6000%  | 0.0000% | $7999000.00        | $6978585.35        | Corporate Debt Securities |
| HUMANA INC                                   | 2032-02-03      | 2.1500%  | 0.0000% | $8176000.00        | $7101637.26        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                  | 2033-02-01      | 6.0000%  | 0.0000% | $7200000.00        | $7494216.00        | Corporate Debt Securities |
| BERK HATH FIN                                | 2048-08-15      | 4.2000%  | 0.0000% | $32740000.00       | $28465029.07       | Corporate Debt Securities |
| BERK HATH FIN                                | 2052-03-15      | 3.8500%  | 0.0000% | $23823000.00       | $19030752.08       | Corporate Debt Securities |
| TARGA RESOURCES CORP                         | 2053-02-15      | 6.5000%  | 0.0000% | $27901000.00       | $29840460.51       | Corporate Debt Securities |

### Security 299: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSMB5Q9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| COGENT BIOSCIENCES INC         COM              | 2500-12-31      | 0.0000%  | 0.0000% | $334499.00         | $5422228.79        | Corporate Debt Securities |
| COSTCO WHSL CORP NEW           COM              | 2500-12-31      | 0.0000%  | 0.0000% | $30833.00          | $28371909.94       | Corporate Debt Securities |
| JEFFERIES FINL GROUP INC       COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $53.03             | Corporate Debt Securities |
| APPLE INC                      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $456152.00         | $123799652.80      | Corporate Debt Securities |
| META PLATFORMS INC             CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $18862.00          | $12570957.14       | Corporate Debt Securities |
| MRC GLOBAL INC                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $184766.00         | $2590419.32        | Corporate Debt Securities |
| NEUROGENE INC                  COM              | 2500-12-31      | 0.0000%  | 0.0000% | $6177.00           | $204705.78         | Corporate Debt Securities |
| CHART INDS INC                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $67200.00          | $13396320.00       | Corporate Debt Securities |
| AMAZON COM INC                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $431358.00         | $96132443.88       | Corporate Debt Securities |
| ALPHABET INC                   CAP STK CL C     | 2500-12-31      | 0.0000%  | 0.0000% | $27300.00          | $7695870.00        | Corporate Debt Securities |
| ALPHABET INC                   CAP STK CL A     | 2500-12-31      | 0.0000%  | 0.0000% | $197963.00         | $55722625.24       | Corporate Debt Securities |
| NVIDIA CORPORATION             COM              | 2500-12-31      | 0.0000%  | 0.0000% | $165232.00         | $33523920.48       | Corporate Debt Securities |
| CVS HEALTH CORP                COM              | 2500-12-31      | 0.0000%  | 0.0000% | $5.00              | $383.45            | Corporate Debt Securities |
| CANTALOUPE INC                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $25378.00          | $267991.68         | Corporate Debt Securities |
| COMERICA INC                   COM              | 2500-12-31      | 0.0000%  | 0.0000% | $9155.00           | $705758.95         | Corporate Debt Securities |
| ELECTRONIC ARTS INC            COM              | 2500-12-31      | 0.0000%  | 0.0000% | $89230.00          | $17838861.60       | Corporate Debt Securities |
| HANESBRANDS INC                COM              | 2500-12-31      | 0.0000%  | 0.0000% | $352980.00         | $2343787.20        | Corporate Debt Securities |
| INTEL CORP                     COM              | 2500-12-31      | 0.0000%  | 0.0000% | $850000.00         | $34136000.00       | Corporate Debt Securities |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | 0.0000%  | 0.0000% | $64116.00          | $43805974.68       | Corporate Debt Securities |
| VITAL ENERGY INC               COM              | 2500-12-31      | 0.0000%  | 0.0000% | $45700.00          | $691898.00         | Corporate Debt Securities |
| LIBERTY BROADBAND CORP         COM SER A        | 2500-12-31      | 0.0000%  | 0.0000% | $24300.00          | $1290816.00        | Corporate Debt Securities |
| LIBERTY MEDIA CORP DEL         COM LBTY LIV S A | 2500-12-31      | 0.0000%  | 0.0000% | $21900.00          | $1919973.00        | Corporate Debt Securities |
| ELI LILLY & CO                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $50000.00          | $42225000.00       | Corporate Debt Securities |
| EDWARDS LIFESCIENCES CORP      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $100925.00         | $8425219.00        | Corporate Debt Securities |
| NEWMONT CORP                   COM              | 2500-12-31      | 0.0000%  | 0.0000% | $158700.00         | $13062597.00       | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            COM              | 2500-12-31      | 0.0000%  | 0.0000% | $9999.00           | $2815918.38        | Corporate Debt Securities |
| TJX COS INC NEW                COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $142.29            | Corporate Debt Securities |
| WALMART INC                    COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1249.00           | $127685.27         | Corporate Debt Securities |
| AIR LEASE CORP                 CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $148498.00         | $9484567.26        | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC     COM              | 2500-12-31      | 0.0000%  | 0.0000% | $398000.00         | $101426320.00      | Corporate Debt Securities |

### Security 300: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSV5SM6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| COINBASE GLOBAL INC            COM CL A        | 2500-12-31      | 0.0000%  | 0.0000% | $74301.00          | $24408621.51       | Corporate Debt Securities |
| ISHARES TR                     CORE S&P500 ETF | 2500-12-31      | 0.0000%  | 0.0000% | $155325.00         | $106122699.75      | Corporate Debt Securities |
| MONSTER BEVERAGE CORP NEW      COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $66.57             | Corporate Debt Securities |
| APPLE INC                      COM             | 2500-12-31      | 0.0000%  | 0.0000% | $202846.00         | $55052404.40       | Corporate Debt Securities |
| META PLATFORMS INC             CL A            | 2500-12-31      | 0.0000%  | 0.0000% | $21891.00          | $14589694.77       | Corporate Debt Securities |
| EXXON MOBIL CORP               COM             | 2500-12-31      | 0.0000%  | 0.0000% | $662.00            | $75924.78          | Corporate Debt Securities |
| UROGEN PHARMA LTD              COM             | 2500-12-31      | 0.0000%  | 0.0000% | $543115.00         | $10780832.75       | Corporate Debt Securities |
| MRC GLOBAL INC                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $11.00             | $154.22            | Corporate Debt Securities |
| CARETRUST REIT INC             COM             | 2500-12-31      | 0.0000%  | 0.0000% | $2.00              | $68.70             | Corporate Debt Securities |
| ORACLE CORP                    COM             | 2500-12-31      | 0.0000%  | 0.0000% | $313353.00         | $80497252.17       | Corporate Debt Securities |
| PTC THERAPEUTICS INC           COM             | 2500-12-31      | 0.0000%  | 0.0000% | $339247.00         | $23106113.17       | Corporate Debt Securities |
| NEUROGENE INC                  COM             | 2500-12-31      | 0.0000%  | 0.0000% | $5398.00           | $178889.72         | Corporate Debt Securities |
| INTEL CORP                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1788724.00        | $71835155.84       | Corporate Debt Securities |
| MERCK & CO INC                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $49200.00          | $4244976.00        | Corporate Debt Securities |
| AMAZON COM INC                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $12620.00          | $2812493.20        | Corporate Debt Securities |
| NVIDIA CORPORATION             COM             | 2500-12-31      | 0.0000%  | 0.0000% | $472654.00         | $95896770.06       | Corporate Debt Securities |
| VENTAS INC                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $328488.00         | $24426367.68       | Corporate Debt Securities |
| VERINT SYS INC                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $291224.00         | $5897286.00        | Corporate Debt Securities |
| OLYMPIC STEEL INC              COM             | 2500-12-31      | 0.0000%  | 0.0000% | $3.00              | $106.26            | Corporate Debt Securities |
| CANTALOUPE INC                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $104057.00         | $1098841.92        | Corporate Debt Securities |
| COPART INC                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $171.00            | $7264.08           | Corporate Debt Securities |
| DISNEY WALT CO                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $111.84            | Corporate Debt Securities |
| ELECTRONIC ARTS INC            COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $199.92            | Corporate Debt Securities |
| GREENBRIER COS INC             COM             | 2500-12-31      | 0.0000%  | 0.0000% | $47145.00          | $1946617.05        | Corporate Debt Securities |
| IRHYTHM TECHNOLOGIES INC       COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $184.12            | Corporate Debt Securities |
| JOHNSON & JOHNSON              COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $189.05            | Corporate Debt Securities |
| VITAL ENERGY INC               COM             | 2500-12-31      | 0.0000%  | 0.0000% | $13600.00          | $205904.00         | Corporate Debt Securities |
| MASTEC INC                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $213.95            | Corporate Debt Securities |
| MICROSOFT CORP                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $139376.00         | $73278325.76       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          COM             | 2500-12-31      | 0.0000%  | 0.0000% | $177424.00         | $39744750.24       | Corporate Debt Securities |
| ZOOM COMMUNICATIONS INC        CL A            | 2500-12-31      | 0.0000%  | 0.0000% | $98299.00          | $8290537.66        | Corporate Debt Securities |
| CDW CORP                       COM             | 2500-12-31      | 0.0000%  | 0.0000% | $500.00            | $78400.00          | Corporate Debt Securities |
| PALANTIR TECHNOLOGIES INC      CL A            | 2500-12-31      | 0.0000%  | 0.0000% | $347562.00         | $67618187.10       | Corporate Debt Securities |
| STOKE THERAPEUTICS INC         COM             | 2500-12-31      | 0.0000%  | 0.0000% | $122557.00         | $3885056.90        | Corporate Debt Securities |
| REPLIMUNE GROUP INC            COM             | 2500-12-31      | 0.0000%  | 0.0000% | $2.00              | $20.50             | Corporate Debt Securities |
| ORUKA THERAPEUTICS INC         COM             | 2500-12-31      | 0.0000%  | 0.0000% | $43470.00          | $1221941.70        | Corporate Debt Securities |
| QUALCOMM INC                   COM             | 2500-12-31      | 0.0000%  | 0.0000% | $2.00              | $354.52            | Corporate Debt Securities |
| ROSS STORES INC                COM             | 2500-12-31      | 0.0000%  | 0.0000% | $9400.00           | $1485858.00        | Corporate Debt Securities |
| TAKE-TWO INTERACTIVE SOFTWARE  COM             | 2500-12-31      | 0.0000%  | 0.0000% | $25662.00          | $6486840.36        | Corporate Debt Securities |
| WALMART INC                    COM             | 2500-12-31      | 0.0000%  | 0.0000% | $36280.00          | $3708904.40        | Corporate Debt Securities |
| WAYSTAR HLDG CORP              COM             | 2500-12-31      | 0.0000%  | 0.0000% | $17035.00          | $631317.10         | Corporate Debt Securities |
| WEBSTER FINL CORP              COM             | 2500-12-31      | 0.0000%  | 0.0000% | $171501.00         | $9705241.59        | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $10872.00          | $2770620.48        | Corporate Debt Securities |
| ROCKET COS INC                 COM CL A        | 2500-12-31      | 0.0000%  | 0.0000% | $23664.00          | $377204.16         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW        | 2500-12-31      | 0.0000%  | 0.0000% | $11730.00          | $5613039.60        | Corporate Debt Securities |
| TESLA INC                      COM             | 2500-12-31      | 0.0000%  | 0.0000% | $164706.00         | $72487110.60       | Corporate Debt Securities |
| TARSUS PHARMACEUTICALS INC     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $64253.00          | $4430886.88        | Corporate Debt Securities |

### Security 301: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 4.040000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDTRSRD0
- **C.18 - Value (incl. sponsor support):** $706000000.00
- **C.18.a - Value (excl. sponsor support):** $706000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDTVS5H0
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 303: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDTVS5V9
- **C.18 - Value (incl. sponsor support):** $486000000.00
- **C.18.a - Value (excl. sponsor support):** $486000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 304: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYDTVS5X5
- **C.18 - Value (incl. sponsor support):** $77000000.00
- **C.18.a - Value (excl. sponsor support):** $77000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 305: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDTVS630
- **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:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 306: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.920000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDTVYWN4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 307: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDTW4XX6
- **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):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DL4540 C | 2055-08-20      | 5.5000%  | 0.0000% | $73798.00          | $75092.91          | Agency Mortgage-Backed Securities |
| GNCL CL CR4180   | 2067-05-15      | 5.1800%  | 0.0000% | $1000.00           | $1002.37           | Agency Mortgage-Backed Securities |
| GNPL PN DA8486   | 2059-04-15      | 5.2800%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| GNPL PN DB4191   | 2059-09-15      | 5.2000%  | 0.0000% | $1000.00           | $1012.23           | Agency Mortgage-Backed Securities |
| GNPL PN DE5551   | 2059-11-15      | 5.2700%  | 0.0000% | $1000.00           | $1018.60           | Agency Mortgage-Backed Securities |
| GNPL PN DF9973   | 2059-11-15      | 4.9800%  | 0.0000% | $1000.00           | $1001.17           | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $401859.00         | $293277.13         | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M | 2052-01-20      | 2.5000%  | 0.0000% | $1024.00           | $653.61            | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M | 2052-02-20      | 2.0000%  | 0.0000% | $89192.00          | $56269.21          | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M | 2052-07-20      | 3.0000%  | 0.0000% | $1000.00           | $671.10            | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M | 2054-04-20      | 4.5000%  | 0.0000% | $108226472.00      | $101281130.68      | Agency Mortgage-Backed Securities |
| GNII SF BR7374 C | 2050-01-20      | 5.0000%  | 0.0000% | $1000.00           | $516.42            | Agency Mortgage-Backed Securities |
| GNPL PN CI1786   | 2063-08-15      | 3.8300%  | 0.0000% | $1000.00           | $922.73            | Agency Mortgage-Backed Securities |
| GNCL CL CI8951   | 2064-10-15      | 4.3400%  | 0.0000% | $1000.00           | $989.38            | Agency Mortgage-Backed Securities |
| GNII RG CJ9437 C | 2049-08-20      | 5.5000%  | 0.0000% | $467168.00         | $281400.34         | Agency Mortgage-Backed Securities |
| GNPL PN CK5807   | 2059-11-15      | 5.0000%  | 0.0000% | $1000.00           | $1002.86           | Agency Mortgage-Backed Securities |
| GNII SF MB0306 M | 2055-04-20      | 4.5000%  | 0.0000% | $1000.00           | $967.97            | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.14           | Agency Mortgage-Backed Securities |
| GNII SF 003796 M | 2035-12-20      | 5.5000%  | 0.0000% | $1000.00           | $14.79             | Agency Mortgage-Backed Securities |
| GNMI SF 439084 X | 2039-02-15      | 6.0000%  | 0.0000% | $1000.00           | $12.77             | Agency Mortgage-Backed Securities |
| GNMI SF 723341 X | 2039-09-15      | 6.0000%  | 0.0000% | $1000.00           | $77.58             | Agency Mortgage-Backed Securities |
| GNII AP 784648 M | 2048-11-20      | 3.0000%  | 0.0000% | $1000.00           | $59.32             | Agency Mortgage-Backed Securities |
| GNMI SF 617704 X | 2037-09-15      | 6.0000%  | 0.0000% | $1000.00           | $8.80              | Agency Mortgage-Backed Securities |
| GNMI SF 617740 X | 2037-10-15      | 6.0000%  | 0.0000% | $1000.00           | $3.44              | Agency Mortgage-Backed Securities |
| GNMI SF 654432 X | 2036-09-15      | 6.5000%  | 0.0000% | $1000.00           | $19.33             | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $950.66            | Agency Mortgage-Backed Securities |

### Security 308: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDTW4Y07
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $6519593.00        | $7664092.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $2313222.00        | $2535912.08        | U.S. Treasuries (including strips) |

### Security 309: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDTW4Y49
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $88.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $400.00            | $409.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $20700.00          | $19581.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $978900.00         | $999981.40         | U.S. Treasuries (including strips) |

### Security 310: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDTW4Y56
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_21-85F   | 2051-12-25      | 1.5856%  | 0.0000% | $53595958.00       | $1050000.00        | Agency Collateralized Mortgage Obligation |

### Security 311: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDTW4YF4
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $1075130.00        | $1102774.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $2016665.00        | $2000118.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $2862134.00        | $3013275.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $2.00              | $1.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $427123.00         | $401823.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $17.00             | $17.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $3607534.00        | $3681991.99        | U.S. Treasuries (including strips) |

### Security 312: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDTW4YG2
- **C.18 - Value (incl. sponsor support):** $6100000000.00
- **C.18.a - Value (excl. sponsor support):** $6100000000.00
- **C.19 - Percentage of Net Assets:** 7.6100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $10447100.00       | $8244643.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $150900000.00      | $124985297.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $10327400.00       | $9152316.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $20491000.00       | $17567309.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $4140900.00        | $3292898.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $11539500.00       | $8573757.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $15514900.00       | $10670321.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $886245600.00      | $635485759.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $29748800.00       | $18793295.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $100001700.00      | $75182221.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $812008000.00      | $699579216.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $737354400.00      | $549358650.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $151561000.00      | $141052747.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $51373000.00       | $51100145.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $6025700.00        | $5948064.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $300.00            | $299.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $25114800.00       | $23789083.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $1893400.00        | $1874432.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $23507200.00       | $22267772.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1000.00           | $947.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $368009000.00      | $347766292.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $307557300.00      | $299745037.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $19823000.00       | $18733716.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $278367700.00      | $267773767.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $4000000.00        | $4085236.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $13200000.00       | $13285171.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $5000.00           | $5212.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $3928000.00        | $4170730.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $48000000.00       | $49823863.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $4900000.00        | $5070795.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $20000000.00       | $20500513.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $27536000.00       | $28139534.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $1350000.00        | $1351041.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50845800.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50181400.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $111460600.00      | $114060573.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $103.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $62073600.00       | $61901828.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $369430000.00      | $366556573.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $24999900.00       | $24914597.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $28815200.00       | $29168733.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $64369300.00       | $65008294.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $8649900.00        | $8827385.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $22000000.00       | $22344219.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $5453100.00        | $5473528.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $100000000.00      | $102128400.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $19922200.00       | $20203165.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $3700000.00        | $3797800.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $35934100.00       | $37391641.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $201981900.00      | $204551507.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $900000.00         | $920329.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $304500.00         | $302447.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $96.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $1013900.00        | $1075533.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $206800.00         | $211230.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $165293400.00      | $156187719.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $3600200.00        | $3708133.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $200.00            | $199.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $200.00            | $199.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $38819200.00       | $39576943.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $476369600.00      | $487523250.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $17026500.00       | $18200731.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $1555800.00        | $1556408.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $180299000.00      | $175721844.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $400.00            | $396.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $34522000.00       | $33812331.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $4700000.00        | $4486216.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $5000000.00        | $5008200.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $34953000.00       | $36098013.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $465949100.00      | $480956319.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $83654100.00       | $85465684.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $53295000.00       | $54410494.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $2055500.00        | $2051643.21        | U.S. Treasuries (including strips) |

### Security 313: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDTW4YP2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 3.7400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| 4.75 FHLB 25 35      | 2025-12-12      | 4.7500%  | 0.0000% | $1795000.00        | $1829015.75        | Agency Debentures and Agency Strips |
| FHDN 11/14/25        | 2025-11-14      | 0.0000%  | 0.0000% | $6616000.00        | $6605811.36        | Agency Debentures and Agency Strips |
| FHDN 12/10/25        | 2025-12-10      | 0.0000%  | 0.0000% | $25670000.00       | $25558848.90       | Agency Debentures and Agency Strips |
| FHDN 01/02/26        | 2026-01-02      | 0.0000%  | 0.0000% | $4146000.00        | $4118097.42        | Agency Debentures and Agency Strips |
| FHDN 01/12/26        | 2026-01-12      | 0.0000%  | 0.0000% | $52813000.00       | $52402114.86       | Agency Debentures and Agency Strips |
| FHDN 02/02/26        | 2026-02-02      | 0.0000%  | 0.0000% | $4470000.00        | $4425523.50        | Agency Debentures and Agency Strips |
| FHDN 02/10/26        | 2026-02-10      | 0.0000%  | 0.0000% | $832000.00         | $823022.72         | Agency Debentures and Agency Strips |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $1031108.00        | $969538.69         | Agency Mortgage-Backed Securities   |
| GNPL PN DJ4969       | 2060-04-15      | 5.7500%  | 0.0000% | $100000.00         | $105372.40         | Agency Mortgage-Backed Securities   |
| GNII SF MB0207 M     | 2055-02-20      | 6.5000%  | 0.0000% | $2079693.00        | $1878790.77        | Agency Mortgage-Backed Securities   |
| GNII SF MB0421 M     | 2055-06-20      | 4.0000%  | 0.0000% | $3200697.00        | $3021768.96        | Agency Mortgage-Backed Securities   |
| GNII SF MB0482 M     | 2055-07-20      | 4.0000%  | 0.0000% | $2837818.00        | $2680706.39        | Agency Mortgage-Backed Securities   |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $2492.00           | $2517.15           | Agency Mortgage-Backed Securities   |
| GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | 0.0000% | $24216800.00       | $24814930.74       | Agency Mortgage-Backed Securities   |
| GNMI SF 484345 X     | 2028-09-15      | 6.5000%  | 0.0000% | $5020763.00        | $592.67            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRJ5133 | 2055-10-01      | 5.5000%  | 0.0000% | $30000000.00       | $30709929.99       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  | 0.0000% | $142935286.00      | $144557209.34      | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $193170610.00      | $193966102.45      | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRQ0064 | 2055-10-01      | 5.5000%  | 0.0000% | $4714205.00        | $4788092.30        | Agency Mortgage-Backed Securities   |
| 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $89000000.00       | $70660666.77       | U.S. Treasuries (including strips)  |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $50004000.00       | $42940250.98       | U.S. Treasuries (including strips)  |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $5000000.00        | $3650139.89        | U.S. Treasuries (including strips)  |
| 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $77.47             | U.S. Treasuries (including strips)  |
| 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $6000.00           | $4784.32           | U.S. Treasuries (including strips)  |
| 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $36400.00          | $26200.03          | U.S. Treasuries (including strips)  |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $20000000.00       | $14474739.57       | U.S. Treasuries (including strips)  |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $600.00            | $408.44            | U.S. Treasuries (including strips)  |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $3900.00           | $3040.39           | U.S. Treasuries (including strips)  |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $75000200.00       | $59630650.73       | U.S. Treasuries (including strips)  |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $1100.00           | $911.57            | U.S. Treasuries (including strips)  |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $7100.00           | $5428.36           | U.S. Treasuries (including strips)  |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $4300.00           | $3233.93           | U.S. Treasuries (including strips)  |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $9002000.00        | $5869627.00        | U.S. Treasuries (including strips)  |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $300000000.00      | $202335578.80      | U.S. Treasuries (including strips)  |
| 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $25000000.00       | $12608662.23       | U.S. Treasuries (including strips)  |
| 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $42429600.00       | $21808731.15       | U.S. Treasuries (including strips)  |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $5100.00           | $2819.15           | U.S. Treasuries (including strips)  |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $249980000.00      | $215784553.79      | U.S. Treasuries (including strips)  |
| 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $100000000.00      | $74775017.39       | U.S. Treasuries (including strips)  |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $25000000.00       | $24577830.30       | U.S. Treasuries (including strips)  |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $2983000.00        | $3090966.28        | U.S. Treasuries (including strips)  |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $908200.00         | $857114.35         | U.S. Treasuries (including strips)  |
| 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $238931900.00      | $232902931.37      | U.S. Treasuries (including strips)  |
| 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | 0.0000% | $42003900.00       | $43771004.07       | U.S. Treasuries (including strips)  |
| 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $125000000.00      | $129093565.57      | U.S. Treasuries (including strips)  |
| 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $175000000.00      | $176118826.92      | U.S. Treasuries (including strips)  |
| 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $175001600.00      | $176562538.18      | U.S. Treasuries (including strips)  |
| 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $150000000.00      | $151676104.97      | U.S. Treasuries (including strips)  |
| 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $1200.00           | $1292.82           | U.S. Treasuries (including strips)  |
| 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $5000.00           | $5310.49           | U.S. Treasuries (including strips)  |
| 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  | 0.0000% | $5000.00           | $5351.56           | U.S. Treasuries (including strips)  |
| 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  | 0.0000% | $5000.00           | $5314.26           | U.S. Treasuries (including strips)  |
| 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  | 0.0000% | $5000.00           | $5494.90           | U.S. Treasuries (including strips)  |
| 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $50000000.00       | $50892735.60       | U.S. Treasuries (including strips)  |
| BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $247808500.00      | $245655044.13      | U.S. Treasuries (including strips)  |
| BILL 09/03/26        | 2026-09-03      | 0.0000%  | 0.0000% | $50000000.00       | $48475500.00       | U.S. Treasuries (including strips)  |
| 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $18000000.00       | $18418928.58       | U.S. Treasuries (including strips)  |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $47200983.15       | U.S. Treasuries (including strips)  |
| 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $40000000.00       | $39839190.43       | U.S. Treasuries (including strips)  |
| 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $45000.00          | $48205.57          | U.S. Treasuries (including strips)  |
| 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $1000000.00        | $1026222.86        | U.S. Treasuries (including strips)  |
| 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $45592400.00       | $46445572.84       | U.S. Treasuries (including strips)  |
| 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $150000000.00      | $149659301.10      | U.S. Treasuries (including strips)  |
| 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $250000000.00      | $249452500.00      | U.S. Treasuries (including strips)  |

### Security 314: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDTW4YQ0
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $978900.00         | $1020082.32        | U.S. Treasuries (including strips) |

### Security 315: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDTW4YT4
- **C.18 - Value (incl. sponsor support):** $207000000.00
- **C.18.a - Value (excl. sponsor support):** $207000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHSTR_406                                  | 2053-10-25      | 0.0000%  | 0.0000% | $5017692.00        | $2815241.10        | Agency Collateralized Mortgage Obligation |
| FHSTR_380                                  | 2050-01-25      | 3.0000%  | 0.0000% | $37500000.00       | $4591192.45        | Agency Collateralized Mortgage Obligation |
| FHSTR_401                                  | 2053-06-25      | 5.0000%  | 0.0000% | $25000000.00       | $4630572.69        | Agency Collateralized Mortgage Obligation |
| FHSTR_401                                  | 2052-06-25      | 3.0000%  | 0.0000% | $883419.00         | $113557.85         | Agency Collateralized Mortgage Obligation |
| FHSTR_401                                  | 2052-11-25      | 3.0000%  | 0.0000% | $879519.00         | $96865.67          | Agency Collateralized Mortgage Obligation |
| FHSTR_405                                  | 2053-05-25      | 5.0000%  | 0.0000% | $132705.00         | $24161.24          | Agency Collateralized Mortgage Obligation |
| FHSTR_405                                  | 2052-05-25      | 3.0000%  | 0.0000% | $312201.00         | $50278.42          | Agency Collateralized Mortgage Obligation |
| FHSTR_408                                  | 2053-09-25      | 5.5000%  | 0.0000% | $136335627.00      | $24355718.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $1885153.00        | $1931539.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | 0.0000% | $2025169.00        | $2112947.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $1980756.00        | $2011026.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | 0.0000% | $1838703.00        | $1945091.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $1911811.00        | $1950250.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | 0.0000% | $1911386.00        | $1985194.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | 0.0000% | $1963883.00        | $2063148.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.0000%  | 0.0000% | $2095001.00        | $2188258.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 8.0000%  | 0.0000% | $1930780.00        | $2086518.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.5000%  | 0.0000% | $2060365.00        | $2203059.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.5000%  | 0.0000% | $1837286.00        | $1964423.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | 0.0000% | $1880698.00        | $1968862.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | 0.0000% | $1938187.00        | $2091801.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.5000%  | 0.0000% | $1927343.00        | $2003363.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 6.5000%  | 0.0000% | $1872591.00        | $1962168.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | 0.0000% | $2010248.00        | $2061312.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.5000%  | 0.0000% | $1904316.00        | $2059494.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.0000%  | 0.0000% | $1954137.00        | $1964625.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | 0.0000% | $2053098.00        | $2170665.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | 0.0000% | $1901452.00        | $1970525.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $2009414.00        | $2056768.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | 0.0000% | $1927424.00        | $1978645.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | 0.0000% | $1998708.00        | $2092593.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | 0.0000% | $1957395.00        | $2051128.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | 0.0000% | $1993798.00        | $2114956.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.0000%  | 0.0000% | $2004457.00        | $2011225.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | 0.0000% | $1892500.00        | $1933455.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | 0.0000% | $2039824.00        | $2131907.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 7.0000%  | 0.0000% | $2062217.00        | $2157442.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 7.5000%  | 0.0000% | $1801125.00        | $1953038.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | 0.0000% | $2106451.00        | $2138224.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | 0.0000% | $2551536.00        | $2020559.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | 0.0000% | $1934658.00        | $2042501.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $2044911.00        | $2072085.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $1966710.00        | $2032900.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | 0.0000% | $2513277.00        | $2032947.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $2873640.00        | $2198861.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $2104827.00        | $2180175.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.5000%  | 0.0000% | $1966318.00        | $2036773.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $1993562.00        | $2097796.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | 0.0000% | $2009736.00        | $2041498.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $1909204.00        | $1988438.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $2121540.00        | $1787308.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $2074596.00        | $2182770.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | 0.0000% | $2021012.00        | $2095435.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $1871246.00        | $1982535.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $2045875.00        | $2170472.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $1882771.00        | $1998823.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | 0.0000% | $1879215.00        | $1966872.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $1950553.00        | $2058785.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $2081230.00        | $2199909.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $1906332.00        | $1961276.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $1935455.00        | $2017162.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $1993800.00        | $2058489.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $1976656.00        | $2038521.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $1963911.00        | $1999493.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.5000%  | 0.0000% | $1906620.00        | $1977107.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $2005246.00        | $2091655.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.0000%  | 0.0000% | $1878595.00        | $1962262.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $1976922.00        | $2015038.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 4.0000%  | 0.0000% | $11504642.00       | $2063653.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | 0.0000% | $1983538.00        | $2081677.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.5000%  | 0.0000% | $2143687.00        | $1947085.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | 0.0000% | $2000056.00        | $1999668.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | 0.0000% | $2003982.00        | $2114770.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $1913446.00        | $2044276.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | 0.0000% | $2009510.00        | $2104037.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | 0.0000% | $2078786.00        | $2168551.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | 0.0000% | $2157427.00        | $2200837.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | 0.0000% | $2045545.00        | $2142883.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | 0.0000% | $1061495.00        | $1097129.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | 0.0000% | $1894649.00        | $1975057.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | 0.0000% | $2047588.00        | $2114310.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.0000%  | 0.0000% | $1927653.00        | $1934167.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | 0.0000% | $2124676.00        | $2156500.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | 0.0000% | $1912068.00        | $1957593.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | 0.0000% | $2076807.00        | $2171876.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | 0.0000% | $1845686.00        | $1934075.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.0000%  | 0.0000% | $2033486.00        | $2170404.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | 0.0000% | $1968560.00        | $2052008.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | 0.0000% | $2105387.00        | $2191846.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | 0.0000% | $1940703.00        | $1989296.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | 0.0000% | $1861770.00        | $1980487.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | 0.0000% | $2025214.00        | $2082981.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | 0.0000% | $1846959.00        | $1944433.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | 0.0000% | $1983860.00        | $2088557.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | 0.0000% | $2002733.00        | $2105979.23        | Agency Mortgage-Backed Securities         |

### Security 316: FIXED INCOME CLEARING CORPORATION - NOMU

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YW7
- **C.18 - Value (incl. sponsor support):** $4749000000.00
- **C.18.a - Value (excl. sponsor support):** $4749000000.00
- **C.19 - Percentage of Net Assets:** 5.9200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $125300000.00      | $129303695.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $6671600.00        | $6579506.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $227600.00         | $226631.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $40000000.00       | $37458062.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $134550000.00      | $126065546.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $1200.00           | $1169.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $18353500.00       | $17344965.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $1264000.00        | $1234215.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $125006000.00      | $120248604.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.9155%  | 0.0000% | $224317200.00      | $224255064.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $2676100.00        | $2761903.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $317610700.00      | $328681390.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $3048600.00        | $3115419.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $2949900.00        | $3031029.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $18207000.00       | $18092281.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $532900.00         | $541726.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $33263000.00       | $34042450.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $106567000.00      | $108207865.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $44000000.00       | $43800695.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $134238800.00      | $132402934.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $238700.00         | $243161.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $27577000.00       | $28008478.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $77200.00          | $78402.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $125350000.00      | $127325978.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $25000000.00       | $25332724.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $15049400.00       | $15277671.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $141029700.00      | $144757481.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $139658800.00      | $142875374.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $12262000.00       | $12417996.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $718600.00         | $726845.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $391060000.00      | $400262253.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $93700.00          | $94652.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $91600.00          | $95981.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $144200.00         | $147591.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $12794400.00       | $12371417.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $19100.00          | $18848.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $1590000.00        | $1553663.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $752200.00         | $712023.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $9561700.00        | $8995953.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $698510800.00      | $702868904.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $73383000.00       | $74833911.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $44967300.00       | $45941096.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $51303300.00       | $52348797.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $335000.00         | $339860.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $389529700.00      | $396681185.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $139403400.00      | $141779949.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $113551400.00      | $114257965.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $1055105500.00     | $1053125778.15     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $3117000.00        | $3110912.50        | U.S. Treasuries (including strips) |

### Security 317: FIXED INCOME CLEARING CORPORATION - WFBK

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YZ0
- **C.18 - Value (incl. sponsor support):** $5494000000.00
- **C.18.a - Value (excl. sponsor support):** $5494000000.00
- **C.19 - Percentage of Net Assets:** 6.8500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $599663300.00      | $623785870.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $12400.00          | $10574.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $125000000.00      | $99037509.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $95300000.00       | $76456819.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $62000000.00       | $53153735.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $101800000.00      | $80728746.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $362000000.00      | $271454071.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $424000000.00      | $213032647.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $76392900.00       | $48723310.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $156000000.00      | $85929267.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $2137981000.00     | $1414357661.70     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $383100000.00      | $263475754.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $120000000.00      | $75807945.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $161382000.00      | $120236073.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $109456000.00      | $100771992.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $3000000.00        | $3049976.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $598327000.00      | $610992870.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $767420000.00      | $724426149.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $585183000.00      | $586501013.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $142145000.00      | $151948023.75      | U.S. Treasuries (including strips) |

### Security 318: FIXED INCOME CLEARING CORPORATION - BNYM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNYM 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4Z06
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $77139712.00       | $10945671.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $141.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $250.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $134.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $173.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $35178944.00       | $33922002.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $191.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.80             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $115051476.00      | $11187785.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $136261.00         | $11841.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $178385704.00      | $19915811.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $26484992.00       | $8054916.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $534.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $617.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $104000.00         | $75144.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $834.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $698.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $13628381.00       | $7368500.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.5000%  | 0.0000% | $5514389.00        | $5245415.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $879.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $11437432.00       | $7549130.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $677.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $41044838.00       | $34229857.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $39608328.00       | $33141857.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-01-01      | 6.0000%  | 0.0000% | $65000.00          | $43455.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 2.0000%  | 0.0000% | $20222619.00       | $10943412.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $159887237.00      | $136663800.45      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $952.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $152550188.00      | $118460762.98      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $370.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $22030035.00       | $16739092.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $774.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $830.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $176.93            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 4.5000%  | 0.0000% | $191290489.00      | $32353095.69       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | 0.0000% | $1022.00           | $221.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $469.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1280.00           | $724.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $3203.00           | $1990.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $626.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $739.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $846996.00         | $612295.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $717.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $877.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $271.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $709.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $863.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $761.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1634408.00        | $1108468.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $882.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $184399956.00      | $33174166.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $111.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $315.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $344.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $9816998.00        | $4496653.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $2715.00           | $1016.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $433.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1280.00           | $625.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $6722012.00        | $2766357.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $590.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $57620672.00       | $31329268.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $584.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $556.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $540.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $145000.00         | $99537.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $660.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | 0.0000% | $1024.00           | $719.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $855.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $840.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1020.00           | $881.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $815.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $855.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $13982528.00       | $11685597.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $2916456.00        | $2650879.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $9633442.00        | $8334725.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $873.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $900.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $45675225.00       | $33962350.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $5769240.00        | $4900096.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $898.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $8149888.00        | $6580015.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $964.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $943.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $12341089.00       | $11071702.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $45557291.00       | $43592651.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $891.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $43163032.00       | $41543897.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1020.00           | $1004.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $44787459.00       | $41584860.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $19878039.00       | $19789380.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $992.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $1008.00           | $924.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $9070999.00        | $9451899.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1015.00           | $719.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $1026.00           | $15.56             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $420.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2028.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 4.0000%  | 0.0000% | $2000.00           | $339.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $1008.00           | $172.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1007944.00        | $814923.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.0000%  | 0.0000% | $108609101.00      | $41419592.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $168.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 2.5000%  | 0.0000% | $10630413.00       | $7190874.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $253992.00         | $61189.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $157.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $379.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $209094716.00      | $30778819.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $576.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1766802.00        | $285004.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $514.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $222.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $255.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $185.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $108.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | 0.0000% | $1001.00           | $194.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $225.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $4110296.00        | $569986.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $57881412.00       | $14255066.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $305.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $269.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $342.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $385.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $212.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $245.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $139.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | 0.0000% | $1997.00           | $41.87             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $250.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1033.00           | $785.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | 0.0000% | $300000.00         | $207868.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $739.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $731.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.5000%  | 0.0000% | $1040.00           | $652.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $14848.00          | $12156.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $760.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $48327872.00       | $33358209.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $764.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $813.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $11536720.00       | $9011051.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $78545536.00       | $61944286.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $552.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1067.00           | $897.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $36988810.00       | $32057525.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $856.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $324924.00         | $256126.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $887.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $879.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $883.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1040.00           | $905.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $822.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $877.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $887.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $2682718.00        | $2114924.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $871.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $898.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1032.00           | $931.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $867.23            | Agency Mortgage-Backed Securities |

### Security 319: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDTW4Z30
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-07-20      | 6.5000%  | 0.0000% | $900708.00         | $931388.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-09-20      | 5.5000%  | 0.0000% | $2338045.00        | $8149.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.5000%  | 0.0000% | $1048404.00        | $80462.52          | Agency Mortgage-Backed Securities |

### Security 320: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDTW4ZB2
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1086400.00        | $1019659.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $400.00            | $396.87            | U.S. Treasuries (including strips) |

### Security 321: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDTW4ZD8
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN CV7749 | 2060-08-15      | 5.6800%  | 0.0000% | $970078.00         | $1020001.57        | Agency Mortgage-Backed Securities |

### Security 322: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERNATIONAL INC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDTW4ZQ9
- **C.18 - Value (incl. sponsor support):** $1008000000.00
- **C.18.a - Value (excl. sponsor support):** $1008000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.0000%  | 0.0000% | $30000000.00       | $20690338.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | 0.0000% | $7883800.00        | $7336859.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 8.0000%  | 0.0000% | $474900.00         | $381144.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | 0.0000% | $4395000.00        | $4192594.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.5000%  | 0.0000% | $14600300.00       | $13773721.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.0000%  | 0.0000% | $15300.00          | $14331.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | 0.0000% | $11984600.00       | $6343056.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | 0.0000% | $547200.00         | $313570.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | 0.0000% | $5931000.00        | $3398585.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.0000%  | 0.0000% | $4019300.00        | $2403013.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.5000%  | 0.0000% | $39998976.00       | $31044805.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 4.0000%  | 0.0000% | $999100.00         | $893456.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.5000%  | 0.0000% | $591835800.00      | $443384486.38      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 5.0000%  | 0.0000% | $4191900.00        | $3263502.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 5.0000%  | 0.0000% | $81924000.00       | $62947242.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 6.0000%  | 0.0000% | $26887400.00       | $15347961.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 4.5000%  | 0.0000% | $2225700.00        | $2113052.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 4.5000%  | 0.0000% | $889600.00         | $806799.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 4.5000%  | 0.0000% | $41802900.00       | $38250928.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 5.0000%  | 0.0000% | $29998900.00       | $27466369.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 5.0000%  | 0.0000% | $29997000.00       | $27143829.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 4.0000%  | 0.0000% | $6073800.00        | $5483895.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 6.5000%  | 0.0000% | $24869900.00       | $13031988.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.5000%  | 0.0000% | $110200.00         | $103128.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 5.5000%  | 0.0000% | $54016700.00       | $48385662.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.0000%  | 0.0000% | $32253100.00       | $25671158.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 4.0000%  | 0.0000% | $45700.00          | $23688.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 5.0000%  | 0.0000% | $100000.00         | $80694.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-06-20      | 2.5000%  | 0.0000% | $1330000.00        | $782710.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2060-04-20      | 4.0000%  | 0.0000% | $77300.00          | $69747.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-10-15      | 3.0000%  | 0.0000% | $78300.00          | $41251.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-09-15      | 4.5000%  | 0.0000% | $1010600.00        | $685964.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | 0.0000% | $88500.00          | $46085.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | 0.0000% | $89000.00          | $51890.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.0000%  | 0.0000% | $257100.00         | $132898.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | 0.0000% | $649600.00         | $376034.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.0000%  | 0.0000% | $1254700.00        | $1123767.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.5000%  | 0.0000% | $235900.00         | $123859.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | 0.0000% | $71300.00          | $37109.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | 0.0000% | $122000.00         | $92164.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | 0.0000% | $1000.00           | $934.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-04-15      | 5.0000%  | 0.0000% | $697600.00         | $409549.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.5000%  | 0.0000% | $2619800.00        | $406061.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | 0.0000% | $30000000.00       | $29689663.81       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 3.5000%  | 0.0000% | $10896500.00       | $9997854.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 3.5000%  | 0.0000% | $16613500.00       | $15271904.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.0000%  | 0.0000% | $154100.00         | $70128.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | 0.0000% | $99800.00          | $57986.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $93400.00          | $54734.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | 0.0000% | $400000.00         | $232970.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | 0.0000% | $199000.00         | $119863.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | 0.0000% | $11199300.00       | $8974408.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-03-15      | 3.0000%  | 0.0000% | $4826700.00        | $3115959.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.5000%  | 0.0000% | $18962400.00       | $17541515.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | 0.0000% | $5634100.00        | $5062800.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 3.5000%  | 0.0000% | $610000.00         | $494174.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | 0.0000% | $4062600.00        | $3646236.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-06-15      | 3.0000%  | 0.0000% | $75000.00          | $39468.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | 0.0000% | $3864200.00        | $3965111.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 3.0000%  | 0.0000% | $138800.00         | $83626.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-12-15      | 3.0000%  | 0.0000% | $23000.00          | $12063.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | 0.0000% | $93571900.00       | $88786902.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.5000%  | 0.0000% | $1766600.00        | $1679429.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | 0.0000% | $19855600.00       | $18806887.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.5000%  | 0.0000% | $2539800.00        | $2429724.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | 0.0000% | $9950900.00        | $9356713.90        | Agency Mortgage-Backed Securities |

### Security 323: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDTW4ZZ9
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 NOTE C 27 | 2027-05-15      | 2.3750%  | 0.0000% | $1028500.00        | $1020094.00        | U.S. Treasuries (including strips) |

### Security 324: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.140000%
- **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: BYDTW5K74
- **C.18 - Value (incl. sponsor support):** $152000000.00
- **C.18.a - Value (excl. sponsor support):** $152000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHMS_16-K058                                        | 2026-07-25      | 2.3400%  | 0.0000% | $1040.00           | $181.54            | Agency Collateralized Mortgage Obligation         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KBX1 | 2026-01-25      | 2.9200%  | 0.0000% | $1924.00           | $451.52            | Agency Collateralized Mortgage Obligation         |
| VERIZON MASTER TRUST                                | 2029-11-20      | 5.6700%  | 0.0000% | $7758000.00        | $7902706.10        | Asset-Backed Securities                           |
| CREDIT AGRICOLE SA                                  | 2035-01-10      | 6.2510%  | 0.0000% | $520000.00         | $558823.34         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA                                  | 2030-01-10      | 5.3350%  | 0.0000% | $393000.00         | $410756.29         | Corporate Debt Securities                         |
| ATMOS ENERGY CORP                                   | 2035-08-15      | 5.2000%  | 0.0000% | $36000.00          | $37749.44          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                                     | 2050-08-06      | 2.1250%  | 0.0000% | $638000.00         | $372412.30         | Corporate Debt Securities                         |
| AUTOMATIC DATA PROCESSING INC                       | 2032-05-08      | 4.7500%  | 0.0000% | $2000.00           | $2096.87           | Corporate Debt Securities                         |
| AUTOMATIC DATA PROCESSING INC                       | 2032-05-08      | 4.7500%  | 0.0000% | $2000.00           | $2096.87           | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                  | 2032-02-01      | 2.7500%  | 0.0000% | $290000.00         | $258661.15         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                 | 2026-10-01      | 2.9500%  | 0.0000% | $3776000.00        | $3751072.11        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                 | 2031-04-22      | 2.5220%  | 0.0000% | $3084000.00        | $2870280.34        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                 | 2028-02-24      | 4.2700%  | 0.0000% | $223000.00         | $226984.56         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                 | 2034-10-23      | 6.2540%  | 0.0000% | $241000.00         | $266480.88         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                 | 2036-10-22      | 4.8100%  | 0.0000% | $1000.00           | $1000.76           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON                                   | 2032-03-01      | 4.8500%  | 0.0000% | $2540000.00        | $2661039.47        | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2032-04-28      | 1.9280%  | 0.0000% | $17000.00          | $14885.04          | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2047-01-22      | 4.3750%  | 0.0000% | $1000.00           | $894.85            | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2034-04-21      | 5.2500%  | 0.0000% | $489000.00         | $506026.16         | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2035-01-18      | 5.4660%  | 0.0000% | $188000.00         | $198727.06         | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2030-10-18      | 4.6540%  | 0.0000% | $109000.00         | $110505.36         | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2029-04-12      | 4.9940%  | 0.0000% | $1000.00           | $1021.26           | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2029-04-12      | 4.9940%  | 0.0000% | $2000.00           | $2042.51           | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2029-10-18      | 4.0400%  | 0.0000% | $1000.00           | $1002.16           | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2029-10-18      | 4.1330%  | 0.0000% | $1000.00           | $998.78            | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2031-10-22      | 4.3560%  | 0.0000% | $1000.00           | $998.23            | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2031-10-22      | 4.3560%  | 0.0000% | $1180000.00        | $1177910.22        | Corporate Debt Securities                         |
| MORGAN STANLEY                                      | 2036-10-22      | 4.8920%  | 0.0000% | $1000.00           | $998.54            | Corporate Debt Securities                         |
| APPLE INC                                           | 2027-05-11      | 3.2000%  | 0.0000% | $1536000.00        | $1547260.59        | Corporate Debt Securities                         |
| APPLE INC                                           | 2027-09-12      | 2.9000%  | 0.0000% | $675000.00         | $667411.12         | Corporate Debt Securities                         |
| APPLE INC                                           | 2062-08-08      | 4.1000%  | 0.0000% | $4728000.00        | $3894750.41        | Corporate Debt Securities                         |
| META PLATFORMS INC                                  | 2033-05-15      | 4.9500%  | 0.0000% | $46000.00          | $48338.41          | Corporate Debt Securities                         |
| HERSHEY COMPANY THE                                 | 2049-11-15      | 3.1250%  | 0.0000% | $2000.00           | $1431.54           | Corporate Debt Securities                         |
| AMGEN INC                                           | 2028-08-15      | 1.6500%  | 0.0000% | $800000.00         | $752442.67         | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                  | 2028-07-07      | 5.1250%  | 0.0000% | $2000.00           | $2082.36           | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT LP                            | 2035-03-15      | 5.2500%  | 0.0000% | $4000.00           | $4091.63           | Corporate Debt Securities                         |
| BBVA BANCOMER SA INSTITUCION DE                     | 2029-09-10      | 5.2500%  | 0.0000% | $1000.00           | $1037.60           | Corporate Debt Securities                         |
| US BANCORP                                          | 2036-02-12      | 5.4240%  | 0.0000% | $1000.00           | $1048.88           | Corporate Debt Securities                         |
| MARATHON PETROLEUM CORP                             | 2026-12-15      | 5.1250%  | 0.0000% | $51000.00          | $52405.11          | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                                 | 2032-03-03      | 2.9000%  | 0.0000% | $25000.00          | $23008.06          | Corporate Debt Securities                         |
| PROLOGIS LP                                         | 2035-05-15      | 5.2500%  | 0.0000% | $488000.00         | $516160.04         | Corporate Debt Securities                         |
| PROGRESSIVE CORP                                    | 2027-03-15      | 2.5000%  | 0.0000% | $812000.00         | $798451.33         | Corporate Debt Securities                         |
| UBS GROUP AG                                        | 2031-09-23      | 4.2700%  | 0.0000% | $1464000.00        | $1470244.86        | Corporate Debt Securities                         |
| PERTAMINA PERSERO PT                                | 2030-08-25      | 3.1000%  | 0.0000% | $1333000.00        | $1258601.57        | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FUNDING                        | 2026-04-02      | 4.7000%  | 0.0000% | $298000.00         | $299798.76         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                | 2026-10-22      | 4.2500%  | 0.0000% | $32202000.00       | $32276789.15       | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                | 2026-04-19      | 3.5000%  | 0.0000% | $2000.00           | $1996.21           | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                | 2027-11-25      | 4.1830%  | 0.0000% | $2000.00           | $2037.55           | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                | 2048-01-20      | 4.4430%  | 0.0000% | $3000.00           | $2689.19           | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                | 2033-07-22      | 5.0150%  | 0.0000% | $3000.00           | $3119.28           | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                    | 2034-04-26      | 4.9670%  | 0.0000% | $1000.00           | $1022.41           | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                                 | 2085-04-27      | 7.3500%  | 0.0000% | $1700000.00        | $1777575.25        | Corporate Debt Securities                         |
| FIFTH THIRD BANK NA                                 | 2026-03-15      | 3.8500%  | 0.0000% | $350000.00         | $350913.31         | Corporate Debt Securities                         |
| MCDONALDS CORP                                      | 2030-05-15      | 4.6000%  | 0.0000% | $1564000.00        | $1637165.66        | Corporate Debt Securities                         |
| NORTHERN STATES POWER COMPANY (MINNESOTA)           | 2035-05-15      | 5.0500%  | 0.0000% | $69000.00          | $72563.77          | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP                               | 2027-05-17      | 3.1000%  | 0.0000% | $49000.00          | $49203.95          | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                           | 2028-01-31      | 4.8610%  | 0.0000% | $290000.00         | $298248.33         | Corporate Debt Securities                         |
| KENVUE INC                                          | 2030-03-22      | 5.0000%  | 0.0000% | $350000.00         | $361328.33         | Corporate Debt Securities                         |
| GATX CORP                                           | 2032-06-01      | 3.5000%  | 0.0000% | $25000.00          | $23582.08          | Corporate Debt Securities                         |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                 | 2027-03-20      | 4.5000%  | 0.0000% | $13000.00          | $13157.76          | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                      | 2061-02-08      | 3.3790%  | 0.0000% | $1000.00           | $679.19            | Corporate Debt Securities                         |
| BOEING CO                                           | 2060-05-01      | 5.9300%  | 0.0000% | $1621000.00        | $1673423.14        | Corporate Debt Securities                         |
| MICROSOFT CORP                                      | 2035-11-03      | 4.2000%  | 0.0000% | $400000.00         | $409926.67         | Corporate Debt Securities                         |
| MICROSOFT CORP                                      | 2026-08-08      | 2.4000%  | 0.0000% | $3981000.00        | $3961466.56        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC                               | 2033-02-09      | 5.8750%  | 0.0000% | $2000.00           | $2152.74           | Corporate Debt Securities                         |
| DEUTSCHE BANK AG (NEW YORK BRANC                    | 2035-09-11      | 5.4030%  | 0.0000% | $7970000.00        | $8184425.54        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                             | 2034-04-11      | 5.1000%  | 0.0000% | $121000.00         | $125813.78         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO                             | 2034-02-22      | 5.2000%  | 0.0000% | $86000.00          | $90348.73          | Corporate Debt Securities                         |
| EMERSON ELECTRIC CO                                 | 2028-12-21      | 2.0000%  | 0.0000% | $43000.00          | $40886.65          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                              | 2036-03-15      | 5.8000%  | 0.0000% | $1000.00           | $1080.40           | Corporate Debt Securities                         |
| CISCO SYSTEMS INC                                   | 2039-02-15      | 5.9000%  | 0.0000% | $51000.00          | $56097.22          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                         | 2044-07-08      | 4.8000%  | 0.0000% | $235000.00         | $223808.52         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                         | 2031-10-21      | 4.3690%  | 0.0000% | $1000.00           | $997.61            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                         | 2031-10-21      | 4.3690%  | 0.0000% | $2000.00           | $1995.23           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                         | 2031-10-21      | 4.2700%  | 0.0000% | $1000.00           | $1000.07           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                         | 2026-12-09      | 1.0930%  | 0.0000% | $2000.00           | $2001.64           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                         | 2027-09-10      | 1.5420%  | 0.0000% | $1000.00           | $979.39            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                         | 2042-07-21      | 2.9080%  | 0.0000% | $1000.00           | $752.21            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                         | 2043-02-24      | 3.4360%  | 0.0000% | $1000.00           | $799.55            | Corporate Debt Securities                         |
| TSMC GLOBAL LTD                                     | 2031-04-23      | 2.2500%  | 0.0000% | $331000.00         | $299885.17         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC                               | 2035-09-15      | 4.8000%  | 0.0000% | $1000.00           | $1002.15           | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                               | 2033-07-28      | 4.9160%  | 0.0000% | $4000.00           | $4048.48           | Corporate Debt Securities                         |
| UBS GROUP AG                                        | 2035-02-08      | 5.6990%  | 0.0000% | $4700000.00        | $5025103.96        | Corporate Debt Securities                         |
| AT&T INC                                            | 2051-06-01      | 3.6500%  | 0.0000% | $100000.00         | $73852.83          | Corporate Debt Securities                         |
| WALMART INC                                         | 2030-04-28      | 4.3500%  | 0.0000% | $2000.00           | $2031.37           | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                               | 2033-03-02      | 3.3500%  | 0.0000% | $1665000.00        | $1562985.91        | Corporate Debt Securities                         |
| AIR LEASE CORPORATION                               | 2027-01-15      | 2.2000%  | 0.0000% | $4000.00           | $3924.27           | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                             | 2028-06-15      | 2.0000%  | 0.0000% | $4090000.00        | $3885359.12        | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                 | 2035-01-19      | 6.0660%  | 0.0000% | $200000.00         | $213963.70         | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                  | 2035-07-15      | 5.3500%  | 0.0000% | $2000.00           | $2040.43           | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA                              | 2027-03-18      | 4.2700%  | 0.0000% | $1000.00           | $1007.69           | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE III LLC                   | 2034-03-01      | 5.5000%  | 0.0000% | $3052000.00        | $3082265.67        | Corporate Debt Securities                         |
| CAS_22-R07                                          | 2042-06-25      | 8.8328%  | 0.0000% | $214386.00         | $226612.52         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_25-R02      | 2045-02-25      | 5.1828%  | 0.0000% | $49999.00          | $48497.74          | Private Label Collateralized Mortgage Obligations |
| CAS_25-R03                                          | 2045-03-25      | 5.7828%  | 0.0000% | $49942.00          | $39261.33          | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_25-7                  | 2070-06-25      | 5.4700%  | 0.0000% | $9999990.00        | $9641955.25        | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                      | 2042-02-15      | 5.5931%  | 0.0000% | $963000.00         | $957812.67         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA5         | 2034-01-25      | 7.4060%  | 0.0000% | $42420864.00       | $45090945.30       | Private Label Collateralized Mortgage Obligations |
| MSRM_25-NQM8                                        | 2025-11-03      | 0.0000%  | 0.0000% | $2117990.00        | $1793922.13        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM6                | 2064-02-25      | 6.4470%  | 0.0000% | $2999990.00        | $1968258.16        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2       | 2061-11-25      | 4.2720%  | 0.0000% | $7218048.00        | $3621215.77        | Private Label Collateralized Mortgage Obligations |
| ROCC TRUST ROCC_24-CNTR                             | 2041-11-13      | 8.8191%  | 0.0000% | $2116552.00        | $2233756.53        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B4                | 2051-07-15      | 4.4300%  | 0.0000% | $1800000.00        | $1650027.00        | Private Label Collateralized Mortgage Obligations |
| HUDSON YARDS HY_19-55HY                             | 2041-12-10      | 3.0409%  | 0.0000% | $374999.00         | $352337.18         | Private Label Collateralized Mortgage Obligations |

### Security 325: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDTWCFC4
- **C.18 - Value (incl. sponsor support):** $107000000.00
- **C.18.a - Value (excl. sponsor support):** $107000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NEW YORK TRANSPORTATION DEVELOPMENT CORP                | 2060-06-30      | 5.0000%  | 0.0000% | $5000.00           | $4961.78           | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                   | 2040-12-01      | 3.3840%  | 0.0000% | $460000.00         | $395977.20         | Other Instrument                                  |
| MOBILE CNTY ALA INDL DEV AUTH                           | 2054-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $2181065.33        | Other Instrument                                  |
| EASTERN MICH UNIV                                       | 2033-03-01      | 5.0000%  | 0.0000% | $495000.00         | $563554.20         | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                  | 2040-04-01      | 2.4370%  | 0.0000% | $1000.00           | $773.34            | Other Instrument                                  |
| LOUISIANA PUB FACS AUTH                                 | 2064-09-01      | 5.7500%  | 0.0000% | $8750000.00        | $9126541.67        | Other Instrument                                  |
| ARKANSAS DEV FIN AUTH HEALTH CARE                       | 2039-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5109.18           | Other Instrument                                  |
| PUBLIC FINANCE AUTHORITY WISCONSIN                      | 2054-07-01      | 5.7500%  | 0.0000% | $5000.00           | $5293.43           | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                | 2052-03-15      | 3.5000%  | 0.0000% | $7670000.00        | $6348859.54        | Other Instrument                                  |
| AJAX MORTGAGE LOAN TRUST AJAXM_22-B                     | 2052-06-25      | 3.0000%  | 0.0000% | $232325.00         | $215148.28         | Asset-Backed Securities                           |
| APLT_23-3                                               | 2053-12-18      | 0.0000%  | 0.0000% | $10400000.00       | $2249157.81        | Asset-Backed Securities                           |
| IMPRL_21-NQM3                                           | 2056-11-25      | 1.5950%  | 0.0000% | $1030000.00        | $604700.17         | Asset-Backed Securities                           |
| REGT4_7R-R                                              | 2034-06-20      | 13.1149% | 0.0000% | $2645459.00        | $2242983.68        | Asset-Backed Securities                           |
| OCT_47                                                  | 2038-01-22      | 0.0000%  | 0.0000% | $6824765.00        | $2456915.40        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO LTD BCC_18-2A                   | 2117-07-19      | 0.0000%  | 0.0000% | $253185.00         | $54279.32          | Asset-Backed Securities                           |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST BAMLL_16-ISQ | 2034-08-14      | 2.8480%  | 0.0000% | $2798127.00        | $2357067.57        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM BBCMS_18-CBM                       | 2037-07-15      | 5.0800%  | 0.0000% | $20000.00          | $19560.90          | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-9                                              | 2051-05-30      | 0.6002%  | 0.0000% | $10372544.00       | $162830.92         | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-4                                              | 2055-11-26      | 0.5000%  | 0.0000% | $6957698.00        | $43470.00          | Private Label Collateralized Mortgage Obligations |
| BWAY MORTGAGE TRUST BWAY_13-1515                        | 2033-03-10      | 3.4543%  | 0.0000% | $10083032.00       | $9217308.23        | Private Label Collateralized Mortgage Obligations |
| BX_23-DELC                                              | 2038-06-15      | 7.8702%  | 0.0000% | $11940000.00       | $12011518.86       | Private Label Collateralized Mortgage Obligations |
| BX_23-DELC                                              | 2038-06-15      | 8.4192%  | 0.0000% | $7339000.00        | $7384728.23        | Private Label Collateralized Mortgage Obligations |
| BXMT_25-FL5                                             | 2042-10-20      | 6.6294%  | 0.0000% | $10704803.00       | $10672749.14       | Private Label Collateralized Mortgage Obligations |
| NRZT_18-4                                               | 2048-01-27      | 1.5000%  | 0.0000% | $364683.00         | $6287.91           | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-PJ1                                            | 2051-06-25      | 0.2200%  | 0.0000% | $11810568.00       | $99332.81          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_25-NQM3                                   | 2064-12-01      | 5.9520%  | 0.0000% | $2485000.00        | $2222383.04        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                             | 2065-07-27      | 6.0100%  | 0.0000% | $3814964.00        | $3753586.31        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                             | 2065-07-27      | 1.4440%  | 0.0000% | $105264000.00      | $2655218.49        | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TRUST OMPT_17-1                        | 2032-02-10      | 3.6139%  | 0.0000% | $6815000.00        | $4770829.91        | Private Label Collateralized Mortgage Obligations |
| DRMT_22-2                                               | 2067-03-25      | 0.1116%  | 0.0000% | $644000.00         | $4070.75           | Private Label Collateralized Mortgage Obligations |
| WFCM_25-5C6                                             | 2058-10-18      | 0.0000%  | 0.0000% | $27924832.00       | $1641740.72        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                   | 2036-01-15      | 5.0967%  | 0.0000% | $2073000.00        | $2027780.27        | Private Label Collateralized Mortgage Obligations |
| COLT_21-6                                               | 2066-12-25      | 1.9070%  | 0.0000% | $8543094.00        | $4151404.09        | Private Label Collateralized Mortgage Obligations |
| IMPRL_22-NQM2                                           | 2067-03-25      | 4.2000%  | 0.0000% | $6316286.00        | $5394537.75        | Private Label Collateralized Mortgage Obligations |
| BMARK_22-B37                                            | 2032-10-15      | 2.7500%  | 0.0000% | $12780.00          | $9212.81           | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V13                   | 2057-02-15      | 1.1317%  | 0.0000% | $1199687.00        | $38706.49          | Private Label Collateralized Mortgage Obligations |
| BMARK_25-V18                                            | 2058-10-15      | 0.0000%  | 0.0000% | $10000.00          | $5900.68           | Private Label Collateralized Mortgage Obligations |
| SBAL_20-RR1                                             | 2053-02-13      | 2.8250%  | 0.0000% | $22505000.00       | $16187237.72       | Private Label Collateralized Mortgage Obligations |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK             | 2027-11-15      | 6.8212%  | 0.0000% | $2412949.00        | $2438322.68        | Private Label Collateralized Mortgage Obligations |
| WFCM_25-5C5                                             | 2058-07-15      | 1.3094%  | 0.0000% | $22704924.00       | $1245231.65        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-P2        | 2048-12-15      | 1.5679%  | 0.0000% | $17770934.00       | $23858.80          | Private Label Collateralized Mortgage Obligations |

### Security 326: FIXED INCOME CLEARING CORPORATION - JPM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - JPM 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTX77R0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $59884900.00       | $56813614.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $224659200.00      | $226556124.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $558596800.00      | $548072769.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $189337100.00      | $188557530.21      | U.S. Treasuries (including strips) |

### Security 327: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.140000%
- **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: BYDTXMSQ6
- **C.18 - Value (incl. sponsor support):** $149000000.00
- **C.18.a - Value (excl. sponsor support):** $149000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N4 | 2028-01-10      | 6.4200%  | 0.0000% | $1000.00           | $95.29             | Asset-Backed Securities                           |
| ARTHUR J GALLAGHER & CO                    | 2055-02-15      | 5.5500%  | 0.0000% | $31040000.00       | $30864520.53       | Corporate Debt Securities                         |
| ALPHABET INC                               | 2035-05-15      | 4.5000%  | 0.0000% | $74000.00          | $75541.42          | Corporate Debt Securities                         |
| WYNNTON FUNDING TRUST II                   | 2055-08-15      | 5.9910%  | 0.0000% | $39140000.00       | $40754159.69       | Corporate Debt Securities                         |
| PFIZER INVESTMENT ENTERPRISES PTE LTD      | 2043-05-19      | 5.1100%  | 0.0000% | $40186000.00       | $40213047.41       | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2026-05-01      | 3.4000%  | 0.0000% | $5843000.00        | $5922640.09        | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD                  | 2085-11-01      | 6.2500%  | 0.0000% | $177.00            | $46.61             | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                      | 2035-12-03      | 5.2110%  | 0.0000% | $1000.00           | $1046.89           | Corporate Debt Securities                         |
| TRUIST BANK                                | 2026-10-30      | 3.8000%  | 0.0000% | $38737000.00       | $38609555.27       | Corporate Debt Securities                         |
| STACR_22-HQA3                              | 2042-08-25      | 9.7060%  | 0.0000% | $10000.00          | $10717.94          | Private Label Collateralized Mortgage Obligations |

### Security 328: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.240000%
- **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: BYDTXMTN2
- **C.18 - Value (incl. sponsor support):** $34000000.00
- **C.18.a - Value (excl. sponsor support):** $34000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP INC                        | 2079-12-31      | 6.9500%  | 0.0000% | $3000.00           | $3132.16           | Corporate Debt Securities |
| ENERGY TRANSFER LP                   | 2079-12-31      | 7.1250%  | 0.0000% | $2302000.00        | $2454609.17        | Corporate Debt Securities |
| PROSPECT CAPITAL CORP                | 2028-10-15      | 3.4370%  | 0.0000% | $1000.00           | $901.19            | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC | 2079-12-31      | 5.7500%  | 0.0000% | $1000.00           | $994.85            | Corporate Debt Securities |
| MICROSOFT CORP                       | 2041-02-08      | 5.3000%  | 0.0000% | $65000.00          | $69819.71          | Corporate Debt Securities |
| CITIGROUP INC                        | 2026-05-01      | 3.4000%  | 0.0000% | $11537000.00       | $11694249.31       | Corporate Debt Securities |
| CITIGROUP INC                        | 2079-12-31      | 7.1250%  | 0.0000% | $1000.00           | $1044.80           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE          | 2079-12-31      | 7.5000%  | 0.0000% | $2861000.00        | $3086060.57        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE          | 2079-12-31      | 6.1250%  | 0.0000% | $347000.00         | $363941.84         | Corporate Debt Securities |
| T-MOBILE USA INC                     | 2033-01-15      | 5.2000%  | 0.0000% | $17458000.00       | $18294257.60       | Corporate Debt Securities |

### Security 329: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.860000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYDTXQS95
- **C.18 - Value (incl. sponsor support):** $109000000.00
- **C.18.a - Value (excl. sponsor support):** $109000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2025-11-06

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer