# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001193125-25-309581
**Filing Date:** 2025-12
**Character Count:** 1015883
**Document Hash:** ca1062459d9154704c6e7242b34c9f59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-309581.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-309581

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251552812

**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):** 2025-11-30

**Registrant Full Name:** Master Investment Portfolio

**CIK Number of Registrant:** 0000915092

**LEI of Registrant:** 5493004HQXF0DFT60U28

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

**LEI of Series:** 5493006MEXRES47VM867

**EDGAR Series Identifier:** S000004283

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 17 days

- **WAL:** 67 days

- **Total Value of Portfolio Securities:** $73590014272.91

- **Amortized Cost of Portfolio Securities:** $36766155000.00

- **Cash:** $2500289544.13

- **Total Other Assets:** $225704538.59

- **Total Liabilities:** $503171988.73

- **Net Assets of Series:** $75812836366.90

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $34990317770.02           | $47922801474.58            | 42.5600%                  | 58.2800%                   |
| 2025-11-04 | $35963568738.15           | $46434786362.97            | 44.8500%                  | 57.9100%                   |
| 2025-11-05 | $33511866626.51           | $44701526743.04            | 42.7200%                  | 56.9800%                   |
| 2025-11-06 | $33491542333.66           | $45440729441.50            | 42.5500%                  | 57.7300%                   |
| 2025-11-07 | $33006008703.55           | $43838276127.96            | 42.5500%                  | 56.5100%                   |
| 2025-11-10 | $35164091056.62           | $44484642562.33            | 45.1500%                  | 57.1200%                   |
| 2025-11-11 | $35836876537.08           | $44696897825.84            | 46.0200%                  | 57.3900%                   |
| 2025-11-12 | $32620035927.34           | $43601259616.99            | 42.5500%                  | 56.8800%                   |
| 2025-11-13 | $31573471083.58           | $42436357824.65            | 41.5900%                  | 55.9000%                   |
| 2025-11-14 | $30268187794.75           | $41206713628.06            | 40.8400%                  | 55.6000%                   |
| 2025-11-17 | $29857412932.90           | $40846456297.67            | 40.5900%                  | 55.5300%                   |
| 2025-11-18 | $31828112516.66           | $40655325642.42            | 43.3800%                  | 55.4100%                   |
| 2025-11-19 | $30807630874.83           | $40415966947.60            | 42.1000%                  | 55.2300%                   |
| 2025-11-20 | $31132495581.97           | $40844777871.01            | 42.2000%                  | 55.3600%                   |
| 2025-11-21 | $30916132887.58           | $40309142340.52            | 42.0400%                  | 54.8100%                   |
| 2025-11-24 | $31182022093.99           | $40075668677.31            | 42.5400%                  | 54.6700%                   |
| 2025-11-25 | $35301116707.73           | $43608375584.28            | 46.0300%                  | 56.8600%                   |
| 2025-11-26 | $33174257264.98           | $42870049163.39            | 43.5900%                  | 56.3300%                   |
| 2025-11-28 | $34098815297.85           | $43174588910.07            | 44.7000%                  | 56.5900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%             |
| 2025-11-04 | 0.0000%             |
| 2025-11-05 | 0.0000%             |
| 2025-11-06 | 0.0000%             |
| 2025-11-07 | 0.0000%             |
| 2025-11-10 | 0.0000%             |
| 2025-11-11 | 0.0000%             |
| 2025-11-12 | 0.0000%             |
| 2025-11-13 | 0.0000%             |
| 2025-11-14 | 0.0000%             |
| 2025-11-17 | 0.0000%             |
| 2025-11-18 | 0.0000%             |
| 2025-11-19 | 0.0000%             |
| 2025-11-20 | 0.0000%             |
| 2025-11-21 | 0.0000%             |
| 2025-11-24 | 0.0000%             |
| 2025-11-25 | 0.0000%             |
| 2025-11-26 | 0.0000%             |
| 2025-11-28 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0009                      |
|  |  |
| 2025-11-04 | 1.0010                      |
|  |  |
| 2025-11-05 | 1.0011                      |
|  |  |
| 2025-11-06 | 1.0012                      |
|  |  |
| 2025-11-07 | 1.0015                      |
|  |  |
| 2025-11-10 | 1.0018                      |
|  |  |
| 2025-11-11 | 1.0018                      |
|  |  |
| 2025-11-12 | 1.0019                      |
|  |  |
| 2025-11-13 | 1.0020                      |
|  |  |
| 2025-11-14 | 1.0024                      |
|  |  |
| 2025-11-17 | 1.0025                      |
|  |  |
| 2025-11-18 | 1.0026                      |
|  |  |
| 2025-11-19 | 1.0028                      |
|  |  |
| 2025-11-20 | 1.0029                      |
|  |  |
| 2025-11-21 | 1.0032                      |
|  |  |
| 2025-11-24 | 1.0033                      |
|  |  |
| 2025-11-25 | 1.0033                      |
|  |  |
| 2025-11-26 | 1.0035                      |
|  |  |
| 2025-11-28 | 1.0039                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $75812836366.90

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 1896449.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0009          |
|  |  |
| 2025-11-04 | 1.0010          |
|  |  |
| 2025-11-05 | 1.0011          |
|  |  |
| 2025-11-06 | 1.0012          |
|  |  |
| 2025-11-07 | 1.0015          |
|  |  |
| 2025-11-10 | 1.0018          |
|  |  |
| 2025-11-11 | 1.0018          |
|  |  |
| 2025-11-12 | 1.0019          |
|  |  |
| 2025-11-13 | 1.0020          |
|  |  |
| 2025-11-14 | 1.0024          |
|  |  |
| 2025-11-17 | 1.0025          |
|  |  |
| 2025-11-18 | 1.0026          |
|  |  |
| 2025-11-19 | 1.0028          |
|  |  |
| 2025-11-20 | 1.0029          |
|  |  |
| 2025-11-21 | 1.0032          |
|  |  |
| 2025-11-24 | 1.0033          |
|  |  |
| 2025-11-25 | 1.0033          |
|  |  |
| 2025-11-26 | 1.0035          |
|  |  |
| 2025-11-28 | 1.0039          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $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   |
|:---|:---|
| 2025-11-03 | 0.0000%           |
| 2025-11-04 | 0.0000%           |
| 2025-11-05 | 0.0000%           |
| 2025-11-06 | 0.0000%           |
| 2025-11-07 | 0.0000%           |
| 2025-11-10 | 0.0000%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 0.0000%           |
| 2025-11-13 | 0.0000%           |
| 2025-11-14 | 0.0000%           |
| 2025-11-17 | 0.0000%           |
| 2025-11-18 | 0.0000%           |
| 2025-11-19 | 0.0000%           |
| 2025-11-20 | 0.0000%           |
| 2025-11-21 | 0.0000%           |
| 2025-11-24 | 0.0000%           |
| 2025-11-25 | 0.0000%           |
| 2025-11-26 | 0.0000%           |
| 2025-11-28 | 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 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627DBB7, C.4 - ISIN: US01627DBB73, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $150104400.00
- **C.18.a - Value (excl. sponsor support):** $150104400.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **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 2: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 144A 4.470000%
- **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):** $150007317.00
- **C.18.a - Value (excl. sponsor support):** $150007317.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **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 3: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 4.006000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LZ35, C.4 - ISIN: US03843LZ350, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $373791943.80
- **C.18.a - Value (excl. sponsor support):** $373791943.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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.: 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 4: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 4.710000%
- **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):** $57715020.96
- **C.18.a - Value (excl. sponsor support):** $57715020.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 5: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.290000%
- **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):** $100025110.00
- **C.18.a - Value (excl. sponsor support):** $100025110.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.300000%
- **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):** $150044865.00
- **C.18.a - Value (excl. sponsor support):** $150044865.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 7: 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):** $189009090.90
- **C.18.a - Value (excl. sponsor support):** $189009090.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.350000%
- **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):** $226102423.20
- **C.18.a - Value (excl. sponsor support):** $226102423.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: 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):** $200228620.00
- **C.18.a - Value (excl. sponsor support):** $200228620.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 10: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.350000%
- **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):** $200137200.00
- **C.18.a - Value (excl. sponsor support):** $200137200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 11: 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):** $50052525.00
- **C.18.a - Value (excl. sponsor support):** $50052525.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 12: 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):** $100024290.00
- **C.18.a - Value (excl. sponsor support):** $100024290.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 13: 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):** $130009880.00
- **C.18.a - Value (excl. sponsor support):** $130009880.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 14: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.380000%
- **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):** $100001833.00
- **C.18.a - Value (excl. sponsor support):** $100001833.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.370000%
- **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):** $93012548.49
- **C.18.a - Value (excl. sponsor support):** $93012548.49
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 16: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.370000%
- **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):** $178064676.30
- **C.18.a - Value (excl. sponsor support):** $178064676.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 17: 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):** $150070170.00
- **C.18.a - Value (excl. sponsor support):** $150070170.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 18: 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):** $158109794.20
- **C.18.a - Value (excl. sponsor support):** $158109794.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 19: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **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):** $100100820.00
- **C.18.a - Value (excl. sponsor support):** $100100820.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **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):** $200201060.00
- **C.18.a - Value (excl. sponsor support):** $200201060.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **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):** $165072096.75
- **C.18.a - Value (excl. sponsor support):** $165072096.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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):** $100266165.00
- **C.18.a - Value (excl. sponsor support):** $100266165.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 23: 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):** $155075717.50
- **C.18.a - Value (excl. sponsor support):** $155075717.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 24: 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: 06367DSZ9, C.4 - ISIN: US06367DSZ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145012644.00
- **C.18.a - Value (excl. sponsor support):** $145012644.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 25: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.400000%
- **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):** $159060949.47
- **C.18.a - Value (excl. sponsor support):** $159060949.47
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.410000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3L9, C.4 - ISIN: US06367L3L98, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $106010812.00
- **C.18.a - Value (excl. sponsor support):** $106010812.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **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 27: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.340000%
- **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):** $126024067.26
- **C.18.a - Value (excl. sponsor support):** $126024067.26
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.520000%
- **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):** $110117816.60
- **C.18.a - Value (excl. sponsor support):** $110117816.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.450000%
- **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):** $175099438.50
- **C.18.a - Value (excl. sponsor support):** $175099438.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 30: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.450000%
- **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):** $166089693.12
- **C.18.a - Value (excl. sponsor support):** $166089693.12
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 31: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.410000%
- **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):** $120057640.80
- **C.18.a - Value (excl. sponsor support):** $120057640.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 32: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4Z4, C.4 - ISIN: US06370B4Z47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44999955.00
- **C.18.a - Value (excl. sponsor support):** $44999955.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **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 33: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.244000%
- **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):** $125035325.00
- **C.18.a - Value (excl. sponsor support):** $125035325.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND 144A 3.753000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QHC6, C.4 - ISIN: US06406QHC69, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $165445326.00
- **C.18.a - Value (excl. sponsor support):** $165445326.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.165000%
- **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):** $178061961.80
- **C.18.a - Value (excl. sponsor support):** $178061961.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.194000%
- **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):** $100091080.00
- **C.18.a - Value (excl. sponsor support):** $100091080.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.235000%
- **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):** $200206320.00
- **C.18.a - Value (excl. sponsor support):** $200206320.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF NEW YORK MELLON/THE

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 4.270000%
- **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):** $55018667.00
- **C.18.a - Value (excl. sponsor support):** $55018667.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.390000%
- **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):** $250051775.00
- **C.18.a - Value (excl. sponsor support):** $250051775.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.390000%
- **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):** $129026715.90
- **C.18.a - Value (excl. sponsor support):** $129026715.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.450000%
- **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):** $154123138.40
- **C.18.a - Value (excl. sponsor support):** $154123138.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.410000%
- **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):** $150089115.00
- **C.18.a - Value (excl. sponsor support):** $150089115.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: 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):** $200014160.00
- **C.18.a - Value (excl. sponsor support):** $200014160.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 44: 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: 06745GEL1, C.4 - ISIN: US06745GEL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249996875.00
- **C.18.a - Value (excl. sponsor support):** $249996875.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 45: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGH8, C.4 - ISIN: US06745GGH83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150009825.00
- **C.18.a - Value (excl. sponsor support):** $150009825.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 46: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGK1, C.4 - ISIN: US06745GGK13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85998469.20
- **C.18.a - Value (excl. sponsor support):** $85998469.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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 47: 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):** $73003044.10
- **C.18.a - Value (excl. sponsor support):** $73003044.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: 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):** $65041463.50
- **C.18.a - Value (excl. sponsor support):** $65041463.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 49: 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):** $100051200.00
- **C.18.a - Value (excl. sponsor support):** $100051200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 50: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC 144A 3.923000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12509RZ12, C.4 - ISIN: US12509RZ122, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $25051807.89
- **C.18.a - Value (excl. sponsor support):** $25051807.89
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS 144A 3.903000%
- **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):** $199154360.00
- **C.18.a - Value (excl. sponsor support):** $199154360.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 52: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.360000%
- **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):** $160073520.00
- **C.18.a - Value (excl. sponsor support):** $160073520.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.330000%
- **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):** $125065387.50
- **C.18.a - Value (excl. sponsor support):** $125065387.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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: 13606DJF0, C.4 - ISIN: US13606DJF06, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $132161380.56
- **C.18.a - Value (excl. sponsor support):** $132161380.56
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.520000%
- **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):** $109144043.50
- **C.18.a - Value (excl. sponsor support):** $109144043.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.520000%
- **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):** $100131390.00
- **C.18.a - Value (excl. sponsor support):** $100131390.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.470000%
- **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):** $175189164.50
- **C.18.a - Value (excl. sponsor support):** $175189164.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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):** $150326745.00
- **C.18.a - Value (excl. sponsor support):** $150326745.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 59: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.450000%
- **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):** $125132482.50
- **C.18.a - Value (excl. sponsor support):** $125132482.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 60: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.420000%
- **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):** $154121601.48
- **C.18.a - Value (excl. sponsor support):** $154121601.48
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 61: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.450000%
- **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):** $175061734.75
- **C.18.a - Value (excl. sponsor support):** $175061734.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 62: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQA3, C.4 - ISIN: US13606DQA36, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $106004277.10
- **C.18.a - Value (excl. sponsor support):** $106004277.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **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 63: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.011000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537AZ16, C.4 - ISIN: US16537AZ166, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $174941497.50
- **C.18.a - Value (excl. sponsor support):** $174941497.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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.: 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 64: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.011000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HZ11, C.4 - ISIN: US16537HZ112, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $137953866.60
- **C.18.a - Value (excl. sponsor support):** $137953866.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.019000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HZ29, C.4 - ISIN: US16537HZ294, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150932578.50
- **C.18.a - Value (excl. sponsor support):** $150932578.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.026000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HZ37, C.4 - ISIN: US16537HZ377, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199888180.00
- **C.18.a - Value (excl. sponsor support):** $199888180.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.011000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AZ15, C.4 - ISIN: US16538AZ156, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $497833518.60
- **C.18.a - Value (excl. sponsor support):** $497833518.60
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AZ56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $496779113.32
- **C.18.a - Value (excl. sponsor support):** $496779113.32
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **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? 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 / CHESHAM FIN LLC 144A 4.011000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538KZ13, C.4 - ISIN: US16538KZ130, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $353081925.24
- **C.18.a - Value (excl. sponsor support):** $353081925.24
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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.: 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 4.300000%
- **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):** $112031158.40
- **C.18.a - Value (excl. sponsor support):** $112031158.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $103054734.20
- **C.18.a - Value (excl. sponsor support):** $103054734.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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):** $102106916.40
- **C.18.a - Value (excl. sponsor support):** $102106916.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 4.420000%
- **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):** $110087076.00
- **C.18.a - Value (excl. sponsor support):** $110087076.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.400000%
- **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):** $165091888.50
- **C.18.a - Value (excl. sponsor support):** $165091888.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.420000%
- **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):** $175028077.00
- **C.18.a - Value (excl. sponsor support):** $175028077.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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 144A 4.430000%
- **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):** $150026380.50
- **C.18.a - Value (excl. sponsor support):** $150026380.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** DBRS Ltd.: Fitch,Moodys,San; Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.350000%
- **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):** $139028406.04
- **C.18.a - Value (excl. sponsor support):** $139028406.04
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** DBRS Ltd.: Fitch,Moodys,San; Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; 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 144A 4.008000%
- **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):** $198975760.00
- **C.18.a - Value (excl. sponsor support):** $198975760.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 79: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.370000%
- **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):** $148564478.70
- **C.18.a - Value (excl. sponsor support):** $148564478.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.250000%
- **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):** $175061635.00
- **C.18.a - Value (excl. sponsor support):** $175061635.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 81: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 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):** $236009935.60
- **C.18.a - Value (excl. sponsor support):** $236009935.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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 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):** $239166415.70
- **C.18.a - Value (excl. sponsor support):** $239166415.70
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 83: 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):** $150026805.00
- **C.18.a - Value (excl. sponsor support):** $150026805.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 84: 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):** $150153870.00
- **C.18.a - Value (excl. sponsor support):** $150153870.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ECMC GROUP INC ECMCGR_24_2

- **C.1 - Title:** ECMC GROUP INC ECMCGR_24_2 4.020000%
- **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:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 86: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NBT8, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $223749356.40
- **C.18.a - Value (excl. sponsor support):** $223749356.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 87: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.380000%
- **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):** $141038196.90
- **C.18.a - Value (excl. sponsor support):** $141038196.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.310000%
- **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):** $130034229.00
- **C.18.a - Value (excl. sponsor support):** $130034229.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.310000%
- **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):** $100026440.00
- **C.18.a - Value (excl. sponsor support):** $100026440.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 4.400000%
- **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):** $190111644.00
- **C.18.a - Value (excl. sponsor support):** $190111644.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 91: HELVETICA FUNDING CO LLC

- **C.1 - Title:** HELVETICA FUNDING CO LLC 144A 3.961000%
- **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):** $77656683.00
- **C.18.a - Value (excl. sponsor support):** $77656683.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 92: HQLA FUNDING LLC (SERIES TAHOE)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES TAHOE) 144A 4.001000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331PZ13, C.4 - ISIN: US44331PZ135, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $221626063.05
- **C.18.a - Value (excl. sponsor support):** $221626063.05
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? 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 93: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC 144A 4.019000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AZ22, C.4 - ISIN: US44333AZ224, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499776750.00
- **C.18.a - Value (excl. sponsor support):** $499776750.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 94: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.310000%
- **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):** $230084571.00
- **C.18.a - Value (excl. sponsor support):** $230084571.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 95: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.290000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $111005294.70
- **C.18.a - Value (excl. sponsor support):** $111005294.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **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 96: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.310000%
- **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):** $165056199.00
- **C.18.a - Value (excl. sponsor support):** $165056199.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 144A 4.280000%
- **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):** $175028577.50
- **C.18.a - Value (excl. sponsor support):** $175028577.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 98: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 3.919000%
- **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):** $185086597.30
- **C.18.a - Value (excl. sponsor support):** $185086597.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 99: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 4.006000%
- **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):** $137355001.80
- **C.18.a - Value (excl. sponsor support):** $137355001.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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.: 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 100: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA STUDENT LOAN LIQUIDITY CORP 4.020000%
- **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):** $48137000.00
- **C.18.a - Value (excl. sponsor support):** $48137000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 101: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.500000%
- **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:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 102: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.500000%
- **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:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 103: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.500000%
- **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:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 104: JETS STADIUM FINANCE ISSUER 2015 LLC

- **C.1 - Title:** JETS STADIUM FINANCE ISSUER 2015 LLC 144A 4.500000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114180000.00
- **C.18.a - Value (excl. sponsor support):** $114180000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 105: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 3.907000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X0Z16, C.4 - ISIN: US5148X0Z167, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $117961579.20
- **C.18.a - Value (excl. sponsor support):** $117961579.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.350000%
- **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):** $91006358.17
- **C.18.a - Value (excl. sponsor support):** $91006358.17
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 107: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.400000%
- **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):** $89006499.67
- **C.18.a - Value (excl. sponsor support):** $89006499.67
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 108: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 3.872000%
- **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):** $197956620.00
- **C.18.a - Value (excl. sponsor support):** $197956620.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 109: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.280000%
- **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):** $75013200.00
- **C.18.a - Value (excl. sponsor support):** $75013200.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 110: 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):** $171164638.80
- **C.18.a - Value (excl. sponsor support):** $171164638.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 111: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.460000%
- **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):** $204233314.80
- **C.18.a - Value (excl. sponsor support):** $204233314.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: 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):** $200199380.00
- **C.18.a - Value (excl. sponsor support):** $200199380.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 113: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.250000%
- **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):** $125021200.00
- **C.18.a - Value (excl. sponsor support):** $125021200.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 114: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.260000%
- **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):** $100019350.00
- **C.18.a - Value (excl. sponsor support):** $100019350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 115: 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):** $200096660.00
- **C.18.a - Value (excl. sponsor support):** $200096660.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.915000%
- **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):** $184094647.00
- **C.18.a - Value (excl. sponsor support):** $184094647.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 117: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.870000%
- **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):** $40598884.70
- **C.18.a - Value (excl. sponsor support):** $40598884.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 118: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.877000%
- **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):** $144238831.20
- **C.18.a - Value (excl. sponsor support):** $144238831.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 119: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.440000%
- **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):** $123101462.70
- **C.18.a - Value (excl. sponsor support):** $123101462.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.310000%
- **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):** $149064815.00
- **C.18.a - Value (excl. sponsor support):** $149064815.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.410000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NK41, C.4 - ISIN: US55607NK412, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $209035655.40
- **C.18.a - Value (excl. sponsor support):** $209035655.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 122: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.410000%
- **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):** $168018681.60
- **C.18.a - Value (excl. sponsor support):** $168018681.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.310000%
- **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):** $150061395.00
- **C.18.a - Value (excl. sponsor support):** $150061395.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 3.933000%
- **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):** $34950296.50
- **C.18.a - Value (excl. sponsor support):** $34950296.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 125: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.450000%
- **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):** $200149380.00
- **C.18.a - Value (excl. sponsor support):** $200149380.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 126: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDC5, C.4 - ISIN: US60683FDC59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250027450.00
- **C.18.a - Value (excl. sponsor support):** $250027450.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **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 127: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 4.000000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2027-11-28
- **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 128: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.580000%
- **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):** $300129807.00
- **C.18.a - Value (excl. sponsor support):** $300129807.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 129: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.470000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFZ3, C.4 - ISIN: US60700JFZ30, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $200058272.00
- **C.18.a - Value (excl. sponsor support):** $200058272.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $241171302.80
- **C.18.a - Value (excl. sponsor support):** $241171302.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 131: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.410000%
- **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):** $229164009.80
- **C.18.a - Value (excl. sponsor support):** $229164009.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 132: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.360000%
- **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):** $100041500.00
- **C.18.a - Value (excl. sponsor support):** $100041500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.250000%
- **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):** $100016550.00
- **C.18.a - Value (excl. sponsor support):** $100016550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 134: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.250000%
- **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):** $100016380.00
- **C.18.a - Value (excl. sponsor support):** $100016380.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 135: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.360000%
- **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):** $193075134.90
- **C.18.a - Value (excl. sponsor support):** $193075134.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 4.080000%
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2027-11-28
- **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 137: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 4.080000%
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 138: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.290000%
- **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):** $150036195.00
- **C.18.a - Value (excl. sponsor support):** $150036195.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 139: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.290000%
- **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):** $168043142.40
- **C.18.a - Value (excl. sponsor support):** $168043142.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 140: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.350000%
- **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):** $49999840.00
- **C.18.a - Value (excl. sponsor support):** $49999840.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 141: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.910000%
- **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):** $159845903.70
- **C.18.a - Value (excl. sponsor support):** $159845903.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 142: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.430000%
- **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):** $100090180.00
- **C.18.a - Value (excl. sponsor support):** $100090180.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.310000%
- **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):** $73021104.30
- **C.18.a - Value (excl. sponsor support):** $73021104.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 144: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.378000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRB5, C.4 - ISIN: US63307NRB54, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $150012100.50
- **C.18.a - Value (excl. sponsor support):** $150012100.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 145: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FINANCE AUTHORITY NH 144A 4.120000%
- **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:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 146: NEW YORK LIFE GLOBAL FUNDING

- **C.1 - Title:** NEW YORK LIFE GLOBAL FUNDING MTN 144A 4.281000%
- **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):** $77102876.57
- **C.18.a - Value (excl. sponsor support):** $77102876.57
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 147: 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: 65558WJN9, C.4 - ISIN: US65558WJN92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200174060.00
- **C.18.a - Value (excl. sponsor support):** $200174060.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.320000%
- **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):** $190080579.00
- **C.18.a - Value (excl. sponsor support):** $190080579.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: NORTH TEX HIGHER ED AUTH INC TEX

- **C.1 - Title:** NORTH TEX HIGHER ED AUTH INC TEX 4.020000%
- **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:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 150: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 144A 4.240000%
- **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):** $145013393.65
- **C.18.a - Value (excl. sponsor support):** $145013393.65
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 151: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.410000%
- **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):** $85060333.00
- **C.18.a - Value (excl. sponsor support):** $85060333.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: OVERWATCH BRAVO FUNDING LLC

- **C.1 - Title:** OVERWATCH BRAVO FUNDING LLC 144A 3.961000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040BZ13, C.4 - ISIN: US69040BZ132, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $49983495.00
- **C.18.a - Value (excl. sponsor support):** $49983495.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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.: 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 153: OVERWATCH BRAVO FUNDING LLC

- **C.1 - Title:** OVERWATCH BRAVO FUNDING LLC 144A 3.976000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040BZ39, C.4 - ISIN: US69040BZ397, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $499723900.00
- **C.18.a - Value (excl. sponsor support):** $499723900.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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.: 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 154: PRUDENTIAL FINANCIAL INC

- **C.1 - Title:** PRUDENTIAL FINANCIAL INC 144A 4.041000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74432JZ38, C.4 - ISIN: US74432JZ384, C.3 - LEI: 5PRBRS5FEH7NREC8OR45
- **C.18 - Value (incl. sponsor support):** $246861358.90
- **C.18.a - Value (excl. sponsor support):** $246861358.90
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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-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 155: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 3.918000%
- **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):** $159300500.10
- **C.18.a - Value (excl. sponsor support):** $159300500.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 156: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.830000%
- **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):** $98085000.00
- **C.18.a - Value (excl. sponsor support):** $98085000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 157: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.390000%
- **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):** $159028397.40
- **C.18.a - Value (excl. sponsor support):** $159028397.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.430000%
- **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):** $170117385.00
- **C.18.a - Value (excl. sponsor support):** $170117385.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.330000%
- **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):** $150037155.00
- **C.18.a - Value (excl. sponsor support):** $150037155.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: 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: 78014XRA7, C.4 - ISIN: US78014XRA71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $223066208.70
- **C.18.a - Value (excl. sponsor support):** $223066208.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: 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: 78014XRV1, C.4 - ISIN: US78014XRV19, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $149970840.00
- **C.18.a - Value (excl. sponsor support):** $149970840.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 162: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.400000%
- **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):** $117004329.00
- **C.18.a - Value (excl. sponsor support):** $117004329.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.330000%
- **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):** $140034370.00
- **C.18.a - Value (excl. sponsor support):** $140034370.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.430000%
- **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):** $150104895.00
- **C.18.a - Value (excl. sponsor support):** $150104895.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: 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):** $93066420.60
- **C.18.a - Value (excl. sponsor support):** $93066420.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 166: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.370000%
- **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):** $168965811.30
- **C.18.a - Value (excl. sponsor support):** $168965811.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 167: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JRU3, C.4 - ISIN: US78015JRU33, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $119996364.00
- **C.18.a - Value (excl. sponsor support):** $119996364.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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 168: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JSG3, C.4 - ISIN: US78015JSG30, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $140077966.00
- **C.18.a - Value (excl. sponsor support):** $140077966.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **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 169: 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: 85325VQM5, C.4 - ISIN: US85325VQM53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175078330.00
- **C.18.a - Value (excl. sponsor support):** $175078330.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: 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):** $152169449.60
- **C.18.a - Value (excl. sponsor support):** $152169449.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 171: 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):** $225211432.50
- **C.18.a - Value (excl. sponsor support):** $225211432.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.460000%
- **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):** $180203000.40
- **C.18.a - Value (excl. sponsor support):** $180203000.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 173: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.220000%
- **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):** $144020923.20
- **C.18.a - Value (excl. sponsor support):** $144020923.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 174: 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: 85325VSW1, C.4 - ISIN: US85325VSW18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100023703.00
- **C.18.a - Value (excl. sponsor support):** $100023703.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 175: 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: 85325VSX9, C.4 - ISIN: US85325VSX90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75018141.75
- **C.18.a - Value (excl. sponsor support):** $75018141.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 176: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTJ9, C.4 - ISIN: US85325VTJ97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150011443.50
- **C.18.a - Value (excl. sponsor support):** $150011443.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 177: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.260000%
- **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):** $100009320.00
- **C.18.a - Value (excl. sponsor support):** $100009320.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.290000%
- **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):** $150029295.00
- **C.18.a - Value (excl. sponsor support):** $150029295.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 179: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.290000%
- **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):** $125028450.00
- **C.18.a - Value (excl. sponsor support):** $125028450.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 180: 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):** $280111776.00
- **C.18.a - Value (excl. sponsor support):** $280111776.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 181: 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):** $200094220.00
- **C.18.a - Value (excl. sponsor support):** $200094220.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 182: 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):** $93041013.00
- **C.18.a - Value (excl. sponsor support):** $93041013.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **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 183: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564THT3, C.4 - ISIN: US86564THT34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139020641.50
- **C.18.a - Value (excl. sponsor support):** $139020641.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 184: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED (SINGAPORE BRANCH) 144A 3.885000%
- **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):** $33134682.15
- **C.18.a - Value (excl. sponsor support):** $33134682.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 185: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED (SINGAPORE BRANCH) 144A 3.885000%
- **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):** $248732125.00
- **C.18.a - Value (excl. sponsor support):** $248732125.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 186: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED (SINGAPORE BRANCH) 144A 3.883000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XAG9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52719884.40
- **C.18.a - Value (excl. sponsor support):** $52719884.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 187: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.380000%
- **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):** $163032208.80
- **C.18.a - Value (excl. sponsor support):** $163032208.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.350000%
- **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):** $200078700.00
- **C.18.a - Value (excl. sponsor support):** $200078700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLC2, C.4 - ISIN: US86565GLC23, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $133118077.40
- **C.18.a - Value (excl. sponsor support):** $133118077.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 190: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLV0, C.4 - ISIN: US86565GLV04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $157017709.60
- **C.18.a - Value (excl. sponsor support):** $157017709.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 191: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMD9, C.4 - ISIN: US86565GMD96, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150026025.00
- **C.18.a - Value (excl. sponsor support):** $150026025.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 192: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPP9, C.4 - ISIN: US86565GPP99, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200208200.00
- **C.18.a - Value (excl. sponsor support):** $200208200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 193: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPQ7, C.4 - ISIN: US86565GPQ72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $50052250.00
- **C.18.a - Value (excl. sponsor support):** $50052250.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPV6, C.4 - ISIN: US86565GPV67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250274975.00
- **C.18.a - Value (excl. sponsor support):** $250274975.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.290000%
- **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):** $150022260.00
- **C.18.a - Value (excl. sponsor support):** $150022260.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 196: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 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):** $179196649.40
- **C.18.a - Value (excl. sponsor support):** $179196649.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 197: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 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):** $175181790.00
- **C.18.a - Value (excl. sponsor support):** $175181790.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 198: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 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):** $99103197.60
- **C.18.a - Value (excl. sponsor support):** $99103197.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 199: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.330000%
- **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):** $148996811.40
- **C.18.a - Value (excl. sponsor support):** $148996811.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 200: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVX5, C.4 - ISIN: US86565GVX59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $104981520.00
- **C.18.a - Value (excl. sponsor support):** $104981520.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **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 201: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.340000%
- **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):** $222048773.40
- **C.18.a - Value (excl. sponsor support):** $222048773.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.310000%
- **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):** $75025815.00
- **C.18.a - Value (excl. sponsor support):** $75025815.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.250000%
- **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):** $160050048.00
- **C.18.a - Value (excl. sponsor support):** $160050048.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.410000%
- **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):** $100093680.00
- **C.18.a - Value (excl. sponsor support):** $100093680.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.410000%
- **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):** $100085446.00
- **C.18.a - Value (excl. sponsor support):** $100085446.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.390000%
- **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):** $100109110.00
- **C.18.a - Value (excl. sponsor support):** $100109110.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.935000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSF4, C.4 - ISIN: US86959TSF48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74060413.60
- **C.18.a - Value (excl. sponsor support):** $74060413.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.280000%
- **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):** $120053376.00
- **C.18.a - Value (excl. sponsor support):** $120053376.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 3.813000%
- **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):** $98962150.00
- **C.18.a - Value (excl. sponsor support):** $98962150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 210: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.330000%
- **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):** $125029350.00
- **C.18.a - Value (excl. sponsor support):** $125029350.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.400000%
- **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):** $97092295.50
- **C.18.a - Value (excl. sponsor support):** $97092295.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.270000%
- **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):** $73013884.60
- **C.18.a - Value (excl. sponsor support):** $73013884.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 213: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 4.060000%
- **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:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2027-11-28
- **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 214: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.330000%
- **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):** $177971733.60
- **C.18.a - Value (excl. sponsor support):** $177971733.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 215: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.460000%
- **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):** $125123398.75
- **C.18.a - Value (excl. sponsor support):** $125123398.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.480000%
- **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):** $109132067.67
- **C.18.a - Value (excl. sponsor support):** $109132067.67
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.460000%
- **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):** $125145612.50
- **C.18.a - Value (excl. sponsor support):** $125145612.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.360000%
- **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):** $150101523.00
- **C.18.a - Value (excl. sponsor support):** $150101523.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.410000%
- **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):** $140130044.60
- **C.18.a - Value (excl. sponsor support):** $140130044.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.410000%
- **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):** $169146685.24
- **C.18.a - Value (excl. sponsor support):** $169146685.24
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 221: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.290000%
- **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):** $100043620.00
- **C.18.a - Value (excl. sponsor support):** $100043620.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.410000%
- **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):** $175137560.50
- **C.18.a - Value (excl. sponsor support):** $175137560.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 223: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.290000%
- **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):** $125053700.00
- **C.18.a - Value (excl. sponsor support):** $125053700.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 4.290000%
- **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):** $150051540.00
- **C.18.a - Value (excl. sponsor support):** $150051540.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 225: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.869000%
- **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):** $131006015.52
- **C.18.a - Value (excl. sponsor support):** $131006015.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.541000%
- **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):** $120624159.31
- **C.18.a - Value (excl. sponsor support):** $120624159.31
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.503000%
- **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):** $193055859.99
- **C.18.a - Value (excl. sponsor support):** $193055859.99
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.497000%
- **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):** $150007882.50
- **C.18.a - Value (excl. sponsor support):** $150007882.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.497000%
- **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):** $107007128.34
- **C.18.a - Value (excl. sponsor support):** $107007128.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.546000%
- **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):** $142039015.92
- **C.18.a - Value (excl. sponsor support):** $142039015.92
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.548000%
- **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):** $125035595.00
- **C.18.a - Value (excl. sponsor support):** $125035595.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.360000%
- **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):** $159016804.71
- **C.18.a - Value (excl. sponsor support):** $159016804.71
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.348000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZJ8, C.4 - ISIN: US90276JZJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130016972.80
- **C.18.a - Value (excl. sponsor support):** $130016972.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 3.962000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $569641556.74
- **C.18.a - Value (excl. sponsor support):** $569641556.74
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.930000%
- **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):** $181995777.60
- **C.18.a - Value (excl. sponsor support):** $181995777.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.939000%
- **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):** $399901900.00
- **C.18.a - Value (excl. sponsor support):** $399901900.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 237: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VZ13, C.4 - ISIN: US92543VZ134, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44984565.00
- **C.18.a - Value (excl. sponsor support):** $44984565.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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:** DBRS Ltd.: Fitch,Moodys,San; Fitch, Inc.: NR; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; 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 238: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I-A LLC 144A 4.200000%
- **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):** $743014161.58
- **C.18.a - Value (excl. sponsor support):** $743014161.58
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 239: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I C LLC 144A 3.976000%
- **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):** $182575568.10
- **C.18.a - Value (excl. sponsor support):** $182575568.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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:** DBRS Ltd.: Fitch,Moodys,San; Fitch, Inc.: NR; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; 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 240: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.450000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N4K2, C.4 - ISIN: US93930N4K28, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $140007345.80
- **C.18.a - Value (excl. sponsor support):** $140007345.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 241: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.360000%
- **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):** $159082600.50
- **C.18.a - Value (excl. sponsor support):** $159082600.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 144A 4.390000%
- **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):** $100070880.00
- **C.18.a - Value (excl. sponsor support):** $100070880.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: 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):** $100053330.00
- **C.18.a - Value (excl. sponsor support):** $100053330.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 244: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.030000%
- **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:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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.: 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         |
|:---|:---|:---|:---|:---|:---|:---|
| DALLAS TEX HOTEL OCCUPANCY TAX REF BDS                  2021 | 2035-08-15      | 4.0000%  | 0.0000% | $450000.00         | $455987.00         | Other Instrument |
| SALT RIV PROJ AGRIC IMPT & PWR BDS                      2024 | 2042-05-01      | 5.0000%  | 0.0000% | $1565000.00        | $1730514.40        | Other Instrument |
| SALT RIV PROJ AGRIC IMPT & PWR PROJ BDS                 2025 | 2051-01-01      | 5.0000%  | 0.0000% | $13135000.00       | $13951252.68       | Other Instrument |
| ROYSE CITY TEX INDPT SCH DIST  UNLTD TAX BLDG BDS       2025 | 2055-02-15      | 5.2500%  | 0.0000% | $2900000.00        | $3137787.92        | Other Instrument |
| NEW JERSEY ST TRANSN TR FD AUT PROGRAM BDS              2025 | 2055-06-15      | 5.0000%  | 0.0000% | $33500000.00       | $34936442.78       | Other Instrument |
| NEW YORK ST DORM AUTH ST PERS  GEN PURP BDS             2025 | 2050-03-15      | 5.2500%  | 0.0000% | $1650000.00        | $1778715.13        | Other Instrument |
| NEW YORK ST DORM AUTH ST PERS  GEN PURP BDS             2025 | 2053-03-15      | 5.5000%  | 0.0000% | $7000000.00        | $7688687.22        | Other Instrument |
| NEW YORK ST TWY AUTH ST PERS I BDS                      2025 | 2047-03-15      | 5.0000%  | 0.0000% | $1990000.00        | $2120269.82        | Other Instrument |
| NEW YORK ST TWY AUTH ST PERS I GREEN BDS                2025 | 2056-03-15      | 5.0000%  | 0.0000% | $8995000.00        | $9493972.64        | Other Instrument |
| PRINCETON TEX INDPT SCH DIST   UNLTD TAX BLDG BDS       2024 | 2054-02-15      | 5.0000%  | 0.0000% | $15400000.00       | $16240463.56       | Other Instrument |
| CHICAGO ILL O HARE INTL ARPT R GEN SR LIEN BDS          2025 | 2060-01-01      | 5.5000%  | 0.0000% | $12000000.00       | $12552460.00       | Other Instrument |
| LOS ANGELES CALIF DEPT ARPTS R REF AMT SUB INTL BDS     2022 | 2045-05-15      | 5.0000%  | 0.0000% | $965000.00         | $1000189.26        | Other Instrument |
| LOS ANGELES CALIF DEPT WTR & P SYS BDS                  2025 | 2052-07-01      | 5.0000%  | 0.0000% | $3750000.00        | $3910795.83        | Other Instrument |
| LOS ANGELES CALIF DEPT WTR & P SYS BDS                  2024 | 2048-07-01      | 5.0000%  | 0.0000% | $520000.00         | $552155.07         | Other Instrument |
| WASHINGTON ST                  GO REF BDS               R-20 | 2039-07-01      | 5.0000%  | 0.0000% | $1450000.00        | $1673947.67        | Other Instrument |
| TERRELL TEX INDPT SCH DIST     ULTD TAX BLDG BDS        2025 | 2055-08-01      | 5.2500%  | 0.0000% | $5980000.00        | $6477516.07        | Other Instrument |

### Security 245: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.980000%
- **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:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JOHNSON CONTROLS INTERNATION   SR GLBL NT4.5%47 | 2047-02-15      | 4.5000%  | 0.0000% | $3000000.00        | $2675145.00        | Corporate Debt Securities |
| JAPAN TOBACCO INC              FR 5.85%061535   | 2035-06-15      | 5.8500%  | 0.0000% | $2880000.00        | $3197829.60        | Corporate Debt Securities |
| KENVUE INC                     SR GLBL NT5.2%63 | 2063-03-22      | 5.2000%  | 0.0000% | $2245000.00        | $2103954.13        | Corporate Debt Securities |
| KEURIG DR PEPPER INC           GLBL NT 5.2%31   | 2031-03-15      | 5.2000%  | 0.0000% | $2286000.00        | $2372032.34        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.8%28 | 2028-07-15      | 4.8000%  | 0.0000% | $2744000.00        | $2843094.99        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.7%35 | 2035-01-15      | 4.7000%  | 0.0000% | $2204000.00        | $2226379.17        | Corporate Debt Securities |
| JUNIPER NETWORKS               SR NT 5.95%41    | 2041-03-15      | 5.9500%  | 0.0000% | $2082000.00        | $2125483.15        | Corporate Debt Securities |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT 5%26  | 2026-03-28      | 5.0000%  | 0.0000% | $2351000.00        | $2375646.32        | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 3.175%50 | 2050-07-09      | 3.1750%  | 0.0000% | $3455000.00        | $2411655.74        | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.3%34   | 2034-07-05      | 5.3000%  | 0.0000% | $3131000.00        | $3322845.07        | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.8%64   | 2064-07-05      | 5.8000%  | 0.0000% | $3176000.00        | $3276548.63        | Corporate Debt Securities |
| TAKEDA US FING INC             SR GLBL NT5.2%35 | 2035-07-07      | 5.2000%  | 0.0000% | $2267000.00        | $2376810.96        | Corporate Debt Securities |
| OVINTIV INC                    SR NT 7.2%31     | 2031-11-01      | 7.2000%  | 0.0000% | $2011000.00        | $2247071.29        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-15      | 2.7390%  | 0.0000% | $2991000.00        | $2853717.84        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 41    | 2041-04-22      | 3.1090%  | 0.0000% | $2965000.00        | $2380032.18        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL NT 31   | 2031-05-13      | 2.9560%  | 0.0000% | $2320000.00        | $2194747.07        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 41    | 2041-11-19      | 2.5250%  | 0.0000% | $4604000.00        | $3373909.03        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 27    | 2027-09-22      | 1.4700%  | 0.0000% | $3309000.00        | $3248792.75        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-06-14      | 4.5650%  | 0.0000% | $2332000.00        | $2414567.05        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 35    | 2035-07-22      | 5.2940%  | 0.0000% | $2167000.00        | $2302370.32        | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 54    | 2054-06-01      | 5.6500%  | 0.0000% | $2444000.00        | $2556984.08        | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SNR NPF GLBL 28  | 2028-02-23      | 3.8000%  | 0.0000% | $2400000.00        | $2405154.67        | Corporate Debt Securities |
| BAIDU INC                      SR GLBL NT 26    | 2026-04-09      | 1.7200%  | 0.0000% | $2763000.00        | $2745651.43        | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD 39    | 2039-11-01      | 5.3500%  | 0.0000% | $2738000.00        | $2820639.69        | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30 | 2030-05-01      | 4.4000%  | 0.0000% | $2481000.00        | $2519678.79        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     4.812%39         | 2039-03-15      | 4.8120%  | 0.0000% | $2192000.00        | $2133709.61        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41 | 2041-03-22      | 3.4000%  | 0.0000% | $2633000.00        | $2102406.62        | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT 4%52  | 2052-06-01      | 4.0000%  | 0.0000% | $2751000.00        | $2124698.17        | Corporate Debt Securities |
| VAR ENERGI ASA                 SR GLBL 144A 35  | 2035-05-22      | 6.5000%  | 0.0000% | $2317000.00        | $2472663.78        | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 29    | 2029-06-01      | 4.3500%  | 0.0000% | $2630000.00        | $2717730.23        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2017A 47 | 2047-04-01      | 4.0000%  | 0.0000% | $3125000.00        | $2422229.17        | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 5%43       | 2043-09-30      | 5.0000%  | 0.0000% | $2205000.00        | $2146116.70        | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT5.3%35 | 2035-02-21      | 5.3000%  | 0.0000% | $2358000.00        | $2490308.69        | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT 55    | 2055-09-05      | 5.7500%  | 0.0000% | $2963000.00        | $3129659.70        | Corporate Debt Securities |
| BMW US CAP LLC                 GLBL 144A NT 27  | 2027-08-11      | 4.1500%  | 0.0000% | $2500000.00        | $2537061.81        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $2842000.00        | $3324789.17        | Corporate Debt Securities |
| BAE SYSTEMS PLC                SR 144A NT5.3%34 | 2034-03-26      | 5.3000%  | 0.0000% | $2930000.00        | $3086894.99        | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 4.758%090649  | 2049-09-06      | 4.7580%  | 0.0000% | $3815000.00        | $3327281.50        | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT3.5%46 | 2046-08-15      | 3.5000%  | 0.0000% | $4063000.00        | $3110201.67        | Corporate Debt Securities |
| CENOVUS ENERGY INC             SR NT 5.25%37    | 2037-06-15      | 5.2500%  | 0.0000% | $2440000.00        | $2452690.03        | Corporate Debt Securities |
| CENOVUS ENERGY INC             SR NT 5.4%36     | 2036-03-20      | 5.4000%  | 0.0000% | $3000000.00        | $3038130.00        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -58 DEB 27  | 2027-01-15      | 1.8750%  | 0.0000% | $3286000.00        | $3229898.40        | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT3.6%30 | 2030-05-01      | 3.6000%  | 0.0000% | $2390000.00        | $2332329.30        | Corporate Debt Securities |
| NOMURA HLDGS INC               SR GLBL NT 26    | 2026-07-14      | 1.6530%  | 0.0000% | $2653000.00        | $2628148.91        | Corporate Debt Securities |
| NOMURA HLDGS INC               LW TIER II 36    | 2036-06-10      | 5.0430%  | 0.0000% | $3000000.00        | $3013969.50        | Corporate Debt Securities |
| NORDSON CORP                   SR GLBL NT5.8%33 | 2033-09-15      | 5.8000%  | 0.0000% | $2086000.00        | $2261247.18        | Corporate Debt Securities |
| BANK AMERICA CORP              SR NT FXD/FLT 28 | 2028-01-20      | 3.8240%  | 0.0000% | $3231000.00        | $3264526.29        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 3.483%031352  | 2052-03-13      | 3.4830%  | 0.0000% | $3580000.00        | $2688423.38        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.571%042733  | 2033-04-27      | 4.5710%  | 0.0000% | $3208000.00        | $3237661.61        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.729%042029  | 2029-04-20      | 4.7290%  | 0.0000% | $2254000.00        | $2306138.90        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.06%072232   | 2032-07-22      | 5.0600%  | 0.0000% | $2149000.00        | $2272460.05        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.74%111032   | 2032-11-10      | 4.7400%  | 0.0000% | $2937000.00        | $2990071.59        | Corporate Debt Securities |
| PSEG POWER LLC                 SR 144A NT5.2%30 | 2030-05-15      | 5.2000%  | 0.0000% | $2437000.00        | $2509105.41        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 47    | 2047-04-15      | 4.2500%  | 0.0000% | $3020000.00        | $2558170.69        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT2.3%31 | 2031-05-15      | 2.3000%  | 0.0000% | $3338000.00        | $3025598.43        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT2.3%31 | 2031-05-15      | 2.3000%  | 0.0000% | $2502000.00        | $2267839.21        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 52    | 2052-05-15      | 4.7500%  | 0.0000% | $3000000.00        | $2660715.83        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 64    | 2064-07-15      | 5.7500%  | 0.0000% | $2983000.00        | $3055943.46        | Corporate Debt Securities |
| COMMONWEALTH BK AUSTRALIA N Y  SR NT 4.577%26   | 2026-11-27      | 4.5770%  | 0.0000% | $2221000.00        | $2237540.10        | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 3.969%47 | 2047-11-01      | 3.9690%  | 0.0000% | $3266000.00        | $2521374.05        | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 2.887%51 | 2051-11-01      | 2.8870%  | 0.0000% | $4045000.00        | $2459866.64        | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC -2019 A 4.125%49 | 2049-05-15      | 4.1250%  | 0.0000% | $3376000.00        | $2754747.07        | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 B34 | 2034-03-15      | 5.5000%  | 0.0000% | $2800000.00        | $2993375.78        | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR -2025 A DB 55 | 2055-11-15      | 5.7500%  | 0.0000% | $3000000.00        | $3081442.50        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $3357000.00        | $2371594.61        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 31    | 2031-03-25      | 2.8750%  | 0.0000% | $3686000.00        | $3366723.29        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.5%28 | 2028-05-06      | 4.5000%  | 0.0000% | $2958000.00        | $2974446.48        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.7%34 | 2034-09-27      | 4.7000%  | 0.0000% | $2320000.00        | $2224401.82        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT5.5%64 | 2064-09-27      | 5.5000%  | 0.0000% | $2558000.00        | $2201234.32        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 65    | 2065-08-03      | 6.1250%  | 0.0000% | $3000000.00        | $2872307.92        | Corporate Debt Securities |
| COLUMBIA PIPELINE GROUP INC    SR 144A NT 32    | 2032-11-17      | 4.9990%  | 0.0000% | $3000000.00        | $3015952.42        | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $3017000.00        | $3078356.31        | Corporate Debt Securities |
| CNO GLOBAL FUNDING             FR 4.375%090828  | 2028-09-08      | 4.3750%  | 0.0000% | $2290000.00        | $2318744.59        | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT 27    | 2027-06-01      | 1.4500%  | 0.0000% | $2345000.00        | $2286607.55        | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT2.5%40 | 2040-06-01      | 2.5000%  | 0.0000% | $3000000.00        | $2303945.00        | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT 1%28  | 2028-03-15      | 1.0000%  | 0.0000% | $2938000.00        | $2776256.57        | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 3.25%29   | 2029-10-29      | 3.2500%  | 0.0000% | $2460000.00        | $2303268.62        | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 6.816%35  | 2035-11-19      | 6.8160%  | 0.0000% | $2927000.00        | $3127247.78        | Corporate Debt Securities |
| ZOETIS INC                     SR GLBL NT5.6%32 | 2032-11-16      | 5.6000%  | 0.0000% | $2558000.00        | $2743011.61        | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL REGS 31  | 2031-09-23      | 4.3980%  | 0.0000% | $2200000.00        | $2218569.83        | Corporate Debt Securities |
| MITSUBISHI HC CAPITAL INC      GLBL REGS NT 27  | 2027-09-15      | 5.0800%  | 0.0000% | $2127000.00        | $2178794.81        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 54  | 2054-03-05      | 6.9500%  | 0.0000% | $3702000.00        | $3032543.69        | Corporate Debt Securities |
| ALPEK SA DE CV                 SR GLBL REGS 29  | 2029-09-18      | 4.2500%  | 0.0000% | $3100000.00        | $2887414.06        | Corporate Debt Securities |
| BECLE SAB DE CV                SR REGS NT2.5%31 | 2031-10-14      | 2.5000%  | 0.0000% | $2440000.00        | $2138771.16        | Corporate Debt Securities |
| SITIOS LATINOAMERICA S A B DE  GLBL REGS NT 32  | 2032-04-04      | 5.3750%  | 0.0000% | $3039000.00        | $3082678.03        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICID GLBL REGS NT 29  | 2029-05-15      | 4.6880%  | 0.0000% | $2900000.00        | $2866948.38        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 36  | 2036-01-26      | 6.4400%  | 0.0000% | $2563000.00        | $2834817.54        | Corporate Debt Securities |
| INVERSIONES CMPC S A           SR REGS NT 3%31  | 2031-04-06      | 3.0000%  | 0.0000% | $3200000.00        | $2864106.67        | Corporate Debt Securities |
| MASSACHUSETTS ELEC CO          SR REGS NT5.9%39 | 2039-11-15      | 5.9000%  | 0.0000% | $2000000.00        | $2127521.11        | Corporate Debt Securities |
| CONAGRA BRANDS INC             SR GLBL NT 27    | 2027-11-01      | 1.3750%  | 0.0000% | $2483000.00        | $2354855.47        | Corporate Debt Securities |
| OVINTIV INC                    GLBL NT 7.1%53   | 2053-07-15      | 7.1000%  | 0.0000% | $2071000.00        | $2284749.06        | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT4.3%47 | 2047-07-15      | 4.3000%  | 0.0000% | $3250000.00        | $2728654.86        | Corporate Debt Securities |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 27    | 2027-01-15      | 2.6250%  | 0.0000% | $3216000.00        | $3165019.70        | Corporate Debt Securities |
| AMAZON COM INC                 SR NT 4.65%35    | 2035-11-20      | 4.6500%  | 0.0000% | $2300000.00        | $2328044.67        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 36    | 2036-10-24      | 4.8040%  | 0.0000% | $2742000.00        | $2743884.06        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 36    | 2036-10-24      | 4.8040%  | 0.0000% | $3323000.00        | $3325283.27        | Corporate Debt Securities |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL 144A 28  | 2028-09-30      | 4.5000%  | 0.0000% | $2275000.00        | $2230956.00        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%070927    | 2027-07-09      | 4.9000%  | 0.0000% | $3292000.00        | $3400074.53        | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT5.5%34 | 2034-02-01      | 5.5000%  | 0.0000% | $3000000.00        | $3163395.00        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 5%30  | 2030-01-31      | 5.0000%  | 0.0000% | $2149000.00        | $2237600.88        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 5%30  | 2030-01-31      | 5.0000%  | 0.0000% | $2381000.00        | $2479165.98        | Corporate Debt Securities |
| NESTLE HLDGS INC               GLBL 144A NT 27  | 2027-01-14      | 1.1500%  | 0.0000% | $2500000.00        | $2439451.39        | Corporate Debt Securities |
| NETFLIX INC.                   SR GLBL 144A 29  | 2029-11-15      | 5.3750%  | 0.0000% | $2386000.00        | $2560122.66        | Corporate Debt Securities |
| NETFLIX INC.                   SR GLBL 144A 30  | 2030-06-15      | 4.8750%  | 0.0000% | $2533000.00        | $2667256.39        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 29    | 2029-08-18      | 4.0500%  | 0.0000% | $3287000.00        | $3321513.50        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT4.2%33 | 2033-03-01      | 4.2000%  | 0.0000% | $2586000.00        | $2570587.44        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 32    | 2032-11-15      | 4.5500%  | 0.0000% | $2620000.00        | $2652782.02        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 33    | 2033-03-01      | 5.8750%  | 0.0000% | $2437000.00        | $2611142.94        | Corporate Debt Securities |
| HUNT J B TRANS SVCS INC        SR GLBL NT4.9%30 | 2030-03-15      | 4.9000%  | 0.0000% | $3195000.00        | $3298888.97        | Corporate Debt Securities |
| CATERPILLAR INC                SR DEB 3.803%42  | 2042-08-15      | 3.8030%  | 0.0000% | $2579000.00        | $2225782.24        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-02-13      | 5.1740%  | 0.0000% | $2019000.00        | $2109856.68        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-05-07      | 4.6430%  | 0.0000% | $1531000.00        | $1545787.04        | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 26    | 2026-08-06      | 4.9290%  | 0.0000% | $2543000.00        | $2595295.95        | Corporate Debt Securities |
| INGERSOLL RAND INC             SR GLBL NT 34    | 2034-06-15      | 5.4500%  | 0.0000% | $2985000.00        | $3201073.37        | Corporate Debt Securities |
| INTEL CORP                     SR NT 4.8%41     | 2041-10-01      | 4.8000%  | 0.0000% | $3149000.00        | $2863039.31        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 28    | 2028-02-10      | 4.6500%  | 0.0000% | $2574000.00        | $2649083.58        | Corporate Debt Securities |
| HESS CORP                      SR GLBL NT4.3%27 | 2027-04-01      | 4.3000%  | 0.0000% | $2772000.00        | $2800935.06        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT1.5%28 | 2028-09-15      | 1.5000%  | 0.0000% | $3122000.00        | $2946142.94        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 52    | 2052-04-15      | 3.6250%  | 0.0000% | $3220000.00        | $2426591.55        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 34    | 2034-06-25      | 4.9500%  | 0.0000% | $2600000.00        | $2733087.50        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT5.4%64 | 2064-06-25      | 5.4000%  | 0.0000% | $2961000.00        | $2975893.83        | Corporate Debt Securities |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.95%41    | 2041-04-01      | 5.9500%  | 0.0000% | $2520000.00        | $2645800.50        | Corporate Debt Securities |
| NATWEST GROUP PLC              LW TIER II 35    | 2035-11-28      | 3.0320%  | 0.0000% | $2673000.00        | $2462608.17        | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I PERP  | 2500-12-31      | 4.6000%  | 0.0000% | $3000000.00        | $2766303.33        | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 54  | 2054-06-15      | 5.8750%  | 0.0000% | $2644000.00        | $2671922.48        | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 45    | 2045-04-27      | 5.0540%  | 0.0000% | $3070000.00        | $2985642.71        | Corporate Debt Securities |
| NASDAQ INC                     CR SEN GLBL NT63 | 2063-06-28      | 6.1000%  | 0.0000% | $2478000.00        | $2680345.22        | Corporate Debt Securities |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30  | 2030-05-19      | 6.0000%  | 0.0000% | $3063000.00        | $3139636.26        | Corporate Debt Securities |
| TD SYNNEX CORPORATION          SR GLBL NT6.1%34 | 2034-04-12      | 6.1000%  | 0.0000% | $2442000.00        | $2613732.29        | Corporate Debt Securities |
| SYNCHRONY FINANCIAL            SR GLBL NT3.7%26 | 2026-08-04      | 3.7000%  | 0.0000% | $2700000.00        | $2721564.00        | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT 27    | 2027-07-15      | 3.2500%  | 0.0000% | $2614000.00        | $2613913.59        | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT 31    | 2031-12-14      | 2.4500%  | 0.0000% | $3436000.00        | $3120544.66        | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT5.1%30 | 2030-09-23      | 5.1000%  | 0.0000% | $2214000.00        | $2309552.55        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC          SR GLBL NT 26    | 2026-03-01      | 5.3500%  | 0.0000% | $2376000.00        | $2407931.46        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 27    | 2027-05-01      | 3.1500%  | 0.0000% | $2554000.00        | $2523358.38        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 5%33  | 2033-01-15      | 5.0000%  | 0.0000% | $2976000.00        | $3083737.81        | Corporate Debt Securities |
| MUTUAL OF OMAHA COS GLOBAL FDG SR 144A NT 5%30  | 2030-04-01      | 5.0000%  | 0.0000% | $2695000.00        | $2785246.57        | Corporate Debt Securities |
| NRG ENERGY INC                 1LIEN GLBL 30    | 2030-10-15      | 4.7340%  | 0.0000% | $2737000.00        | $2751875.59        | Corporate Debt Securities |
| TJX COS INC NEW                SR GLBL NT 26    | 2026-09-15      | 2.2500%  | 0.0000% | $2288000.00        | $2270273.72        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-04-15      | 3.3750%  | 0.0000% | $2541000.00        | $2487616.77        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT4.6%32 | 2032-11-15      | 4.6000%  | 0.0000% | $2234000.00        | $2243645.92        | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT 41    | 2041-02-01      | 6.7500%  | 0.0000% | $2144000.00        | $2434356.56        | Corporate Debt Securities |
| HP INC                         SR GLBL NT 31    | 2031-06-17      | 2.6500%  | 0.0000% | $3410000.00        | $3126770.14        | Corporate Debt Securities |
| HP INC                         SR GLBL NT 4%29  | 2029-04-15      | 4.0000%  | 0.0000% | $2305000.00        | $2293423.78        | Corporate Debt Securities |
| HALLIBURTON CO                 SR GLBL NT 39    | 2039-09-15      | 7.4500%  | 0.0000% | $1755000.00        | $2126580.79        | Corporate Debt Securities |
| MORGAN STANLEY                 FXD/FLTG 29      | 2029-01-24      | 3.7720%  | 0.0000% | $2504000.00        | $2520632.68        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.3%012745    | 2045-01-27      | 4.3000%  | 0.0000% | $3669000.00        | $3282444.35        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.3%012745    | 2045-01-27      | 4.3000%  | 0.0000% | $3429000.00        | $3067730.09        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.192%041731  | 2031-04-17      | 5.1920%  | 0.0000% | $2212000.00        | $2303893.36        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.23%011531   | 2031-01-15      | 5.2300%  | 0.0000% | $2049000.00        | $2160735.95        | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 30    | 2030-04-01      | 4.3500%  | 0.0000% | $2296000.00        | $2320423.70        | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34 | 2034-10-01      | 4.8000%  | 0.0000% | $2504000.00        | $2518823.68        | Corporate Debt Securities |
| LAM RESEARCH CORP              SR GLBL NT1.9%30 | 2030-06-15      | 1.9000%  | 0.0000% | $2328000.00        | $2141556.95        | Corporate Debt Securities |
| WOODSIDE FIN LTD               SR GLBL 144A 26  | 2026-09-15      | 3.7000%  | 0.0000% | $2210000.00        | $2216658.24        | Corporate Debt Securities |
| WOODSIDE FIN LTD               SR GLBL 144A 29  | 2029-03-04      | 4.5000%  | 0.0000% | $2961000.00        | $3002513.22        | Corporate Debt Securities |
| WYNNTON FDG TR                 SR 144A NT 35    | 2035-08-15      | 5.2510%  | 0.0000% | $2378000.00        | $2445947.45        | Corporate Debt Securities |
| XTO ENERGY INC                 SR NT 6.1%36     | 2036-04-01      | 6.1000%  | 0.0000% | $2500000.00        | $2798995.83        | Corporate Debt Securities |
| XCEL ENERGY INC                SR GLBL NT2.6%29 | 2029-12-01      | 2.6000%  | 0.0000% | $2862000.00        | $2722744.62        | Corporate Debt Securities |
| ELI LILLY & CO                 GLBL NT 5.1%64   | 2064-02-09      | 5.1000%  | 0.0000% | $3013000.00        | $2914449.79        | Corporate Debt Securities |
| ELI LILLY & CO                 GLBL NT 4.6%34   | 2034-08-14      | 4.6000%  | 0.0000% | $3260000.00        | $3348211.98        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 4%27  | 2027-10-01      | 4.0000%  | 0.0000% | $2359000.00        | $2367618.21        | Corporate Debt Securities |
| MAGNA INTL INC                 SR GLBL NT5.5%33 | 2033-03-21      | 5.5000%  | 0.0000% | $2520000.00        | $2662219.00        | Corporate Debt Securities |
| MAIN STR CAP CORP              SR GLBL NT 3%26  | 2026-07-14      | 3.0000%  | 0.0000% | $2403000.00        | $2402319.15        | Corporate Debt Securities |
| MANULIFE FINL CORP             SR GLBL NT 32    | 2032-03-16      | 3.7030%  | 0.0000% | $2304000.00        | $2237428.22        | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT5.7%53 | 2053-09-15      | 5.7000%  | 0.0000% | $2146000.00        | $2227544.42        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31 | 2031-10-15      | 4.5000%  | 0.0000% | $2456000.00        | $2500355.36        | Corporate Debt Securities |
| MARTIN MARIETTA MATLS INC      3.5%27           | 2027-12-15      | 3.5000%  | 0.0000% | $2531000.00        | $2546938.27        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT4.5%38 | 2038-04-15      | 4.5000%  | 0.0000% | $2322000.00        | $2146305.87        | Corporate Debt Securities |
| MSCI INC                       SR GLBL NT 35    | 2035-09-01      | 5.2500%  | 0.0000% | $2338000.00        | $2404566.76        | Corporate Debt Securities |
| MACQUARIE GROUP LIMITED        FR 1.935%041428  | 2028-04-14      | 1.9350%  | 0.0000% | $2485000.00        | $2416277.33        | Corporate Debt Securities |
| MACQUARIE GROUP LIMITED        SR REGS NT 34    | 2034-12-07      | 6.2550%  | 0.0000% | $2422000.00        | $2731897.93        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-15      | 6.1250%  | 0.0000% | $2400000.00        | $2691226.33        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-27      | 1.9920%  | 0.0000% | $2794000.00        | $2506987.28        | Corporate Debt Securities |
| SOUTHWEST AIRLS CO             SR GLBL NT 27    | 2027-11-16      | 3.4500%  | 0.0000% | $3404000.00        | $3354165.44        | Corporate Debt Securities |
| SOUTHWEST AIRLS CO             SR GLBL NT 30    | 2030-02-10      | 2.6250%  | 0.0000% | $2610000.00        | $2440832.85        | Corporate Debt Securities |
| RALPH LAUREN CORP              SR GLBL NT 5%32  | 2032-06-15      | 5.0000%  | 0.0000% | $2582000.00        | $2719098.46        | Corporate Debt Securities |
| GENERAL DYNAMICS CORP          SR GLBL NT 35    | 2035-08-15      | 4.9500%  | 0.0000% | $2152000.00        | $2245057.86        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 43    | 2043-10-02      | 6.2500%  | 0.0000% | $3016000.00        | $3114991.82        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%27 | 2027-08-20      | 2.7000%  | 0.0000% | $2451000.00        | $2407984.95        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.9%35 | 2035-01-07      | 5.9000%  | 0.0000% | $2098000.00        | $2243450.84        | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT5.5%54 | 2054-11-15      | 5.5000%  | 0.0000% | $2586000.00        | $2624728.22        | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT5.6%64 | 2064-11-15      | 5.6000%  | 0.0000% | $2663000.00        | $2725213.60        | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT4.5%30 | 2030-04-15      | 4.5000%  | 0.0000% | $2625000.00        | $2689483.12        | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT2.9%30 | 2030-05-15      | 2.9000%  | 0.0000% | $3093000.00        | $2868810.77        | Corporate Debt Securities |
| GLOBAL PMTS INC                SR NT 4.875%30   | 2030-11-15      | 4.8750%  | 0.0000% | $2860000.00        | $2874202.28        | Corporate Debt Securities |
| GLOBAL PMTS INC                SR NT 5.2%32     | 2032-11-15      | 5.2000%  | 0.0000% | $3000000.00        | $3019806.67        | Corporate Debt Securities |
| GLOBE LIFE INC                 SR GLBL NT 34    | 2034-09-15      | 5.8500%  | 0.0000% | $2000000.00        | $2124705.00        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 46    | 2046-09-16      | 3.8750%  | 0.0000% | $2737000.00        | $2112991.37        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT5.8%39 | 2039-02-14      | 5.8000%  | 0.0000% | $2130000.00        | $2255191.93        | Corporate Debt Securities |
| GARTNER INC                    SR GLBL 144A 29  | 2029-06-15      | 3.6250%  | 0.0000% | $2706000.00        | $2644041.24        | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26    | 2026-05-10      | 2.8750%  | 0.0000% | $3435000.00        | $3422659.76        | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26 | 2026-09-12      | 2.5000%  | 0.0000% | $2364000.00        | $2351370.99        | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 45    | 2045-05-11      | 4.3750%  | 0.0000% | $3073000.00        | $2693994.53        | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 4%46  | 2046-05-10      | 4.0000%  | 0.0000% | $3681000.00        | $3052322.01        | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 50    | 2050-04-06      | 3.2500%  | 0.0000% | $3514000.00        | $2507184.34        | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT3.8%49 | 2049-08-15      | 3.8000%  | 0.0000% | $3268000.00        | $2547053.78        | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT4.5%30 | 2030-08-15      | 4.5000%  | 0.0000% | $2356000.00        | $2416478.52        | Corporate Debt Securities |
| SEMPRA                         3.8%38           | 2038-02-01      | 3.8000%  | 0.0000% | $2494000.00        | $2194021.68        | Corporate Debt Securities |
| SAUDI ARABIAN OIL CO           FR 3.5%041629    | 2029-04-16      | 3.5000%  | 0.0000% | $2580000.00        | $2531117.60        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            SR NT 6.196%29   | 2029-11-17      | 6.1960%  | 0.0000% | $2010000.00        | $2136777.18        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29    | 2029-03-09      | 6.4990%  | 0.0000% | $2961000.00        | $3130374.22        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 30    | 2030-01-09      | 6.1740%  | 0.0000% | $2120000.00        | $2264644.42        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31    | 2031-03-20      | 5.7410%  | 0.0000% | $3071000.00        | $3217990.69        | Corporate Debt Securities |
| SANOFI SA                      GLBL NT 3.75%27  | 2027-11-03      | 3.7500%  | 0.0000% | $2100000.00        | $2108555.75        | Corporate Debt Securities |
| SANDS CHINA LTD                CR SEN SR GLBL27 | 2027-03-08      | 2.3000%  | 0.0000% | $3000000.00        | $2932203.33        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 32    | 2032-01-15      | 2.2500%  | 0.0000% | $2590000.00        | $2311167.08        | Corporate Debt Securities |
| SIEMENS FUNDING B.V.           SR GLBL 144A 30  | 2030-05-28      | 4.6000%  | 0.0000% | $2714000.00        | $2768849.94        | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 54    | 2054-04-03      | 5.7770%  | 0.0000% | $3336000.00        | $3414249.12        | Corporate Debt Securities |
| SNAP ON INC                    SR GLBL NT4.1%48 | 2048-03-01      | 4.1000%  | 0.0000% | $3080000.00        | $2624308.87        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 3.337%012133  | 2033-01-21      | 3.3370%  | 0.0000% | $2700000.00        | $2502554.92        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 4.027%012143  | 2043-01-21      | 4.0270%  | 0.0000% | $4200000.00        | $3337556.72        | Corporate Debt Securities |
| SOFTBANK CORP                  SR GLBL 144A 30  | 2030-07-09      | 4.6990%  | 0.0000% | $2597000.00        | $2662453.13        | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 29  | 2029-12-23      | 4.1510%  | 0.0000% | $2400000.00        | $2418347.67        | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 37  | 2037-03-23      | 5.0100%  | 0.0000% | $3260000.00        | $3290369.62        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL 144A 29  | 2029-02-01      | 6.0000%  | 0.0000% | $2310000.00        | $2382303.00        | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 2%31  | 2031-02-15      | 2.0000%  | 0.0000% | $2428000.00        | $2162722.12        | Corporate Debt Securities |
| CUMMINS INC                    SR GLBL NT5.3%35 | 2035-05-09      | 5.3000%  | 0.0000% | $2350000.00        | $2464696.97        | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT 29    | 2029-04-05      | 3.8500%  | 0.0000% | $2757000.00        | $2733119.02        | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 54 | 2054-09-15      | 6.3750%  | 0.0000% | $2700000.00        | $2755774.12        | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 5%30  | 2030-01-22      | 5.0000%  | 0.0000% | $3200000.00        | $3385984.00        | Corporate Debt Securities |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF FL NT27 | 2027-03-05      | 4.8826%  | 0.0000% | $3000000.00        | $3056690.83        | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD4.2%52 | 2052-09-01      | 4.2000%  | 0.0000% | $3597000.00        | $3011840.04        | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 6.8%36   | 2036-07-01      | 6.8000%  | 0.0000% | $2800000.00        | $3234326.67        | Corporate Debt Securities |
| DT MIDSTREAM INC               SR SEC GLBL 34   | 2034-12-15      | 5.8000%  | 0.0000% | $2120000.00        | $2269822.76        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 35 | 2035-05-15      | 5.2500%  | 0.0000% | $3117000.00        | $3238487.67        | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT 31  | 2031-12-14      | 2.5000%  | 0.0000% | $3285000.00        | $2973644.05        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL WWW BD51 | 2051-08-15      | 2.9500%  | 0.0000% | $4530000.00        | $2993832.96        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL ZZZ BD53 | 2053-04-01      | 5.3500%  | 0.0000% | $2769000.00        | $2693048.64        | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC    SR SEC 144A NT30 | 2030-06-12      | 4.9500%  | 0.0000% | $2255000.00        | $2343632.77        | Corporate Debt Securities |
| ROCKWELL AUTOMATION INC        GLBL NT 1.75%31  | 2031-08-15      | 1.7500%  | 0.0000% | $3764000.00        | $3333612.74        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 27    | 2027-03-12      | 4.3750%  | 0.0000% | $2699000.00        | $2742551.36        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          GLBL NT 4.875%30 | 2030-03-14      | 4.8750%  | 0.0000% | $2733000.00        | $2842294.95        | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     SR GLBL NT 30    | 2030-06-15      | 3.1500%  | 0.0000% | $3030000.00        | $2919048.98        | Corporate Debt Securities |
| MOODYS CORP                    SR GLBL NT 44    | 2044-07-15      | 5.2500%  | 0.0000% | $3300000.00        | $3268768.25        | Corporate Debt Securities |
| NATWEST GROUP PLC              SR GLBL NT 30    | 2030-01-27      | 5.0760%  | 0.0000% | $3253000.00        | $3386766.61        | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33  | 2033-02-01      | 6.0000%  | 0.0000% | $2053000.00        | $2153063.22        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD    SR GLBL NT 36    | 2036-01-15      | 5.3750%  | 0.0000% | $2199000.00        | $2245267.88        | Corporate Debt Securities |
| ROYALTY PHARMA PLC             SR GLBL NT 55    | 2055-09-25      | 5.9500%  | 0.0000% | $2070000.00        | $2119307.40        | Corporate Debt Securities |
| S&P GLOBAL INC                 SR GLBL NT2.7%29 | 2029-03-01      | 2.7000%  | 0.0000% | $2705000.00        | $2615207.52        | Corporate Debt Securities |
| REGENCY CTRS L P               GLBL NT 5%32     | 2032-07-15      | 5.0000%  | 0.0000% | $2026000.00        | $2142420.71        | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.5%55 | 2055-02-24      | 5.5000%  | 0.0000% | $3062000.00        | $3144187.48        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $3317000.00        | $3366137.21        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-03-31      | 4.4120%  | 0.0000% | $2745000.00        | $2775025.42        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 45    | 2045-06-01      | 3.7500%  | 0.0000% | $3446000.00        | $2826951.94        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27    | 2027-03-06      | 4.3500%  | 0.0000% | $2158000.00        | $2193840.78        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27    | 2027-03-06      | 4.3500%  | 0.0000% | $2264000.00        | $2301601.27        | Corporate Debt Securities |
| ENI SPA                        GLBL B 144A NT40 | 2040-10-01      | 5.7000%  | 0.0000% | $2218000.00        | $2244205.67        | Corporate Debt Securities |
| ENI SPA                        144A NT 4.25%29  | 2029-05-09      | 4.2500%  | 0.0000% | $2794000.00        | $2810772.54        | Corporate Debt Securities |
| EOG RES INC                    SR GLBL NT 5%32  | 2032-07-15      | 5.0000%  | 0.0000% | $3121000.00        | $3272857.46        | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT 31    | 2031-01-15      | 4.7500%  | 0.0000% | $2700000.00        | $2769791.25        | Corporate Debt Securities |
| EPR PPTYS                      SR GLBL NT 26    | 2026-12-15      | 4.7500%  | 0.0000% | $2083000.00        | $2133943.82        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR NT 4.7%42     | 2042-11-01      | 4.7000%  | 0.0000% | $2605000.00        | $2333702.27        | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 35 | 2035-01-15      | 5.8000%  | 0.0000% | $2486000.00        | $2686366.08        | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT3.6%27 | 2027-06-05      | 3.6000%  | 0.0000% | $2509000.00        | $2536799.72        | Corporate Debt Securities |
| ECOLAB INC                     SR GLBL NT4.8%30 | 2030-03-24      | 4.8000%  | 0.0000% | $2089000.00        | $2166425.30        | Corporate Debt Securities |
| EMBRAER NETHERLANDS FIN        SR GLBL NT 35    | 2035-02-11      | 5.9800%  | 0.0000% | $2000000.00        | $2159047.78        | Corporate Debt Securities |
| EMERSON ELEC CO                SR GLBL NT2.2%31 | 2031-12-21      | 2.2000%  | 0.0000% | $2492000.00        | $2257887.68        | Corporate Debt Securities |
| EMERSON ELEC CO                SR GLBL NT2.2%31 | 2031-12-21      | 2.2000%  | 0.0000% | $2421000.00        | $2193557.81        | Corporate Debt Securities |
| EMERA US FINANCE LP            SR GLBL NT 46    | 2046-06-15      | 4.7500%  | 0.0000% | $3175000.00        | $2817040.80        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 5.15%43    | 2043-02-01      | 5.1500%  | 0.0000% | $2692000.00        | $2490550.91        | Corporate Debt Securities |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38    | 2038-03-11      | 6.8750%  | 0.0000% | $2100000.00        | $2423956.21        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45     | 2045-07-15      | 5.2000%  | 0.0000% | $2404000.00        | $2291639.71        | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-03-15      | 5.6500%  | 0.0000% | $2120000.00        | $2198497.12        | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-03-15      | 5.6500%  | 0.0000% | $2979000.00        | $3089303.27        | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT1.5%31 | 2031-02-04      | 1.5000%  | 0.0000% | $2860000.00        | $2507333.40        | Corporate Debt Securities |
| MITSUBISHI HC FIN AMER LLC     GLBL 144A NT 29  | 2029-10-24      | 5.1500%  | 0.0000% | $2325000.00        | $2402454.79        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 27    | 2027-02-22      | 3.6770%  | 0.0000% | $2168000.00        | $2183317.64        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 27    | 2027-07-25      | 3.2870%  | 0.0000% | $2262000.00        | $2265665.76        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR NT 4.05%28    | 2028-09-11      | 4.0500%  | 0.0000% | $2720000.00        | $2754442.00        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30    | 2030-07-17      | 2.0480%  | 0.0000% | $3019000.00        | $2772506.03        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 27    | 2027-07-20      | 1.5380%  | 0.0000% | $2294000.00        | $2268303.63        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 33    | 2033-04-19      | 4.3150%  | 0.0000% | $3134000.00        | $3119503.94        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29    | 2029-02-22      | 5.4220%  | 0.0000% | $2026000.00        | $2115465.46        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36    | 2036-01-16      | 5.5740%  | 0.0000% | $2398000.00        | $2584535.62        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36    | 2036-04-24      | 5.6150%  | 0.0000% | $2257000.00        | $2397279.45        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     SR GLBL COCO 29  | 2029-09-11      | 4.2540%  | 0.0000% | $2400000.00        | $2431317.20        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     SR GLBL COCO 34  | 2034-05-27      | 5.7540%  | 0.0000% | $2307000.00        | $2461822.39        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 36    | 2036-07-08      | 5.3230%  | 0.0000% | $3100000.00        | $3277817.72        | Corporate Debt Securities |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT 30    | 2030-02-15      | 5.0500%  | 0.0000% | $2822000.00        | $2926607.62        | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     FR 6.75%123031   | 2031-12-30      | 6.7500%  | 0.0000% | $1957000.00        | $2273153.35        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $2512000.00        | $2766206.03        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $2950000.00        | $3194972.92        | Corporate Debt Securities |
| FLOWSERVE CORP                 SR GLBL NT2.8%32 | 2032-01-15      | 2.8000%  | 0.0000% | $3594000.00        | $3270412.21        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 2.125%030130  | 2030-03-01      | 2.1250%  | 0.0000% | $2437000.00        | $2263961.83        | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT5.1%33 | 2033-07-15      | 5.1000%  | 0.0000% | $2242000.00        | $2379393.50        | Corporate Debt Securities |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT4.5%33 | 2033-03-30      | 4.5000%  | 0.0000% | $2594000.00        | $2635114.90        | Corporate Debt Securities |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT4.5%33 | 2033-03-30      | 4.5000%  | 0.0000% | $2558000.00        | $2598544.30        | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 4.75%27  | 2027-08-01      | 4.7500%  | 0.0000% | $2850000.00        | $2929165.88        | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT 50    | 2050-06-24      | 2.4500%  | 0.0000% | $4788000.00        | $2955635.06        | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT4.5%33 | 2033-05-17      | 4.5000%  | 0.0000% | $2417000.00        | $2462161.65        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.7%35 | 2035-03-01      | 5.7000%  | 0.0000% | $2124000.00        | $2229021.18        | Corporate Debt Securities |
| FRESENIUS MED CARE US FIN III  SR GLBL 144A 31  | 2031-02-16      | 2.3750%  | 0.0000% | $2360000.00        | $2110498.83        | Corporate Debt Securities |
| STATE STR CORP                 GLBL NT 4.993%27 | 2027-03-18      | 4.9930%  | 0.0000% | $2636000.00        | $2697204.26        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC      SR GLBL 144A 32  | 2032-09-12      | 6.3750%  | 0.0000% | $2273000.00        | $2423105.13        | Corporate Debt Securities |
| NUCOR CORP                     SR GLBL NT6.4%37 | 2037-12-01      | 6.4000%  | 0.0000% | $2500000.00        | $2898266.67        | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT5.4%33 | 2033-01-15      | 5.4000%  | 0.0000% | $2264000.00        | $2433324.56        | Corporate Debt Securities |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 31    | 2031-02-01      | 3.3750%  | 0.0000% | $2533000.00        | $2395176.30        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 2.75%30  | 2030-01-15      | 2.7500%  | 0.0000% | $3578000.00        | $3419243.15        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 2.174%27 | 2027-01-14      | 2.1740%  | 0.0000% | $2800000.00        | $2767637.91        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.52%28  | 2028-01-13      | 5.5200%  | 0.0000% | $3211000.00        | $3380926.12        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.716%28 | 2028-09-14      | 5.7160%  | 0.0000% | $2201000.00        | $2323044.47        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.808%33 | 2033-09-14      | 5.8080%  | 0.0000% | $2786000.00        | $3039800.89        | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK LTD      VR 030923-030926 | 2026-03-09      | 5.2929%  | 0.0000% | $3000000.00        | $3042374.53        | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK LTD      FR 5.65%030926   | 2026-03-09      | 5.6500%  | 0.0000% | $2305000.00        | $2343859.10        | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK LTD      FR 5.5%030928    | 2028-03-09      | 5.5000%  | 0.0000% | $2089000.00        | $2184570.59        | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK LTD      FR 5.65%091426   | 2026-09-14      | 5.6500%  | 0.0000% | $2949000.00        | $3019522.06        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT55 | 2055-04-01      | 5.8000%  | 0.0000% | $3280000.00        | $3408554.13        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 33    | 2033-09-01      | 6.0500%  | 0.0000% | $2668000.00        | $2891340.50        | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 35    | 2035-11-13      | 5.3750%  | 0.0000% | $2730000.00        | $2751456.66        | Corporate Debt Securities |
| FLORIDA GAS TRANSMISSION CO    SR GLBL 144A 35  | 2035-07-15      | 5.7500%  | 0.0000% | $2012000.00        | $2162142.71        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            SR GLBL NT 26    | 2026-05-15      | 4.4500%  | 0.0000% | $2205000.00        | $2211233.41        | Corporate Debt Securities |
| FIRSTENERGY CORP               SR GLBL -B NT 30 | 2030-03-01      | 2.6500%  | 0.0000% | $2243000.00        | $2101857.36        | Corporate Debt Securities |
| FIRSTENERGY CORP               SR GLBL -B NT 30 | 2030-03-01      | 2.6500%  | 0.0000% | $3434000.00        | $3217912.69        | Corporate Debt Securities |
| SOLVENTUM CORP                 SR GLBL NT5.6%34 | 2034-03-23      | 5.6000%  | 0.0000% | $2865000.00        | $3025586.43        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.4%34 | 2034-04-18      | 5.4000%  | 0.0000% | $2096000.00        | $2168353.92        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.9%35 | 2035-05-15      | 3.9000%  | 0.0000% | $2399000.00        | $2128124.91        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 1.75%030927   | 2027-03-09      | 1.7500%  | 0.0000% | $2881000.00        | $2817878.09        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 1.5%030628    | 2028-03-06      | 1.5000%  | 0.0000% | $3077000.00        | $2934032.32        | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D32 | 2032-05-28      | 3.0350%  | 0.0000% | $2628000.00        | $2420177.76        | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR GLBL NT 2%30  | 2030-04-29      | 2.0000%  | 0.0000% | $2422000.00        | $2220564.95        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT4.5%31 | 2031-02-15      | 4.5000%  | 0.0000% | $3084000.00        | $3106636.56        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 46 | 2046-07-15      | 8.3500%  | 0.0000% | $1927000.00        | $2546142.42        | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT 26    | 2026-11-15      | 3.3750%  | 0.0000% | $3008000.00        | $3000325.84        | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT 31    | 2031-01-13      | 2.6500%  | 0.0000% | $2350000.00        | $2226807.12        | Corporate Debt Securities |
| DOMINION ENERGY INC            SR NT-E 6.75%32  | 2032-12-15      | 6.7500%  | 0.0000% | $1951000.00        | $2247830.02        | Corporate Debt Securities |
| DUPONT DE NEMOURS INC          SR GLBL NT 38    | 2038-11-15      | 5.3190%  | 0.0000% | $2791000.00        | $2854022.87        | Corporate Debt Securities |
| DUPONT DE NEMOURS INC          5.419%48         | 2048-11-15      | 5.4190%  | 0.0000% | $2494000.00        | $2381961.69        | Corporate Debt Securities |
| PAYCHEX INC                    SR GLBL NT5.1%30 | 2030-04-15      | 5.1000%  | 0.0000% | $2754000.00        | $2850614.91        | Corporate Debt Securities |
| PAYPAL HLDGS INC               SR GLBL NT 29    | 2029-10-01      | 2.8500%  | 0.0000% | $2684000.00        | $2583812.99        | Corporate Debt Securities |
| POTOMAC ELEC PWR CO            1M GLBL BD5.5%54 | 2054-03-15      | 5.5000%  | 0.0000% | $2235000.00        | $2242739.31        | Corporate Debt Securities |
| PRINCIPAL LIFE GLOBAL FDG II   144A NT 5%27     | 2027-01-16      | 5.0000%  | 0.0000% | $2280000.00        | $2346880.00        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 30    | 2030-02-15      | 5.1250%  | 0.0000% | $3093000.00        | $3252608.68        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT5.5%30 | 2030-09-07      | 5.5000%  | 0.0000% | $1998000.00        | $2131496.37        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 31    | 2031-02-13      | 5.1250%  | 0.0000% | $2635000.00        | $2781843.06        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 31    | 2031-11-01      | 4.7500%  | 0.0000% | $2328000.00        | $2391094.62        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 32    | 2032-10-29      | 4.2500%  | 0.0000% | $3010000.00        | $2982619.87        | Corporate Debt Securities |
| PHILLIPS 66                    SR GLBL NT3.9%28 | 2028-03-15      | 3.9000%  | 0.0000% | $2100000.00        | $2107199.50        | Corporate Debt Securities |
| PHILLIPS 66 CO                 GLBL NT 4.68%45  | 2045-02-15      | 4.6800%  | 0.0000% | $3000000.00        | $2610060.00        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT4.4%27 | 2027-07-01      | 4.4000%  | 0.0000% | $2515000.00        | $2567404.22        | Corporate Debt Securities |
| PEPSICO INC                    SR GLBL NT 46    | 2046-10-06      | 3.4500%  | 0.0000% | $2817000.00        | $2190226.89        | Corporate Debt Securities |
| PEPSICO INC                    SR GLBL NT 41    | 2041-10-21      | 2.6250%  | 0.0000% | $3620000.00        | $2680819.66        | Corporate Debt Securities |
| PEPSICO INC                    SR GLBL NT4.2%52 | 2052-07-18      | 4.2000%  | 0.0000% | $2497000.00        | $2136974.22        | Corporate Debt Securities |
| PERNOD RICARD SA               GLBL 144A NT 42  | 2042-01-15      | 5.5000%  | 0.0000% | $2843000.00        | $2859772.12        | Corporate Debt Securities |
| PFIZER INC                     SR NT 5.6%55     | 2055-11-15      | 5.6000%  | 0.0000% | $3000000.00        | $3047276.67        | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR NT 6.2%38     | 2038-01-15      | 6.2000%  | 0.0000% | $2317000.00        | $2637129.59        | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT 27    | 2027-08-09      | 4.7500%  | 0.0000% | $3068000.00        | $3143018.57        | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT4.5%31 | 2031-01-15      | 4.5000%  | 0.0000% | $2478000.00        | $2525515.65        | Corporate Debt Securities |
| PROGRESS ENERGY INC            SR GLBL NT 6%39  | 2039-12-01      | 6.0000%  | 0.0000% | $1964000.00        | $2162992.48        | Corporate Debt Securities |
| PROGRESSIVE CORP               SR GLBL NT 33    | 2033-06-15      | 4.9500%  | 0.0000% | $2739000.00        | $2887405.87        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 32    | 2032-01-15      | 2.2500%  | 0.0000% | $3093000.00        | $2768366.45        | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT 36    | 2036-01-15      | 4.7500%  | 0.0000% | $2300000.00        | $2272042.22        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 3.2%080149    | 2049-08-01      | 3.2000%  | 0.0000% | $3052000.00        | $2184285.88        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 5.45%080153   | 2053-08-01      | 5.4500%  | 0.0000% | $2372000.00        | $2417666.93        | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    GLBL NT 8.625%31 | 2031-04-15      | 8.6250%  | 0.0000% | $1798000.00        | $2103591.83        | Corporate Debt Securities |
| PUGET ENERGY INC               1M GLBL NT 55    | 2055-09-15      | 5.5980%  | 0.0000% | $2999000.00        | $3024196.10        | Corporate Debt Securities |
| ALLIANZ SE                     LW TIER II 53    | 2053-09-06      | 6.3500%  | 0.0000% | $2000000.00        | $2182007.78        | Corporate Debt Securities |
| ALPEK SA DE CV                 SR GLBL 144A 31  | 2031-02-25      | 3.2500%  | 0.0000% | $2878000.00        | $2420875.27        | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT 28    | 2028-11-15      | 3.8750%  | 0.0000% | $2150000.00        | $2169087.82        | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR GLBL NT 65    | 2065-05-14      | 6.0500%  | 0.0000% | $2043000.00        | $2158047.01        | Corporate Debt Securities |
| AGILENT TECHNOLOGIES INC       SR GLBL NT4.2%27 | 2027-09-09      | 4.2000%  | 0.0000% | $3087000.00        | $3124311.54        | Corporate Debt Securities |
| ABBOTT LABORATORIES            SR NT 4.75%43    | 2043-04-15      | 4.7500%  | 0.0000% | $3409000.00        | $3311821.72        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 30    | 2030-03-15      | 4.8750%  | 0.0000% | $3003000.00        | $3135058.18        | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 26    | 2026-05-03      | 3.3500%  | 0.0000% | $3143000.00        | $3141857.17        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC          GLBL NT 4.25%31  | 2031-10-04      | 4.2500%  | 0.0000% | $2608000.00        | $2633701.84        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC          GLBL NT 4.5%34   | 2034-10-04      | 4.5000%  | 0.0000% | $2261000.00        | $2261293.93        | Corporate Debt Securities |
| AES CORP                       SR GLBL NT5.8%32 | 2032-03-15      | 5.8000%  | 0.0000% | $3110000.00        | $3232506.36        | Corporate Debt Securities |
| AIA GROUP LTD HONG KONG        FR 5.4%093054    | 2054-09-30      | 5.4000%  | 0.0000% | $2263000.00        | $2240777.34        | Corporate Debt Securities |
| AIG GLOBAL FDG SR SECD MED     -20244 144A NT27 | 2027-08-20      | 4.6500%  | 0.0000% | $3300000.00        | $3375234.50        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.3%52   | 2052-02-01      | 3.3000%  | 0.0000% | $1921000.00        | $1302754.97        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 5.55%45  | 2045-11-01      | 5.5500%  | 0.0000% | $2913000.00        | $2897551.39        | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL NT 28    | 2028-01-15      | 3.8500%  | 0.0000% | $3202000.00        | $3253851.94        | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL FL NT 27 | 2027-02-26      | 4.3896%  | 0.0000% | $2816000.00        | $2821998.08        | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT 29    | 2029-02-26      | 4.8500%  | 0.0000% | $2844000.00        | $2960502.88        | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT 34    | 2034-02-26      | 5.0500%  | 0.0000% | $2636000.00        | $2773508.40        | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.3%54 | 2054-02-26      | 5.3000%  | 0.0000% | $2745000.00        | $2735734.10        | Corporate Debt Securities |
| LEIGHTON FINANCE (USA) PTY LTD CR SEN GLBL 34   | 2034-03-25      | 7.0000%  | 0.0000% | $2800000.00        | $3110772.00        | Corporate Debt Securities |
| TOYOTA MOTOR CORP              SR GLBL NT 33    | 2033-07-13      | 5.1230%  | 0.0000% | $2632000.00        | $2808057.77        | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 4.55%092027   | 2027-09-20      | 4.5500%  | 0.0000% | $2465000.00        | $2515691.36        | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 4.55%080929   | 2029-08-09      | 4.5500%  | 0.0000% | $2176000.00        | $2248257.10        | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 4.6%101031    | 2031-10-10      | 4.6000%  | 0.0000% | $2190000.00        | $2243246.20        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      JR SB NT 7%65    | 2065-06-01      | 7.0000%  | 0.0000% | $3230000.00        | $3410740.03        | Corporate Debt Securities |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 31   | 2031-03-16      | 2.4500%  | 0.0000% | $3187000.00        | $2929681.62        | Corporate Debt Securities |
| TRAVELERS COMPANIES INC        SR GLBL NT 35    | 2035-07-24      | 5.0500%  | 0.0000% | $2886000.00        | $3005233.49        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.928%101535  | 2035-10-15      | 4.9280%  | 0.0000% | $2724000.00        | $2770044.07        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.928%101535  | 2035-10-15      | 4.9280%  | 0.0000% | $2492000.00        | $2534122.55        | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 28    | 2028-10-15      | 1.7500%  | 0.0000% | $3275000.00        | $3094581.16        | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT5.2%34 | 2034-01-31      | 5.2000%  | 0.0000% | $2692000.00        | $2868822.52        | Corporate Debt Securities |
| TRUIST BK                      SR NT 4.136%29   | 2029-10-23      | 4.1360%  | 0.0000% | $3000000.00        | $3011313.33        | Corporate Debt Securities |
| TRUIST BK                      SR NT 4.136%29   | 2029-10-23      | 4.1360%  | 0.0000% | $2500000.00        | $2509427.78        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.964%102336  | 2036-10-23      | 4.9640%  | 0.0000% | $3044000.00        | $3047123.48        | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT4.5%31 | 2031-02-09      | 4.5000%  | 0.0000% | $2850000.00        | $2930070.75        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 6.8500%  | 0.0000% | $2863000.00        | $2961663.75        | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 47  | 2047-05-06      | 5.5280%  | 0.0000% | $3000000.00        | $3029754.67        | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR NT 7.1%26     | 2026-08-01      | 7.1000%  | 0.0000% | $2410000.00        | $2504074.35        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 53 | 2053-04-01      | 5.4500%  | 0.0000% | $2243000.00        | $2205069.00        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SR GLBL NT 32    | 2032-11-30      | 6.2500%  | 0.0000% | $2105000.00        | $2362615.75        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SR GLBL NT 49    | 2049-06-19      | 4.8750%  | 0.0000% | $2964000.00        | $2681534.50        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL E 144A28 | 2028-11-13      | 4.7500%  | 0.0000% | $2500000.00        | $2532947.92        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 34  | 2034-03-22      | 5.6000%  | 0.0000% | $3164000.00        | $3308774.09        | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.1%44 | 2044-01-15      | 5.1000%  | 0.0000% | $2770000.00        | $2690865.72        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.4%061446    | 2046-06-14      | 4.4000%  | 0.0000% | $2747000.00        | $2394681.99        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.013%040451  | 2051-04-04      | 5.0130%  | 0.0000% | $3052000.00        | $2894912.03        | Corporate Debt Securities |
| TARGA RES CORP                 GLBL NT 6.5%34   | 2034-03-30      | 6.5000%  | 0.0000% | $2493000.00        | $2769554.03        | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT 35    | 2035-08-15      | 5.5500%  | 0.0000% | $2695000.00        | $2816488.35        | Corporate Debt Securities |
| WP CAREY INC                   SR GLBL NT 30    | 2030-07-15      | 4.6500%  | 0.0000% | $2218000.00        | $2283220.29        | Corporate Debt Securities |
| TEXAS INSTRS INC               SR GLBL NT2.7%51 | 2051-09-15      | 2.7000%  | 0.0000% | $4603000.00        | $2927024.69        | Corporate Debt Securities |
| L AIR LIQUIDE                  SR GLBL 144A 29  | 2029-09-10      | 2.2500%  | 0.0000% | $2700000.00        | $2560099.50        | Corporate Debt Securities |
| AIR LEASE CORP                 FR 2.875%011526  | 2026-01-15      | 2.8750%  | 0.0000% | $2261000.00        | $2280267.17        | Corporate Debt Securities |
| AKER BP ASA                    SR 144A NT 35    | 2035-10-30      | 5.2500%  | 0.0000% | $2400000.00        | $2384288.00        | Corporate Debt Securities |
| AKER BP ASA                    SR 144A NT 35    | 2035-10-30      | 5.2500%  | 0.0000% | $2400000.00        | $2384288.00        | Corporate Debt Securities |
| ALBEMARLE CORP                 SR GLBL NT 27    | 2027-06-01      | 4.6500%  | 0.0000% | $2885000.00        | $2958026.56        | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE EQ INC  SR NT 4.5%29     | 2029-07-30      | 4.5000%  | 0.0000% | $2100000.00        | $2138283.00        | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 28    | 2028-01-15      | 3.9500%  | 0.0000% | $2275000.00        | $2296050.70        | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 28    | 2028-09-29      | 4.1480%  | 0.0000% | $2356000.00        | $2379225.71        | Corporate Debt Securities |
| ELI LILLY & CO                 GLBL NT 4.25%31  | 2031-03-15      | 4.2500%  | 0.0000% | $2732000.00        | $2789233.88        | Corporate Debt Securities |
| ELI LILLY & CO                 SR GLBL NT 55    | 2055-10-15      | 5.5500%  | 0.0000% | $2568000.00        | $2701762.84        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SR GLBL COCO 27  | 2027-08-07      | 5.9850%  | 0.0000% | $2321000.00        | $2392240.19        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT2.5%26 | 2026-04-15      | 2.5000%  | 0.0000% | $2967000.00        | $2959125.91        | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51    | 2051-12-22      | 3.8500%  | 0.0000% | $3291000.00        | $2102828.33        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 48    | 2048-02-20      | 4.5500%  | 0.0000% | $2517000.00        | $2257235.81        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 31    | 2031-02-01      | 5.7500%  | 0.0000% | $2206000.00        | $2407777.31        | Corporate Debt Securities |
| BROADRIDGE FINL SOLUTIONS INC  SR GLBL NT2.6%31 | 2031-05-01      | 2.6000%  | 0.0000% | $2606000.00        | $2379981.62        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 37  | 2037-05-15      | 4.9260%  | 0.0000% | $2183000.00        | $2199173.48        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 29    | 2029-07-16      | 5.9500%  | 0.0000% | $2134000.00        | $2229596.09        | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 30    | 2030-03-15      | 2.9500%  | 0.0000% | $2691000.00        | $2588074.48        | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 46    | 2046-08-15      | 3.3500%  | 0.0000% | $3719000.00        | $2813441.06        | Corporate Debt Securities |
| UNION PAC CORP                 GLBL NT 2.973%62 | 2062-09-16      | 2.9730%  | 0.0000% | $4099000.00        | $2491027.88        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 29    | 2029-04-05      | 3.6500%  | 0.0000% | $2122000.00        | $2103949.44        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT1.7%30 | 2030-10-15      | 1.7000%  | 0.0000% | $3392000.00        | $3021290.20        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT1.7%28 | 2028-09-15      | 1.7000%  | 0.0000% | $3500000.00        | $3301155.28        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 27    | 2027-04-01      | 3.3500%  | 0.0000% | $3154000.00        | $3143825.72        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 32    | 2032-04-01      | 3.7500%  | 0.0000% | $2233000.00        | $2160846.19        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT4.5%32 | 2032-10-15      | 4.5000%  | 0.0000% | $2175000.00        | $2185722.75        | Corporate Debt Securities |
| BNP PARIBAS                    FR 2.588%081235  | 2035-08-12      | 2.5880%  | 0.0000% | $3261000.00        | $2979935.13        | Corporate Debt Securities |
| BNP PARIBAS                    FR 2.588%081235  | 2035-08-12      | 2.5880%  | 0.0000% | $3047000.00        | $2784379.75        | Corporate Debt Securities |
| BOARDWALK PIPELINES LP         SR GLBL NT3.4%31 | 2031-02-15      | 3.4000%  | 0.0000% | $2943000.00        | $2799169.05        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL34 | 2034-05-01      | 6.5280%  | 0.0000% | $2000000.00        | $2235592.00        | Corporate Debt Securities |
| BOSTON GAS CO                  SR GLBL 144A 29  | 2029-08-01      | 3.0010%  | 0.0000% | $3338000.00        | $3225887.43        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.699%29 | 2029-04-10      | 4.6990%  | 0.0000% | $2279000.00        | $2341775.81        | Corporate Debt Securities |
| WELLTOWER INC                  SR GLBL NT 48    | 2048-09-01      | 4.9500%  | 0.0000% | $2730000.00        | $2626376.02        | Corporate Debt Securities |
| WESTLAKE CORPORATION           SR GLBL NT 41    | 2041-08-15      | 2.8750%  | 0.0000% | $3527000.00        | $2453895.06        | Corporate Debt Securities |
| WESTPAC BKG CORP               LW TIER II GLBL  | 2034-07-24      | 4.1100%  | 0.0000% | $2867000.00        | $2867649.85        | Corporate Debt Securities |
| WESTPAC BKG CORP               SR GLBL NT4.6%26 | 2026-10-20      | 4.6000%  | 0.0000% | $2305000.00        | $2330483.06        | Corporate Debt Securities |
| WISCONSIN ELEC PWR CO          GLBL DEB 4.15%30 | 2030-10-15      | 4.1500%  | 0.0000% | $2121000.00        | $2139097.43        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 30    | 2030-06-30      | 4.6250%  | 0.0000% | $2491000.00        | $2569077.63        | Corporate Debt Securities |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT5.1%32 | 2032-07-15      | 5.1000%  | 0.0000% | $3050000.00        | $3188536.08        | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 33    | 2033-04-25      | 4.3370%  | 0.0000% | $2500000.00        | $2462413.96        | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 30    | 2030-07-28      | 4.7720%  | 0.0000% | $2784000.00        | $2868874.88        | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 29    | 2029-07-27      | 6.3390%  | 0.0000% | $2898000.00        | $3117135.41        | Corporate Debt Securities |
| APOLLO GLOBAL MGMT INC         SR GLBL NT 35    | 2035-08-12      | 5.1500%  | 0.0000% | $2599000.00        | $2641633.71        | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO      SR DEB 7%31      | 2031-02-01      | 7.0000%  | 0.0000% | $2500000.00        | $2852975.00        | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 43    | 2043-05-04      | 3.8500%  | 0.0000% | $3937000.00        | $3410137.54        | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 46    | 2046-02-23      | 4.6500%  | 0.0000% | $2889000.00        | $2755097.26        | Corporate Debt Securities |
| APPLE INC                      3%27             | 2027-06-20      | 3.0000%  | 0.0000% | $2507000.00        | $2514813.48        | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT2.8%61 | 2061-02-08      | 2.8000%  | 0.0000% | $4701000.00        | $2896876.34        | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT2.7%51 | 2051-08-05      | 2.7000%  | 0.0000% | $4443000.00        | $2894814.43        | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 61    | 2061-08-05      | 2.8500%  | 0.0000% | $3954000.00        | $2462257.94        | Corporate Debt Securities |
| APPLOVIN CORP                  SR GLBL NT 54    | 2054-12-01      | 5.9500%  | 0.0000% | $2998000.00        | $3109538.09        | Corporate Debt Securities |
| ESSENTIAL UTILS INC            4.276%49         | 2049-05-01      | 4.2760%  | 0.0000% | $3750000.00        | $3063813.75        | Corporate Debt Securities |
| CMS ENERGY CORP                SR GLBL NT 44    | 2044-03-01      | 4.8750%  | 0.0000% | $3165000.00        | $2911614.06        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%50 | 2050-03-15      | 3.4000%  | 0.0000% | $2960000.00        | $2131538.76        | Corporate Debt Securities |
| CGI INC                        SR 144A NT 30    | 2030-03-14      | 4.9500%  | 0.0000% | $3300000.00        | $3393043.50        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR GLBL39 | 2039-01-15      | 8.2000%  | 0.0000% | $1771000.00        | $2362043.70        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT3.5%30 | 2030-06-01      | 3.5000%  | 0.0000% | $2287000.00        | $2282056.27        | Corporate Debt Securities |
| ANTARES HLDGS LP               SR 144A NT6.5%29 | 2029-02-08      | 6.5000%  | 0.0000% | $2050000.00        | $2139628.28        | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 27    | 2027-03-01      | 5.1250%  | 0.0000% | $2220000.00        | $2274135.63        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 28    | 2028-10-15      | 4.3750%  | 0.0000% | $2168000.00        | $2163589.63        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 43    | 2043-04-15      | 4.7500%  | 0.0000% | $3210000.00        | $2537644.99        | Corporate Debt Securities |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 48  | 2048-03-15      | 5.0000%  | 0.0000% | $2763000.00        | $2515487.39        | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28    | 2028-12-01      | 3.2760%  | 0.0000% | $2464000.00        | $2423213.41        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT4.1%45 | 2045-02-01      | 4.1000%  | 0.0000% | $2787000.00        | $2259992.23        | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 34    | 2034-04-05      | 5.2500%  | 0.0000% | $2767000.00        | $2924855.04        | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 5%35  | 2035-01-15      | 5.0000%  | 0.0000% | $2500000.00        | $2619355.56        | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT4.4%33 | 2033-02-15      | 4.4000%  | 0.0000% | $2470000.00        | $2466517.30        | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 36    | 2036-02-15      | 4.6250%  | 0.0000% | $2222000.00        | $2206851.52        | Corporate Debt Securities |
| ANALOG DEVICES INC             SR GLBL NT4.5%30 | 2030-06-15      | 4.5000%  | 0.0000% | $2826000.00        | $2935422.72        | Corporate Debt Securities |
| MANUFACTURERS & TRADERS TR CO  SR NT 4.7%28     | 2028-01-27      | 4.7000%  | 0.0000% | $2195000.00        | $2261370.70        | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 28  | 2028-09-09      | 5.4500%  | 0.0000% | $2497000.00        | $2540122.50        | Corporate Debt Securities |
| ASTRAZENECA PLC                NT 3.125%27      | 2027-06-12      | 3.1250%  | 0.0000% | $3210000.00        | $3225567.61        | Corporate Debt Securities |
| ASTRAZENECA PLC                SR GLBL NT0.7%26 | 2026-04-08      | 0.7000%  | 0.0000% | $2525000.00        | $2497937.61        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.2%26   | 2026-05-28      | 1.2000%  | 0.0000% | $3000000.00        | $2961810.00        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%30   | 2030-03-03      | 4.9000%  | 0.0000% | $2021000.00        | $2118855.70        | Corporate Debt Securities |
| ATMOS ENERGY CORP              SR GLBL NT 52    | 2052-02-15      | 2.8500%  | 0.0000% | $5177000.00        | $3343845.87        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 34    | 2034-05-15      | 5.5500%  | 0.0000% | $2135000.00        | $2213491.50        | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT5.5%52 | 2052-06-15      | 5.5000%  | 0.0000% | $3474000.00        | $3414430.55        | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 34    | 2034-03-15      | 5.3500%  | 0.0000% | $2242000.00        | $2369813.31        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GTD SRNT 5.70%42 | 2042-02-15      | 5.7000%  | 0.0000% | $2671000.00        | $2799604.20        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 30    | 2030-03-12      | 1.8500%  | 0.0000% | $2576000.00        | $2382324.87        | Corporate Debt Securities |
| LAUDER ESTEE COS INC           SR NT 3.15%27    | 2027-03-15      | 3.1500%  | 0.0000% | $3270000.00        | $3257336.92        | Corporate Debt Securities |
| LAUDER ESTEE COS INC           SR GLBL NT 31    | 2031-03-15      | 1.9500%  | 0.0000% | $2435000.00        | $2184886.95        | Corporate Debt Securities |
| LAUDER ESTEE COS INC           SR GLBL NT 28    | 2028-05-15      | 4.3750%  | 0.0000% | $2332000.00        | $2360520.04        | Corporate Debt Securities |
| LAUDER ESTEE COS INC           SR GLBL NT 5%34  | 2034-02-14      | 5.0000%  | 0.0000% | $2737000.00        | $2834996.76        | Corporate Debt Securities |
| EVERSOURCE ENERGY              GLBL -CC NT 29   | 2029-02-01      | 5.9500%  | 0.0000% | $2033000.00        | $2168433.38        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.9%46 | 2046-05-15      | 4.9000%  | 0.0000% | $2494000.00        | $2309567.31        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 48    | 2048-02-15      | 4.2500%  | 0.0000% | $3799000.00        | $3235531.26        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.2%52 | 2052-02-15      | 3.2000%  | 0.0000% | $4925000.00        | $3396750.61        | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT 30    | 2030-07-15      | 2.1500%  | 0.0000% | $2778000.00        | $2546184.39        | Corporate Debt Securities |
| EQUINOR ASA                    SR GLBL NT 35    | 2035-11-14      | 4.7500%  | 0.0000% | $2641000.00        | $2662965.78        | Corporate Debt Securities |
| ESSENTIAL UTILS INC            SR GLBL NT 50    | 2050-04-15      | 3.3510%  | 0.0000% | $3010000.00        | $2109445.88        | Corporate Debt Securities |
| F&G ANNUITIES & LIFE INC       SR GLBL NT6.5%29 | 2029-06-04      | 6.5000%  | 0.0000% | $2243000.00        | $2407942.74        | Corporate Debt Securities |
| EXXON MOBIL CORP               SR GLBL NT 26    | 2026-08-16      | 2.2750%  | 0.0000% | $2325000.00        | $2314039.56        | Corporate Debt Securities |
| EXXON MOBIL CORP               SR GLBL NT 30    | 2030-03-19      | 3.4820%  | 0.0000% | $2588000.00        | $2558791.40        | Corporate Debt Securities |
| FS KKR CAP CORP                SR GLBL NT 27    | 2027-07-15      | 3.2500%  | 0.0000% | $2302000.00        | $2239954.07        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 45    | 2045-07-20      | 5.1250%  | 0.0000% | $2345000.00        | $2194667.26        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.7%34 | 2034-06-01      | 5.7000%  | 0.0000% | $2323000.00        | $2511917.97        | Corporate Debt Securities |
| CRH AMERICA FINANCE INC        SR GLBL NT4.4%31 | 2031-02-09      | 4.4000%  | 0.0000% | $2249000.00        | $2268856.17        | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT 30    | 2030-03-05      | 2.0500%  | 0.0000% | $3454000.00        | $3189272.97        | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 2.722%30 | 2030-02-15      | 2.7220%  | 0.0000% | $2309000.00        | $2194330.31        | Corporate Debt Securities |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT5.8%29 | 2029-09-12      | 5.8000%  | 0.0000% | $2180000.00        | $2231414.09        | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT39 | 2039-06-15      | 5.1250%  | 0.0000% | $2101000.00        | $2109645.32        | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT39 | 2039-06-15      | 5.1250%  | 0.0000% | $2232000.00        | $2241184.37        | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT42 | 2042-03-15      | 4.3750%  | 0.0000% | $2742000.00        | $2412717.41        | Corporate Debt Securities |
| AUTOMATIC DATA PROCESSING INC  SR GLBL NT 32    | 2032-05-08      | 4.7500%  | 0.0000% | $2338000.00        | $2411808.06        | Corporate Debt Securities |
| AUTOMATIC DATA PROCESSING INC  SR GLBL NT 32    | 2032-05-08      | 4.7500%  | 0.0000% | $2450000.00        | $2527343.78        | Corporate Debt Securities |
| AUTONATION INC                 SR GLBL NT 32    | 2032-03-01      | 3.8500%  | 0.0000% | $2934000.00        | $2791859.93        | Corporate Debt Securities |
| AVALONBAY CMNTYS INC           SR GLBL NT 34    | 2034-06-01      | 5.3500%  | 0.0000% | $2464000.00        | $2645212.83        | Corporate Debt Securities |
| KEURIG DR PEPPER INC           GLBL NT 5.3%34   | 2034-03-15      | 5.3000%  | 0.0000% | $2427000.00        | $2506113.46        | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT 30    | 2030-07-30      | 5.3500%  | 0.0000% | $2159000.00        | $2323220.14        | Corporate Debt Securities |
| KIMBERLY-CLARK CORP            SR GLBL NT3.1%30 | 2030-03-26      | 3.1000%  | 0.0000% | $2395000.00        | $2319938.04        | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR NT 4.25%45    | 2045-04-01      | 4.2500%  | 0.0000% | $2847000.00        | $2458467.54        | Corporate Debt Securities |

### Security 246: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL 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: 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:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: 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     |
|:---|:---|:---|:---|:---|:---|:---|
| BNG BANK N V                   | 2025-12-05      | 0.0000%  | 0.0000% | $103008040.00      | $102906577.08      | Money Market |
| SFP FDG INTL DAC / SFP FDG LLC | 2025-12-01      | 0.0000%  | 0.0000% | $132532000.00      | $132458577.27      | Money Market |
| NESTLE CAP CORP                | 2025-12-03      | 0.0000%  | 0.0000% | $52374074.00       | $52334845.82       | Money Market |

### Security 247: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.960000%
- **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):** $273000000.00
- **C.18.a - Value (excl. sponsor support):** $273000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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.: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2047-05-01      | 5.0000%  | 0.0000% | $785000.00         | $821895.00         | Other Instrument          |
| BANCO SANTANDER S.A.           SNR NPF GLBL 30               | 2030-11-06      | 4.5510%  | 0.0000% | $8600000.00        | $8680334.03        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47                 | 2047-08-15      | 4.5400%  | 0.0000% | $1452000.00        | $1244726.19        | Corporate Debt Securities |
| NISOURCE INC                   SR NT 5.65%45                 | 2045-02-01      | 5.6500%  | 0.0000% | $20000000.00       | $20428050.00       | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL NT 53                 | 2053-06-01      | 4.5500%  | 0.0000% | $2310000.00        | $2051720.82        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 091525-091528              | 2028-09-15      | 4.8974%  | 0.0000% | $17000.00          | $17183.70          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.4%41              | 2041-02-04      | 3.4000%  | 0.0000% | $4220000.00        | $3341128.73        | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP INC    SR GLBL 144A 32               | 2032-06-13      | 6.1440%  | 0.0000% | $25464000.00       | $27393916.56       | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29                | 2029-04-15      | 9.2900%  | 0.0000% | $3194000.00        | $3206349.25        | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54                | 2054-02-05      | 5.3000%  | 0.0000% | $2009000.00        | $1954809.46        | Corporate Debt Securities |
| CARVANA CO                     1LIEN GLBL PIK30              | 2030-06-01      | 9.0000%  | 0.0000% | $4785000.00        | $5190837.12        | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB 144A NT 50                | 2050-04-30      | 4.3500%  | 0.0000% | $9410000.00        | $7547604.17        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.943%012133               | 2033-01-21      | 2.9430%  | 0.0000% | $23048000.00       | $21411643.86       | Corporate Debt Securities |
| MORGAN STANLEY                 VR 102225-101829              | 2029-10-18      | 4.9693%  | 0.0000% | $15240000.00       | $15325451.89       | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT FIN CORP SR SEC GLBL 32                | 2032-02-15      | 8.5000%  | 0.0000% | $14623000.00       | $15814620.15       | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30               | 2030-03-01      | 5.5000%  | 0.0000% | $2675000.00        | $2397018.46        | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 33               | 2033-02-15      | 9.7500%  | 0.0000% | $13572000.00       | $15256907.25       | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 27               | 2027-08-01      | 5.0000%  | 0.0000% | $19977000.00       | $20294234.76       | Corporate Debt Securities |
| DH EUROPE FIN II S A R L       SR GLBL NT2.6%29              | 2029-11-15      | 2.6000%  | 0.0000% | $418000.00         | $396802.76         | Corporate Debt Securities |
| CONSTELLATION SOFTWARE INC     SR 144A NT 29                 | 2029-02-16      | 5.1580%  | 0.0000% | $1884000.00        | $1956617.52        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR NT 4.5%43                  | 2043-03-15      | 4.5000%  | 0.0000% | $2000000.00        | $1725810.00        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.8%32              | 2032-03-15      | 3.8000%  | 0.0000% | $3000.00           | $2862.80           | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL 144A 29               | 2029-03-15      | 4.0000%  | 0.0000% | $12582000.00       | $12438075.90       | Corporate Debt Securities |
| MO TR GA AU/MS DI EN HL LLC    SR 144A NT 29                 | 2029-12-15      | 13.2500% | 0.0000% | $5551000.00        | $6633406.45        | Corporate Debt Securities |
| GATX CORP                      SR GLBL NT6.9%34              | 2034-05-01      | 6.9000%  | 0.0000% | $2117000.00        | $2407632.35        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 39                 | 2039-07-08      | 6.1250%  | 0.0000% | $2893000.00        | $2995931.33        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.1%36              | 2036-02-15      | 5.1000%  | 0.0000% | $2000000.00        | $2011893.33        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 32                 | 2032-10-29      | 4.2500%  | 0.0000% | $2000000.00        | $1981807.22        | Corporate Debt Securities |
| AIR CDA INC                    1LIEN GLBL 26                 | 2026-08-15      | 3.8750%  | 0.0000% | $11362000.00       | $11417523.88       | Corporate Debt Securities |
| ACCIDENT FD INS CO OF AMER     144A NT 8.5%32                | 2032-08-01      | 8.5000%  | 0.0000% | $19199000.00       | $19824215.43       | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT4.2%31              | 2031-03-01      | 4.2000%  | 0.0000% | $2000000.00        | $2019820.00        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SR GLBL NT 49                 | 2049-06-19      | 4.8750%  | 0.0000% | $11000000.00       | $9951713.75        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.013%040451               | 2051-04-04      | 5.0130%  | 0.0000% | $14500000.00       | $13753677.75       | Corporate Debt Securities |
| ARDAGH GROUP S A               1LIEN 144A NT 30              | 2030-12-01      | 9.5000%  | 0.0000% | $2000.00           | $2152.11           | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT5.3%55              | 2055-11-15      | 5.3000%  | 0.0000% | $2000000.00        | $1960040.00        | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 28               | 2028-03-15      | 5.1250%  | 0.0000% | $3109000.00        | $3141931.65        | Corporate Debt Securities |
| CARNIVAL CORP                  1LIEN GLBL 28                 | 2028-08-01      | 4.0000%  | 0.0000% | $11180000.00       | $11135056.40       | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 31               | 2031-06-15      | 5.8750%  | 0.0000% | $5788000.00        | $6131502.53        | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT39              | 2039-06-15      | 5.1250%  | 0.0000% | $5095000.00        | $5115965.22        | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27               | 2027-07-15      | 5.7500%  | 0.0000% | $3753000.00        | $3826570.27        | Corporate Debt Securities |

### Security 248: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 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: 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:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOLUB CAPITAL PARTNERS 2024-73 A-2    20370810 FLT | 2037-08-10      | 5.6650%  | 0.0000% | $2981590.00        | $2963469.31        | Asset-Backed Securities                           |
| JOHNSON & JOHNSON              SR GLBL NT4.7%30    | 2030-03-01      | 4.7000%  | 0.0000% | $46000.00          | $48076.82          | Corporate Debt Securities                         |
| KLX ENERGY SERVICES HOLDINGS   SR SEC GLBL 30      | 2030-03-12      | 12.4572% | 0.0000% | $4557149.00        | $4238148.57        | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $759000.00         | $814461.82         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 27     | 2027-01-31      | 8.5000%  | 0.0000% | $4212000.00        | $4311407.88        | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $1040000.00        | $1039977.32        | Corporate Debt Securities                         |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $22000.00          | $23720.89          | Corporate Debt Securities                         |
| CHAMPIONS FING INC             SR SEC 144A NT29    | 2029-02-15      | 8.7500%  | 0.0000% | $5333000.00        | $5426352.68        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 4.8%50     | 2050-03-01      | 4.8000%  | 0.0000% | $98000.00          | $76499.78          | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 29       | 2029-05-15      | 4.2500%  | 0.0000% | $122000.00         | $118480.88         | Corporate Debt Securities                         |
| COMMSCOPE LLC                  SR GLBL 144A 28     | 2028-07-01      | 7.1250%  | 0.0000% | $200000.00         | $206066.75         | Corporate Debt Securities                         |
| COMPEER FINANCIAL ACA          PERP SR GLBL        | 2500-12-31      | 7.8750%  | 0.0000% | $1000.00           | $1010.23           | Corporate Debt Securities                         |
| CONSOLIDATED ENERGY FIN S A    SR GLBL 144A 26     | 2026-05-15      | 6.5000%  | 0.0000% | $1727000.00        | $1638659.15        | Corporate Debt Securities                         |
| CLARIVATE SCIENCE HOLDINGS COR SR GLBL 144A 29     | 2029-07-01      | 4.8750%  | 0.0000% | $802000.00         | $772150.90         | Corporate Debt Securities                         |
| CSL FIN PLC                    SR REGS NT 32       | 2032-04-27      | 4.2500%  | 0.0000% | $1000.00           | $991.61            | Corporate Debt Securities                         |
| MELCO RESORTS FIN LTD          SR GLBL REGS 28     | 2028-07-21      | 5.7500%  | 0.0000% | $315000.00         | $318828.74         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $341.00            | $353.87            | Corporate Debt Securities                         |
| AMAZON COM INC                 SR NT 3.9%28        | 2028-11-20      | 3.9000%  | 0.0000% | $1000.00           | $1005.30           | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $4597000.00        | $4387528.76        | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-05-01      | 10.8750% | 0.0000% | $480962.00         | $399514.09         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $641000.00         | $548860.70         | Corporate Debt Securities                         |
| CASCADES INC                   SR GLBL 144A 28     | 2028-01-15      | 5.3750%  | 0.0000% | $49000.00          | $50078.86          | Corporate Debt Securities                         |
| HERTZ CORP                     SR GLBL 144A 26     | 2026-12-01      | 4.6250%  | 0.0000% | $5500000.00        | $5477557.71        | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL 144A 30     | 2030-01-15      | 4.7500%  | 0.0000% | $14000.00          | $14285.72          | Corporate Debt Securities                         |
| MUVICO LLC                     1LIEN GLBL PIK29    | 2029-02-19      | 15.0000% | 0.0000% | $2044.00           | $2277.53           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.5%50    | 2050-04-15      | 4.5000%  | 0.0000% | $585000.00         | $497206.12         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.042%071930     | 2030-07-19      | 5.0420%  | 0.0000% | $1314000.00        | $1375189.26        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $1212.00           | $1259.14           | Corporate Debt Securities                         |
| WULF COMPUTE LLC               1LIEN AMZ 144A30    | 2030-10-15      | 7.7500%  | 0.0000% | $2000.00           | $2073.51           | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31     | 2031-03-15      | 5.6250%  | 0.0000% | $986000.00         | $1001073.47        | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR 144A NT 29       | 2029-05-01      | 7.8750%  | 0.0000% | $1000.00           | $907.34            | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.2%47    | 2047-03-01      | 5.2000%  | 0.0000% | $100000.00         | $91549.67          | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 31     | 2031-02-15      | 6.8750%  | 0.0000% | $1000.00           | $961.16            | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $1000.00           | $982.79            | Corporate Debt Securities                         |
| GETTY IMAGES INC               1LIEN 144A NT 30    | 2030-11-15      | 10.5000% | 0.0000% | $1000.00           | $1027.81           | Corporate Debt Securities                         |
| ALTICE FRANCE LUX 3            SR 144A NT 10%33    | 2033-01-15      | 10.0000% | 0.0000% | $777000.00         | $747367.81         | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $2236000.00        | $2003945.75        | Corporate Debt Securities                         |
| GOL FIN                        SR SEC GLBL 30      | 2030-06-05      | 14.3750% | 0.0000% | $1346000.00        | $1410822.99        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32     | 2032-08-01      | 8.2500%  | 0.0000% | $1042000.00        | $1092164.49        | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL 144A 33     | 2033-07-15      | 6.8750%  | 0.0000% | $510000.00         | $548234.35         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.1%31    | 2031-04-01      | 2.1000%  | 0.0000% | $7000.00           | $6198.05           | Corporate Debt Securities                         |
| COREWEAVE INC                  SR GLBL 144A 31     | 2031-02-01      | 9.0000%  | 0.0000% | $5000.00           | $4661.65           | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC 1LIEN PIK 144A27    | 2027-03-31      | 13.5000% | 0.0000% | $570000.00         | $632360.85         | Corporate Debt Securities                         |
| TRUCK HERO INC                 SR GLBL 144A 29     | 2029-02-01      | 6.2500%  | 0.0000% | $473000.00         | $219634.00         | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT 51       | 2051-02-15      | 2.9500%  | 0.0000% | $655000.00         | $623409.53         | Corporate Debt Securities                         |
| LCPR SR SECD FING DESIGNATED A 1LIEN GLBL 27       | 2027-10-15      | 6.7500%  | 0.0000% | $2793000.00        | $1917848.36        | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30     | 2030-11-15      | 3.8750%  | 0.0000% | $1224000.00        | $1129738.91        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $1897000.00        | $2066674.00        | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $290000.00         | $257545.94         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 32       | 2032-01-15      | 4.3500%  | 0.0000% | $22000.00          | $22591.38          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 32       | 2032-01-15      | 4.3500%  | 0.0000% | $535000.00         | $549381.25         | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 30     | 2030-08-01      | 4.1250%  | 0.0000% | $504000.00         | $483591.15         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR NT 4.75%44       | 2044-02-15      | 4.7500%  | 0.0000% | $1000.00           | $875.53            | Corporate Debt Securities                         |
| FULL HSE RESORTS INC           SR SEC GLBL 28      | 2028-02-15      | 8.2500%  | 0.0000% | $160000.00         | $142176.67         | Corporate Debt Securities                         |
| CHORD ENERGY CORPORATION       SR GLBL 144A 30     | 2030-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.20           | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 28       | 2028-12-01      | 5.7500%  | 0.0000% | $5000000.00        | $4975554.17        | Corporate Debt Securities                         |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 10.8750% | 0.0000% | $2300000.00        | $2390835.62        | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 26       | 2026-01-15      | 1.1250%  | 0.0000% | $2000.00           | $2000.23           | Corporate Debt Securities                         |
| RLJ LODGING TR                 SR SEC GLBL 29      | 2029-09-15      | 4.0000%  | 0.0000% | $438000.00         | $417274.33         | Corporate Debt Securities                         |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 6%30    | 2030-03-25      | 9.2500%  | 0.0000% | $4176000.00        | $2192678.40        | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30    | 2030-02-15      | 9.7810%  | 0.0000% | $1100.00           | $1099.22           | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.7%35    | 2035-11-15      | 4.7000%  | 0.0000% | $5000.00           | $5100.06           | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 45       | 2045-11-15      | 5.3500%  | 0.0000% | $10000.00          | $10288.69          | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 30      | 2030-10-15      | 6.8750%  | 0.0000% | $2441143.00        | $2420137.98        | Corporate Debt Securities                         |
| AMC ENTMT HLDGS INC            1LIEN GLBL 29       | 2029-02-15      | 7.5000%  | 0.0000% | $2000000.00        | $1821796.67        | Corporate Debt Securities                         |
| ABRA GLOBAL FIN                SR SEC GLBL 29      | 2029-10-22      | 14.0000% | 0.0000% | $1099256.00        | $1110156.96        | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $135.00            | $107.73            | Corporate Debt Securities                         |
| CIPHER COMPUTE LLC             SR SEC 144A 30      | 2030-11-15      | 7.1250%  | 0.0000% | $1842000.00        | $1865870.02        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $21000.00          | $22724.47          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 4%26     | 2026-04-15      | 4.0000%  | 0.0000% | $2000.00           | $2010.26           | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 3.4%31      | 2031-06-01      | 3.4000%  | 0.0000% | $422000.00         | $389344.23         | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT 4%50     | 2050-06-22      | 4.0000%  | 0.0000% | $122000.00         | $84091.35          | Corporate Debt Securities                         |
| BLOCK COMMUNICATIONS INC       SR GLBL 144A 28     | 2028-03-01      | 4.8750%  | 0.0000% | $2490000.00        | $2353177.61        | Corporate Debt Securities                         |
| WHITE CAP SUPPLY HLDGS LLC     SR GLBL 144A 30     | 2030-11-15      | 7.3750%  | 0.0000% | $1986000.00        | $2038563.35        | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 28       | 2028-03-21      | 4.7500%  | 0.0000% | $40000.00          | $40900.41          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL DEB 42      | 2042-03-26      | 4.5350%  | 0.0000% | $1000.00           | $931.08            | Corporate Debt Securities                         |
| ARCHES BUYER INC               SR GLBL 144A 28     | 2028-12-01      | 6.1250%  | 0.0000% | $4666000.00        | $4701482.99        | Corporate Debt Securities                         |
| ARDAGH GROUP S A / ARDAG       2LIEN PIK 144A30    | 2030-12-01      | 12.0000% | 0.0000% | $2000.00           | $1779.78           | Corporate Debt Securities                         |
| C&S GROUP ENTERPRISES LLC      SR GLBL 144A 28     | 2028-12-15      | 5.0000%  | 0.0000% | $1826000.00        | $1740559.43        | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 30       | 2030-04-01      | 6.1250%  | 0.0000% | $3497000.00        | $2957335.67        | Corporate Debt Securities                         |
| CHS / CMNTY HEALTH SYS INC     1LIEN GLBL 34       | 2034-01-15      | 9.7500%  | 0.0000% | $1000.00           | $1090.80           | Corporate Debt Securities                         |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29      | 2029-03-31      | 10.0000% | 0.0000% | $1943000.00        | $1739917.64        | Corporate Debt Securities                         |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29      | 2029-03-31      | 10.0000% | 0.0000% | $3650000.00        | $3268502.00        | Corporate Debt Securities                         |
| ARMOR HOLDCO INC               SR 144A NT8.5%29    | 2029-11-15      | 8.5000%  | 0.0000% | $2336000.00        | $2342095.66        | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $770000.00         | $819996.10         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 26       | 2026-01-22      | 1.7500%  | 0.0000% | $198000.00         | $198515.79         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $1028000.00        | $1047793.57        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 53       | 2053-06-01      | 5.8750%  | 0.0000% | $1315000.00        | $1341464.92        | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 27     | 2027-01-15      | 8.1250%  | 0.0000% | $3348000.00        | $3437617.12        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $1000.00           | $918.48            | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $1054000.00        | $779328.62         | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               A-1    20631225 FLT | 2063-12-25      | 6.1290%  | 0.0000% | $100000.00         | $60354.43          | Private Label Collateralized Mortgage Obligations |

### Security 249: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC. 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: 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:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| ANALOG DEVICES INC            | 2025-12-03      | 0.0000%  | 0.0000% | $19000000.00       | $18985370.00       | Money Market                       |
| BRITANNIA FDG CO LLC          | 2026-01-09      | 0.0000%  | 0.0000% | $10795.00          | $10742.50          | Money Market                       |
| PLAINS ALL AMERN PIPELINE L P | 2025-12-03      | 0.0000%  | 0.0000% | $4637000.00        | $4633341.41        | Money Market                       |
| MACQUARIE GROUP LIMITED       | 2026-01-05      | 0.0000%  | 0.0000% | $10546.00          | $10500.15          | Money Market                       |
| JONES LANG LASALLE FIN B V    | 2025-12-02      | 0.0000%  | 0.0000% | $4935000.00        | $4931673.81        | Money Market                       |
| 4 NOTE G 31                   | 2031-01-31      | 4.0000%  | 0.0000% | $121412800.00      | $125244767.45      | U.S. Treasuries (including strips) |

### Security 250: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 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:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| WEHLE PK CLO LTD 2022-1R       A-1-R  20381021 FLT     | 2038-10-21      | 5.1888%  | 0.0000% | $3250000.00        | $3275660.90        | Asset-Backed Securities                           |
| CHASE FUNDING MTG ABC 2003-5   IIA-2  20330725 FLT     | 2033-07-25      | 4.6688%  | 0.0000% | $82000.00          | $882.57            | Asset-Backed Securities                           |
| ACM AUTO TRUST 2025-3          A      20300120 5.01000 | 2030-01-20      | 5.0100%  | 0.0000% | $35690000.00       | $26233797.95       | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2019-10RR      B-RR   20320420 FLT     | 2032-04-20      | 5.4844%  | 0.0000% | $10000000.00       | $10065514.77       | Asset-Backed Securities                           |
| QTS ISSUER ABS 2025-II, LLC    B      20551005 5.77800 | 2055-10-05      | 5.7780%  | 0.0000% | $10000000.00       | $9971845.00        | Asset-Backed Securities                           |
| OCP CLO 2023-27R2 LTD          C-R2   20380715 FLT     | 2038-07-15      | 6.1409%  | 0.0000% | $1500000.00        | $1525347.98        | Asset-Backed Securities                           |
| SOUND PNT CLO II LTD 2013-2R   A3-R   20310127 FLT     | 2031-01-27      | 5.9696%  | 0.0000% | $1785000.00        | $1795239.30        | Asset-Backed Securities                           |
| SIXTH STREET CLO LTD 2021-19R  C-R    20380719 FLT     | 2038-07-19      | 5.7316%  | 0.0000% | $2000000.00        | $2010753.80        | Asset-Backed Securities                           |
| GT LN MNGM US CLO 2022-15R2    C-R2   20381020 FLT     | 2038-10-20      | 5.6623%  | 0.0000% | $3723874.00        | $3741445.38        | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2025-73   B      20381017 FLT     | 2038-10-17      | 5.6630%  | 0.0000% | $7500000.00        | $7583370.45        | Asset-Backed Securities                           |
| LENDBUZZ SEC TR 2025-1         B      20301115 5.47000 | 2030-11-15      | 5.4700%  | 0.0000% | $1121000.00        | $1111381.01        | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN 2025-36R A      20390720 FLT     | 2039-07-20      | 5.5517%  | 0.0000% | $6000000.00        | $6092683.43        | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN 2025-36R B      20390720 FLT     | 2039-07-20      | 5.9317%  | 0.0000% | $3250000.00        | $3302384.64        | Asset-Backed Securities                           |
| PALMER SQUARE CLO LTD 2025-4   D-1    20381020 FLT     | 2038-10-20      | 6.6568%  | 0.0000% | $8000000.00        | $8100034.62        | Asset-Backed Securities                           |
| EFMT 2025-CES4                 A-3    20600625 FLT     | 2060-06-25      | 5.7570%  | 0.0000% | $684000.00         | $693452.71         | Private Label Collateralized Mortgage Obligations |
| EAGLE RE 2021-1 LTD            M-2    20331025 FLT     | 2033-10-25      | 8.5218%  | 0.0000% | $20666039.00       | $6528437.07        | Private Label Collateralized Mortgage Obligations |
| NYMT LOAN TRUST 2025-CP1       M-1    20691125 FLT     | 2069-11-25      | 3.7500%  | 0.0000% | $4000000.00        | $3695782.00        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TR 2025-CES4     A-2    20550425 FLT     | 2055-04-25      | 6.1310%  | 0.0000% | $951000.00         | $974265.50         | Private Label Collateralized Mortgage Obligations |
| FIRSTKEY HOMES TRUST 2022-SFR2 D      20390719 4.50000 | 2039-07-19      | 4.5000%  | 0.0000% | $15000000.00       | $14839815.00       | Private Label Collateralized Mortgage Obligations |
| FIRSTKEY HOMES TRUST 2021-SFR2 D      20380917 2.06000 | 2038-09-17      | 2.0580%  | 0.0000% | $6300000.00        | $6157906.65        | Private Label Collateralized Mortgage Obligations |

### Security 251: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.330000%
- **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):** $166000000.00
- **C.18.a - Value (excl. sponsor support):** $166000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BENEFIT STREET PARTNERS CLO LTD BSP_25-41A                       | 2038-07-26      | 7.0675%  | 0.0000% | $2000000.00        | $2047607.95        | Asset-Backed Securities                           |
| ANCHORAGE CREDIT FUNDING LTD ANC                                 | 2039-01-28      | 2.8710%  | 0.0000% | $1000000.00        | $973892.50         | Asset-Backed Securities                           |
| APIDOS CLO LTD APID_23-46                                        | 2038-10-24      | 5.1125%  | 0.0000% | $35000000.00       | $35176970.08       | Asset-Backed Securities                           |
| FIRST HELP FINANCIAL LLC FHF_24-1                                | 2030-02-15      | 5.6900%  | 0.0000% | $13630000.00       | $6616279.39        | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST AFRMT_25-3                                   | 2034-10-16      | 5.1490%  | 0.0000% | $5300000.00        | $5317294.19        | Asset-Backed Securities                           |
| DRYDEN 40 SENIOR LOAN FUND DRSLF 15-40AR2                        | 2031-08-15      | 5.0018%  | 0.0000% | $31710000.00       | $10679802.98       | Asset-Backed Securities                           |
| FLAT_20-RR                                                       | 2038-11-22      | 7.8390%  | 0.0000% | $1250000.00        | $1249939.99        | Asset-Backed Securities                           |
| OAKC_12-RR                                                       | 2037-07-20      | 5.8459%  | 0.0000% | $12000000.00       | $12250490.34       | Asset-Backed Securities                           |
| STELLANTIS FINANCIAL UNDERWRITTEN ENCHANCED LEASE TRUST SFUEL_25 | 2027-07-20      | 4.6300%  | 0.0000% | $3485207.00        | $2990305.20        | Asset-Backed Securities                           |
| RCF_20-1A                                                        | 2038-04-28      | 4.1220%  | 0.0000% | $1446000.00        | $1402800.75        | Asset-Backed Securities                           |
| RMIT_25-1                                                        | 2034-04-17      | 5.7300%  | 0.0000% | $440000.00         | $445859.99         | Asset-Backed Securities                           |
| DB MASTER FINANCE LLC DNKN_21-1A                                 | 2051-11-20      | 2.7910%  | 0.0000% | $39292000.00       | $33822348.26       | Asset-Backed Securities                           |
| SERVICEMASTER FUNDING LLC SERV_21-1                              | 2051-07-30      | 2.8650%  | 0.0000% | $8000000.00        | $7090299.86        | Asset-Backed Securities                           |
| LENDMARK FUNDING TRUST LFT_25-2                                  | 2034-10-20      | 4.9800%  | 0.0000% | $3000000.00        | $3036692.00        | Asset-Backed Securities                           |
| KKR FINANCIAL CLO LTD KKR_21                                     | 2031-04-15      | 5.5662%  | 0.0000% | $1118598.00        | $1126006.55        | Asset-Backed Securities                           |
| KKR FINANCIAL CLO LTD KKR_12                                     | 2030-10-15      | 5.8662%  | 0.0000% | $1000000.00        | $1008629.74        | Asset-Backed Securities                           |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | 2027-09-30      | 8.8750%  | 0.0000% | $1479000.00        | $1604846.06        | Corporate Debt Securities                         |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | 2034-04-28      | 8.1250%  | 0.0000% | $11000.00          | $12660.02          | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                                           | 2045-06-15      | 5.0000%  | 0.0000% | $1080000.00        | $826350.00         | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                                           | 2030-04-25      | 7.3750%  | 0.0000% | $2080000.00        | $2215741.67        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | 2034-01-20      | 8.2500%  | 0.0000% | $3000.00           | $3590.95           | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | 2037-01-20      | 7.1250%  | 0.0000% | $99000.00          | $111655.50         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | 2026-04-07      | 6.0000%  | 0.0000% | $2870000.00        | $2907453.50        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | 2050-01-14      | 4.7500%  | 0.0000% | $1516000.00        | $1148643.72        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | 2056-01-12      | 7.2500%  | 0.0000% | $190000.00         | $192442.82         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | 2033-02-04      | 5.5000%  | 0.0000% | $600000.00         | $597113.33         | Corporate Debt Securities                         |
| NYT MORTGAGE TRUST NYT_19-NYT                                    | 2035-12-15      | 5.4560%  | 0.0000% | $7000000.00        | $6998286.55        | Private Label Collateralized Mortgage Obligations |
| COOPR RESIDENTIAL MORTGAGE TRUST COOPR_25-CES3                   | 2060-09-25      | 5.0790%  | 0.0000% | $4926400.00        | $4939786.26        | Private Label Collateralized Mortgage Obligations |
| NYMT_25-CP1                                                      | 2069-11-25      | 3.7500%  | 0.0000% | $11000000.00       | $10282959.50       | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-5BP                                  | 2033-06-15      | 4.8360%  | 0.0000% | $12925000.00       | $12690004.88       | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CES4                                                     | 2055-04-25      | 5.9620%  | 0.0000% | $1051000.00        | $948758.60         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CES4                                                     | 2055-04-26      | 6.3300%  | 0.0000% | $951000.00         | $973139.75         | Private Label Collateralized Mortgage Obligations |
| TPMT_25-HE1                                                      | 2065-07-25      | 5.3043%  | 0.0000% | $7000000.00        | $6193725.06        | Private Label Collateralized Mortgage Obligations |

### Security 252: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.190000%
- **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:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| COOK CNTY ILL SALES TAX REV    BDS                      2018 | 2033-11-15      | 5.0000%  | 0.0000% | $300000.00         | $312619.67         | Other Instrument          |
| SAN ANTONIO TEX WTR REV        SYS JR LIEN REF BDS      2016 | 2032-05-15      | 5.0000%  | 0.0000% | $15000.00          | $15329.93          | Other Instrument          |
| DE WITT CHARTER TWP MICH       LTD TAX GO CAP IMPT BDS  2024 | 2043-04-01      | 4.0000%  | 0.0000% | $5000.00           | $5022.67           | Other Instrument          |
| DELAWARE ST                    GO BDS                   2017 | 2032-03-01      | 3.0000%  | 0.0000% | $50000.00          | $50490.00          | Other Instrument          |
| DENTON TEX INDPT SCH DIST      UNLTD TAX REF BDS        2022 | 2035-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5246.82           | Other Instrument          |
| FLORIDA ST TPK AUTH TPK REV    REV REF BDS              2016 | 2027-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10333.67          | Other Instrument          |
| MICHIGAN FIN AUTH REV          REV AND REF BDS          2016 | 2030-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5178.12           | Other Instrument          |
| MASSACHUSETTS EDL FING AUTH ED ISSUE M BDS              2021 | 2037-07-01      | 2.6410%  | 0.0000% | $145000.00         | $98702.84          | Other Instrument          |
| METROPOLITAN GOVT NASHVILLE &  GO IMPT BDS              2018 | 2032-07-01      | 5.0000%  | 0.0000% | $255000.00         | $274838.15         | Other Instrument          |
| METROPOLITAN WASH D C ARPTS AU REV AND REF BDS          2017 | 2029-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10435.97          | Other Instrument          |
| LEAGUE CITY TEX                GO REF IMPT BDS          2019 | 2027-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5209.18           | Other Instrument          |
| HOUSTON TEX                    PUB IMP REF BDS          2017 | 2027-03-01      | 5.0000%  | 0.0000% | $65000.00          | $67730.22          | Other Instrument          |
| HARRIS CNTY TEX FLOOD CTL DIST REF BDS                  2025 | 2027-09-15      | 5.0000%  | 0.0000% | $55000.00          | $58014.55          | Other Instrument          |
| IDAHO HSG & FIN ASSN SINGLE FA BDS                      2019 | 2032-01-01      | 2.3500%  | 0.0000% | $30000.00          | $13983.60          | Other Instrument          |
| IDAHO ST BLDG AUTH BLDG REV    STATE BDS                2018 | 2039-09-01      | 4.1240%  | 0.0000% | $10960000.00       | $10421823.81       | Other Instrument          |
| ILLINOIS ST                    GO BDS                   2019 | 2037-11-01      | 4.0000%  | 0.0000% | $6920000.00        | $6907820.80        | Other Instrument          |
| ILLINOIS ST                    GO BDS                   2016 | 2036-01-01      | 4.2500%  | 0.0000% | $205000.00         | $208633.45         | Other Instrument          |
| CLARK CNTY NEV HWY IMPT REV    HIGHWAY REV BDS          2017 | 2032-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5260.18           | Other Instrument          |
| OSCEOLA CNTY FLA TRANSN REV    PKWY IMPT REF BDS        2019 | 2043-10-01      | 0.0000%  | 0.0000% | $3500000.00        | $1431290.00        | Other Instrument          |
| NEW JERSEY ST                  COVID 19 GO EMERGENCY BD 2020 | 2031-06-01      | 4.0000%  | 0.0000% | $1570000.00        | $1710760.97        | Other Instrument          |
| NEW JERSEY ST TRANSN TR FD AUT PROGRAM BDS              2025 | 2043-06-15      | 5.0000%  | 0.0000% | $5900000.00        | $6387746.44        | Other Instrument          |
| NEW YORK N Y                   GO BDS                   2010 | 2036-03-01      | 5.9680%  | 0.0000% | $560000.00         | $604247.09         | Other Instrument          |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECURED SUB B B    | 2041-08-01      | 4.0000%  | 0.0000% | $35000.00          | $34889.05          | Other Instrument          |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2027-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5252.50           | Other Instrument          |
| NEW YORK ST URBAN DEV CORP REV PERS INCOME TAX GEN PURP 2020 | 2038-03-15      | 4.0000%  | 0.0000% | $5000.00           | $5108.46           | Other Instrument          |
| BAYTOWN TEX                    COMBINATION TAX REV CTFS 2020 | 2027-02-01      | 5.0000%  | 0.0000% | $55000.00          | $57398.00          | Other Instrument          |
| PIMA CNTY ARIZ UNI SCH DIST NO SCH IMPT BDS             2018 | 2028-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5280.48           | Other Instrument          |
| PLACENTIA CALIF PUB FING AUTH  TAXABLE BDS              2020 | 2045-06-01      | 4.5810%  | 0.0000% | $810000.00         | $761961.53         | Other Instrument          |
| PORT AUTH N Y & N J            TAXABLE CONSOLIDATED BDS 235  | 2035-08-01      | 4.9550%  | 0.0000% | $530000.00         | $558388.79         | Other Instrument          |
| PORT ST LUCIE FLA UTIL REV     REF REV BDS              2016 | 2031-09-01      | 4.0000%  | 0.0000% | $35000.00          | $35542.38          | Other Instrument          |
| CINCINNATI OHIO                GO UNLTD TAX VARIOUS PUR 2019 | 2026-12-01      | 5.0000%  | 0.0000% | $100000.00         | $104913.33         | Other Instrument          |
| WASHINGTON SUBN SAN DIST MD    CONSOLIDATED PUB IMPT BD 2019 | 2027-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5308.57           | Other Instrument          |
| TEXAS WTR DEV BRD REV          ST REVOLVING FD REV BDS  2018 | 2031-08-01      | 5.0000%  | 0.0000% | $25000.00          | $26310.50          | Other Instrument          |
| TOBACCO SETTLEMENT FIN AUTH WE SR TAXABLE REF CL 2 BDS  2020 | 2049-06-01      | 4.8750%  | 0.0000% | $80000.00          | $75403.90          | Other Instrument          |
| UNION CITY CALIF CMNTY REDEV A REF BDS                  2017 | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5255.38           | Other Instrument          |
| BUCKEYE OHIO TOB SETTLEMENT FI SR ASSET BACKED REF BDS  2020 | 2027-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5288.27           | Other Instrument          |
| AUSTIN TEX                     PUB IMPT BDS             2017 | 2029-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5265.87           | Other Instrument          |
| ATLANTA GA ARPT REV            GEN REF BDS              2020 | 2027-07-01      | 5.0000%  | 0.0000% | $30000.00          | $31793.30          | Other Instrument          |
| CALIFORNIA ST UNIV REV         SYSTEMWIDE REV BDS       2016 | 2029-11-01      | 5.0000%  | 0.0000% | $95000.00          | $96437.35          | Other Instrument          |
| BEXAR CNTY TEX HOSP DIST       LTD TAX REF BDS          2019 | 2030-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5306.78           | Other Instrument          |
| GREATER ROCKFORD ILL ARPT AUTH TAXABLE GO ALT BDS       2021 | 2038-12-15      | 2.8700%  | 0.0000% | $695000.00         | $564822.83         | Other Instrument          |
| JABIL INC                      SR GLBL NT 29                 | 2029-02-01      | 5.4500%  | 0.0000% | $24000.00          | $25137.66          | Corporate Debt Securities |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT 28                 | 2028-03-28      | 4.9500%  | 0.0000% | $52000.00          | $53383.20          | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL COCO 28                  | 2028-03-12      | 5.6740%  | 0.0000% | $450000.00         | $463638.80         | Corporate Debt Securities |
| J P MORGAN CHASE PUTTERS / DRI CTFS                     5082 | 2054-08-15      | 0.0100%  | 0.0000% | $5000.00           | $25803.10          | Corporate Debt Securities |
| J P MORGAN CHASE PUTTERS / DRI CTFS                     5083 | 2039-10-01      | 0.0100%  | 0.0000% | $100000.00         | $85900.00          | Corporate Debt Securities |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.25%29               | 2029-01-15      | 5.2500%  | 0.0000% | $592000.00         | $616174.81         | Corporate Debt Securities |
| NORTHEASTERN UNIVERSITY        -2018B SNK BD 48              | 2048-10-01      | 4.1190%  | 0.0000% | $585000.00         | $496929.27         | Corporate Debt Securities |
| AVNET INC                      SR GLBL NT 26                 | 2026-04-15      | 4.6250%  | 0.0000% | $73000.00          | $73331.73          | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE PLC     4%27                          | 2027-12-06      | 4.0000%  | 0.0000% | $210000.00         | $213213.23         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.33%031550                | 2050-03-15      | 4.3300%  | 0.0000% | $705000.00         | $613047.05         | Corporate Debt Securities |
| ITC HLDGS CORP                 SR NT 3.25%26                 | 2026-06-30      | 3.2500%  | 0.0000% | $21000.00          | $21160.88          | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 26                 | 2026-08-15      | 6.0550%  | 0.0000% | $18000.00          | $18487.33          | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 28                 | 2028-08-15      | 6.0420%  | 0.0000% | $1100000.00        | $1164962.52        | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 30                 | 2030-04-30      | 3.2500%  | 0.0000% | $66000.00          | $63135.45          | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC     GLBL NT 5.05%30               | 2030-02-19      | 5.0500%  | 0.0000% | $98000.00          | $102500.90         | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL REGS 29               | 2029-02-15      | 5.9500%  | 0.0000% | $293000.00         | $311046.93         | Corporate Debt Securities |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL REGS 30               | 2030-05-06      | 6.2500%  | 0.0000% | $106000.00         | $108371.16         | Corporate Debt Securities |
| MATTEL INC                     SR GLBL REGS 27               | 2027-12-15      | 5.8750%  | 0.0000% | $458000.00         | $470480.82         | Corporate Debt Securities |
| OTIS WORLDWIDE CORP            GLBL NT 5.25%28               | 2028-08-16      | 5.2500%  | 0.0000% | $181000.00         | $189453.61         | Corporate Debt Securities |
| BLUE OWL CR INCOME CORP        SR GLBL NT 28                 | 2028-06-13      | 7.9500%  | 0.0000% | $3388000.00        | $3712731.33        | Corporate Debt Securities |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT6.2%30              | 2030-07-15      | 6.2000%  | 0.0000% | $18263000.00       | $19191288.00       | Corporate Debt Securities |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL 144A 28               | 2028-09-30      | 4.5000%  | 0.0000% | $10623000.00       | $10417338.72       | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        4.2%28                        | 2028-04-01      | 4.2000%  | 0.0000% | $49000.00          | $49444.43          | Corporate Debt Securities |
| INDIANAPOLIS PWR & LT CO       1M 144A BD 46                 | 2046-05-01      | 4.0500%  | 0.0000% | $145000.00         | $117496.04         | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR GLBL DB3.6%29              | 2029-04-01      | 3.6000%  | 0.0000% | $4333000.00        | $4283473.81        | Corporate Debt Securities |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.95%41                 | 2041-04-01      | 5.9500%  | 0.0000% | $1249000.00        | $1311351.12        | Corporate Debt Securities |
| HARLEY DAVIDSON FINL SVCS INC  FR 3.05%021427                | 2027-02-14      | 3.0500%  | 0.0000% | $1372000.00        | $1366431.20        | Corporate Debt Securities |
| MOSAIC CO                      SR GLBL NT4.6%30              | 2030-11-15      | 4.6000%  | 0.0000% | $15687000.00       | $15795815.49       | Corporate Debt Securities |
| NARRAGANSETT ELEC CO           SR GLBL 144A 40               | 2040-03-15      | 5.6380%  | 0.0000% | $1060000.00        | $1113808.37        | Corporate Debt Securities |
| SYNCHRONY FINANCIAL            SR GLBL NT 29                 | 2029-03-19      | 5.1500%  | 0.0000% | $13775000.00       | $14137707.23       | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.4%27              | 2027-06-01      | 4.4000%  | 0.0000% | $275000.00         | $282038.17         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 28                 | 2028-02-01      | 4.7500%  | 0.0000% | $92000.00          | $93485.57          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.512%072027               | 2027-07-20      | 1.5120%  | 0.0000% | $3000000.00        | $2965638.00        | Corporate Debt Securities |
| LAZARD LLC                     SR GLBL NT4.5%28              | 2028-09-19      | 4.5000%  | 0.0000% | $132000.00         | $134189.22         | Corporate Debt Securities |
| MAIN STR CAP CORP              SR GLBL NT6.5%27              | 2027-06-04      | 6.5000%  | 0.0000% | $50000.00          | $52564.83          | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 44               | 2044-04-01      | 3.9500%  | 0.0000% | $147000.00         | $125525.38         | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL 2023D 29              | 2029-03-15      | 5.5000%  | 0.0000% | $312000.00         | $328031.43         | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT1.2%26              | 2026-03-01      | 1.2000%  | 0.0000% | $95000.00          | $94502.20          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.4%30              | 2030-05-06      | 3.4000%  | 0.0000% | $43000.00          | $41589.07          | Corporate Debt Securities |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 27                 | 2027-07-15      | 5.6250%  | 0.0000% | $93000.00          | $96840.09          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 5%29               | 2029-02-15      | 5.0000%  | 0.0000% | $109000.00         | $112810.16         | Corporate Debt Securities |
| KONINKLIJKE KPN N.V            GLBL NT 8.375%30              | 2030-10-01      | 8.3750%  | 0.0000% | $200000.00         | $237804.08         | Corporate Debt Securities |
| S&P GLOBAL INC                 SR GLBL NT3.9%62              | 2062-03-01      | 3.9000%  | 0.0000% | $1541000.00        | $1195731.25        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 29                 | 2029-01-05      | 4.8500%  | 0.0000% | $594000.00         | $618101.72         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD5.1%34              | 2034-03-15      | 5.1000%  | 0.0000% | $75000.00          | $78840.13          | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT 5%29               | 2029-01-15      | 5.0000%  | 0.0000% | $126000.00         | $130144.42         | Corporate Debt Securities |
| ENBRIDGE INC                   SR GLBL NT4.2%28              | 2028-11-20      | 4.2000%  | 0.0000% | $800000.00         | $803034.67         | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT 26                 | 2026-10-15      | 2.0500%  | 0.0000% | $60000.00          | $58971.52          | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT4.4%28              | 2028-06-15      | 4.4000%  | 0.0000% | $306000.00         | $314550.32         | Corporate Debt Securities |
| FORTIVE CORP                   SR GLBL NT 26                 | 2026-06-15      | 3.1500%  | 0.0000% | $57000.00          | $57460.70          | Corporate Debt Securities |
| MASTEC INC                     CR SEN SR GLBL29              | 2029-06-15      | 5.9000%  | 0.0000% | $646000.00         | $693341.39         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.8%081428                 | 2028-08-14      | 4.8000%  | 0.0000% | $2359000.00        | $2441887.40        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD4.1%42              | 2042-02-01      | 4.1000%  | 0.0000% | $255000.00         | $208963.58         | Corporate Debt Securities |
| STATE STR CORP                 SR SB GLBL NT 31              | 2031-03-03      | 2.2000%  | 0.0000% | $19619000.00       | $17759598.38       | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 47              | 2047-09-30      | 3.8000%  | 0.0000% | $1649000.00        | $1307067.02        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT55              | 2055-04-01      | 5.8000%  | 0.0000% | $1107000.00        | $1150387.02        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL 144A 28               | 2028-01-15      | 5.6250%  | 0.0000% | $503000.00         | $524529.03         | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 30                 | 2030-05-12      | 4.8750%  | 0.0000% | $87000.00          | $88633.57          | Corporate Debt Securities |
| SONOCO PRODS CO                SR GLBL NT4.6%29              | 2029-09-01      | 4.6000%  | 0.0000% | $2472000.00        | $2523359.92        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      SR GLBL A NT6%28              | 2028-12-01      | 6.0000%  | 0.0000% | $95000.00          | $103071.20         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 26                 | 2026-07-15      | 2.6500%  | 0.0000% | $766000.00         | $766023.19         | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT3.8%60              | 2060-05-13      | 3.8000%  | 0.0000% | $902000.00         | $680011.79         | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -D NT 26              | 2026-08-15      | 2.8500%  | 0.0000% | $95000.00          | $94928.20          | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT2.9%30              | 2030-10-01      | 2.9000%  | 0.0000% | $37381000.00       | $35320247.77       | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 3.85%050149                | 2049-05-01      | 3.8500%  | 0.0000% | $30000.00          | $23837.03          | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 3.15%010150                | 2050-01-01      | 3.1500%  | 0.0000% | $571000.00         | $408426.31         | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT5.2%29              | 2029-04-01      | 5.2000%  | 0.0000% | $6966000.00        | $7242573.42        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 26                 | 2026-04-03      | 4.4500%  | 0.0000% | $2370000.00        | $2387463.61        | Corporate Debt Securities |
| AEROPUERTO INTERNACIONAL       1LIEN GLBL 61                 | 2061-08-11      | 5.1250%  | 0.0000% | $471000.00         | $386334.28         | Corporate Debt Securities |
| CHEVRON PHILLIPS CHEM CO LLC   SR 144A NT 30                 | 2030-05-15      | 4.7500%  | 0.0000% | $315000.00         | $320917.36         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT4.9%29              | 2029-03-15      | 4.9000%  | 0.0000% | $32000.00          | $33020.04          | Corporate Debt Securities |
| WASTE CONNECTIONS INC          SR GLBL NT3.5%29              | 2029-05-01      | 3.5000%  | 0.0000% | $13683000.00       | $13530502.96       | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 27               | 2027-11-24      | 1.6250%  | 0.0000% | $820000.00         | $779115.26         | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 27                 | 2027-03-25      | 4.9500%  | 0.0000% | $503000.00         | $511361.12         | Corporate Debt Securities |
| FEDERAL REALTY OP LP           SR GLBL NT 27                 | 2027-07-15      | 3.2500%  | 0.0000% | $59000.00          | $58902.47          | Corporate Debt Securities |
| LOWES COS INC                  SR DEB 6.5%29                 | 2029-03-15      | 6.5000%  | 0.0000% | $2941000.00        | $3199750.81        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT4.5%44              | 2044-03-01      | 4.5000%  | 0.0000% | $84000.00          | $76622.70          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.9%33              | 2033-11-15      | 5.9000%  | 0.0000% | $69000.00          | $76310.59          | Corporate Debt Securities |
| BRITISH AEROSPACE FIN INC      GLBL 144A BD 27               | 2027-07-01      | 7.5000%  | 0.0000% | $700000.00         | $760434.50         | Corporate Debt Securities |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 95                | 2095-12-01      | 6.8750%  | 0.0000% | $4455000.00        | $5695013.98        | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 26                 | 2026-01-15      | 1.8750%  | 0.0000% | $5000.00           | $5016.39           | Corporate Debt Securities |
| APPLIED MATLS INC              SR GLBL NT4.6%36              | 2036-01-15      | 4.6000%  | 0.0000% | $22380000.00       | $22455967.67       | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 28                 | 2028-03-01      | 4.1010%  | 0.0000% | $432000.00         | $436687.52         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 29               | 2029-01-15      | 4.8500%  | 0.0000% | $3333000.00        | $3323316.71        | Corporate Debt Securities |
| ATMOS ENERGY CORP              SR GLBL NT 49                 | 2049-09-15      | 3.3750%  | 0.0000% | $1561000.00        | $1142798.34        | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $3452000.00        | $3547865.40        | Corporate Debt Securities |
| ENSTAR GROUP LTD               SR GLBL NT 29                 | 2029-06-01      | 4.9500%  | 0.0000% | $868000.00         | $899783.99         | Corporate Debt Securities |
| BERKLEY W R CORP               GLBL NT 3.15%61               | 2061-09-30      | 3.1500%  | 0.0000% | $84000.00          | $53517.66          | Corporate Debt Securities |
| BEST BUY INC                   SR GLBL NT 28                 | 2028-10-01      | 4.4500%  | 0.0000% | $200000.00         | $203581.17         | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        SR GLBL NT 52                 | 2052-10-15      | 3.1250%  | 0.0000% | $45000.00          | $29136.72          | Corporate Debt Securities |
| EVERGY MO WEST INC             1M 144A BD 27                 | 2027-12-15      | 5.1500%  | 0.0000% | $257000.00         | $267549.35         | Corporate Debt Securities |
| EVERSOURCE ENERGY              GLBL -Y NT4.6%27              | 2027-07-01      | 4.6000%  | 0.0000% | $1745000.00        | $1788630.82        | Corporate Debt Securities |
| GRUPO BIMBO SAB DE CV          SR GLBL 144A 49               | 2049-09-06      | 4.0000%  | 0.0000% | $453000.00         | $357258.95         | Corporate Debt Securities |
| GOLUB CAP BDC INC              SR GLBL NT 6%29               | 2029-07-15      | 6.0000%  | 0.0000% | $46000.00          | $47916.21          | Corporate Debt Securities |
| KEYCORP                        FR 6.401%030635               | 2035-03-06      | 6.4010%  | 0.0000% | $10166000.00       | $11247357.98       | Corporate Debt Securities |
| OHIO ST HSG FIN AGY RESIDENTIA REV BDS                  J    | 2036-03-01      | 2.8500%  | 0.0000% | $12825000.00       | $5046454.09        | Money Market              |
| OHIO ST UNIV GEN RCPTS         VARIABLE RATE DEMAND REF 2023 | 2039-12-01      | 2.9200%  | 0.0000% | $30000000.00       | $30060714.29       | Money Market              |
| CONNECTICUT ST HSG FIN AUTH HS BDS                      2022 | 2052-11-15      | 2.7500%  | 0.0000% | $10875000.00       | $10885739.81       | Money Market              |
| UNIVERSITY TEX UNIV REVS       VAR FING SYS REV BDS     2008 | 2032-08-01      | 2.7000%  | 0.0000% | $38860000.00       | $34499395.45       | Money Market              |
| J P MORGAN CHASE PUTTERS / DRI CTFS                     5082 | 2054-08-15      | 3.0000%  | 0.0000% | $2475000.00        | $2496301.23        | Money Market              |

### Security 253: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.000000%
- **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):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? 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         |
|:---|:---|:---|:---|:---|:---|:---|
| MARYLAND ST HEALTH & HIGHER ED REV BDS                  2017 | 2046-12-01      | 5.0000%  | 0.0000% | $2125000.00        | $2192093.33        | Other Instrument |
| GOLDEN ST TOB SECURITIZATION C TAXABLE BDS              2021 | 2050-06-01      | 4.2140%  | 0.0000% | $390000.00         | $231740.57         | Other Instrument |
| SACRAMENTO CNTY CALIF ARPT SYS REF BDS                  A    | 2041-07-01      | 5.0000%  | 0.0000% | $2490000.00        | $1540585.44        | Other Instrument |
| SACRAMENTO CNTY CALIF SANTN DI REV BDS                  2010 | 2040-08-01      | 6.3250%  | 0.0000% | $7630000.00        | $8639878.19        | Other Instrument |
| SAN JOSE CALIF UNI SCH DIST SA GO BDS                   2018 | 2042-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $1015100.00        | Other Instrument |
| SANGER CALIF UNI SCH DIST      GO ELECTION BDS          A    | 2051-08-01      | 3.0000%  | 0.0000% | $5045000.00        | $3851302.55        | Other Instrument |
| SARPY CNTY NEB HOSP AUTH NO 1  HEALTH FACS REV BDS      2016 | 2051-05-15      | 4.0000%  | 0.0000% | $1970000.00        | $1802460.26        | Other Instrument |
| OHIO ST HOSP REV               REV BDS                  2014 | 2044-01-15      | 4.0000%  | 0.0000% | $2000000.00        | $1906555.56        | Other Instrument |
| MASSACHUSETTS ST TRANSN FD REV REV BDS                  2010 | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5439187.08        | Other Instrument |
| MICHIGAN FIN AUTH REV          TAXABLE HOSP REF BDS     2019 | 2040-12-01      | 3.3840%  | 0.0000% | $12810000.00       | $11158509.18       | Other Instrument |
| SONOMA CNTY CALIF PENSION OBLI PENSION OBLIG BDS        2010 | 2029-12-01      | 6.0000%  | 0.0000% | $1050000.00        | $815453.85         | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSON  BDS                      2017 | 2047-07-01      | 4.0000%  | 0.0000% | $1500000.00        | $1408130.00        | Other Instrument |
| MOBILE CNTY ALA INDL DEV AUTH  AMT BDS                  2024 | 2054-12-01      | 4.7500%  | 0.0000% | $7500000.00        | $7147831.25        | Other Instrument |
| MONROE CNTY N Y INDL DEV CORP  REV BDS                  2015 | 2037-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $1024376.67        | Other Instrument |
| MONTGOMERY CNTY PA INDL DEV AU REV BDS                  2016 | 2036-11-15      | 5.0000%  | 0.0000% | $1150000.00        | $1163047.39        | Other Instrument |
| LA MESA-SPRING VY CALIF SCH DI 2020 ELECTION GO BDS     2021 | 2051-08-01      | 4.0000%  | 0.0000% | $3125000.00        | $3027218.75        | Other Instrument |
| WISCONSIN ST HEALTH & EDL FACS REV BDS                  2016 | 2035-12-01      | 5.0000%  | 0.0000% | $2820000.00        | $2931343.00        | Other Instrument |
| ILLINOIS ST                    GO BDS                   2010 | 2035-07-01      | 7.3500%  | 0.0000% | $25845000.00       | $20719798.04       | Other Instrument |
| COLORADO HEALTH FACS AUTH REV  BDS                      2020 | 2050-12-01      | 4.0000%  | 0.0000% | $1000000.00        | $856206.67         | Other Instrument |
| COLORADO HSG & FIN AUTH        TAXABLE SINGLE FAMILY MT 2025 | 2056-05-01      | 6.2500%  | 0.0000% | $10000000.00       | $10719775.00       | Other Instrument |
| NEW JERSEY ST HSG & MTG FIN AG BDS                      2018 | 2039-11-01      | 4.0800%  | 0.0000% | $2100000.00        | $2114229.00        | Other Instrument |
| NEW JERSEY ST TRANSN TR FD AUT TRANSPORTATION SYSTEM BD 2010 | 2040-12-15      | 6.5610%  | 0.0000% | $17220000.00       | $19892488.04       | Other Instrument |
| SOUTH MIAMI FLA HEALTH FACS AU REF BDS                  2017 | 2047-08-15      | 5.0000%  | 0.0000% | $3240000.00        | $3314894.40        | Other Instrument |
| BALTIMORE CNTY MD              GO BDS                   2016 | 2046-07-01      | 3.3030%  | 0.0000% | $8085000.00        | $6536942.82        | Other Instrument |
| NEW YORK N Y                   GO BDS                   FISC | 2050-08-01      | 5.0000%  | 0.0000% | $1760000.00        | $1846046.40        | Other Instrument |
| NEW YORK ST DORM AUTH ST PERS  INCOME TAX REV BDS       2010 | 2040-03-15      | 5.3890%  | 0.0000% | $15000000.00       | $15525565.42       | Other Instrument |
| NEW YORK ST DORM AUTH SALES TA REV BDS                  2016 | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1378246.91        | Other Instrument |
| NEW YORK ST DORM AUTH REVS NON REV BDS                  2017 | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3920438.17        | Other Instrument |
| NEW YORK ST DORM AUTH ST PERS  GEN PURP BDS             2022 | 2052-03-15      | 3.5000%  | 0.0000% | $7500000.00        | $6227679.17        | Other Instrument |
| UNIVERSITY CALIF REVS          GEN REV BDS              2017 | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2903636.23        | Other Instrument |
| UNIVERSITY MASS BLDG AUTH PROJ REV BDS                  2017 | 2042-11-01      | 5.2500%  | 0.0000% | $1220000.00        | $1257158.15        | Other Instrument |
| UNIVERSITY MICH UNIV REVS      TAXABLE GEN REGENTS BDS  2020 | 2040-04-01      | 2.4370%  | 0.0000% | $5914000.00        | $4588959.92        | Other Instrument |
| UNIVERSITY MICH UNIV REVS      TAXABLE GEN BDS          2022 | 2122-04-01      | 4.4540%  | 0.0000% | $2520000.00        | $2055317.46        | Other Instrument |
| UNIVERSITY VA UNIV REVS        GEN REV PLG REF BDS      2017 | 2044-04-01      | 5.0000%  | 0.0000% | $2680000.00        | $2746883.87        | Other Instrument |
| UNIVERSITY WASH UNIV REVS      GEN REF BDS              2010 | 2040-10-01      | 4.9970%  | 0.0000% | $320000.00         | $321735.01         | Other Instrument |
| JEA FLA ELEC SYS REV           BDS                      2017 | 2036-10-01      | 4.0000%  | 0.0000% | $2000000.00        | $2025046.67        | Other Instrument |
| KANSAS DEV FIN AUTH SALES TAX  REF BDS                  2019 | 2032-09-01      | 4.0000%  | 0.0000% | $1265000.00        | $1295368.43        | Other Instrument |
| TAMPA FLA CAP IMPT CIG TAX ALL BDS                      2020 | 2053-09-01      | 0.0000%  | 0.0000% | $21445000.00       | $5144226.60        | Other Instrument |
| PUBLIC FIN AUTH WIS REV        SR LIEN-PUERTO RICO TOLL 2024 | 2054-07-01      | 5.7500%  | 0.0000% | $18700000.00       | $19900150.42       | Other Instrument |
| CHICAGO ILL                    GO BDS                   2024 | 2044-01-01      | 5.0000%  | 0.0000% | $8330000.00        | $8204772.33        | Other Instrument |
| CHICAGO ILL                    GO BDS                   2024 | 2045-01-01      | 5.0000%  | 0.0000% | $5505000.00        | $5373136.90        | Other Instrument |
| CHESTER CNTY PA HEALTH & ED FA TAXABLE BDS              2020 | 2040-06-01      | 3.1640%  | 0.0000% | $9279000.00        | $7866516.60        | Other Instrument |
| LOS ANGELES CALIF DEPT ARPTS R SUB REV BDS              2016 | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1739844.58        | Other Instrument |
| LOUISIANA PUB FACS AUTH REV    AMT SR LIEN BDS          2024 | 2066-09-01      | 5.0000%  | 0.0000% | $21450000.00       | $20686666.00       | Other Instrument |
| WAYNE CNTY MICH ARPT AUTH REV  REV BDS                  E    | 2038-12-01      | 5.0000%  | 0.0000% | $3655000.00        | $3746350.63        | Other Instrument |
| TEXAS WTR DEV BRD REV          ST IMPLEMENTATION FD RES 2024 | 2047-10-15      | 4.1250%  | 0.0000% | $15000000.00       | $14635006.25       | Other Instrument |
| TUSCALOOSA CNTY ALA BRD ED SPL SCH WTS                  2017 | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2224912.80        | Other Instrument |
| ARKANSAS DEV FIN AUTH PUB SAFE BDS                      2020 | 2039-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $1025876.67        | Other Instrument |
| ESSEX CNTY N J IMPT AUTH REV   GOVERNMENTAL LN BDS      2019 | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3410712.50        | Other Instrument |
| CALIFORNIA MUN FIN AUTH REV    REF BDS                  2019 | 2044-10-01      | 4.0000%  | 0.0000% | $2035000.00        | $1890338.63        | Other Instrument |
| CALIFORNIA ST                  GO BDS                        | 2039-04-01      | 7.5500%  | 0.0000% | $9560000.00        | $11907784.63       | Other Instrument |
| CALIFORNIA ST                  GO BDS                        | 2039-04-01      | 7.5500%  | 0.0000% | $10450000.00       | $13016354.54       | Other Instrument |
| CALIFORNIA ST                  GO BDS                        | 2040-11-01      | 7.6000%  | 0.0000% | $10690000.00       | $13392111.30       | Other Instrument |
| CALIFORNIA ST                  TAXABLE VARIOUS PURP GO       | 2038-03-01      | 5.1250%  | 0.0000% | $9760000.00        | $10125272.07       | Other Instrument |
| CALIFORNIA STATEWIDE CMNTYS DE BDS                      2016 | 2046-08-15      | 4.0000%  | 0.0000% | $500000.00         | $469462.22         | Other Instrument |

### Security 254: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 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: 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:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CANYC_25-2                                               | 2037-10-15      | 5.4193%  | 0.0000% | $6013064.00        | $6095957.51        | Asset-Backed Securities                           |
| CAUTO_20-1A                                              | 2050-02-15      | 4.5200%  | 0.0000% | $896769.00         | $877227.71         | Asset-Backed Securities                           |
| CIFC FUNDING LTD CIFC_21-6                               | 2034-10-15      | 5.3061%  | 0.0000% | $617119.00         | $621812.37         | Asset-Backed Securities                           |
| APIDOS CLO XXXII APID 19_32AR                            | 2033-01-20      | 4.9844%  | 0.0000% | $426683.00         | $382278.01         | Asset-Backed Securities                           |
| ALIGNED DATA CENTERS ISSUER LLC ADC_21-1                 | 2046-08-15      | 2.4820%  | 0.0000% | $130945.00         | $128187.72         | Asset-Backed Securities                           |
| TPMT_16-4                                                | 2056-07-25      | 3.9720%  | 0.0000% | $4274070.00        | $4124873.13        | Asset-Backed Securities                           |
| TPMT_17-6                                                | 2057-10-25      | 3.3650%  | 0.0000% | $4356477.00        | $3740191.25        | Asset-Backed Securities                           |
| OAKCL_25-30                                              | 2038-07-15      | 5.7983%  | 0.0000% | $383356.00         | $394423.99         | Asset-Backed Securities                           |
| PK ALIFT LOAN FUNDING 4 LP PKAIR_24-2                    | 2039-10-15      | 5.4320%  | 0.0000% | $359000.00         | $262948.29         | Asset-Backed Securities                           |
| STORE MASTER FUNDING LLC STR_18-1A                       | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $181866.82         | Asset-Backed Securities                           |
| STR_18-1                                                 | 2048-10-20      | 4.7400%  | 0.0000% | $1169651.00        | $1084529.10        | Asset-Backed Securities                           |
| MF1_24-FL14                                              | 2039-03-19      | 6.1990%  | 0.0000% | $4063012.00        | $4078084.72        | Asset-Backed Securities                           |
| DRB PRIME STUDENT LOAN TRUST DRB_17-C                    | 2042-11-25      | 3.2900%  | 0.0000% | $1100000.00        | $370903.17         | Asset-Backed Securities                           |
| SWITCH ABS ISSUER LLC SWTCH_24-2A                        | 2054-06-25      | 5.4360%  | 0.0000% | $112000.00         | $111997.20         | Asset-Backed Securities                           |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2A                  | 2027-12-27      | 1.6800%  | 0.0000% | $230000.00         | $224815.34         | Asset-Backed Securities                           |
| NELNET STUDENT LOAN TRUST NSLT_21-A                      | 2062-04-20      | 2.8500%  | 0.0000% | $683142.00         | $616369.20         | Asset-Backed Securities                           |
| PK ALIFT LOAN FUNDING 6 LP PKAIR_25-1                    | 2042-11-17      | 5.8110%  | 0.0000% | $4951757.00        | $4777695.16        | Asset-Backed Securities                           |
| MISSION LANE CREDIT CARD MASTER TRUST                    | 2029-08-15      | 5.8800%  | 0.0000% | $1449000.00        | $1453546.65        | Asset-Backed Securities                           |
| AVCCT_24-1                                               | 2030-04-15      | 5.9840%  | 0.0000% | $10561000.00       | $10616079.21       | Asset-Backed Securities                           |
| COMPASS DATACENTER ISSUER II LLC CMDC_25-2               | 2050-02-25      | 5.8350%  | 0.0000% | $1055864.00        | $1083266.04        | Asset-Backed Securities                           |
| BSPRT_23-FL10-B                                          | 2035-09-15      | 7.2240%  | 0.0000% | $3599500.00        | $3614968.21        | Asset-Backed Securities                           |
| 321 HENDERSON RECEIVABLES LLC HENDR_18-1                 | 2072-10-17      | 3.7400%  | 0.0000% | $4557000.00        | $2746414.88        | Asset-Backed Securities                           |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                     | 2027-07-02      | 5.5500%  | 0.0000% | $349000.00         | $364159.98         | Corporate Debt Securities                         |
| KELLANOVA                                                | 2030-06-01      | 2.1000%  | 0.0000% | $2122000.00        | $1963560.87        | Corporate Debt Securities                         |
| T-MOBILE USA INC                                         | 2053-01-15      | 5.6500%  | 0.0000% | $1425000.00        | $1443473.15        | Corporate Debt Securities                         |
| T-MOBILE USA INC                                         | 2032-05-15      | 5.1250%  | 0.0000% | $432000.00         | $448947.66         | Corporate Debt Securities                         |
| BARCLAYS PLC                                             | 2033-11-02      | 7.4370%  | 0.0000% | $2970000.00        | $3436501.37        | Corporate Debt Securities                         |
| BARCLAYS PLC                                             | 2034-05-09      | 6.2240%  | 0.0000% | $754000.00         | $819013.57         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA                           | 2027-03-14      | 4.0100%  | 0.0000% | $3000.00           | $3055.32           | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                      | 2079-12-31      | 4.7500%  | 0.0000% | $2073000.00        | $2059222.61        | Corporate Debt Securities                         |
| MACQUARIE GROUP LTD                                      | 2027-09-23      | 1.6290%  | 0.0000% | $439000.00         | $431234.64         | Corporate Debt Securities                         |
| UBS GROUP AG                                             | 2079-12-31      | 4.8750%  | 0.0000% | $2359000.00        | $2357476.48        | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                                     | 2028-04-28      | 4.9466%  | 0.0000% | $4253000.00        | $4300587.71        | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD                                   | 2027-07-02      | 5.3750%  | 0.0000% | $783000.00         | $812588.48         | Corporate Debt Securities                         |
| CK HUTCHISON INTERNATIONAL 24 II LTD                     | 2034-09-13      | 4.7500%  | 0.0000% | $201000.00         | $203998.08         | Corporate Debt Securities                         |
| AMERICAN WATER CAPITAL CORP                              | 2037-10-15      | 6.5930%  | 0.0000% | $333000.00         | $384406.87         | Corporate Debt Securities                         |
| AMGEN INC                                                | 2032-01-15      | 2.0000%  | 0.0000% | $9000.00           | $7936.19           | Corporate Debt Securities                         |
| AMGEN INC                                                | 2028-08-15      | 1.6500%  | 0.0000% | $878000.00         | $830272.65         | Corporate Debt Securities                         |
| ILLINOIS TOOL WORKS INC                                  | 2026-11-15      | 2.6500%  | 0.0000% | $18000.00          | $17821.56          | Corporate Debt Securities                         |
| HUDBAY MINERALS INC                                      | 2029-04-01      | 6.1250%  | 0.0000% | $25000.00          | $25553.95          | Corporate Debt Securities                         |
| NAVIENT CORP                                             | 2026-06-15      | 6.7500%  | 0.0000% | $530000.00         | $551561.73         | Corporate Debt Securities                         |
| NATIONWIDE BUILDING SOCIETY                              | 2030-09-30      | 4.0100%  | 0.0000% | $411000.00         | $414260.83         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                        | 2027-11-22      | 2.2510%  | 0.0000% | $1368000.00        | $1343424.11        | Corporate Debt Securities                         |
| LIBERTY MUTUAL GROUP INC                                 | 2049-06-15      | 4.5000%  | 0.0000% | $483000.00         | $383089.04         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAPITAL PLC                              | 2029-06-01      | 3.3750%  | 0.0000% | $1027000.00        | $1025155.25        | Corporate Debt Securities                         |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC               | 2026-09-23      | 3.2000%  | 0.0000% | $401000.00         | $400778.56         | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                      | 2036-10-03      | 5.4390%  | 0.0000% | $1712000.00        | $1746359.13        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                                   | 2079-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2882055.00        | Corporate Debt Securities                         |
| SPRINT SPECTRUM CO LLC                                   | 2029-09-20      | 5.1520%  | 0.0000% | $1182000.00        | $602460.41         | Corporate Debt Securities                         |
| CUBESMART LP                                             | 2035-11-01      | 5.1250%  | 0.0000% | $396000.00         | $403809.67         | Corporate Debt Securities                         |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                        | 2030-01-15      | 4.5000%  | 0.0000% | $2740000.00        | $2878904.30        | Corporate Debt Securities                         |
| MORGAN STANLEY BANK NA                                   | 2029-01-12      | 5.0160%  | 0.0000% | $5011000.00        | $5202166.31        | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                        | 2079-12-31      | 6.0000%  | 0.0000% | $3102000.00        | $3133009.66        | Corporate Debt Securities                         |
| CITIGROUP INC                                            | 2032-05-01      | 2.5610%  | 0.0000% | $2000.00           | $1825.38           | Corporate Debt Securities                         |
| EATON CORPORATION                                        | 2032-11-02      | 4.0000%  | 0.0000% | $1785000.00        | $1766701.77        | Corporate Debt Securities                         |
| EDISON INTL                                              | 2030-03-15      | 6.2500%  | 0.0000% | $600000.00         | $635732.17         | Corporate Debt Securities                         |
| ENBRIDGE INC                                             | 2053-11-15      | 6.7000%  | 0.0000% | $253000.00         | $283587.56         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                           | 2031-09-12      | 3.9100%  | 0.0000% | $36000.00          | $36554.15          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC                                    | 2035-11-01      | 6.0500%  | 0.0000% | $207000.00         | $223242.77         | Corporate Debt Securities                         |
| ORANGE SA                                                | 2031-03-01      | 9.0000%  | 0.0000% | $154000.00         | $189959.00         | Corporate Debt Securities                         |
| METLIFE REINSURANCE COMPANY OF CHARLESTON                | 2042-12-31      | 5.2248%  | 0.0000% | $15300000.00       | $3774001.19        | Corporate Debt Securities                         |
| PACIFIC LIFECORP                                         | 2050-09-15      | 3.3500%  | 0.0000% | $1373000.00        | $982893.71         | Corporate Debt Securities                         |
| AT&T INC                                                 | 2053-09-15      | 3.5000%  | 0.0000% | $1940000.00        | $1352097.01        | Corporate Debt Securities                         |
| UBS GROUP AG                                             | 2079-12-31      | 3.8750%  | 0.0000% | $731000.00         | $735710.89         | Corporate Debt Securities                         |
| VIRGINIA ELECTRIC AND POWER COMPANY                      | 2037-11-30      | 6.3500%  | 0.0000% | $176000.00         | $201955.99         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)               | 2026-04-07      | 6.0000%  | 0.0000% | $3818000.00        | $3867824.90        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)               | 2029-05-30      | 4.5000%  | 0.0000% | $1144000.00        | $1161674.80        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)               | 2031-03-18      | 6.2500%  | 0.0000% | $5124000.00        | $5420181.43        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)               | 2032-01-22      | 6.1250%  | 0.0000% | $200000.00         | $210525.50         | Corporate Debt Securities                         |
| WESTPAC NEW ZEALAND LTD                                  | 2030-09-16      | 4.2180%  | 0.0000% | $4098000.00        | $4142446.91        | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                                   | 2044-06-24      | 5.7500%  | 0.0000% | $2105000.00        | $2185573.55        | Corporate Debt Securities                         |
| FIRST CITIZENS BANCSHARES INC                            | 2031-03-12      | 5.2310%  | 0.0000% | $1133000.00        | $1162552.29        | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                        | 2044-03-15      | 4.8500%  | 0.0000% | $2935000.00        | $2767660.16        | Corporate Debt Securities                         |
| EQUINOR ASA                                              | 2028-09-10      | 3.6250%  | 0.0000% | $340000.00         | $341378.42         | Corporate Debt Securities                         |
| CVS PASSTHROUGH TRUST                                    | 2031-07-10      | 8.3530%  | 0.0000% | $2000.00           | $961.67            | Corporate Debt Securities                         |
| SYSCO CORP                                               | 2026-02-18      | 0.0000%  | 0.0000% | $3263984.00        | $3233413.53        | Money Market                                      |
| NORTHWEST NATURAL HOLDING CO                             | 2026-01-02      | 0.0000%  | 0.0000% | $11.00             | $10.94             | Money Market                                      |
| JPMMT_24-4                                               | 2054-10-26      | 6.5000%  | 0.0000% | $573960.00         | $157560.38         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B16                    | 2053-02-18      | 2.9440%  | 0.0000% | $99226.00          | $91160.12          | Private Label Collateralized Mortgage Obligations |
| BCMK_19-B14                                              | 2062-12-15      | 3.3515%  | 0.0000% | $3500000.00        | $3212414.19        | Private Label Collateralized Mortgage Obligations |
| KREF LTD KREF_22-FL3                                     | 2039-02-17      | 5.4098%  | 0.0000% | $182500.00         | $87729.89          | Private Label Collateralized Mortgage Obligations |
| BPR_23-BRK2                                              | 2028-11-05      | 0.0000%  | 0.0000% | $412559.00         | $434239.33         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C21 | 2056-09-15      | 6.2960%  | 0.0000% | $1340000.00        | $1376239.47        | Private Label Collateralized Mortgage Obligations |
| COLT_21-HX1                                              | 2066-10-25      | 1.1100%  | 0.0000% | $100011.00         | $49457.58          | Private Label Collateralized Mortgage Obligations |
| CONE_24-DFW1                                             | 2041-08-15      | 6.7224%  | 0.0000% | $3197900.00        | $3200858.37        | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                                        | 2039-09-15      | 5.8044%  | 0.0000% | $883500.00         | $589739.20         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-230P               | 2038-12-15      | 5.2426%  | 0.0000% | $2001323.00        | $1923798.51        | Private Label Collateralized Mortgage Obligations |
| STARWOOD COMMERCIAL MORTGAGE TRUST STWD_22-FL3           | 2038-11-18      | 5.4920%  | 0.0000% | $2924500.00        | $1489835.64        | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                           | 2042-02-15      | 5.4751%  | 0.0000% | $1011000.00        | $1003810.45        | Private Label Collateralized Mortgage Obligations |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                 | 2038-05-15      | 5.2235%  | 0.0000% | $771000.00         | $767646.34         | Private Label Collateralized Mortgage Obligations |
| MSBAM_15-C27                                             | 2047-12-15      | 4.3629%  | 0.0000% | $43386.00          | $42881.45          | Private Label Collateralized Mortgage Obligations |
| MILE_25-STNE                                             | 2042-07-15      | 7.4590%  | 0.0000% | $614884.00         | $613821.80         | Private Label Collateralized Mortgage Obligations |
| MORTGAGE TRUST DATA_23-CNTR                              | 2043-08-12      | 5.7281%  | 0.0000% | $7080000.00        | $7084688.80        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM2                     | 2064-11-25      | 5.9520%  | 0.0000% | $658578.00         | $537111.24         | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                             | 2043-11-25      | 7.9670%  | 0.0000% | $5296000.00        | $5429829.92        | Private Label Collateralized Mortgage Obligations |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK              | 2027-11-15      | 8.0420%  | 0.0000% | $479899.00         | $421535.31         | Private Label Collateralized Mortgage Obligations |
| TPMT_19-1                                                | 2058-03-25      | 3.7500%  | 0.0000% | $139835.00         | $118846.40         | Private Label Collateralized Mortgage Obligations |
| TPMT_19-4                                                | 2059-10-25      | 3.7500%  | 0.0000% | $577147.00         | $500072.77         | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                                 | 2037-11-20      | 5.9790%  | 0.0000% | $26566000.00       | $26615273.02       | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                                 | 2037-11-17      | 6.6590%  | 0.0000% | $9100000.00        | $9115058.13        | Private Label Collateralized Mortgage Obligations |
| MF1_24-FL16                                              | 2039-11-18      | 6.1742%  | 0.0000% | $1720080.00        | $1675845.93        | Private Label Collateralized Mortgage Obligations |
| AHPT_17-ATRM                                             | 2049-12-29      | 5.1310%  | 0.0000% | $1951646.00        | $1625596.59        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_24-UNIV                                  | 2029-11-15      | 6.1506%  | 0.0000% | $1423000.00        | $1427493.89        | Private Label Collateralized Mortgage Obligations |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1                 | 2041-08-15      | 5.9220%  | 0.0000% | $1627000.00        | $1632470.20        | Private Label Collateralized Mortgage Obligations |

### Security 255: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.360000%
- **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:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOLUB CAP PAR 2017-19(B)-R3 LT A-1-R3 20361020 FLT           | 2036-10-20      | 5.0400%  | 0.0000% | $6250000.00        | $6281354.92        | Asset-Backed Securities                           |
| BLUEMOUNTAIN FUJI CLO II 2017  C      20301021 FLT           | 2030-10-21      | 7.1460%  | 0.0000% | $1850000.00        | $1861491.38        | Asset-Backed Securities                           |
| ACM AUTO TR 2024-2             B      20310820 9.21000       | 2031-08-20      | 9.2100%  | 0.0000% | $5750000.00        | $5816537.09        | Asset-Backed Securities                           |
| PRESTIGE AUTO REC TR 2025-1    C      20300215 5.52000       | 2030-02-15      | 5.5200%  | 0.0000% | $2057000.00        | $2047151.77        | Asset-Backed Securities                           |
| CHASE AUTO OWNER TR 2024-5     A3     20290825 4.18000       | 2029-08-25      | 4.1800%  | 0.0000% | $9600000.00        | $9627852.81        | Asset-Backed Securities                           |
| PORSCHE FINANCIAL AUTO 2023-2  A-4    20311124 5.79000       | 2031-11-24      | 5.7900%  | 0.0000% | $5000000.00        | $5083680.00        | Asset-Backed Securities                           |
| SBA TOWER TRUST 2024-1         C      20541015 4.83100       | 2054-10-15      | 4.8310%  | 0.0000% | $1320000.00        | $1320689.22        | Asset-Backed Securities                           |
| SMB PRIVATE ED LN TR 2020-A    A-2B   20370915 FLT           | 2037-09-15      | 4.9034%  | 0.0000% | $100000.00         | $28108.93          | Asset-Backed Securities                           |
| GALLATIN CLO VIII LTD 2017-1R  D-1-R  20310715 FLT           | 2031-07-15      | 7.4661%  | 0.0000% | $3530000.00        | $3553740.29        | Asset-Backed Securities                           |
| MARATHON CLO 2021-16 LTD       C-R    20340417 FLT           | 2034-04-17      | 7.3045%  | 0.0000% | $1999800.00        | $2025800.94        | Asset-Backed Securities                           |
| GM FINANCIAL ATMB LT 2024-3    A-4    20281020 4.22000       | 2028-10-20      | 4.2200%  | 0.0000% | $6500000.00        | $6524354.05        | Asset-Backed Securities                           |
| KEURIG DR PEPPER INC           SR GLBL NT 32                 | 2032-04-15      | 4.0500%  | 0.0000% | $872000.00         | $845018.14         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.884%102230               | 2030-10-22      | 2.8840%  | 0.0000% | $362000.00         | $346779.35         | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL NT 47                 | 2047-10-01      | 4.8750%  | 0.0000% | $2706000.00        | $2500421.80        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.204%28                | 2028-11-17      | 4.2040%  | 0.0000% | $15755000.00       | $15801177.91       | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 41                 | 2041-06-01      | 2.8500%  | 0.0000% | $212000.00         | $164612.17         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 42                 | 2042-08-21      | 3.6250%  | 0.0000% | $39000.00          | $32312.96          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 29               | 2029-12-23      | 4.1510%  | 0.0000% | $508000.00         | $511883.59         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.2%27              | 2027-03-15      | 3.2000%  | 0.0000% | $216000.00         | $214530.96         | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SR GLBL NT 26                 | 2026-09-15      | 3.9500%  | 0.0000% | $3842000.00        | $3870045.53        | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%27                | 2027-01-15      | 5.4000%  | 0.0000% | $17000.00          | $17594.32          | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT 27                 | 2027-05-01      | 3.8500%  | 0.0000% | $5059000.00        | $5053523.63        | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT3.5%29              | 2029-06-01      | 3.5000%  | 0.0000% | $107000.00         | $106917.43         | Corporate Debt Securities                         |
| PERU REP                       SR GLBL BD 51                 | 2051-03-10      | 3.5500%  | 0.0000% | $260000.00         | $187626.83         | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT SBSN INDON SR GLBL REGS 27               | 2027-03-29      | 4.1500%  | 0.0000% | $450000.00         | $453060.63         | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 5%27               | 2027-01-15      | 5.0000%  | 0.0000% | $6000.00           | $6158.41           | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.75%31               | 2031-06-01      | 2.7500%  | 0.0000% | $1157000.00        | $1082698.42        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT5%34              | 2034-01-15      | 5.0000%  | 0.0000% | $2378000.00        | $2472459.44        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL E 144A28              | 2028-11-13      | 4.7500%  | 0.0000% | $6257000.00        | $6339462.05        | Corporate Debt Securities                         |
| UNITED MEXICAN STATES          SR GLBL NT 33                 | 2033-05-19      | 4.8750%  | 0.0000% | $800000.00         | $772975.00         | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR GLBL 144A 29               | 2029-08-01      | 3.0010%  | 0.0000% | $5278000.00        | $5100729.13        | Corporate Debt Securities                         |
| FIDELIS INSURANCE HOLDINGS LTD SR GLBL 144A 30               | 2030-06-30      | 4.8750%  | 0.0000% | $33700000.00       | $34584681.17       | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 4.25%30               | 2030-01-15      | 4.2500%  | 0.0000% | $2944000.00        | $2939382.01        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27                 | 2027-03-09      | 3.7500%  | 0.0000% | $6476000.00        | $6502092.88        | Corporate Debt Securities                         |
| BAY AREA TOLL AUTH CALIF TOLL  VAR RATE BDS             2023 | 2055-04-01      | 2.4000%  | 0.0000% | $42795000.00       | $42863459.26       | Money Market                                      |
| BENCHMARK MTG TR 2021-B31      A-5    20541217 2.66900       | 2054-12-17      | 2.6690%  | 0.0000% | $2000000.00        | $1805261.50        | Private Label Collateralized Mortgage Obligations |
| KNDR TRUST 2021-KIND           B      20380816 FLT           | 2038-08-16      | 5.4300%  | 0.0000% | $3660000.00        | $3607916.64        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE TR 2022-3  A-X-1  20520825 FLT           | 2052-08-25      | 0.0938%  | 0.0000% | $859896821.00      | $3530096.66        | Private Label Collateralized Mortgage Obligations |
| BFLD MTG TR 2024-VICT          A      20410715 FLT           | 2041-07-15      | 5.8490%  | 0.0000% | $9500000.00        | $9549743.32        | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2022-RPL1         M3     20610225 FLT           | 2061-02-25      | 3.0000%  | 0.0000% | $535000.00         | $408198.04         | Private Label Collateralized Mortgage Obligations |
| COLT TRUST 2020-RPL1           A-1    20650125 FLT           | 2065-01-25      | 1.3897%  | 0.0000% | $4150000.00        | $1910334.27        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      A-2    20591125 FLT           | 2059-11-25      | 3.0000%  | 0.0000% | $2000000.00        | $1848472.00        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2019-RPL2      M-1    20590225 FLT           | 2059-02-25      | 3.7500%  | 0.0000% | $1244000.00        | $1172378.57        | Private Label Collateralized Mortgage Obligations |
| STAR TR 2024-SFR4              A      20411018 FLT           | 2041-10-18      | 5.7090%  | 0.0000% | $10000000.00       | $10032641.65       | Private Label Collateralized Mortgage Obligations |
| KSL COMMERCIAL MTG TR 2024-HT2 A      20391215 FLT           | 2039-12-15      | 5.5014%  | 0.0000% | $6000000.00        | $5835193.28        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2018-6RR       1A-X-1 20481025 FLT           | 2048-10-25      | 0.2115%  | 0.0000% | $205127664.00      | $47692.07          | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2023-RPL1    A-1    20630525 FLT           | 2063-05-25      | 5.0000%  | 0.0000% | $300000.00         | $212542.50         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-RPL2           A-1    20600125 FLT           | 2060-01-25      | 2.0000%  | 0.0000% | $1700000.00        | $736668.16         | Private Label Collateralized Mortgage Obligations |

### Security 256: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.360000%
- **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:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ENTERPRISE FLEET FNG 2023-1    A3     20291020 5.42000 | 2029-10-20      | 5.4200%  | 0.0000% | $770000.00         | $779268.06         | Asset-Backed Securities                           |
| WHEELS FLT LEASE FD LLC 2024-2 A-1    20390621 4.87000 | 2039-06-21      | 4.8700%  | 0.0000% | $2715000.00        | $2180368.61        | Asset-Backed Securities                           |
| 37 CAPITAL CLO LTD 23-3R       A-1-R  20380715 FLT     | 2038-07-15      | 5.4045%  | 0.0000% | $1500000.00        | $1509458.32        | Asset-Backed Securities                           |
| TIKEHAU US CLO IV LTD 2023-4   D-2    20340715 FLT     | 2034-07-15      | 12.3145% | 0.0000% | $5725000.00        | $5825594.58        | Asset-Backed Securities                           |
| PRESTIGE AUTO RECV TR 2022-1   C      20280815 7.09000 | 2028-08-15      | 7.0900%  | 0.0000% | $8000000.00        | $2495008.23        | Asset-Backed Securities                           |
| CHASE AUTO OWNER TRUST 2025-2  A-IO   20310225 0.00000 | 2031-02-25      | 1.0000%  | 0.0000% | $324112384.00      | $4416787.39        | Asset-Backed Securities                           |
| JP MORGAN MORTGAGE 2024-HE3    M-2    20550222 FLT     | 2055-02-22      | 6.0989%  | 0.0000% | $1480000.00        | $1488328.41        | Asset-Backed Securities                           |
| DISCOVER CARD EXE NT TR 2023-2 A      20280615 4.93000 | 2028-06-15      | 4.9300%  | 0.0000% | $10960000.00       | $11036876.49       | Asset-Backed Securities                           |
| STRUCTURED ASSET INV 2005-4    M4     20350525 FLT     | 2035-05-25      | 4.9688%  | 0.0000% | $200000.00         | $56438.85          | Asset-Backed Securities                           |
| SUBWAY FDG LLC 24-3            A-2-II 20540730 FLT     | 2054-07-30      | 5.5660%  | 0.0000% | $22099000.00       | $21871295.88       | Asset-Backed Securities                           |
| FORTRESS CR OPRTUNITIS 2025-29 C      20330420 FLT     | 2033-04-20      | 6.1344%  | 0.0000% | $4520000.00        | $4514013.91        | Asset-Backed Securities                           |
| ROMARK CLO 2019-03R            C-R    20341016 FLT     | 2034-10-16      | 7.4661%  | 0.0000% | $3000000.00        | $3007425.88        | Asset-Backed Securities                           |
| DLLMT LLC 2024-1               A-3    20280821 4.84000 | 2028-08-21      | 4.8400%  | 0.0000% | $20000.00          | $20197.77          | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2004-1     A-6    20390725 FLT     | 2039-07-25      | 5.3247%  | 0.0000% | $1750000.00        | $1740823.18        | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2005-7     A-5    20400125 FLT     | 2040-01-25      | 5.3247%  | 0.0000% | $20780000.00       | $15342653.97       | Asset-Backed Securities                           |
| GLS AUTO SELECT RECV TR 2025-4 B      20311215 4.52000 | 2031-12-15      | 4.5200%  | 0.0000% | $966000.00         | $972654.99         | Asset-Backed Securities                           |
| GLS AUTO RECEIVABLES 2025-4    B      20300415 0.00000 | 2030-04-15      | 4.5300%  | 0.0000% | $3934000.00        | $3957995.43        | Asset-Backed Securities                           |
| NAVIENT REFINANCE LN TR 2025-C A      20551015 4.80000 | 2055-10-15      | 4.8000%  | 0.0000% | $25380000.00       | $25597904.20       | Asset-Backed Securities                           |
| NAVIENT PRIV ED LN TR 2020-A   A-2B   20681115 FLT     | 2068-11-15      | 4.9734%  | 0.0000% | $500000.00         | $167374.31         | Asset-Backed Securities                           |
| NAVIENT PRIV ED LN 2020-D      A      20690515 1.69000 | 2069-05-15      | 1.6900%  | 0.0000% | $1933000.00        | $266486.12         | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2005-R9    M-1    20351225 FLT     | 2035-12-25      | 4.7738%  | 0.0000% | $500000.00         | $49027.59          | Asset-Backed Securities                           |
| NEUBERGER LN CLO 2023-1R       D-1R   20361027 FLT     | 2036-10-27      | 7.2404%  | 0.0000% | $3000000.00        | $3025510.13        | Asset-Backed Securities                           |
| VERIZON MASTER TRUST 2025-8    A      20330822 4.16000 | 2033-08-22      | 4.1600%  | 0.0000% | $20000000.00       | $20072988.88       | Asset-Backed Securities                           |
| KKR CLO 2021-34R LTD           D-R    20340717 FLT     | 2034-07-17      | 7.3045%  | 0.0000% | $3000000.00        | $3025463.31        | Asset-Backed Securities                           |
| T MOBILE USA INC               SR GLBL NT4.7%35        | 2035-01-15      | 4.7000%  | 0.0000% | $178000.00         | $179807.39         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 27         | 2027-09-14      | 1.7220%  | 0.0000% | $29600000.00       | $29133790.13       | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2013A 43        | 2043-03-15      | 3.9000%  | 0.0000% | $789000.00         | $627561.39         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019B 49        | 2049-03-01      | 4.8750%  | 0.0000% | $135000.00         | $117949.67         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 31           | 2031-02-15      | 7.2500%  | 0.0000% | $872000.00         | $1000099.46        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.271%072329         | 2029-07-23      | 4.2710%  | 0.0000% | $8773000.00        | $8956968.59        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.651%031132         | 2032-03-11      | 2.6510%  | 0.0000% | $3492000.00        | $3240751.28        | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 020422-020428        | 2028-02-04      | 5.0742%  | 0.0000% | $109000.00         | $109970.69         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2007A 37        | 2037-08-15      | 6.3000%  | 0.0000% | $98000.00          | $111683.25         | Corporate Debt Securities                         |
| GOVERNMENT OF BERMUDA          GLBL REGS NT 30         | 2030-08-20      | 2.3750%  | 0.0000% | $724000.00         | $661421.26         | Corporate Debt Securities                         |
| BRIGHTWOOD CAPITAL MM 2025-1   A-1    20360415 FLT     | 2036-04-15      | 5.4845%  | 0.0000% | $30000000.00       | $30219309.81       | Corporate Debt Securities                         |
| INDONESIA REP                  FR 5.25%010847          | 2047-01-08      | 5.2500%  | 0.0000% | $1192000.00        | $1218065.07        | Corporate Debt Securities                         |
| OWENS CORNING NEW              SR GLBL NT4.4%48        | 2048-01-30      | 4.4000%  | 0.0000% | $753000.00         | $636693.29         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SUB GLBL NT 34          | 2034-07-28      | 5.6250%  | 0.0000% | $162000.00         | $173455.02         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134         | 2034-07-01      | 5.8750%  | 0.0000% | $3090000.00        | $3316650.21        | Corporate Debt Securities                         |
| ITC HLDGS CORP                 SR GLBL NT5.3%43        | 2043-07-01      | 5.3000%  | 0.0000% | $24000.00          | $23575.24          | Corporate Debt Securities                         |
| INVITATION HOMES OPER PARTNERS SR GLBL NT 32           | 2032-04-15      | 4.1500%  | 0.0000% | $9000.00           | $8796.03           | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 31           | 2031-05-24      | 2.7500%  | 0.0000% | $902000.00         | $826471.53         | Corporate Debt Securities                         |
| NGPL PIPECO LLC                SR GLBL 3 144A37        | 2037-12-15      | 7.7680%  | 0.0000% | $480000.00         | $579701.65         | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL NT2.5%28        | 2028-09-15      | 2.5000%  | 0.0000% | $607000.00         | $576024.45         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.7%48        | 2048-04-15      | 4.7000%  | 0.0000% | $174000.00         | $147491.78         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35           | 2035-04-25      | 5.8510%  | 0.0000% | $9240000.00        | $9979231.57        | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2016F 46        | 2046-12-15      | 4.9500%  | 0.0000% | $665000.00         | $620765.86         | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT5.8%27        | 2027-12-01      | 5.8000%  | 0.0000% | $18000.00          | $19054.02          | Corporate Debt Securities                         |
| URUGUAY REP                    GLBL AMRTZ BD 55        | 2055-04-20      | 4.9750%  | 0.0000% | $1080000.00        | $1001971.50        | Corporate Debt Securities                         |
| URUGUAY REP                    GLBL AMRTZ BD 60        | 2060-09-10      | 5.2500%  | 0.0000% | $420000.00         | $404319.30         | Corporate Debt Securities                         |
| URUGUAY REP                    GLBL AMRTZ BD 37        | 2037-02-14      | 5.4420%  | 0.0000% | $350000.00         | $371357.47         | Corporate Debt Securities                         |
| EQT CORP                       CR SEN SR GLBL30        | 2030-02-01      | 7.0000%  | 0.0000% | $1436000.00        | $1595984.76        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT5.5%34        | 2034-03-01      | 5.5000%  | 0.0000% | $409000.00         | $413900.50         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 35           | 2035-05-06      | 5.1250%  | 0.0000% | $696000.00         | $718774.47         | Corporate Debt Securities                         |
| FOMENTO ECONOMICO MEXICANO S A SR GLBL NT 43           | 2043-05-10      | 4.3750%  | 0.0000% | $678000.00         | $607608.34         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.2%040150           | 2050-04-01      | 4.2000%  | 0.0000% | $774000.00         | $644850.36         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 52           | 2052-03-01      | 5.2500%  | 0.0000% | $687000.00         | $620695.91         | Corporate Debt Securities                         |
| STEWART INFORMATION SVCS CORP  SR GLBL NT3.6%31        | 2031-11-15      | 3.6000%  | 0.0000% | $45000.00          | $40440.60          | Corporate Debt Securities                         |
| POLAND REP                     GLBL NT 5.75%32         | 2032-11-16      | 5.7500%  | 0.0000% | $796000.00         | $859048.51         | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 34           | 2034-08-15      | 5.3750%  | 0.0000% | $395000.00         | $417881.75         | Corporate Debt Securities                         |
| NOVANT HEALTH INC              SR GLBL 2021A 61        | 2061-11-01      | 3.3180%  | 0.0000% | $15084000.00       | $10048183.97       | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 51           | 2051-06-11      | 3.8500%  | 0.0000% | $120000.00         | $91250.37          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 33           | 2033-09-01      | 6.0500%  | 0.0000% | $14525000.00       | $15740899.85       | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.8%65        | 2065-03-15      | 5.8000%  | 0.0000% | $7923000.00        | $8436894.58        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34           | 2034-02-15      | 5.1500%  | 0.0000% | $97000.00          | $98646.55          | Corporate Debt Securities                         |
| REPUBLIC OF THE PHILIPPINES    3%28                    | 2028-02-01      | 3.0000%  | 0.0000% | $531000.00         | $524893.50         | Corporate Debt Securities                         |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 2.625%31        | 2031-11-15      | 2.6250%  | 0.0000% | $560000.00         | $504687.63         | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR NT 5.625%33          | 2033-01-15      | 5.6250%  | 0.0000% | $470000.00         | $474554.30         | Corporate Debt Securities                         |
| PEPSICO INC                    SR NT 5.5%40            | 2040-01-15      | 5.5000%  | 0.0000% | $3683000.00        | $3988871.10        | Corporate Debt Securities                         |
| PERU REP                       GLBL BD 2.783%31        | 2031-01-23      | 2.7830%  | 0.0000% | $200000.00         | $186962.64         | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -D NT 47        | 2047-10-01      | 3.8000%  | 0.0000% | $1634000.00        | $1241229.97        | Corporate Debt Securities                         |
| GLOBE LIFE INC                 4.55%28                 | 2028-09-15      | 4.5500%  | 0.0000% | $1391000.00        | $1418731.52        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT3.8%26        | 2026-04-15      | 3.8000%  | 0.0000% | $128000.00         | $128330.10         | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT5.8%30        | 2030-03-15      | 5.8000%  | 0.0000% | $25539000.00       | $25800803.13       | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2016-1 A      20280707 3.45000 | 2028-07-07      | 3.4500%  | 0.0000% | $285000.00         | $161156.41         | Corporate Debt Securities                         |
| EVERGY KANS CENT INC           1M GLBL BD 49           | 2049-09-01      | 3.2500%  | 0.0000% | $8000.00           | $5652.83           | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          SR DEB 4.25%44          | 2044-06-01      | 4.2500%  | 0.0000% | $10000.00          | $8798.26           | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR DEB 4.1%44           | 2044-10-15      | 4.1000%  | 0.0000% | $17000.00          | $13991.12          | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 49           | 2049-09-15      | 3.8750%  | 0.0000% | $48000.00          | $36941.65          | Corporate Debt Securities                         |
| FIRST AMERN FINL CORP          SR GLBL NT 4%30         | 2030-05-15      | 4.0000%  | 0.0000% | $6592000.00        | $6400795.38        | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31           | 2031-03-12      | 5.2310%  | 0.0000% | $3142000.00        | $3223953.48        | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT2.4%31        | 2031-08-18      | 2.4000%  | 0.0000% | $98000.00          | $86561.11          | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 30           | 2030-08-04      | 4.5500%  | 0.0000% | $962000.00         | $987241.28         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB4.4%42        | 2042-03-15      | 4.4000%  | 0.0000% | $24000.00          | $22046.93          | Corporate Debt Securities                         |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT4.5%30        | 2030-10-15      | 4.5000%  | 0.0000% | $1039000.00        | $1043322.24        | Corporate Debt Securities                         |
| BANK 2020-BNK30                E      20531217 FLT     | 2053-12-17      | 2.5000%  | 0.0000% | $3250000.00        | $2384248.75        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2022-NLP  X-EXT  20370415 FLT     | 2037-04-15      | 0.0116%  | 0.0000% | $609353696.00      | $18998.61          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-INV2     B-1-X  20501025 FLT     | 2050-10-25      | 1.2500%  | 0.0000% | $10880000.00       | $510886.29         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE TR 2021-11 A-3-X  20520125 FLT     | 2052-01-25      | 0.5000%  | 0.0000% | $3000000.00        | $65057.98          | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV4   A-15   20511225 2.50000 | 2051-12-25      | 2.5000%  | 0.0000% | $2764000.00        | $1772788.68        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TRUST 2021-13  A-11-X 20520425 FLT     | 2052-04-25      | 0.0000%  | 0.0000% | $42500000.00       | $1553710.95        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-HE2     A-1    20551122 FLT     | 2055-11-22      | 5.3409%  | 0.0000% | $12668000.00       | $10720727.81       | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2019-RPL3      M1     20590725 FLT     | 2059-07-25      | 3.2500%  | 0.0000% | $4500000.00        | $4148142.75        | Private Label Collateralized Mortgage Obligations |
| HOME PARTN AMER TR 2019-1      D      20390919 3.40600 | 2039-09-19      | 3.4060%  | 0.0000% | $3800000.00        | $2832284.09        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TR 2017-C34         X-A    20521118 FLT     | 2052-11-18      | 0.9008%  | 0.0000% | $17864000.00       | $196900.19         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BACKED TRUST 2023- A-X    20540425 FLT     | 2054-04-25      | 0.3555%  | 0.0000% | $295183070.00      | $670400.46         | Private Label Collateralized Mortgage Obligations |
| GSMS TR 2024-FAIR              B      20410715 FLT     | 2041-07-15      | 6.4719%  | 0.0000% | $10000000.00       | $10265419.33       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2012-6          A-IO3  20421225 1.19200 | 2042-12-25      | 1.1920%  | 0.0000% | $140099584.00      | $61821.26          | Private Label Collateralized Mortgage Obligations |
| DWIGHT 2025-FL1                C      20421219 FLT     | 2042-12-19      | 7.4016%  | 0.0000% | $20100000.00       | $20446454.84       | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2015-1     B3     20560625 FLT     | 2056-06-25      | 3.7793%  | 0.0000% | $2773000.00        | $2537387.89        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2019-1     B1     20691025 FLT     | 2069-10-25      | 3.5000%  | 0.0000% | $1010000.00        | $889580.44         | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2025-FL20              A      20430218 FLT     | 2043-02-18      | 5.4126%  | 0.0000% | $15000000.00       | $15046537.34       | Private Label Collateralized Mortgage Obligations |
| FIRSTKEY HOMES 2022-SFR3 TR    A      20380719 4.25000 | 2038-07-19      | 4.2500%  | 0.0000% | $2375000.00        | $2307350.33        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT     | 2064-06-25      | 5.8750%  | 0.0000% | $20000000.00       | $13778974.08       | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM20 TRUST           A-1    20651025 FLT     | 2065-10-25      | 5.0210%  | 0.0000% | $4000000.00        | $3993773.80        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MRTG TR 2021-7        A-1    20510825 FLT     | 2051-08-25      | 2.5000%  | 0.0000% | $690000.00         | $427871.90         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2024-INV1          A-X2   20591025 FLT     | 2059-10-25      | 0.5000%  | 0.0000% | $156000000.00      | $1760577.07        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL 2025-SFR4 A      20300819 4.30000 | 2030-08-19      | 4.3000%  | 0.0000% | $12000000.00       | $11952228.00       | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES TR 2024-SFR2      B      20410418 3.40000 | 2041-04-18      | 3.4000%  | 0.0000% | $2089000.00        | $2008517.10        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES TR 2021-SFR5      A      20380719 1.42700 | 2038-07-19      | 1.4270%  | 0.0000% | $7350000.00        | $6624934.52        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES TRUS 2024-SFR4    A      20410718 3.10000 | 2041-07-18      | 3.1000%  | 0.0000% | $1625000.00        | $1553323.81        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING 2023-RPL2   A-1    20630925 FLT     | 2063-09-25      | 3.2500%  | 0.0000% | $2100000.00        | $1637763.11        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C51   X-D    20520617 FLT     | 2052-06-17      | 1.5975%  | 0.0000% | $1603000.00        | $74752.86          | Private Label Collateralized Mortgage Obligations |
| UBS COMM MTG TR 2019-C17       D      20521018 FLT     | 2052-10-18      | 2.5000%  | 0.0000% | $5325000.00        | $4270170.75        | Private Label Collateralized Mortgage Obligations |
| TRICON RESIDENTIALTR 2024-SFR2 B      20400620 5.70000 | 2040-06-20      | 5.7000%  | 0.0000% | $9250000.00        | $9426758.25        | Private Label Collateralized Mortgage Obligations |
| TRICON RES TR  2024-SFR3       A      20410819 4.50000 | 2041-08-19      | 4.5000%  | 0.0000% | $1478000.00        | $1473124.08        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2024-MDHS C      20410515 FLT     | 2041-05-15      | 5.9997%  | 0.0000% | $12000000.00       | $8822517.05        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-RPL2           A-1A   20600125 FLT     | 2060-01-25      | 1.1146%  | 0.0000% | $9781000.00        | $4072320.53        | Private Label Collateralized Mortgage Obligations |

### Security 257: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? 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     |
|:---|:---|:---|:---|:---|:---|:---|
| AUTOBAHN FDG CO LLC                               | 2025-12-18      | 0.0000%  | 0.0000% | $13412500.00       | $13379947.86       | Money Market |
| ARMADA FDG CO LLC DISC COML PA                    | 2025-12-04      | 0.0000%  | 0.0000% | $7423500.00        | $7416818.85        | Money Market |
| PARKER-HANNIFIN CORP                              | 2026-01-29      | 0.0000%  | 0.0000% | $19986200.00       | $19841559.87       | Money Market |
| EDISON INTL DISC COML P 0.0 06JAN26               | 2026-01-06      | 0.0000%  | 0.0000% | $2175000.00        | $2164686.15        | Money Market |
| DUKE UNIV HEALTH SYS INC                          | 2025-12-19      | 0.0000%  | 0.0000% | $4673800.00        | $4661900.51        | Money Market |
| SOUTHERN CALIF EDISON C 0.0 05JAN26               | 2026-01-05      | 0.0000%  | 0.0000% | $250000.00         | $248792.50         | Money Market |
| MACQUARIE BK LTD                                  | 2026-08-24      | 0.0000%  | 0.0000% | $250000.00         | $242849.75         | Money Market |
| GLOBE LIFE INC                                    | 2026-02-23      | 0.0000%  | 0.0000% | $9000000.00        | $8909424.00        | Money Market |
| IONIC FDG LLC SER II CL A DISC                    | 2026-01-15      | 0.0000%  | 0.0000% | $34992900.00       | $34798234.50       | Money Market |
| HARRIS CNTY TEX IAM COML PAPER COML PAPER IAM 117 | 2025-12-05      | 0.0000%  | 0.0000% | $1000000.00        | $999990.00         | Money Market |
| HARRIS CNTY TEX IAM COML PAPER COML PAPER IAM 118 | 2025-12-05      | 0.0000%  | 0.0000% | $1000000.00        | $999990.00         | Money Market |
| CONCORD MINUTEMEN CAP CO LLC                      | 2026-01-13      | 0.0000%  | 0.0000% | $2572624.00        | $2558881.04        | Money Market |
| BASF SE                                           | 2025-12-18      | 0.0000%  | 0.0000% | $14202400.00       | $14166780.38       | Money Market |
| VW CREDIT INC                                     | 2026-05-21      | 0.0000%  | 0.0000% | $90000000.00       | $88217820.00       | Money Market |
| VERTO CAP I 144A DISC CP                          | 2025-12-02      | 0.0000%  | 0.0000% | $9942700.00        | $9936117.93        | Money Market |

### Security 258: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 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: 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:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MARYLAND ST                    GO ST AND LOC FAC LN TAX 2019 | 2032-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5431.84           | Other Instrument          |
| MASSACHUSETTS ST               GO REF BDS               2016 | 2028-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5419.78           | Other Instrument          |
| MICHIGAN FIN AUTH REV          SR LIEN DISTRIBUTABLE ST 2018 | 2027-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5224.70           | Other Instrument          |
| ROARING FORK TRANSN AUTH COLO  REF AND IMPT BDS         2019 | 2035-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5518.47           | Other Instrument          |
| HONOLULU HAWAII CITY & CNTY    GO BDS                   2020 | 2036-09-01      | 4.0000%  | 0.0000% | $5000.00           | $5178.48           | Other Instrument          |
| CLARK CNTY NEV                 GO LTD TAX REGL JUSTICE  2019 | 2036-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5240.58           | Other Instrument          |
| ALVIN TEX INDPT SCH DIST       ULTD TAX SCHHOUSE BDS    2017 | 2028-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5217.78           | Other Instrument          |
| NEW MEXICO FIN AUTH REV        SR LIEN PUB PROJ REVOLVI 2022 | 2036-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5712.67           | Other Instrument          |
| NEW CANEY TEX INDPT SCH DIST   UNLTD TAX BLDG BDS       2024 | 2028-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5327.48           | Other Instrument          |
| CENTRAL PUGET SOUND WASH REGL  REV BDS                  2016 | 2028-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5125.90           | Other Instrument          |
| JACKSON CNTY ORE SCH DIST NO 5 MEDFORD FULL FAITH CR OB 2021 | 2035-12-15      | 4.0000%  | 0.0000% | $5000.00           | $5328.41           | Other Instrument          |
| KELLER TEX INDPT SCH DIST      ULTD TAX  BLDG BDS       2020 | 2035-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5192.22           | Other Instrument          |
| KANE COOK & DU PAGE CNTYS ILL  GO REF BDS               2021 | 2034-12-15      | 4.0000%  | 0.0000% | $5000.00           | $5338.86           | Other Instrument          |
| KANSAS ST DEV FIN AUTH REV     BDS                      2021 | 2027-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5293.72           | Other Instrument          |
| LONE STAR COLLEGE SYS TEX      LTD TAX GO REF BDS       2016 | 2029-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5094.18           | Other Instrument          |
| LOS ANGELES CALIF DEPT WTR & P SYS BDS                  2024 | 2036-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5769.88           | Other Instrument          |
| TURLOCK CALIF REDEV AGY SUCCES REF BDS                  2016 | 2027-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5149.22           | Other Instrument          |
| LUBBOCK TEX WTR & WASTEWATER S REF BDS                  2020 | 2027-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5221.33           | Other Instrument          |
| WILBRAHAM MASS                 GO SR CENTER BDS              | 2027-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5222.77           | Other Instrument          |
| KKR GROUP FINANCE CO VII LLC   SR GLBL 144A 50               | 2050-02-25      | 3.6250%  | 0.0000% | $119000.00         | $88150.99          | Corporate Debt Securities |
| BANCO DEL ESTADO DE CHILE      ALT TIER I PERP               | 2500-12-31      | 7.9500%  | 0.0000% | $245000.00         | $260249.21         | Corporate Debt Securities |
| URUGUAY REP                    GLBL SINK BD 31               | 2031-01-23      | 4.3750%  | 0.0000% | $412244.00         | $423556.38         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT2.1%28              | 2028-03-22      | 2.1000%  | 0.0000% | $509000.00         | $490034.66         | Corporate Debt Securities |
| VERISK ANALYTICS INC           GLBL NT 5.25%34               | 2034-06-05      | 5.2500%  | 0.0000% | $9702000.00        | $10254229.76       | Corporate Debt Securities |
| NEW ENGLAND POWER CO           SR GLBL 144A 52               | 2052-11-25      | 5.9360%  | 0.0000% | $88000.00          | $91949.85          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1MTG BD 6%34                  | 2034-01-15      | 6.0000%  | 0.0000% | $75000.00          | $80864.75          | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 42               | 2042-11-28      | 4.1190%  | 0.0000% | $40000.00          | $34288.40          | Corporate Debt Securities |
| BANK AMERICA CORP              SR NT FXD/FLT 28              | 2028-01-20      | 3.8240%  | 0.0000% | $320000.00         | $323320.46         | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR GLBL 144A 31               | 2031-10-01      | 5.0970%  | 0.0000% | $4945000.00        | $5085637.04        | Corporate Debt Securities |
| GOVERNMENT OF BERMUDA          GLBL REGS NT 50               | 2050-08-20      | 3.3750%  | 0.0000% | $484000.00         | $345632.87         | Corporate Debt Securities |
| BANCO DEL ESTADO DE CHILE      ALT TIER I PERP               | 2500-12-31      | 7.9500%  | 0.0000% | $1769000.00        | $1879105.51        | Corporate Debt Securities |
| BANCO NACL DE COMERCIO EXT MTN SR REGS NT 30                 | 2030-05-07      | 5.8750%  | 0.0000% | $986000.00         | $1021917.10        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 29               | 2029-09-30      | 3.0000%  | 0.0000% | $650000.00         | $619822.67         | Corporate Debt Securities |
| CORP FINAN DE DESARROLO S.A    SR GLBL REGS 27               | 2027-09-28      | 2.4000%  | 0.0000% | $3200000.00        | $3098368.00        | Corporate Debt Securities |
| INVERSIONES LA CONSTRUCCION S  GLBL REGS BD 32               | 2032-02-07      | 4.7500%  | 0.0000% | $630000.00         | $615797.17         | Corporate Debt Securities |
| INDONESIA REP                  GLBL REGS BD 35               | 2035-10-12      | 8.5000%  | 0.0000% | $950000.00         | $1226498.56        | Corporate Debt Securities |
| INDONESIA REP                  FR 5.25%011742                | 2042-01-17      | 5.2500%  | 0.0000% | $1000000.00        | $1027424.17        | Corporate Debt Securities |
| INDONESIA REP                  FR 6.75%011544                | 2044-01-15      | 6.7500%  | 0.0000% | $445000.00         | $528013.64         | Corporate Debt Securities |
| INDONESIA REP                  FR 4.35%010827                | 2027-01-08      | 4.3500%  | 0.0000% | $200000.00         | $204085.33         | Corporate Debt Securities |
| INDONESIA REP                  FR 3.85%071827                | 2027-07-18      | 3.8500%  | 0.0000% | $290000.00         | $293179.21         | Corporate Debt Securities |
| PEOPLE REP OF CHINA            SR REGS BD 26                 | 2026-10-26      | 1.2500%  | 0.0000% | $300000.00         | $294321.33         | Corporate Debt Securities |
| MALAYSIA SOVEREIGN SUKUK BHD   SR GLBL 2 REGS45              | 2045-04-22      | 4.2360%  | 0.0000% | $200000.00         | $183421.20         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SBSN INDON SR GLBL REGS 29               | 2029-07-02      | 5.1000%  | 0.0000% | $200000.00         | $209540.67         | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD 32                 | 2032-09-01      | 3.8500%  | 0.0000% | $85000.00          | $82878.75          | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT4.3%52              | 2052-04-15      | 4.3000%  | 0.0000% | $47000.00          | $38222.57          | Corporate Debt Securities |
| INDIANAPOLIS PWR & LT CO       1M GLBL 144A 34               | 2034-01-01      | 6.6000%  | 0.0000% | $80000.00          | $89719.20          | Corporate Debt Securities |
| HUNGARY REP                    7.625%41                      | 2041-03-29      | 7.6250%  | 0.0000% | $50000.00          | $59743.33          | Corporate Debt Securities |
| INDONESIA REP                  SR GLBL NT3.5%28              | 2028-01-11      | 3.5000%  | 0.0000% | $200000.00         | $200397.89         | Corporate Debt Securities |
| INDONESIA REP                  SR GLBL BD 48                 | 2048-01-11      | 4.3500%  | 0.0000% | $900000.00         | $796989.75         | Corporate Debt Securities |
| INDONESIA REP                  SR GLBL BD3.4%29              | 2029-09-18      | 3.4000%  | 0.0000% | $380000.00         | $372712.02         | Corporate Debt Securities |
| INDONESIA REP                  SR GLBL BD3.7%49              | 2049-10-30      | 3.7000%  | 0.0000% | $327000.00         | $252201.29         | Corporate Debt Securities |
| INDONESIA REP                  SR GLBL BD 30                 | 2030-10-15      | 3.8500%  | 0.0000% | $623000.00         | $615554.28         | Corporate Debt Securities |
| INDONESIA REP                  GLBL BD 3.05%51               | 2051-03-12      | 3.0500%  | 0.0000% | $950000.00         | $647452.44         | Corporate Debt Securities |
| INDONESIA REP                  GLBL BD 2.15%31               | 2031-07-28      | 2.1500%  | 0.0000% | $460000.00         | $411026.87         | Corporate Debt Securities |
| INDONESIA REP                  GLBL BD 4.65%32               | 2032-09-20      | 4.6500%  | 0.0000% | $400000.00         | $406237.33         | Corporate Debt Securities |
| NATIONWIDE BLDG SOC GLOBAL COV SNR NPF 144A 28               | 2028-02-16      | 2.9720%  | 0.0000% | $464000.00         | $461276.63         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30              | 2030-11-15      | 2.3000%  | 0.0000% | $12453000.00       | $11311689.47       | Corporate Debt Securities |
| SOUTHWEST GAS CORP             SR GLBL NT 32                 | 2032-03-15      | 4.0500%  | 0.0000% | $40000.00          | $39203.30          | Corporate Debt Securities |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL 144A 27               | 2027-12-15      | 3.7500%  | 0.0000% | $14112000.00       | $13940527.44       | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR GLBL 144A 29               | 2029-10-15      | 4.4000%  | 0.0000% | $2344000.00        | $2318557.18        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         LW TIER II GLBL               | 2033-01-12      | 3.6030%  | 0.0000% | $1533000.00        | $1446709.47        | Corporate Debt Securities |
| URUGUAY REP                    SR GLBL SNK BD36              | 2036-03-21      | 7.6250%  | 0.0000% | $607000.00         | $744024.77         | Corporate Debt Securities |
| HSBC USA INC NEW               SUB DEB 7.2%2097              | 2097-07-15      | 7.2000%  | 0.0000% | $4931000.00        | $6247922.17        | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 32               | 2032-03-15      | 6.2500%  | 0.0000% | $8523000.00        | $8933839.38        | Corporate Debt Securities |
| S&P GLOBAL INC                 GLBL NT 3.25%49               | 2049-12-01      | 3.2500%  | 0.0000% | $612000.00         | $451153.65         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 27                 | 2027-01-05      | 4.8500%  | 0.0000% | $42525000.00       | $43690409.44       | Corporate Debt Securities |
| KOREA NATIONAL OIL CORPORATION SR 69 144A NT 29              | 2029-09-30      | 4.2500%  | 0.0000% | $200000.00         | $202931.44         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 32                 | 2032-11-01      | 5.6500%  | 0.0000% | $1273000.00        | $1347047.23        | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT5.1%33              | 2033-07-15      | 5.1000%  | 0.0000% | $251000.00         | $266381.70         | Corporate Debt Securities |
| WESTROCK CO                    SR GLBL DEB 47                | 2047-03-01      | 7.5500%  | 0.0000% | $269000.00         | $319966.31         | Corporate Debt Securities |
| POLAND REP                     GLBL NT 5.375%35              | 2035-02-12      | 5.3750%  | 0.0000% | $200000.00         | $212325.28         | Corporate Debt Securities |
| STEEL DYNAMICS INC             SR GLBL NT 55                 | 2055-05-15      | 5.7500%  | 0.0000% | $115000.00         | $117119.03         | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 52              | 2052-10-01      | 5.3500%  | 0.0000% | $391000.00         | $386300.51         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1ST MTG BD3.8%42              | 2042-12-15      | 3.8000%  | 0.0000% | $127000.00         | $108649.21         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 4.35%091532                | 2032-09-15      | 4.3500%  | 0.0000% | $32000.00          | $32580.19          | Corporate Debt Securities |
| POLAND REP                     GLBL NT 4.875%33              | 2033-10-04      | 4.8750%  | 0.0000% | $1160000.00        | $1190858.90        | Corporate Debt Securities |
| POLAND REP                     GLBL NT 5.5%53                | 2053-04-04      | 5.5000%  | 0.0000% | $900000.00         | $885186.00         | Corporate Debt Securities |
| POLAND REP                     GLBL NT 5.5%54                | 2054-03-18      | 5.5000%  | 0.0000% | $105000.00         | $103657.52         | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    SR GLBL BD9.5%30              | 2030-02-02      | 9.5000%  | 0.0000% | $91000.00          | $112313.21         | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    SR GLBL BD 32                 | 2032-01-15      | 6.3750%  | 0.0000% | $255000.00         | $288859.43         | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    SR GLBL BD5.5%26              | 2026-03-30      | 5.5000%  | 0.0000% | $210000.00         | $212902.43         | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    SR BD 3.95%40                 | 2040-01-20      | 3.9500%  | 0.0000% | $2971000.00        | $2692541.37        | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    SR GLBL BD 30                 | 2030-05-05      | 2.4570%  | 0.0000% | $461000.00         | $430615.37         | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    GLBL BD 3.2%46                | 2046-07-06      | 3.2000%  | 0.0000% | $380000.00         | $281314.84         | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    SR GLBL BD 32                 | 2032-09-29      | 3.5560%  | 0.0000% | $1000000.00        | $953527.89         | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    GLBL BD 4.625%28              | 2028-07-17      | 4.6250%  | 0.0000% | $410000.00         | $422664.84         | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    SR GLBL BD 34                 | 2034-05-14      | 5.2500%  | 0.0000% | $250000.00         | $261075.42         | Corporate Debt Securities |
| REPUBLIC OF THE PHILIPPINES    SR GLBL BD 35                 | 2035-03-05      | 4.7500%  | 0.0000% | $425000.00         | $431350.09         | Corporate Debt Securities |
| PERU REP                       GLBL BD 1.862%32              | 2032-12-01      | 1.8620%  | 0.0000% | $100000.00         | $83855.48          | Corporate Debt Securities |
| PERU REP                       GLBL BD 3.3%41                | 2041-03-11      | 3.3000%  | 0.0000% | $62000.00          | $48729.42          | Corporate Debt Securities |
| PERU REP                       GLBL BD 5.875%54              | 2054-08-08      | 5.8750%  | 0.0000% | $2886000.00        | $2951949.11        | Corporate Debt Securities |
| PERU REP                       GLBL BD 5.5%36                | 2036-03-30      | 5.5000%  | 0.0000% | $500000.00         | $524455.56         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SBSN INDON GLBL -6 REGS 26               | 2026-03-29      | 4.5500%  | 0.0000% | $344000.00         | $347084.63         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SBSN INDON SR GLBL REGS 31               | 2031-06-09      | 2.5500%  | 0.0000% | $200000.00         | $183764.17         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SBSN INDON GLBL -19 REGS 27              | 2027-06-06      | 4.4000%  | 0.0000% | $600000.00         | $614653.33         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SBSN INDON SR GLBL REGS 30               | 2030-07-23      | 4.5500%  | 0.0000% | $1100000.00        | $1124594.47        | Corporate Debt Securities |
| UNITED MEXICAN STATES          GLBL NT 6.35%35               | 2035-02-09      | 6.3500%  | 0.0000% | $732000.00         | $785308.92         | Corporate Debt Securities |
| UNITED MEXICAN STATES          GLBL NT 5%29                  | 2029-05-07      | 5.0000%  | 0.0000% | $250000.00         | $255471.67         | Corporate Debt Securities |
| UNITED MEXICAN STATES          GLBL NT 6.4%54                | 2054-05-07      | 6.4000%  | 0.0000% | $310000.00         | $303097.33         | Corporate Debt Securities |
| UNITED MEXICAN STATES          GLBL NT 7.375%55              | 2055-05-13      | 7.3750%  | 0.0000% | $957000.00         | $1050731.37        | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR GLBL NT 49                 | 2049-03-15      | 4.2500%  | 0.0000% | $157000.00         | $133870.45         | Corporate Debt Securities |
| QATAR ST                       GLBL 144A BD 48               | 2048-04-23      | 5.1030%  | 0.0000% | $30000.00          | $30368.14          | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -K NT 49              | 2049-06-15      | 3.8000%  | 0.0000% | $1290000.00        | $1020900.27        | Corporate Debt Securities |
| AT&T INC                       SR NT 5.55%41                 | 2041-08-15      | 5.5500%  | 0.0000% | $1865000.00        | $1914271.75        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 5.55%45               | 2045-11-01      | 5.5500%  | 0.0000% | $2976000.00        | $2960217.28        | Corporate Debt Securities |
| CHILE REP                      GLBL NT 3.86%47               | 2047-06-21      | 3.8600%  | 0.0000% | $325000.00         | $268818.51         | Corporate Debt Securities |
| CHILE REP                      SR GLBL NT3.5%50              | 2050-01-25      | 3.5000%  | 0.0000% | $351000.00         | $266166.22         | Corporate Debt Securities |
| CHILE REP                      GLBL NT 2.45%31               | 2031-01-31      | 2.4500%  | 0.0000% | $290000.00         | $267011.86         | Corporate Debt Securities |
| CHILE REP                      GLBL NT 3.25%71               | 2071-09-21      | 3.2500%  | 0.0000% | $870000.00         | $558277.79         | Corporate Debt Securities |
| CHILE REP                      SR GLBL NT 36                 | 2036-01-05      | 4.9500%  | 0.0000% | $2249157.00        | $2317784.40        | Corporate Debt Securities |
| CHILE REP                      SR GLBL NT 54                 | 2054-01-05      | 5.3300%  | 0.0000% | $317042.00         | $318808.54         | Corporate Debt Securities |
| CHILE REP                      GLBL NT 5.65%37               | 2037-01-13      | 5.6500%  | 0.0000% | $3254000.00        | $3514279.33        | Corporate Debt Securities |
| UDR INC                        FR 5.125%090134               | 2034-09-01      | 5.1250%  | 0.0000% | $250000.00         | $258561.35         | Corporate Debt Securities |
| WELLS FARGO & CO               VR 042224-042228              | 2028-04-22      | 5.1193%  | 0.0000% | $235000.00         | $237525.97         | Corporate Debt Securities |
| AIRPORT AUTHORITY HONG KONG    SR -A 144A NT 32              | 2032-01-12      | 2.5000%  | 0.0000% | $400000.00         | $369761.78         | Corporate Debt Securities |
| FEDERAL REALTY OP LP           SR GLBL NT 26                 | 2026-02-15      | 1.2500%  | 0.0000% | $639000.00         | $636972.06         | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 46                 | 2046-08-15      | 3.3500%  | 0.0000% | $26000.00          | $19669.12          | Corporate Debt Securities |
| UNITED MEXICAN STATES          FR 7.5%040833                 | 2033-04-08      | 7.5000%  | 0.0000% | $524000.00         | $607843.49         | Corporate Debt Securities |
| UNITED MEXICAN STATES          FR 6.75%092734                | 2034-09-27      | 6.7500%  | 0.0000% | $346000.00         | $380398.46         | Corporate Debt Securities |
| UNITED MEXICAN STATES          FR 4.75%030844                | 2044-03-08      | 4.7500%  | 0.0000% | $2240000.00        | $1884546.84        | Corporate Debt Securities |
| UNITED MEXICAN STATES          FR 4.6%012346                 | 2046-01-23      | 4.6000%  | 0.0000% | $200000.00         | $162874.44         | Corporate Debt Securities |
| UNITED MEXICAN STATES          GLBL NT 3.75%28               | 2028-01-11      | 3.7500%  | 0.0000% | $900000.00         | $903195.75         | Corporate Debt Securities |
| UNITED MEXICAN STATES          SR GLBL NT 5%51               | 2051-04-27      | 5.0000%  | 0.0000% | $1350000.00        | $1107088.50        | Corporate Debt Securities |
| UNITED MEXICAN STATES          SR GLBL NT 61                 | 2061-05-24      | 3.7710%  | 0.0000% | $1243000.00        | $778352.93         | Corporate Debt Securities |
| UNITED MEXICAN STATES          GLBL NT 4.4%52                | 2052-02-12      | 4.4000%  | 0.0000% | $922000.00         | $691818.60         | Corporate Debt Securities |
| ANHEUSER BUSCH COS INC         SR GLBL DB6.5%43              | 2043-02-01      | 6.5000%  | 0.0000% | $54000.00          | $60897.15          | Corporate Debt Securities |
| BROWN UNIV                     SR -2020A BD 50               | 2050-09-01      | 2.9240%  | 0.0000% | $265000.00         | $181402.13         | Corporate Debt Securities |
| FEDEX CORP                     SR NT 4.1%43                  | 2043-04-15      | 4.1000%  | 0.0000% | $41000.00          | $33273.85          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.7%28              | 2028-03-15      | 5.7000%  | 0.0000% | $762000.00         | $780873.47         | Corporate Debt Securities |
| GOVERNMENT OF BERMUDA          GLBL 144A NT 30               | 2030-08-20      | 2.3750%  | 0.0000% | $700000.00         | $639495.69         | Corporate Debt Securities |
| ESSENT GROUP LTD               SR GLBL NT 29                 | 2029-07-01      | 6.2500%  | 0.0000% | $2002000.00        | $2145244.77        | Corporate Debt Securities |
| EXPORT-IMPORT BK INDIA         FR 3.875%020128               | 2028-02-01      | 3.8750%  | 0.0000% | $650000.00         | $652979.44         | Corporate Debt Securities |
| CARDINAL HEALTH INC            SR GLBL NT4.7%26              | 2026-11-15      | 4.7000%  | 0.0000% | $190000.00         | $191656.27         | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 55                 | 2055-03-03      | 5.8130%  | 0.0000% | $1980000.00        | $1996622.38        | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR DEB 7.125%31               | 2031-10-15      | 7.1250%  | 0.0000% | $639000.00         | $735380.64         | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT42              | 2042-03-15      | 4.3750%  | 0.0000% | $48000.00          | $42235.75          | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 41                 | 2041-03-01      | 6.3750%  | 0.0000% | $102000.00         | $111496.84         | Corporate Debt Securities |
| NEW YORK ST HSG FIN AGY REV    VAR REV BDS              2009 | 2041-05-15      | 2.9000%  | 0.0000% | $100000.00         | $100088.39         | Money Market              |

### Security 259: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKY96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? 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 CALIF PUB PWR AUTH SO BDS                      2023 | 2042-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5485.13           | Other Instrument          |
| DALLAS TEX INDPT SCH DIST      UNLTD TAX REF BDS        2021 | 2027-02-15      | 5.0000%  | 0.0000% | $20000.00          | $20887.71          | Other Instrument          |
| SANTA CLARA CNTY CALIF FING AU BDS                      2018 | 2036-04-01      | 3.2500%  | 0.0000% | $30000.00          | $30164.87          | Other Instrument          |
| SAUGUS CALIF UN SCH DIST FING  BDS                      2021 | 2036-09-01      | 4.0000%  | 0.0000% | $5000.00           | $5187.93           | Other Instrument          |
| SEATTLE WASH DRAIN & WASTEWATE SYS IMPT REF BDS         2021 | 2036-09-01      | 4.0000%  | 0.0000% | $5000.00           | $5252.13           | Other Instrument          |
| STAFFORD CNTY VA WTR & WASTEWA BDS                      2025 | 2027-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5292.51           | Other Instrument          |
| OMAHA PUB PWR DIST NEB ELEC RE SYS BDS                  2023 | 2053-02-01      | 5.2500%  | 0.0000% | $2535000.00        | $2720872.54        | Other Instrument          |
| MIAMI-DADE CNTY FLA TRAN SYS S BDS                      2022 | 2049-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10565.27          | Other Instrument          |
| MINNESOTA ST                   GO VAR PURP BDS          2021 | 2032-09-01      | 5.0000%  | 0.0000% | $75000.00          | $85882.75          | Other Instrument          |
| EL PASO TEX WTR & SWR REV      REF BDS                  2018 | 2027-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5203.72           | Other Instrument          |
| ENERGY NORTHWEST WASH ELEC REV REV REF BDS              2017 | 2027-07-01      | 5.0000%  | 0.0000% | $25000.00          | $26491.92          | Other Instrument          |
| WISCONSIN ST                   GO REF BDS               2021 | 2028-05-01      | 5.0000%  | 0.0000% | $15000.00          | $15940.35          | Other Instrument          |
| WISCONSIN ST                   GO BDS                   2020 | 2027-05-01      | 5.0000%  | 0.0000% | $20000.00          | $20771.00          | Other Instrument          |
| WISCONSIN ST ENVIRONMENTAL IMP BDS                      2020 | 2027-06-01      | 5.0000%  | 0.0000% | $55000.00          | $58403.03          | Other Instrument          |
| MOUNT PROSPECT ILL             GO BDS                   2018 | 2031-12-01      | 5.0000%  | 0.0000% | $60000.00          | $64330.40          | Other Instrument          |
| NEEDVILLE TEX INDPT SCH DIST   UNLTD TAX BLDG BDS       2025 | 2055-08-15      | 5.0000%  | 0.0000% | $55000.00          | $58291.51          | Other Instrument          |
| HARRIS CNTY TEX TOLL RD REV    FIRST LIEN REF BDS       2021 | 2031-08-15      | 5.0000%  | 0.0000% | $30000.00          | $33483.17          | Other Instrument          |
| HONOLULU HAWAII CITY & CNTY WA REV BDS                  SENI | 2027-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5166.98           | Other Instrument          |
| ILLINOIS FIN AUTH REV          REVOLVING FD REV BDS     2017 | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10468.57          | Other Instrument          |
| ILLINOIS ST                    GO BDS                   MAY  | 2031-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22123.60          | Other Instrument          |
| IOWA ST SPL OBLIG              REF BDS                  2019 | 2032-06-01      | 5.0000%  | 0.0000% | $65000.00          | $71575.62          | Other Instrument          |
| CONNECTICUT ST                 GO BDS                   2016 | 2027-08-15      | 5.0000%  | 0.0000% | $90000.00          | $92807.60          | Other Instrument          |
| ALVIN TEX INDPT SCH DIST       ULTD TAX SCH HOUSE AND R 2016 | 2029-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5095.43           | Other Instrument          |
| NEVADA SYS HIGHER ED CMNTY COL BDS                      2017 | 2027-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5285.33           | Other Instrument          |
| NEW YORK N Y                   GO BDS                   2010 | 2040-06-01      | 5.8460%  | 0.0000% | $1985000.00        | $2158832.07        | Other Instrument          |
| NEW YORK N Y                   GO BDS                   2017 | 2031-08-01      | 5.0000%  | 0.0000% | $25000.00          | $25740.50          | Other Instrument          |
| NEW YORK N Y CITY TR CULTURAL  REV BDS                  2016 | 2030-04-01      | 4.0000%  | 0.0000% | $10000.00          | $10194.33          | Other Instrument          |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECURED SUB B 2017 | 2032-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5202.45           | Other Instrument          |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2039-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16697.10          | Other Instrument          |
| NEW YORK N Y CITY MUN WTR FIN  WTR AND SWR SYS REV BDS  2010 | 2042-06-15      | 5.7240%  | 0.0000% | $75000.00          | $78935.77          | Other Instrument          |
| NEW YORK ST DORM AUTH REVS NON REV BDS                  2017 | 2029-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21172.93          | Other Instrument          |
| NEW YORK ST DORM AUTH ST PERS  REV BDS                  2016 | 2035-02-15      | 5.0000%  | 0.0000% | $15000.00          | $15420.23          | Other Instrument          |
| NEW YORK ST DORM AUTH ST PERS  TAXABLE GEN PURP BDS     2018 | 2032-03-15      | 4.0500%  | 0.0000% | $575000.00         | $575162.44         | Other Instrument          |
| NORTH THURSTON PUB SCHS WASH   UNLTD TAX GO REF BDS     2024 | 2029-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11176.23          | Other Instrument          |
| UPPER ARLINGTON OHIO           GO VAR PURP LTD TAX BDS  2015 | 2030-12-01      | 3.0000%  | 0.0000% | $10000.00          | $10147.70          | Other Instrument          |
| UNIVERSITY TEX UNIV REVS       FING SYS BDS             2024 | 2029-08-15      | 5.0000%  | 0.0000% | $15000.00          | $16523.33          | Other Instrument          |
| JEA FLA ELEC SYS REV           BDS                      THRE | 2028-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5358.53           | Other Instrument          |
| PENNSYLVANIA ST TPK COMMN TPK  SUBORDINATE BDS          2021 | 2035-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11362.83          | Other Instrument          |
| PHILADELPHIA PA GAS WKS REV    REV REF BDS              14TH | 2032-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10256.17          | Other Instrument          |
| PARK CITY UTAH WTR REV         REF BDS                  2021 | 2028-12-15      | 5.0000%  | 0.0000% | $5000.00           | $5477.59           | Other Instrument          |
| PLACER CNTY CALIF WTR AGY WTR  COPS                     2021 | 2036-07-01      | 4.0000%  | 0.0000% | $5000.00           | $5414.27           | Other Instrument          |
| CHICAGO ILL MET WTR RECLAMATIO GO BDS                   E    | 2030-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5226.42           | Other Instrument          |
| LOS ANGELES CALIF DEPT WTR & P WTR SYS REV BDS          2016 | 2031-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5113.93           | Other Instrument          |
| WASHINGTON ST CTFS PARTN       COPS                     2015 | 2036-01-01      | 4.0000%  | 0.0000% | $105000.00         | $106730.75         | Other Instrument          |
| WASHINGTON ST                  VAR PURP GO BDS          2021 | 2029-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16559.70          | Other Instrument          |
| TENNESSEE ST SCH BD AUTH       HIGHER EDL FAC SECOND PR A    | 2028-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5231.20           | Other Instrument          |
| WIMBERLEY TEX INDPT SCH DIST   ULTD TAX SCH BLDG BDS    2018 | 2032-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5132.67           | Other Instrument          |
| BROWARD CNTY FLA SCH BRD CTFS  CTFS PARTN               2019 | 2029-07-01      | 5.0000%  | 0.0000% | $25000.00          | $27388.17          | Other Instrument          |
| AUSTIN TEX                     PUB IMPT REF BDS         2020 | 2029-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5489.72           | Other Instrument          |
| ARIZONA ST UNIV REVS           SYS BDS                  2025 | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10934.10          | Other Instrument          |
| CALIFORNIA ST UNIV REV         SYSTEMWIDE BDS           2025 | 2046-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5511.72           | Other Instrument          |
| GREAT LAKES WTR AUTH MICH WTR  REF SECOND LIEN BDS      2018 | 2027-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10563.67          | Other Instrument          |
| GRAND LEDGE MICH               LTD TAX CAP IMPT GO BDS  2019 | 2028-11-01      | 4.0000%  | 0.0000% | $20000.00          | $20726.80          | Other Instrument          |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 27                 | 2027-01-15      | 4.8500%  | 0.0000% | $71000.00          | $72691.08          | Corporate Debt Securities |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 29               | 2029-01-15      | 4.1500%  | 0.0000% | $500000.00         | $505411.67         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL -2055 55              | 2055-05-15      | 5.6500%  | 0.0000% | $13555000.00       | $13940779.07       | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         SR GLBL NT 30                 | 2030-03-01      | 2.9500%  | 0.0000% | $2102000.00        | $2010266.97        | Corporate Debt Securities |
| CF INDS INC                    SR SEC GLBL 26                | 2026-12-01      | 4.5000%  | 0.0000% | $86000.00          | $88156.45          | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL REGS 27               | 2027-07-15      | 5.3750%  | 0.0000% | $200000.00         | $205523.53         | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD 50                 | 2050-03-15      | 3.2500%  | 0.0000% | $29000.00          | $20666.28          | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 27                 | 2027-03-15      | 3.6500%  | 0.0000% | $49000.00          | $49031.92          | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 3%30               | 2030-01-15      | 3.0000%  | 0.0000% | $4118000.00        | $3955846.89        | Corporate Debt Securities |
| WOODSIDE FIN LTD               GLBL NT 4.9%28                | 2028-05-19      | 4.9000%  | 0.0000% | $170000.00         | $172799.05         | Corporate Debt Securities |
| XYLEM INC                      SR GLBL NT 28                 | 2028-01-30      | 1.9500%  | 0.0000% | $12703000.00       | $12279757.21       | Corporate Debt Securities |
| SOUTHWEST AIRLS CO             SR GLBL NT 27                 | 2027-11-16      | 3.4500%  | 0.0000% | $32000.00          | $31531.52          | Corporate Debt Securities |
| GEORGETOWN UNIV                SR -2019A NT 18               | 2118-10-01      | 5.2150%  | 0.0000% | $1166000.00        | $1064741.16        | Corporate Debt Securities |
| GILDAN ACTIVEWEAR INC          SR GLBL 144A 30               | 2030-10-07      | 4.7000%  | 0.0000% | $439000.00         | $441246.95         | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT4.9%29              | 2029-09-01      | 4.9000%  | 0.0000% | $2495000.00        | $2565138.61        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 4.4% 27                 | 2027-03-15      | 4.4000%  | 0.0000% | $96000.00          | $96998.61          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 26                 | 2026-09-01      | 2.6500%  | 0.0000% | $19785000.00       | $19708712.34       | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 31                 | 2031-11-09      | 2.2500%  | 0.0000% | $500000.00         | $447638.75         | Corporate Debt Securities |
| TENNESSEE GAS PIPELINE CO      SR NT 8.375%32                | 2032-06-15      | 8.3750%  | 0.0000% | $1127000.00        | $1390582.92        | Corporate Debt Securities |
| TYSON FOODS INC                4.35%29                       | 2029-03-01      | 4.3500%  | 0.0000% | $5087000.00        | $5158790.29        | Corporate Debt Securities |
| UBS GROUP AG                   FR 3.126%081330               | 2030-08-13      | 3.1260%  | 0.0000% | $16814000.00       | $16303148.64       | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 26                 | 2026-08-15      | 3.2500%  | 0.0000% | $5000.00           | $5011.59           | Corporate Debt Securities |
| AIR LEASE CORP                 FR 5.85%121527                | 2027-12-15      | 5.8500%  | 0.0000% | $6567000.00        | $6933225.17        | Corporate Debt Securities |
| CGI INC                        SR 144A NT 30                 | 2030-03-14      | 4.9500%  | 0.0000% | $530000.00         | $544943.35         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC DEL     SR NT 4.5%43                  | 2043-02-11      | 4.5000%  | 0.0000% | $290000.00         | $280512.65         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 29                 | 2029-02-01      | 5.4680%  | 0.0000% | $1471000.00        | $1536181.48        | Corporate Debt Securities |
| CANTOR FITZGERALD L P          SR GLBL 144A 28               | 2028-12-12      | 7.2000%  | 0.0000% | $39000.00          | $42785.34          | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL NT 4%30               | 2030-04-15      | 4.0000%  | 0.0000% | $59000.00          | $58867.12          | Corporate Debt Securities |
| EASTERN CALIF MUN WTR DIST WTR REF BDS                  2018 | 2046-07-01      | 2.2000%  | 0.0000% | $7000000.00        | $7002734.56        | Money Market              |
| COLUMBUS OHIO                  SAN SWR ULT BDS          2006 | 2026-12-01      | 2.7700%  | 0.0000% | $200000.00         | $20041.28          | Money Market              |
| J P MORGAN CHASE PUTTERS / DRI CTFS                     5096 | 2047-06-01      | 2.9300%  | 0.0000% | $1750000.00        | $1761252.01        | Money Market              |

### Security 260: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 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: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYFAV1M1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STANLEY CAP I 2016-PSQ  B      20380112 FLT     | 2038-01-12      | 3.9536%  | 0.0000% | $19000000.00       | $18719146.33       | Private Label Collateralized Mortgage Obligations |
| MSDBTRUST 2017-712F            C      20390713 FLT     | 2039-07-13      | 3.7489%  | 0.0000% | $19366000.00       | $18080852.87       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-SRP5  A      20310915 FLT     | 2031-09-15      | 5.8060%  | 0.0000% | $26798050.00       | $18417526.25       | Private Label Collateralized Mortgage Obligations |
| SHRN TRUST 2025-MF18           E      20401015 7.05000 | 2040-10-15      | 6.9090%  | 0.0000% | $329000.00         | $329923.47         | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2019-1735          E      20370410 FLT     | 2037-04-10      | 4.3344%  | 0.0000% | $22407000.00       | $16987548.33       | Private Label Collateralized Mortgage Obligations |
| MFA 2022-NQM2 TR 2022-NQM2     B-1    20670525 FLT     | 2067-05-25      | 3.9414%  | 0.0000% | $24330000.00       | $19098848.50       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT     | 2030-12-16      | 7.4980%  | 0.0000% | $5291000.00        | $4751596.36        | Private Label Collateralized Mortgage Obligations |
| HAVN TR 2025-MOB               E      20351015 FLT     | 2035-10-15      | 9.0090%  | 0.0000% | $18570000.00       | $18615111.17       | Private Label Collateralized Mortgage Obligations |

### Security 261: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS 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: 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:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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.: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| HAMPTON RDS PPV LLC            SR SEC GLBL 53   | 2053-06-15      | 6.1710%  | 0.0000% | $870000.00         | $752951.00         | Other Instrument          |
| KEURIG DR PEPPER INC           SR GLBL NT4.5%52 | 2052-04-15      | 4.5000%  | 0.0000% | $980000.00         | $809720.10         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB OO NT | 2500-12-31      | 6.5000%  | 0.0000% | $1796000.00        | $1875565.79        | Corporate Debt Securities |
| TAMPA ELEC CO                  SR NT 6.15%37    | 2037-05-15      | 6.1500%  | 0.0000% | $369000.00         | $402236.14         | Corporate Debt Securities |
| BARRICK NORTH AMERICA FIN LLC  SR GLBL NT 43    | 2043-05-01      | 5.7500%  | 0.0000% | $3941000.00        | $4090964.90        | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL COCO 34  | 2034-09-13      | 6.6920%  | 0.0000% | $300000.00         | $337971.50         | Corporate Debt Securities |
| BELROSE FDG TR II              SR 144A NT 55    | 2055-05-15      | 6.7920%  | 0.0000% | $100000.00         | $104764.27         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $6054000.00        | $6341459.05        | Corporate Debt Securities |
| BANK AMERICA CORP              PERP SUB -DD NT  | 2500-12-31      | 6.3000%  | 0.0000% | $124000.00         | $125987.72         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -RR NT | 2500-12-31      | 4.3750%  | 0.0000% | $2649000.00        | $2627297.70        | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SNR NPF GLBL 31  | 2031-03-25      | 2.9580%  | 0.0000% | $200000.00         | $187437.30         | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SNR NPF GLBL 35  | 2035-01-17      | 6.0330%  | 0.0000% | $600000.00         | $663068.05         | Corporate Debt Securities |
| BGC GROUP INC                  CR SEN SR GLBL29 | 2029-06-10      | 6.6000%  | 0.0000% | $462000.00         | $496571.46         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41 | 2041-03-22      | 3.4000%  | 0.0000% | $1000000.00        | $798483.33         | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 2.726%032531  | 2031-03-25      | 2.7260%  | 0.0000% | $102000.00         | $94510.19          | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE SR SEC -X BD 44  | 2044-04-01      | 4.5000%  | 0.0000% | $2039000.00        | $1838760.00        | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 51   | 2051-03-30      | 3.4500%  | 0.0000% | $2274000.00        | $1661755.82        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 1.898%072331  | 2031-07-23      | 1.8980%  | 0.0000% | $2000.00           | $1817.96           | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.571%042733  | 2033-04-27      | 4.5710%  | 0.0000% | $652000.00         | $658028.48         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $781000.00         | $793500.34         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT   | 2079-12-31      | 3.7500%  | 0.0000% | $3000.00           | $2965.45           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41    | 2041-11-15      | 4.6250%  | 0.0000% | $131000.00         | $121929.58         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 41    | 2041-03-25      | 3.6500%  | 0.0000% | $790000.00         | $607855.62         | Corporate Debt Securities |
| HCA INC.                       SR DEB 7.5%95    | 2095-11-15      | 7.5000%  | 0.0000% | $1597000.00        | $1790410.01        | Corporate Debt Securities |
| ENEL FIN INTL N.V.             GLBL REGS NT 27  | 2027-05-25      | 3.6250%  | 0.0000% | $814000.00         | $808425.80         | Corporate Debt Securities |
| APOLLO MGMT HLDGS LP           SR GLBL REGS 30  | 2030-06-05      | 2.6500%  | 0.0000% | $300000.00         | $282070.42         | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC    SR REGS NT 31    | 2031-04-16      | 3.3500%  | 0.0000% | $6714000.00        | $6267037.83        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.7%51 | 2051-02-04      | 3.7000%  | 0.0000% | $2282000.00        | $1672241.99        | Corporate Debt Securities |
| CATERPILLAR INC                SR GLBL DEB 97   | 2097-03-01      | 7.3750%  | 0.0000% | $3739000.00        | $4644035.86        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 27    | 2027-01-28      | 1.1220%  | 0.0000% | $481000.00         | $480240.02         | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL NT 33    | 2033-03-28      | 4.2520%  | 0.0000% | $1294000.00        | $1287422.17        | Corporate Debt Securities |
| INTEL CORP                     SR NT 4.8%41     | 2041-10-01      | 4.8000%  | 0.0000% | $2000.00           | $1818.38           | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 26    | 2026-02-19      | 3.4500%  | 0.0000% | $103000.00         | $103802.11         | Corporate Debt Securities |
| INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT 40    | 2040-11-15      | 3.2680%  | 0.0000% | $1500000.00        | $1169505.17        | Corporate Debt Securities |
| HEALTHCARE TRUST OF AMER HLDGS GLBL NT 2.05%31  | 2031-03-15      | 2.0500%  | 0.0000% | $2896000.00        | $2534715.15        | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34    | 2034-07-01      | 6.3750%  | 0.0000% | $2097000.00        | $2199524.95        | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SB NT FXD/FLT 43 | 2043-04-30      | 7.0099%  | 0.0000% | $3615000.00        | $3636570.33        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK LTD144A  LW TIER II GLBL  | 2041-01-14      | 2.6480%  | 0.0000% | $7273000.00        | $5300827.46        | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 37    | 2037-09-15      | 6.5000%  | 0.0000% | $100000.00         | $112352.06         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL COCO 28  | 2028-03-13      | 4.0410%  | 0.0000% | $200000.00         | $201345.75         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.042%071930  | 2030-07-19      | 5.0420%  | 0.0000% | $195000.00         | $204080.60         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30    | 2030-10-23      | 4.6920%  | 0.0000% | $2993000.00        | $3057743.58        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31    | 2031-04-23      | 5.2180%  | 0.0000% | $6004000.00        | $6255405.83        | Corporate Debt Securities |
| SOUTHWESTERN PUB SVC CO        SR GLBL F NT6%36 | 2036-10-01      | 6.0000%  | 0.0000% | $50000.00          | $53268.50          | Corporate Debt Securities |
| MAREX GROUP PLC                CR SEN SR GLBL29 | 2029-11-04      | 6.4040%  | 0.0000% | $1000.00           | $1038.31           | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 35    | 2035-05-11      | 4.1250%  | 0.0000% | $1566000.00        | $1520582.74        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP JR SB GLBL  | 2079-12-31      | 4.0000%  | 0.0000% | $1141000.00        | $1064937.14        | Corporate Debt Securities |
| SIEMENS FIN NV                 SR GLBL 144A 41  | 2041-03-11      | 2.8750%  | 0.0000% | $250000.00         | $193517.33         | Corporate Debt Securities |
| SKYMILES IP LTD & DELTA AIR LI 1LIEN AMZ 144A28 | 2028-10-20      | 4.7500%  | 0.0000% | $114963.00         | $116265.98         | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT 28  | 2028-12-14      | 2.3750%  | 0.0000% | $4450000.00        | $4273822.03        | Corporate Debt Securities |
| ROYALTY PHARMA PLC             SR GLBL NT 51    | 2051-09-02      | 3.3500%  | 0.0000% | $580000.00         | $398653.01         | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FDG I GLBL 144A NT 34  | 2034-01-08      | 5.0500%  | 0.0000% | $150000.00         | $156659.83         | Corporate Debt Securities |
| FLOWSERVE CORP                 SR GLBL NT3.5%30 | 2030-10-01      | 3.5000%  | 0.0000% | $6405000.00        | $6158738.43        | Corporate Debt Securities |
| MEIJI YASUDA LIFE INS CO       SUB GLBL 144A 55 | 2055-06-11      | 6.1000%  | 0.0000% | $795000.00         | $847308.79         | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT4.9%44 | 2044-05-17      | 4.9000%  | 0.0000% | $471000.00         | $453039.46         | Corporate Debt Securities |
| METLIFE INC                    SR GLBL -E DB 44 | 2044-12-15      | 4.7210%  | 0.0000% | $6998000.00        | $6488007.73        | Corporate Debt Securities |
| PACIFIC LIFE INS CO            SUB GLBL 144A 67 | 2067-10-24      | 4.3000%  | 0.0000% | $1306000.00        | $1063359.71        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $1400000.00        | $1467478.83        | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO         SR NT 5.85%40    | 2040-06-01      | 5.8500%  | 0.0000% | $2000000.00        | $2176285.00        | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO         SR NT 5.25%41    | 2041-05-15      | 5.2500%  | 0.0000% | $289000.00         | $292764.47         | Corporate Debt Securities |
| ONEOK INC NEW                  SR NT 5.05%45    | 2045-04-01      | 5.0500%  | 0.0000% | $177000.00         | $159495.73         | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC        SR SEC GLBL 38   | 2038-03-31      | 4.1250%  | 0.0000% | $338000.00         | $241934.10         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 3.3%41   | 2041-06-15      | 3.3000%  | 0.0000% | $6000000.00        | $4777270.00        | Corporate Debt Securities |
| THE DOCTORS COMPANY            SB 144A NT4.5%32 | 2032-01-18      | 4.5000%  | 0.0000% | $2980000.00        | $2727355.60        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT3.6%50 | 2050-11-15      | 3.6000%  | 0.0000% | $589000.00         | $393681.71         | Corporate Debt Securities |
| PIEDMONT NAT GAS CO INC        SR GLBL NT 46    | 2046-11-01      | 3.6400%  | 0.0000% | $285000.00         | $218087.70         | Corporate Debt Securities |
| PERSHING SQUARE HOLDINGS LTD.  SR GLBL 144A 32  | 2032-07-15      | 3.0000%  | 0.0000% | $1250000.00        | $1087641.67        | Corporate Debt Securities |
| ACCIDENT FD INS CO OF AMER     144A NT 8.5%32   | 2032-08-01      | 8.5000%  | 0.0000% | $535000.00         | $552422.28         | Corporate Debt Securities |
| AES CORP                       SR SEC GLBL 30   | 2030-07-15      | 3.9500%  | 0.0000% | $110000.00         | $108926.74         | Corporate Debt Securities |
| AEP TEX INC                    SR GLBL -J NT 51 | 2051-05-15      | 3.4500%  | 0.0000% | $6434000.00        | $4463432.01        | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 29  | 2029-02-15      | 3.8750%  | 0.0000% | $1798000.00        | $1783682.18        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 37    | 2037-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1115.88           | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 41    | 2041-05-13      | 3.4390%  | 0.0000% | $475000.00         | $377878.14         | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52  | 2052-01-30      | 3.2000%  | 0.0000% | $488000.00         | $339774.34         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41  | 2041-06-17      | 3.0600%  | 0.0000% | $36000.00          | $28256.94          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.812%33 | 2033-02-13      | 4.8120%  | 0.0000% | $199000.00         | $205498.35         | Corporate Debt Securities |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR NT7%39 | 2039-10-15      | 7.0000%  | 0.0000% | $4000.00           | $4582.08           | Corporate Debt Securities |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 54    | 2054-06-17      | 6.3500%  | 0.0000% | $2000.00           | $2157.28           | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO      SR GLBL DEB 42   | 2042-03-26      | 4.5350%  | 0.0000% | $4486000.00        | $4176826.13        | Corporate Debt Securities |
| ARES FIN CO IV LLC             GLBL 144A NT 52  | 2052-02-01      | 3.6500%  | 0.0000% | $340000.00         | $244345.25         | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 51    | 2051-02-08      | 2.6500%  | 0.0000% | $2000.00           | $1297.23           | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT4.1%62 | 2062-08-08      | 4.1000%  | 0.0000% | $2276000.00        | $1871595.26        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.2%40 | 2040-03-15      | 3.2000%  | 0.0000% | $1450000.00        | $1169858.39        | Corporate Debt Securities |
| CI FINL CORP                   CR SEN SR GLBL29 | 2029-05-30      | 7.5000%  | 0.0000% | $92000.00          | $101003.43         | Corporate Debt Securities |
| ANTARES HLDGS LP               SR 144A NT 29    | 2029-10-23      | 6.3500%  | 0.0000% | $250000.00         | $257588.40         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT4.1%43 | 2043-04-15      | 4.1000%  | 0.0000% | $7143000.00        | $5796953.24        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.125%39   | 2039-10-15      | 6.1250%  | 0.0000% | $586000.00         | $644867.20         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC DEL     SR NT 4.5%43     | 2043-02-11      | 4.5000%  | 0.0000% | $1275000.00        | $1233288.38        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.3%53 | 2053-02-15      | 3.3000%  | 0.0000% | $2341000.00        | $1631306.34        | Corporate Debt Securities |
| EXXON MOBIL CORP               SR GLBL NT 40    | 2040-03-19      | 4.2270%  | 0.0000% | $1688000.00        | $1583161.27        | Corporate Debt Securities |
| FS KKR CAP CORP                SR GLBL NT 27    | 2027-07-15      | 3.2500%  | 0.0000% | $308000.00         | $299698.46         | Corporate Debt Securities |
| CSL FIN PLC                    SR 144A NT 42    | 2042-04-27      | 4.6250%  | 0.0000% | $3000.00           | $2769.16           | Corporate Debt Securities |
| CVS HEALTH CORP                1M GLBL 144A 32  | 2032-01-10      | 7.5070%  | 0.0000% | $2300000.00        | $1084666.62        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 48    | 2048-03-25      | 5.0500%  | 0.0000% | $6000.00           | $5446.06           | Corporate Debt Securities |
| CAMERON LNG LLC                SR SEC GLBL 35   | 2035-01-15      | 3.3020%  | 0.0000% | $1000000.00        | $897079.06         | Corporate Debt Securities |
| GUARDIAN LIFE INS CO AMER      SUB GLBL 144A 39 | 2039-09-30      | 7.3750%  | 0.0000% | $289000.00         | $349837.95         | Corporate Debt Securities |
| HF SINCLAIR CORP               SR GLBL NT 35    | 2035-01-15      | 6.2500%  | 0.0000% | $1700000.00        | $1829931.47        | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31    | 2031-01-15      | 6.1500%  | 0.0000% | $2800000.00        | $2947359.33        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $1431000.00        | $1314337.72        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 27    | 2027-03-15      | 3.1250%  | 0.0000% | $2000.00           | $1986.31           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 29    | 2029-03-15      | 3.3750%  | 0.0000% | $1678000.00        | $1649060.79        | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 51  | 2051-08-05      | 2.8500%  | 0.0000% | $3000.00           | $1925.45           | Corporate Debt Securities |

### Security 262: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.250000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYLCNDN9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MARICOPA CNTY ARIZ UNI SCH DIS IMPT BDS                 2018 | 2027-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5290.43           | Other Instrument          |
| MARYLAND ST TRANSN AUTH TRANSN BDS                      2020 | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11291.27          | Other Instrument          |
| GEORGIA ST                     GO BDS                   2020 | 2028-08-01      | 5.0000%  | 0.0000% | $40000.00          | $43271.60          | Other Instrument          |
| COOK CNTY ILL                  GO REF BDS               2021 | 2031-11-15      | 5.0000%  | 0.0000% | $15000.00          | $16508.33          | Other Instrument          |
| COPPERAS COVE TEX              COMBINATION TAX REV CTFS 2023 | 2041-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5010.47           | Other Instrument          |
| CORPUS CHRISTI TEX INDPT SCH D UNLTD TAX BLDG REF BDS   2020 | 2031-08-15      | 5.0000%  | 0.0000% | $20000.00          | $21999.11          | Other Instrument          |
| CYPRESS-FAIRBANKS TEX INDPT SC UNLTD TAX REF BDS        2025 | 2030-02-15      | 5.0000%  | 0.0000% | $25000.00          | $27757.39          | Other Instrument          |
| ST LOUIS MO ARPT REV           REF ARPT REV BDS         2005 | 2031-07-01      | 5.5000%  | 0.0000% | $15000.00          | $17556.72          | Other Instrument          |
| DENVER COLO CITY & CNTY        GO BETTER REF BDS        2020 | 2029-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11054.50          | Other Instrument          |
| DISTRICT COLUMBIA              GO REF BDS               2017 | 2032-06-01      | 5.0000%  | 0.0000% | $15000.00          | $15889.55          | Other Instrument          |
| METROPOLITAN TRANSN AUTH N Y R REF BDS                  2025 | 2030-11-15      | 5.0000%  | 0.0000% | $10000.00          | $11047.16          | Other Instrument          |
| LAMAR TEX CONS INDPT SCH DIST  UNLTD TAX HOUSE BDS      2023 | 2038-02-15      | 5.0000%  | 0.0000% | $30000.00          | $33445.67          | Other Instrument          |
| LEWISVILLE TEX INDPT SCH DIST  UNLTD TAX BLDG BDS       2024 | 2039-08-15      | 5.0000%  | 0.0000% | $60000.00          | $67127.73          | Other Instrument          |
| YORK CNTY S C SCH DIST NO 4 FO GO BDS                   2017 | 2036-03-01      | 3.0000%  | 0.0000% | $205000.00         | $199192.35         | Other Instrument          |
| INDIANOLA IOWA CMNTY SCH DIST  GO BDS                   2022 | 2029-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5306.23           | Other Instrument          |
| CLEAR CREEK TEX INDPT SCH DIST UNLTD TAX REF BDS        2024 | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11291.26          | Other Instrument          |
| CONROE TEX                     CTFS OBLIG               2018 | 2032-03-01      | 5.0000%  | 0.0000% | $15000.00          | $15906.80          | Other Instrument          |
| CONNECTICUT ST SPL TAX OBLIG R TRANS INFRASTRUCTURE PUR 2022 | 2029-07-01      | 5.0000%  | 0.0000% | $35000.00          | $38666.48          | Other Instrument          |
| CONNECTICUT ST SPL TAX OBLIG R TRANSN INFRASTRUCTURE PU 2020 | 2035-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5466.15           | Other Instrument          |
| NEW JERSEY ST TPK AUTH TPK REV REV BDS                  2017 | 2027-01-01      | 5.0000%  | 0.0000% | $30000.00          | $31393.10          | Other Instrument          |
| CENTRAL FLA EXPWY AUTH SR LIEN BDS                      2024 | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11200.47          | Other Instrument          |
| NEW YORK N Y                   GO BDS                   FISC | 2030-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22319.20          | Other Instrument          |
| NEW YORK N Y                   GO BDS                   FISC | 2034-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5551.63           | Other Instrument          |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2036-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16895.70          | Other Instrument          |
| UNIV PITTSBURGH OF THE COMWLTH PITT ASSET REGISTERED NT 2023 | 2029-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5440.68           | Other Instrument          |
| UNIVERSITY HOUSTON TEX UNIV RE SYS CONSOLIDATED REF BDS 2022 | 2041-02-15      | 5.0000%  | 0.0000% | $65000.00          | $70653.41          | Other Instrument          |
| UNIVERSITY MICH UNIV REVS      TAXABLE GEN BDS          2022 | 2122-04-01      | 4.4540%  | 0.0000% | $2295000.00        | $1871806.97        | Other Instrument          |
| UNIVERSITY SOUTHN IND REV      STUDENT FEE BDS          N    | 2031-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11086.27          | Other Instrument          |
| VERMONT MUN BD BK              STATE COLLEGES SYS BDS   2017 | 2031-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10492.57          | Other Instrument          |
| PIERCE CNTY WASH SCH DIST NO 0 ULTD TAX GO BDS          2017 | 2033-12-01      | 5.0000%  | 0.0000% | $20000.00          | $21121.67          | Other Instrument          |
| PRINCE GEORGES CNTY MD         GO CONSOLIDATED PUB IMPT 2022 | 2029-07-01      | 5.0000%  | 0.0000% | $50000.00          | $55347.33          | Other Instrument          |
| PUBLIC FIN AUTH WIS EDL REV    REF BDS                  2018 | 2048-06-15      | 5.0000%  | 0.0000% | $100000.00         | $99702.89          | Other Instrument          |
| CHICAGO ILL HSG AUTH           GO BDS                   2018 | 2038-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5262.83           | Other Instrument          |
| LINCOLN CNTY TENN              GO SCH BDS               2018 | 2029-05-01      | 5.0000%  | 0.0000% | $20000.00          | $21138.60          | Other Instrument          |
| LOS ANGELES CALIF DEPT WTR & P BDS                      2018 | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10728.27          | Other Instrument          |
| LOS ANGELES CNTY CALIF MET TRA JR SUB REF BDS           2020 | 2037-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5615.57           | Other Instrument          |
| VIRGINIA BEACH VA              GO PUB IMPT REF BDS      2017 | 2029-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5327.58           | Other Instrument          |
| WAKE CNTY N C LTD OBLIG        BDS                      2021 | 2031-03-01      | 5.0000%  | 0.0000% | $15000.00          | $17043.35          | Other Instrument          |
| WASHINGTON ST                  MTR VEH FUEL TAX RELATED R-20 | 2029-08-01      | 5.0000%  | 0.0000% | $50000.00          | $55199.00          | Other Instrument          |
| TEXAS TRANSN COMMN CENT TEX TP REF BDS                  2024 | 2039-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5616.83           | Other Instrument          |
| TRIBOROUGH BRDG & TUNL AUTH N  GEN REF BDS              2023 | 2031-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5707.23           | Other Instrument          |
| AUSTIN TEX ELEC UTIL SYS REV   REF BDS                  2020 | 2030-11-15      | 5.0000%  | 0.0000% | $10000.00          | $11118.66          | Other Instrument          |
| ATLANTA GA ARPT REV            GEN REF BDS              2021 | 2030-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5533.28           | Other Instrument          |
| CALIFORNIA ST                  VARIOUS PURP GO BDS           | 2029-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5402.68           | Other Instrument          |
| BEXAR CNTY TEX                 COMBINATION TAX AND REV  2022 | 2036-06-15      | 5.0000%  | 0.0000% | $15000.00          | $16904.08          | Other Instrument          |
| CARMEL IND LOC PUB IMPT BD BK  MULTIPURP BDS            2016 | 2034-07-15      | 5.0000%  | 0.0000% | $5000.00           | $5145.06           | Other Instrument          |
| BARINGS LN PTRS CLO LTD 2024-5 A      20350122 FLT           | 2035-01-22      | 5.1044%  | 0.0000% | $47218711.00       | $47441102.16       | Asset-Backed Securities   |
| TAMPA ELEC CO                  GLBL NT 4.9%29                | 2029-03-01      | 4.9000%  | 0.0000% | $247000.00         | $256233.27         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 30                 | 2030-05-20      | 2.8230%  | 0.0000% | $43000.00          | $40628.01          | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 28                 | 2028-05-04      | 6.3750%  | 0.0000% | $2299000.00        | $2408110.54        | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 4.7%27                | 2027-04-02      | 4.7000%  | 0.0000% | $411000.00         | $416491.42         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 52                 | 2052-05-15      | 4.7500%  | 0.0000% | $16000.00          | $14190.48          | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL REGS 26               | 2026-10-15      | 2.0500%  | 0.0000% | $9000.00           | $8845.73           | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL BD 5%33               | 2033-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10361.66          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 30                 | 2030-04-01      | 4.8750%  | 0.0000% | $94000.00          | $96123.34          | Corporate Debt Securities |
| CATHOLIC HEALTH SVCS LONG IS   SR -2020 BD 50                | 2050-07-01      | 3.3680%  | 0.0000% | $45000.00          | $32472.12          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 5%28               | 2028-03-01      | 5.0000%  | 0.0000% | $3207000.00        | $3308929.15        | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR NT 4.8%30                  | 2030-05-01      | 4.8000%  | 0.0000% | $47000.00          | $48056.09          | Corporate Debt Securities |
| DXC TECHNOLOGY CO              SR GLBL NT1.8%26              | 2026-09-15      | 1.8000%  | 0.0000% | $16000.00          | $15743.68          | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT1.4%27              | 2027-10-15      | 1.4000%  | 0.0000% | $90000.00          | $86081.60          | Corporate Debt Securities |
| NUTRIEN LTD                    4.2%29                        | 2029-04-01      | 4.2000%  | 0.0000% | $13150000.00       | $13241787.00       | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 26                 | 2026-11-01      | 5.5500%  | 0.0000% | $16199000.00       | $16452230.87       | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 39                 | 2039-04-01      | 5.9600%  | 0.0000% | $12979000.00       | $14292431.54       | Corporate Debt Securities |
| FIRSTENERGY CORP               SR GLBL -B NT 30              | 2030-03-01      | 2.6500%  | 0.0000% | $14000.00          | $13119.04          | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29              | 2029-12-01      | 3.5000%  | 0.0000% | $815000.00         | $805226.79         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 5%25                  | 2025-12-08      | 5.0000%  | 0.0000% | $200000.00         | $204748.22         | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 27                 | 2027-11-15      | 5.8500%  | 0.0000% | $19000.00          | $19681.20          | Corporate Debt Securities |
| ABBVIE INC                     GLBL NT 5.35%44               | 2044-03-15      | 5.3500%  | 0.0000% | $158000.00         | $160880.12         | Corporate Debt Securities |
| CINCINNATI FINL CORP           SR DEB 6.92%28                | 2028-05-15      | 6.9200%  | 0.0000% | $88000.00          | $94262.86          | Corporate Debt Securities |
| WEA FIN LLC                    SR GLBL 144A 27               | 2027-01-15      | 2.8750%  | 0.0000% | $27000.00          | $26780.26          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 26                | 2026-12-30      | 5.0500%  | 0.0000% | $82000.00          | $84406.79          | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 29                 | 2029-08-15      | 4.9500%  | 0.0000% | $1525000.00        | $1566285.56        | Corporate Debt Securities |
| TEXAS EASTN TRANSMISSION LP    SR GLBL 144A 28               | 2028-01-15      | 3.5000%  | 0.0000% | $11000.00          | $11012.00          | Corporate Debt Securities |
| AIR LEASE CORP                 FR 2.2%011527                 | 2027-01-15      | 2.2000%  | 0.0000% | $80000.00          | $78805.42          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 29               | 2029-04-15      | 4.0000%  | 0.0000% | $100000.00         | $100411.78         | Corporate Debt Securities |
| UNITED AIR LINES INC           SR SEC GLBL 26                | 2026-04-15      | 4.3750%  | 0.0000% | $1348000.00        | $1354356.76        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT2.5%26              | 2026-04-15      | 2.5000%  | 0.0000% | $35000.00          | $34907.11          | Corporate Debt Securities |
| WISCONSIN PUB SVC CORP         SR SEC GLBL NT44              | 2044-11-01      | 4.7520%  | 0.0000% | $186000.00         | $171442.52         | Corporate Debt Securities |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30               | 2030-04-01      | 7.2500%  | 0.0000% | $1390000.00        | $1489120.51        | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 32                 | 2032-06-15      | 2.3500%  | 0.0000% | $78000.00          | $69794.42          | Corporate Debt Securities |
| COTERRA ENERGY INC             SR GLBL NT3.9%27              | 2027-05-15      | 3.9000%  | 0.0000% | $83000.00          | $82759.99          | Corporate Debt Securities |
| GUARDIAN LIFE INS CO AMER      SUB GLBL 144A 70              | 2070-01-22      | 3.7000%  | 0.0000% | $108000.00         | $75417.48          | Corporate Debt Securities |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT5.8%29              | 2029-09-12      | 5.8000%  | 0.0000% | $1188000.00        | $1216018.32        | Corporate Debt Securities |
| KITE RLTY GROUP L P            SR GLBL NT5.2%32              | 2032-08-15      | 5.2000%  | 0.0000% | $7402000.00        | $7751752.72        | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT4.6%27              | 2027-04-06      | 4.6000%  | 0.0000% | $90000.00          | $90982.30          | Corporate Debt Securities |
| TENDER OPT BD TR RCPTS / CTFS  CTFS                     2022 | 2053-01-01      | 2.9000%  | 0.0000% | $24700000.00       | $24993565.57       | Money Market              |
| TENDER OPT BD TR RCPTS / CTFS  CTFS                     2025 | 2054-09-01      | 3.0500%  | 0.0000% | $6850000.00        | $6901070.56        | Money Market              |

### Security 263: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.280000%
- **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:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-03
- **C.13 - Final Legal Maturity Date:** 2026-01-03
- **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                |
|:---|:---|:---|:---|:---|:---|:---|
| APIDOS CLO 2017-28R            A-1A-R 20381020 FLT     | 2038-10-20      | 5.5740%  | 0.0000% | $15500000.00       | $15752921.11       | Asset-Backed Securities |
| TRINITAS CLO LTD 2022-21       SUB    20360122 FLT     | 2036-01-22      | 0.0000%  | 0.0000% | $15806394.00       | $9268505.89        | Asset-Backed Securities |
| TRINITAS CLO 2024-24 LTD       SUB    20370427 FLT     | 2037-04-27      | 0.0000%  | 0.0000% | $13203732.00       | $8341642.54        | Asset-Backed Securities |
| TRINITAS CLO LTD 2024-29       SUB    20370723 FLT     | 2037-07-23      | 0.0000%  | 0.0000% | $22552603.00       | $15738762.50       | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-1     E      20330215 7.18000 | 2033-02-15      | 7.1800%  | 0.0000% | $16000000.00       | $16161228.45       | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2025-6    E      20330415 8.47600 | 2033-04-15      | 8.4760%  | 0.0000% | $15000000.00       | $15236940.00       | Asset-Backed Securities |

### Security 264: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.130000%
- **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:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 53    | 2053-11-15      | 7.2500%  | 0.0000% | $4121000.00        | $4701476.05        | Corporate Debt Securities |
| KEURIG DR PEPPER INC           GLBL NT 3.8%50   | 2050-05-01      | 3.8000%  | 0.0000% | $502000.00         | $371254.10         | Corporate Debt Securities |
| BARCLAYS PLC                   LW TIER II GLBL  | 2042-03-10      | 3.8110%  | 0.0000% | $749000.00         | $609796.23         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 28    | 2028-02-13      | 4.6930%  | 0.0000% | $168000.00         | $172503.73         | Corporate Debt Securities |
| NORTHERN STAR RESOURCES LTD    144A NT 6.125%33 | 2033-04-11      | 6.1250%  | 0.0000% | $2680000.00        | $2891764.29        | Corporate Debt Securities |
| NORTHERN TR CORP               ALT TIER I PERP  | 2079-12-31      | 4.6000%  | 0.0000% | $785000.00         | $785206.72         | Corporate Debt Securities |
| NORTHERN TR CORP               SUB GLBL NT 40   | 2040-11-19      | 5.1170%  | 0.0000% | $1000.00           | $1008.45           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 33    | 2033-01-15      | 4.7500%  | 0.0000% | $43253000.00       | $43625744.74       | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 46    | 2046-01-20      | 4.7000%  | 0.0000% | $605000.00         | $615176.77         | Corporate Debt Securities |
| NOMURA HLDGS INC               LW TIER II 36    | 2036-06-10      | 5.0430%  | 0.0000% | $844000.00         | $847930.09         | Corporate Debt Securities |
| NORTHWESTERN MEM HEALTHCARE    SR 2021 SNK BD51 | 2051-07-15      | 2.6330%  | 0.0000% | $235000.00         | $151052.71         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.25%102226   | 2026-10-22      | 4.2500%  | 0.0000% | $6509000.00        | $6547077.65        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.482%092136  | 2036-09-21      | 2.4820%  | 0.0000% | $160000.00         | $141756.68         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 54    | 2054-04-15      | 5.3750%  | 0.0000% | $47000.00          | $45844.75          | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 4%48  | 2048-03-01      | 4.0000%  | 0.0000% | $25000.00          | $19524.42          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $1496000.00        | $1293527.83        | Corporate Debt Securities |
| CITIGROUP GLOBAL MKTS HLDGS IN VR 092822-092862 | 2062-09-28      | 4.1962%  | 0.0000% | $1198000.00        | $1196374.54        | Corporate Debt Securities |
| CLOROX CO DEL                  SR GLBL NT4.4%29 | 2029-05-01      | 4.4000%  | 0.0000% | $4427000.00        | $4491147.23        | Corporate Debt Securities |
| COLGATE PALMOLIVE CO           VR 040405-040445 | 2045-04-04      | 3.8958%  | 0.0000% | $4375000.00        | $4391962.19        | Corporate Debt Securities |
| COLGATE PALMOLIVE CO           VR 120406-120446 | 2046-12-04      | 4.1220%  | 0.0000% | $8116000.00        | $8160165.96        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICID REGS NT 5.75%42  | 2042-02-14      | 5.7500%  | 0.0000% | $218000.00         | $208264.36         | Corporate Debt Securities |
| EMPRESA NACIONAL DEL PETROLEO  5.25%29          | 2029-11-06      | 5.2500%  | 0.0000% | $541000.00         | $550720.87         | Corporate Debt Securities |
| CONCENTRIX CORP                GLBL NT 6.65%26  | 2026-08-02      | 6.6500%  | 0.0000% | $9712000.00        | $10030046.42       | Corporate Debt Securities |
| AMAZON COM INC                 SR NT 5.45%55    | 2055-11-20      | 5.4500%  | 0.0000% | $16137000.00       | $16358256.20       | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV        SR GLBL NT 5%33  | 2033-01-20      | 5.0000%  | 0.0000% | $691000.00         | $722229.36         | Corporate Debt Securities |
| ICICI BK LTD HONG KONG BRANCH  FR 4%031826      | 2026-03-18      | 4.0000%  | 0.0000% | $400000.00         | $402507.11         | Corporate Debt Securities |
| CITIGROUP GLOBAL MKTS HLDGS IN VR 013120-013170 | 2070-01-31      | 3.7520%  | 0.0000% | $2499000.00        | $2455562.92        | Corporate Debt Securities |
| INTERNATIONAL PAPER CO         SR GLBL NT 6%41  | 2041-11-15      | 6.0000%  | 0.0000% | $4432000.00        | $4627214.83        | Corporate Debt Securities |
| INTESA SANPAOLO S P A          FR 6.625%062033  | 2033-06-20      | 6.6250%  | 0.0000% | $2001000.00        | $2275369.89        | Corporate Debt Securities |
| NATIONWIDE FINL SVCS INC       EXT JR SB GLBL87 | 2087-05-15      | 6.7500%  | 0.0000% | $394000.00         | $395318.91         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 26    | 2026-06-18      | 3.8750%  | 0.0000% | $14000.00          | $14217.17          | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.204%28   | 2028-11-17      | 4.2040%  | 0.0000% | $1000.00           | $1002.93           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT4.9%35 | 2035-11-15      | 4.9000%  | 0.0000% | $5631000.00        | $5640635.27        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 37 | 2037-09-15      | 6.5000%  | 0.0000% | $258000.00         | $284220.68         | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP  | 2099-12-31      | 7.0500%  | 0.0000% | $1998000.00        | $2133482.72        | Corporate Debt Securities |
| HSBC BANK USA NA               FR 5.875%110134  | 2034-11-01      | 5.8750%  | 0.0000% | $395000.00         | $425113.32         | Corporate Debt Securities |
| TRUIST FINL CORP               JR SB PFD TR A27 | 2027-05-15      | 4.7834%  | 0.0000% | $15930000.00       | $15843935.72       | Corporate Debt Securities |
| SUZANO NETH BV                 SR GLBL NT5.5%36 | 2036-01-15      | 5.5000%  | 0.0000% | $849000.00         | $853794.02         | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH            SR GLBL NT2.5%28 | 2028-09-15      | 2.5000%  | 0.0000% | $297000.00         | $281843.92         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.35%090826   | 2026-09-08      | 4.3500%  | 0.0000% | $8000.00           | $8096.45           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 0.985%121026  | 2026-12-10      | 0.9850%  | 0.0000% | $2127000.00        | $2134309.79        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34   | 2034-10-24      | 6.5610%  | 0.0000% | $3524000.00        | $3991798.67        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30    | 2030-07-23      | 5.0490%  | 0.0000% | $13395000.00       | $13996988.04       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 29 | 2029-10-21      | 4.9749%  | 0.0000% | $4765000.00        | $4788461.80        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023B 53 | 2053-03-01      | 5.7000%  | 0.0000% | $350000.00         | $337797.25         | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL WW BD 50 | 2050-02-15      | 3.9500%  | 0.0000% | $580000.00         | $460497.61         | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 27    | 2027-08-01      | 5.1130%  | 0.0000% | $3468000.00        | $3536093.31        | Corporate Debt Securities |
| SOUTHERN COPPER CORP           SR GLBL NT7.5%35 | 2035-07-27      | 7.5000%  | 0.0000% | $893000.00         | $1081930.52        | Corporate Debt Securities |
| GE AEROSPACE                   FR 6.15%080737   | 2037-08-07      | 6.1500%  | 0.0000% | $100000.00         | $112765.25         | Corporate Debt Securities |
| GILLETTE CO                    GLBL FLT NT 43   | 2043-04-02      | 3.9380%  | 0.0000% | $119000.00         | $119177.92         | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 38    | 2038-05-15      | 6.3750%  | 0.0000% | $271000.00         | $309347.06         | Corporate Debt Securities |
| GARTNER INC                    SR NT 4.95%31    | 2031-03-20      | 4.9500%  | 0.0000% | $1035000.00        | $1044780.75        | Corporate Debt Securities |
| SINOPEC GRP OVSEAS DEV 2015    GLBL 144A NT 45  | 2045-04-28      | 4.1000%  | 0.0000% | $226000.00         | $206554.21         | Corporate Debt Securities |
| STANDARD CHARTERED PLC         LW TIER II GLBL  | 2044-03-26      | 5.7000%  | 0.0000% | $367000.00         | $374680.09         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL FL BD 70 | 2070-10-07      | 4.5537%  | 0.0000% | $11856000.00       | $11811892.22       | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.2%27 | 2027-03-15      | 3.2000%  | 0.0000% | $2294000.00        | $2278398.25        | Corporate Debt Securities |
| CITIGROUP GLOBAL MKTS HLDGS IN VR 080125-080165 | 2065-08-01      | 4.1236%  | 0.0000% | $662000.00         | $658842.28         | Corporate Debt Securities |
| CITIGROUP INC                  LW TIER II 36    | 2036-08-25      | 6.1250%  | 0.0000% | $100000.00         | $109077.29         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL -D 26 | 2026-11-20      | 4.3000%  | 0.0000% | $4256000.00        | $4268451.16        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.2%26 | 2026-10-21      | 3.2000%  | 0.0000% | $27461000.00       | $27349477.83       | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.125%53 | 2053-02-15      | 5.1250%  | 0.0000% | $90000.00          | $84087.29          | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 5.625%34 | 2034-04-05      | 5.6250%  | 0.0000% | $6000.00           | $6343.57           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45     | 2045-07-15      | 5.2000%  | 0.0000% | $7911000.00        | $7541248.65        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT3.8%60 | 2060-10-01      | 3.8000%  | 0.0000% | $1385000.00        | $893389.63         | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 69   | 2069-02-15      | 5.0770%  | 0.0000% | $514000.00         | $478403.37         | Corporate Debt Securities |
| MAYO CLINIC                    SR GLBL SINK 61  | 2061-11-15      | 3.1960%  | 0.0000% | $356000.00         | $235787.38         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            SR GLBL 9TH FL71 | 2071-03-01      | 4.1328%  | 0.0000% | $10008000.00       | $10031443.47       | Corporate Debt Securities |
| FLORIDA PWR & LT CO            GLBL FLT NT 72   | 2072-06-15      | 3.7874%  | 0.0000% | $104467000.00      | $104220922.93      | Corporate Debt Securities |
| DOMINION ENERGY INC            SR NT-C 4.9%41   | 2041-08-01      | 4.9000%  | 0.0000% | $21000.00          | $19980.98          | Corporate Debt Securities |
| PRESIDENT&FELLOW HARVARD COLL  GLBL 2025B BD 36 | 2036-03-15      | 5.2590%  | 0.0000% | $2680000.00        | $2857239.34        | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -A 56 | 2056-03-15      | 5.8750%  | 0.0000% | $11849000.00       | $11784584.23       | Corporate Debt Securities |
| PENTAIR FINANCE SA             GLBL NT 5.9%32   | 2032-07-15      | 5.9000%  | 0.0000% | $125000.00         | $135845.90         | Corporate Debt Securities |
| SUNCOR ENERGY INC NEW          SR NT 6.8%38     | 2038-05-15      | 6.8000%  | 0.0000% | $1327000.00        | $1482093.86        | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR GLBL FL NT 51 | 2051-12-21      | 3.6149%  | 0.0000% | $4726000.00        | $4728481.41        | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR FLT NT 67     | 2067-11-15      | 3.9494%  | 0.0000% | $8387000.00        | $8380946.70        | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT 55    | 2055-11-15      | 5.4500%  | 0.0000% | $1590000.00        | $1626602.68        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        LW TIER II GLBL  | 2031-09-15      | 3.6250%  | 0.0000% | $10556000.00       | $10567935.61       | Corporate Debt Securities |
| USB REALTY CORP                -A 6.091%        | 2500-12-31      | 5.3132%  | 0.0000% | $1000000.00        | $803623.85         | Corporate Debt Securities |
| U S BK NATL ASSN               SR GLBL FL NT 46 | 2046-09-14      | 4.0494%  | 0.0000% | $425000.00         | $427348.67         | Corporate Debt Securities |
| M & T BK CORP                  FR 6.082%031332  | 2032-03-13      | 6.0820%  | 0.0000% | $1278000.00        | $1376943.82        | Corporate Debt Securities |
| M & T BK CORP                  FR 5.385%011636  | 2036-01-16      | 5.3850%  | 0.0000% | $56000.00          | $58265.48          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.1%060326    | 2026-06-03      | 4.1000%  | 0.0000% | $175000.00         | $178501.85         | Corporate Debt Securities |
| WEBSTER FINL CORP              SUB GLBL NT 35   | 2035-09-11      | 5.7840%  | 0.0000% | $179000.00         | $181348.72         | Corporate Debt Securities |
| WESTLAKE CORPORATION           SR GLBL NT 55    | 2055-11-15      | 6.3750%  | 0.0000% | $17272000.00       | $17359324.35       | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 32    | 2032-01-29      | 5.6310%  | 0.0000% | $1459000.00        | $1563279.96        | Corporate Debt Securities |
| WELLS FARGO & CO               SUB NT    7.5%35 | 2035-04-15      | 7.5000%  | 0.0000% | $952000.00         | $1124405.61        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 36    | 2036-01-15      | 5.2500%  | 0.0000% | $775000.00         | $805333.50         | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 6.1%52   | 2052-10-15      | 6.1000%  | 0.0000% | $90000.00          | $94776.85          | Corporate Debt Securities |
| CF INDS INC                    SR NT 5.3%35     | 2035-11-26      | 5.3000%  | 0.0000% | $7529000.00        | $7591448.87        | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL NT 26    | 2026-08-15      | 3.2500%  | 0.0000% | $30000.00          | $30097.76          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT4.1%45 | 2045-02-01      | 4.1000%  | 0.0000% | $10000.00          | $8109.05           | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 36    | 2036-02-15      | 4.6250%  | 0.0000% | $24450000.00       | $24283312.12       | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR GLBL NT3.5%49 | 2049-12-01      | 3.5000%  | 0.0000% | $30000.00          | $22239.55          | Corporate Debt Securities |
| ENTERGY CORP NEW               JR SB GLBL 56    | 2056-06-15      | 6.1000%  | 0.0000% | $214000.00         | $215844.32         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL-A BD 50  | 2050-04-01      | 4.2000%  | 0.0000% | $20000.00          | $16487.40          | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT5.5%45 | 2045-11-15      | 5.5000%  | 0.0000% | $29479000.00       | $29653794.09       | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 31    | 2031-02-28      | 1.8750%  | 0.0000% | $438000.00         | $387668.33         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 65    | 2065-09-15      | 6.2500%  | 0.0000% | $752000.00         | $786029.46         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT 35    | 2035-03-23      | 4.7500%  | 0.0000% | $1480000.00        | $1462915.46        | Corporate Debt Securities |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT 35    | 2035-02-01      | 5.8500%  | 0.0000% | $1000.00           | $1069.32           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-03-09      | 1.4310%  | 0.0000% | $335000.00         | $333395.43         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28    | 2028-08-23      | 4.4820%  | 0.0000% | $359000.00         | $365651.37         | Corporate Debt Securities |

### Security 265: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.980000%
- **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:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31 | 2031-09-20      | 9.8750%  | 0.0000% | $15250000.00       | $15276577.36       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 2%081734      | 2034-08-17      | 2.0000%  | 0.0000% | $16000.00          | $13202.26          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 4%061628      | 2028-06-16      | 4.0000%  | 0.0000% | $1000.00           | $1017.41           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 2.5%032535    | 2035-03-25      | 2.5000%  | 0.0000% | $5000.00           | $4156.88           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 2%032530      | 2030-03-25      | 2.0000%  | 0.0000% | $5000.00           | $4582.40           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 2%073133      | 2033-07-31      | 2.0000%  | 0.0000% | $7000.00           | $5939.89           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 2%103034      | 2034-10-30      | 2.0000%  | 0.0000% | $5000.00           | $3979.03           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 4.65%032334   | 2034-03-23      | 4.6500%  | 0.0000% | $3140000.00        | $3176222.52        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.45%102955   | 2055-10-29      | 5.4500%  | 0.0000% | $45000.00          | $44953.15          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 4.75%103135   | 2035-10-31      | 4.7500%  | 0.0000% | $1000.00           | $1003.83           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.15%022833   | 2033-02-28      | 5.1500%  | 0.0000% | $15000.00          | $15193.88          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.5%122133    | 2033-12-21      | 5.5000%  | 0.0000% | $6000.00           | $6143.80           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.5%013134    | 2034-01-31      | 5.5000%  | 0.0000% | $3000.00           | $3058.88           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.15%021534   | 2034-02-15      | 5.1500%  | 0.0000% | $9000.00           | $9135.40           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.25%021534   | 2034-02-15      | 5.2500%  | 0.0000% | $1000.00           | $1015.01           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.25%020932   | 2032-02-09      | 5.2500%  | 0.0000% | $3000.00           | $3047.78           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.35%031434   | 2034-03-14      | 5.3500%  | 0.0000% | $5000.00           | $5063.79           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.5%032134    | 2034-03-21      | 5.5000%  | 0.0000% | $2000.00           | $2029.15           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.15%092132   | 2032-09-21      | 5.1500%  | 0.0000% | $1000.00           | $1028.31           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 6.15%052750   | 2050-05-27      | 6.1500%  | 0.0000% | $8000.00           | $8510.63           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 6%061350      | 2050-06-13      | 6.0000%  | 0.0000% | $151000.00         | $157772.35         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.25%073134   | 2034-07-31      | 5.2500%  | 0.0000% | $20000.00          | $20455.77          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.15%090834   | 2034-09-08      | 5.1500%  | 0.0000% | $15000.00          | $15248.97          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5%092044      | 2044-09-20      | 5.0000%  | 0.0000% | $8000.00           | $7751.72           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.1%091936    | 2036-09-19      | 5.1000%  | 0.0000% | $1000.00           | $1004.42           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.15%103134   | 2034-10-31      | 5.1500%  | 0.0000% | $2000.00           | $2021.73           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5.4%121349    | 2049-12-13      | 5.4000%  | 0.0000% | $20000.00          | $20685.20          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 6.4%38     | 2038-05-15      | 6.4000%  | 0.0000% | $3000.00           | $3446.22           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $800000.00         | $862703.11         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB NT 4.95%45   | 2045-06-01      | 4.9500%  | 0.0000% | $94000.00          | $92540.88          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 3.3%26     | 2026-04-01      | 3.3000%  | 0.0000% | $7000.00           | $7019.35           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 3.2%26     | 2026-06-15      | 3.2000%  | 0.0000% | $61000.00          | $61598.34          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 2.95%26    | 2026-10-01      | 2.9500%  | 0.0000% | $10000.00          | $9966.41           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            JR SB M FL DB 34 | 2034-09-30      | 5.2131%  | 0.0000% | $2000.00           | $1918.12           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-07-24      | 4.0320%  | 0.0000% | $5000.00           | $4255.24           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-04-23      | 4.0050%  | 0.0000% | $2000.00           | $2006.59           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-12-05      | 4.4520%  | 0.0000% | $14000.00          | $14461.36          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-15      | 2.7390%  | 0.0000% | $9000.00           | $8586.91           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-04-22      | 2.5220%  | 0.0000% | $20000.00          | $18749.64          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 41    | 2041-04-22      | 3.1090%  | 0.0000% | $50000.00          | $40135.45          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 51    | 2051-04-22      | 3.1090%  | 0.0000% | $1500000.00        | $1053283.50        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL NT 31   | 2031-05-13      | 2.9560%  | 0.0000% | $3000.00           | $2838.04           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-11-19      | 1.7640%  | 0.0000% | $62000.00          | $55247.64          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 27    | 2027-02-04      | 1.0400%  | 0.0000% | $2000.00           | $1995.09           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-02-04      | 1.9530%  | 0.0000% | $6000.00           | $5389.41           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 27    | 2027-04-22      | 1.5780%  | 0.0000% | $15000.00          | $14870.07          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-04-22      | 2.5800%  | 0.0000% | $2000.00           | $1842.14           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-11-08      | 2.5450%  | 0.0000% | $7000.00           | $6350.43           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 33    | 2033-01-25      | 2.9630%  | 0.0000% | $19000.00          | $17736.00          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-04-26      | 4.3230%  | 0.0000% | $4000.00           | $4031.05           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-06-14      | 4.5650%  | 0.0000% | $3000.00           | $3106.22           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-07-25      | 4.8510%  | 0.0000% | $104000.00         | $107088.20         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 33    | 2033-07-25      | 4.9120%  | 0.0000% | $12000.00          | $12519.51          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 34    | 2034-06-01      | 5.3500%  | 0.0000% | $2450000.00        | $2635965.21        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 6.07%27    | 2027-10-22      | 6.0700%  | 0.0000% | $3000.00           | $3069.96           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 6.087%29   | 2029-10-23      | 6.0870%  | 0.0000% | $3000.00           | $3185.48           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 35    | 2035-04-22      | 5.7660%  | 0.0000% | $4000.00           | $4331.02           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $2000.00           | $2094.97           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-07-22      | 4.9793%  | 0.0000% | $5000.00           | $5052.62           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-10-22      | 4.9093%  | 0.0000% | $122000.00         | $123187.42         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 35    | 2035-10-22      | 4.9460%  | 0.0000% | $864000.00         | $885855.74         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-01-24      | 5.1400%  | 0.0000% | $19000.00          | $20054.20          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 36    | 2036-04-22      | 5.5720%  | 0.0000% | $11000.00          | $11761.00          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-04-22      | 5.1030%  | 0.0000% | $9000.00           | $9385.86           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB NT 5.576%36  | 2036-07-23      | 5.5760%  | 0.0000% | $3000.00           | $3197.37           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 4.81%36    | 2036-10-22      | 4.8100%  | 0.0000% | $3352000.00        | $3389441.84        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB DEB 7.625%26 | 2026-10-15      | 7.6250%  | 0.0000% | $24000.00          | $24975.54          | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 27  | 2027-09-30      | 6.7500%  | 0.0000% | $12300000.00       | $12633637.50       | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC/UNITI  SR GLBL 144A 29  | 2029-02-15      | 6.5000%  | 0.0000% | $21500000.00       | $20679930.28       | Corporate Debt Securities |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29   | 2029-04-15      | 5.2500%  | 0.0000% | $23524000.00       | $22047182.88       | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 9%30  | 2030-06-15      | 9.0000%  | 0.0000% | $13485000.00       | $13559302.35       | Corporate Debt Securities |
| CARVANA CO                     1LIEN GLBL PIK30 | 2030-06-01      | 9.0000%  | 0.0000% | $20215000.00       | $21929523.99       | Corporate Debt Securities |
| NABORS INDUSTRIES LTD          SR GLBL 144A 28  | 2028-01-15      | 7.5000%  | 0.0000% | $18464000.00       | $19002933.39       | Corporate Debt Securities |
| NABORS INDS INC                SR 144A NT 30    | 2030-01-31      | 9.1250%  | 0.0000% | $11600000.00       | $12468952.78       | Corporate Debt Securities |
| MUVICO LLC                     1LIEN GLBL PIK29 | 2029-02-19      | 15.0000% | 0.0000% | $15750000.00       | $17549490.00       | Corporate Debt Securities |
| TRAVEL PLUS LEISURE CO         1LIEN GLBL 26    | 2026-07-31      | 6.6250%  | 0.0000% | $24700000.00       | $25399634.36       | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT FIN CORP SR SEC GLBL 32   | 2032-02-15      | 8.5000%  | 0.0000% | $25732000.00       | $27828886.38       | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30  | 2030-03-01      | 5.5000%  | 0.0000% | $25256000.00       | $22631438.57       | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 33  | 2033-02-15      | 9.7500%  | 0.0000% | $16124000.00       | $18125727.42       | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT5.5%27 | 2027-12-15      | 5.5000%  | 0.0000% | $11000000.00       | $11049090.56       | Corporate Debt Securities |
| CORECIVIC INC                  SR GLBL NT 27    | 2027-10-15      | 4.7500%  | 0.0000% | $13410000.00       | $13404416.22       | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 27  | 2027-09-30      | 5.5000%  | 0.0000% | $6055000.00        | $6107443.03        | Corporate Debt Securities |
| RYAN SPECIALTY LLC             SR SEC GLBL 32   | 2032-08-01      | 5.8750%  | 0.0000% | $18794000.00       | $19547146.06       | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 31  | 2031-07-15      | 9.8750%  | 0.0000% | $12190000.00       | $13575669.47       | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30   | 2030-11-30      | 6.7500%  | 0.0000% | $11471570.00       | $12277849.30       | Corporate Debt Securities |
| MO TR GA AU/MS DI EN HL LLC    SR 144A NT 29    | 2029-12-15      | 13.2500% | 0.0000% | $8634000.00        | $10317570.04       | Corporate Debt Securities |
| STONEX ESCROW ISSUER LLC       SR SEC GLBL 32   | 2032-07-15      | 6.8750%  | 0.0000% | $13635000.00       | $14472408.67       | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29   | 2029-10-31      | 8.6250%  | 0.0000% | $13079000.00       | $13798176.06       | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33  | 2033-09-15      | 10.0000% | 0.0000% | $10000000.00       | $10489277.78       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB -C FLT DB 27 | 2027-03-01      | 4.9828%  | 0.0000% | $5000.00           | $5002.45           | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  1LIEN GLBL 26    | 2026-04-15      | 5.7500%  | 0.0000% | $13343000.00       | $13531933.17       | Corporate Debt Securities |
| ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27   | 2027-11-15      | 6.0000%  | 0.0000% | $20000000.00       | $20043333.33       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 022098-022228 | 2028-02-22      | 3.9657%  | 0.0000% | $5000.00           | $4961.40           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            JR SB F FL DB 28 | 2028-08-01      | 4.7404%  | 0.0000% | $3000.00           | $2969.81           | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32   | 2032-10-15      | 10.0000% | 0.0000% | $16081075.00       | $16373661.23       | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27  | 2027-07-31      | 5.0000%  | 0.0000% | $15000000.00       | $15279433.33       | Corporate Debt Securities |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 29  | 2029-04-01      | 5.8750%  | 0.0000% | $13868000.00       | $13356715.73       | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 31  | 2031-06-15      | 5.8750%  | 0.0000% | $14212000.00       | $15055444.70       | Corporate Debt Securities |
| CARS COM INC                   SR GLBL 144A 28  | 2028-11-01      | 6.3750%  | 0.0000% | $1567000.00        | $1578629.10        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28   | 2028-12-01      | 9.0000%  | 0.0000% | $20359000.00       | $21198808.75       | Corporate Debt Securities |

### Security 266: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.470000%
- **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:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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.: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NC QAZAQGAZ JSC                      | 2027-09-26      | 4.3750%  | 0.0000% | $203000.00         | $202929.91         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC               | 2055-02-15      | 7.0000%  | 0.0000% | $550000.00         | $585479.28         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC               | 2056-04-01      | 5.9500%  | 0.0000% | $1210000.00        | $1231205.92        | Corporate Debt Securities                         |
| NISOURCE INC.                        | 2054-11-30      | 6.9500%  | 0.0000% | $17000.00          | $18266.23          | Corporate Debt Securities                         |
| BBVA BANCOMER SA INSTITUCION DE      | 2039-01-08      | 8.1250%  | 0.0000% | $324000.00         | $361767.78         | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC. | 2062-02-15      | 3.8750%  | 0.0000% | $1657000.00        | $1629041.12        | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC. | 2054-12-15      | 7.0500%  | 0.0000% | $380000.00         | $409533.92         | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC. | 2056-03-15      | 5.8000%  | 0.0000% | $2540000.00        | $2545359.40        | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC. | 2056-03-15      | 6.0500%  | 0.0000% | $2941000.00        | $2965314.72        | Corporate Debt Securities                         |
| ILFC E-CAPITAL TRUST I               | 2065-12-21      | 6.2700%  | 0.0000% | $3437000.00        | $2926790.13        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC (FIN) CO             | 2056-03-01      | 7.2500%  | 0.0000% | $30000.00          | $29919.98          | Corporate Debt Securities                         |
| REINSURANCE GROUP OF AMERICA INC     | 2065-12-15      | 6.9644%  | 0.0000% | $50000.00          | $48965.79          | Corporate Debt Securities                         |
| CMS ENERGY CORP                      | 2050-06-01      | 4.7500%  | 0.0000% | $981000.00         | $982652.17         | Corporate Debt Securities                         |
| CMS ENERGY CORP                      | 2050-12-01      | 3.7500%  | 0.0000% | $72000.00          | $67473.90          | Corporate Debt Securities                         |
| COMM_19-521F                         | 2034-06-15      | 4.9060%  | 0.0000% | $1092640.00        | $1061835.99        | Private Label Collateralized Mortgage Obligations |
| GSMBS_22-PJ2                         | 2052-06-25      | 0.0797%  | 0.0000% | $669188096.00      | $2341246.33        | Private Label Collateralized Mortgage Obligations |
| GSMBS_22-PJ6                         | 2053-01-25      | 0.1865%  | 0.0000% | $406372000.00      | $3800325.28        | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-PJ6                         | 2051-11-27      | 0.0000%  | 0.0000% | $55135999.00       | $2185803.77        | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-PJ9                         | 2052-02-26      | 0.1500%  | 0.0000% | $87407000.00       | $625148.93         | Private Label Collateralized Mortgage Obligations |
| RATE_21-HB1                          | 2051-12-25      | 2.5000%  | 0.0000% | $2153589.00        | $1452358.11        | Private Label Collateralized Mortgage Obligations |
| GSMBS_23-PJ2                         | 2053-05-27      | 0.5000%  | 0.0000% | $76659900.00       | $1109119.25        | Private Label Collateralized Mortgage Obligations |
| GSMBS_22-PJ5                         | 2052-10-25      | 0.4000%  | 0.0000% | $215290000.00      | $4635982.92        | Private Label Collateralized Mortgage Obligations |
| GSMBS_22-PJ5                         | 2052-10-25      | 0.0791%  | 0.0000% | $516514000.00      | $1822667.91        | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV2                          | 2051-09-25      | 0.0000%  | 0.0000% | $39999971.00       | $1469055.09        | Private Label Collateralized Mortgage Obligations |

### Security 267: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.080000%
- **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:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0426 M | 2055-05-20      | 6.5000%  | 0.0000% | $821426525.00      | $836015790.40      | Agency Mortgage-Backed Securities |
| GNII SF DF7703 C | 2054-11-20      | 5.0000%  | 0.0000% | $1404460.00        | $1404210.84        | Agency Mortgage-Backed Securities |

### Security 268: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.080000%
- **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:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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          SR GLBL NT 31    | 2031-11-23      | 3.1250%  | 0.0000% | $22812000.00       | $20815585.64       | Corporate Debt Securities |
| JDE PEETS NV                   SR 144A NT 31    | 2031-09-24      | 2.2500%  | 0.0000% | $7044000.00        | $6211540.08        | Corporate Debt Securities |
| BARCLAYS PLC                   SUB GLBL NT 28   | 2028-05-09      | 4.8360%  | 0.0000% | $492000.00         | $496345.51         | Corporate Debt Securities |
| BAYER CORP                     GLBL 144A NT 28  | 2028-02-15      | 6.6500%  | 0.0000% | $12111000.00       | $12926632.12       | Corporate Debt Securities |
| BELL CDA                       SR GLBL-US7 NT52 | 2052-08-15      | 3.6500%  | 0.0000% | $9772000.00        | $7140723.42        | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         GLBL NT 3.375%31 | 2031-03-03      | 3.3750%  | 0.0000% | $16864000.00       | $16019935.72       | Corporate Debt Securities |
| FARMERS EXCHANGE CAP           SB 144A NT7.2%48 | 2048-07-15      | 7.2000%  | 0.0000% | $50000.00          | $52659.00          | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        GLBL NT 2.9%50   | 2050-06-15      | 2.9000%  | 0.0000% | $996000.00         | $666902.23         | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SNR NPF GLBL 30  | 2030-11-06      | 4.5510%  | 0.0000% | $3800000.00        | $3835496.43        | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU      FR 5.85%011129   | 2029-01-11      | 5.8500%  | 0.0000% | $500000.00         | $531611.25         | Corporate Debt Securities |
| BANCO DE CREDITO E INVERSIONES FR 2.875%101431  | 2031-10-14      | 2.8750%  | 0.0000% | $308000.00         | $285554.16         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M BD 6.25%36    | 2036-06-01      | 6.2500%  | 0.0000% | $232000.00         | $265308.05         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.9%50 | 2050-03-01      | 2.9000%  | 0.0000% | $2032000.00        | $1392709.09        | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL DEB 31   | 2031-02-15      | 7.7500%  | 0.0000% | $29045000.00       | $34420463.03       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55    | 2055-11-30      | 5.8750%  | 0.0000% | $20070000.00       | $20352641.35       | Corporate Debt Securities |
| VALE OVERSEAS LTD              GLBL NT 6.125%33 | 2033-06-12      | 6.1250%  | 0.0000% | $1534000.00        | $1679688.67        | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR NT 5.7%43     | 2043-09-30      | 5.7000%  | 0.0000% | $1183000.00        | $1204191.47        | Corporate Debt Securities |
| NEVADA POWER CO                1M -Y NT 5.45%41 | 2041-05-15      | 5.4500%  | 0.0000% | $131000.00         | $133369.54         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023A 28 | 2028-03-01      | 5.3000%  | 0.0000% | $359000.00         | $370717.16         | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 32    | 2032-10-15      | 4.9500%  | 0.0000% | $6693000.00        | $6714133.15        | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 4.125%42   | 2042-02-24      | 4.1250%  | 0.0000% | $306000.00         | $271771.09         | Corporate Debt Securities |
| CELULOSA ARAUCO Y CONSTITUCION GLBL NT 5.5%47   | 2047-11-02      | 5.5000%  | 0.0000% | $357000.00         | $322750.21         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -T 55 | 2055-08-15      | 6.5000%  | 0.0000% | $773000.00         | $831444.38         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 55    | 2055-07-03      | 5.9960%  | 0.0000% | $2805000.00        | $2967859.86        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 6.75%121527   | 2027-12-15      | 6.7500%  | 0.0000% | $4992000.00        | $5397512.64        | Corporate Debt Securities |
| BANK OF AMERICA NA             SB FR 6%101536   | 2036-10-15      | 6.0000%  | 0.0000% | $560000.00         | $619531.73         | Corporate Debt Securities |
| BANK AMERICA CORP              SR NT FXD/FLT 28 | 2028-04-24      | 3.7050%  | 0.0000% | $1335000.00        | $1332702.69        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 1.898%072331  | 2031-07-23      | 1.8980%  | 0.0000% | $1912000.00        | $1737970.29        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 3.311%042242  | 2042-04-22      | 3.3110%  | 0.0000% | $1729000.00        | $1391725.70        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.202%042529  | 2029-04-25      | 5.2020%  | 0.0000% | $97000.00          | $99982.60          | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $33901000.00       | $34443604.34       | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 3.3%082329    | 2029-08-23      | 3.3000%  | 0.0000% | $30167000.00       | $29646568.97       | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 124 BD48 | 2048-03-01      | 4.0000%  | 0.0000% | $1574000.00        | $1297379.99        | Corporate Debt Securities |
| OHIO PWR CO                    SR -F NT 5.85%35 | 2035-10-01      | 5.8500%  | 0.0000% | $10850000.00       | $11660630.62       | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICID SR 144A NT5.7%30 | 2030-01-24      | 5.7000%  | 0.0000% | $640000.00         | $662165.33         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2022 A52 | 2052-11-15      | 6.1500%  | 0.0000% | $6952000.00        | $7498432.99        | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 55    | 2055-02-15      | 5.9620%  | 0.0000% | $7820000.00        | $7928838.33        | Corporate Debt Securities |
| CLECO PWR LLC                  SR NT 6%35       | 2035-12-01      | 6.5000%  | 0.0000% | $10926000.00       | $12422078.97       | Corporate Debt Securities |
| CLOROX CO DEL                  SR GLBL NT4.6%32 | 2032-05-01      | 4.6000%  | 0.0000% | $4476000.00        | $4553076.72        | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT 31    | 2031-03-15      | 1.3750%  | 0.0000% | $541000.00         | $477399.06         | Corporate Debt Securities |
| BPCE                           FR 5.936%053035  | 2035-05-30      | 5.9360%  | 0.0000% | $3374000.00        | $3662882.63        | Corporate Debt Securities |
| STATE GRID OVERSEAS INVT 2016  FR 4%050447      | 2047-05-04      | 4.0000%  | 0.0000% | $300000.00         | $271601.00         | Corporate Debt Securities |
| NEXA RES S A                   SR REGS NT 34    | 2034-04-09      | 6.7500%  | 0.0000% | $293000.00         | $315712.63         | Corporate Debt Securities |
| AES GENER S A                  SR REGS NT6.3%29 | 2029-03-15      | 6.3000%  | 0.0000% | $400000.00         | $416858.00         | Corporate Debt Securities |
| BANCO DE CHILE                 SR GLBL REGS 31  | 2031-12-09      | 2.9900%  | 0.0000% | $269000.00         | $247963.23         | Corporate Debt Securities |
| ALFA DESARROLLO SPA            SR SEC GLBL 51   | 2051-09-27      | 4.5500%  | 0.0000% | $265000.00         | $215450.59         | Corporate Debt Securities |
| COLBUN SA                      SR GLBL REGS 30  | 2030-03-06      | 3.1500%  | 0.0000% | $201000.00         | $190932.91         | Corporate Debt Securities |
| CONSORICO TRANSMANTARO SA      SR GLBL REGS 38  | 2038-04-11      | 5.2000%  | 0.0000% | $2231000.00        | $2233429.31        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE GLBL REGS NT 27  | 2027-08-01      | 3.6250%  | 0.0000% | $1400000.00        | $1400519.75        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE GLBL REGS NT 33  | 2033-02-02      | 5.1250%  | 0.0000% | $500000.00         | $510241.94         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 55  | 2055-01-13      | 6.7800%  | 0.0000% | $280000.00         | $308679.00         | Corporate Debt Securities |
| EMPRESA FERROCARRILES ESTADO   GLBL REGS NT 61  | 2061-09-14      | 3.8300%  | 0.0000% | $800000.00         | $560234.22         | Corporate Debt Securities |
| INTERCORP PERU LIMITED         SR REGS NT 29    | 2029-08-15      | 3.8750%  | 0.0000% | $3036000.00        | $2979308.18        | Corporate Debt Securities |
| INVERSIONES CMPC S A           SR REGS NT 27    | 2027-04-04      | 4.3750%  | 0.0000% | $300000.00         | $302052.75         | Corporate Debt Securities |
| MINERA MEXICO S A DE C V       SR GLBL REGS 50  | 2050-01-26      | 4.5000%  | 0.0000% | $13081000.00       | $11182946.90       | Corporate Debt Securities |
| SOCIEDAD DE TRANSMISION AUSTRA SR GLBL REGS 32  | 2032-01-27      | 4.0000%  | 0.0000% | $300000.00         | $289606.33         | Corporate Debt Securities |
| AKER BP ASA                    SR GLBL REGS 26  | 2026-01-15      | 2.8750%  | 0.0000% | $280000.00         | $282148.03         | Corporate Debt Securities |
| AKER BP ASA                    SR GLBL REGS 54  | 2054-10-01      | 5.8000%  | 0.0000% | $170000.00         | $159241.27         | Corporate Debt Securities |
| BMW US CAP LLC                 GLBL REGS NT 35  | 2035-08-11      | 5.2000%  | 0.0000% | $946000.00         | $975936.70         | Corporate Debt Securities |
| MSCI INC                       SR GLBL REGS 29  | 2029-11-15      | 4.0000%  | 0.0000% | $954000.00         | $938310.94         | Corporate Debt Securities |
| BANGKOK BK PUB CO LTD HONG KON FR 3.466%092336  | 2036-09-23      | 3.4660%  | 0.0000% | $545000.00         | $500968.39         | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30  | 2030-05-15      | 5.4500%  | 0.0000% | $350000.00         | $361678.82         | Corporate Debt Securities |
| CARNIVAL PLC                   SR GLBL DEB 27   | 2027-06-01      | 7.8750%  | 0.0000% | $1020000.00        | $1107361.73        | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD 51    | 2051-09-15      | 2.8500%  | 0.0000% | $6520000.00        | $4235582.17        | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD 52    | 2052-08-15      | 4.3750%  | 0.0000% | $1653000.00        | $1418616.77        | Corporate Debt Securities |
| PT PERTAMINA PERSERO           FR 4.7%073049    | 2049-07-30      | 4.7000%  | 0.0000% | $380000.00         | $329853.51         | Corporate Debt Securities |
| AMDOCS LTD                     SR GLBL NT 30    | 2030-06-15      | 2.5380%  | 0.0000% | $2573000.00        | $2393614.30        | Corporate Debt Securities |
| HYATT HOTELS CORP              GLBL NT 5.25%29  | 2029-06-30      | 5.2500%  | 0.0000% | $72000.00          | $75690.96          | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL COCO 29  | 2029-03-25      | 5.1082%  | 0.0000% | $2100000.00        | $2124724.28        | Corporate Debt Securities |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT 28    | 2028-08-21      | 3.7500%  | 0.0000% | $14865000.00       | $14941913.99       | Corporate Debt Securities |
| INTESA SANPAOLO S P A          FR 4.95%060142   | 2042-06-01      | 4.9500%  | 0.0000% | $15000000.00       | $13174012.50       | Corporate Debt Securities |
| INVERSIONES CMPC S A           SR GLBL 144A 30  | 2030-01-13      | 3.8500%  | 0.0000% | $554000.00         | $532126.69         | Corporate Debt Securities |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT 34    | 2034-02-01      | 7.6500%  | 0.0000% | $483000.00         | $563952.01         | Corporate Debt Securities |
| HARLEY DAVIDSON INC            SR GLBL NT 45    | 2045-07-28      | 4.6250%  | 0.0000% | $12426000.00       | $10434195.04       | Corporate Debt Securities |
| NATIONAL GRID PLC              SR GLBL NT 33    | 2033-06-12      | 5.8090%  | 0.0000% | $6234000.00        | $6840480.58        | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT4.5%46 | 2046-04-01      | 4.5000%  | 0.0000% | $393000.00         | $346942.36         | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND     SR GLBL 144A 28  | 2028-09-11      | 4.9000%  | 0.0000% | $2440000.00        | $2447443.36        | Corporate Debt Securities |
| LAM RESEARCH CORP              SR GLBL NT 50    | 2050-06-15      | 2.8750%  | 0.0000% | $2994000.00        | $2039175.56        | Corporate Debt Securities |
| LENOVO GROUP LTD               SR GLBL A 144A32 | 2032-07-27      | 6.5360%  | 0.0000% | $200000.00         | $224769.64         | Corporate Debt Securities |
| LEGG MASON INC                 SR GLBL NT 44    | 2044-01-15      | 5.6250%  | 0.0000% | $157000.00         | $161686.65         | Corporate Debt Securities |
| XL GROUP LTD                   SR GLBL NT 43    | 2043-12-15      | 5.2500%  | 0.0000% | $3173000.00        | $3122932.70        | Corporate Debt Securities |
| SUZANO NETH BV                 SR GLBL NT5.5%36 | 2036-01-15      | 5.5000%  | 0.0000% | $4092000.00        | $4115106.16        | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          SR GLBL 144A 29  | 2029-02-01      | 4.5690%  | 0.0000% | $4323000.00        | $4420004.88        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.928%042832  | 2032-04-28      | 1.9280%  | 0.0000% | $494000.00         | $436476.99         | Corporate Debt Securities |
| MAGNA INTL INC                 SR GLBL NT 35    | 2035-06-01      | 5.8750%  | 0.0000% | $585000.00         | $640905.04         | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC         SR GLBL NT 31    | 2031-04-15      | 2.9500%  | 0.0000% | $1289000.00        | $1202177.61        | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC         SR GLBL NT 29    | 2029-02-15      | 5.7500%  | 0.0000% | $5570000.00        | $5917687.14        | Corporate Debt Securities |
| MACQUARIE GROUP LIMITED        SR 144A NT 28    | 2028-06-21      | 4.0980%  | 0.0000% | $1278000.00        | $1298718.72        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-15      | 6.1250%  | 0.0000% | $624000.00         | $699718.85         | Corporate Debt Securities |
| SOUTHWEST AIRLS CO             SR GLBL NT 35    | 2035-11-15      | 5.2500%  | 0.0000% | $21911000.00       | $21533820.39       | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT4.2%43 | 2043-03-18      | 4.2000%  | 0.0000% | $2022000.00        | $1807903.90        | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 33    | 2033-06-15      | 7.9500%  | 0.0000% | $10949000.00       | $12886270.44       | Corporate Debt Securities |
| MARATHON PETE CORP             SR GLBL NT4.5%48 | 2048-04-01      | 4.5000%  | 0.0000% | $2275000.00        | $1872814.12        | Corporate Debt Securities |
| MARATHON PETE CORP             SR GLBL NT 30    | 2030-03-01      | 5.1500%  | 0.0000% | $66000.00          | $68872.70          | Corporate Debt Securities |
| SHINHAN BK REG S               FR 4.375%041332  | 2032-04-13      | 4.3750%  | 0.0000% | $200000.00         | $199183.75         | Corporate Debt Securities |
| SIERRA PAC PWR CO              SR SEC GLBL P 37 | 2037-07-01      | 6.7500%  | 0.0000% | $4320000.00        | $5022788.40        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 3%012230      | 2030-01-22      | 3.0000%  | 0.0000% | $4422000.00        | $4219162.86        | Corporate Debt Securities |
| UBS GROUP AG                   SR 144A NT 29    | 2029-09-22      | 6.2460%  | 0.0000% | $200000.00         | $213212.20         | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 34    | 2034-10-01      | 5.8750%  | 0.0000% | $8048000.00        | $8481321.09        | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT4.8%35 | 2035-02-01      | 4.8000%  | 0.0000% | $240000.00         | $228256.80         | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT3.6%51 | 2051-06-15      | 3.6000%  | 0.0000% | $10482000.00       | $6787409.46        | Corporate Debt Securities |
| DTE ELEC CO                    1LIEN GLBL -A 46 | 2046-06-01      | 3.7000%  | 0.0000% | $563000.00         | $455276.52         | Corporate Debt Securities |
| ST MARYS CEM INC               GLBL 144A NT 34  | 2034-04-02      | 5.7500%  | 0.0000% | $200000.00         | $209682.89         | Corporate Debt Securities |
| SABAL TRAIL TRANSMISSION LLC   SR GLBL 144A 38  | 2038-05-01      | 4.6820%  | 0.0000% | $345000.00         | $333111.82         | Corporate Debt Securities |
| ROLLINS INC                    SR GLBL NT 35    | 2035-02-24      | 5.2500%  | 0.0000% | $7998000.00        | $8318146.61        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 48    | 2048-04-24      | 4.2810%  | 0.0000% | $1611000.00        | $1387011.66        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 52    | 2052-03-15      | 3.5500%  | 0.0000% | $2479000.00        | $1849305.77        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 48  | 2048-09-21      | 5.0000%  | 0.0000% | $6059000.00        | $5529355.88        | Corporate Debt Securities |
| EAST OHIO GAS CO               SR GLBL 144A 30  | 2030-06-15      | 2.0000%  | 0.0000% | $79000.00          | $72478.20          | Corporate Debt Securities |
| EMERA US FINANCE LP            SR GLBL NT 46    | 2046-06-15      | 4.7500%  | 0.0000% | $8211000.00        | $7285266.77        | Corporate Debt Securities |
| OVINTIV INC                    SR GLBL NT 37    | 2037-08-15      | 6.6250%  | 0.0000% | $86000.00          | $93265.70          | Corporate Debt Securities |
| KROGER CO                      SR NT 5.4%40     | 2040-07-15      | 5.4000%  | 0.0000% | $14004000.00       | $14471033.40       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT33 | 2033-01-25      | 5.9000%  | 0.0000% | $14764000.00       | $15864779.23       | Corporate Debt Securities |
| FLOWERS FOODS INC              SR GLBL NT6.2%55 | 2055-03-15      | 6.2000%  | 0.0000% | $5239000.00        | $5123072.57        | Corporate Debt Securities |
| MCCORMICK & CO INC             SR GLBL NT 31    | 2031-02-15      | 1.8500%  | 0.0000% | $658000.00         | $585648.33         | Corporate Debt Securities |
| PACIFIC LIFECORP               SR 144A NT 43    | 2043-01-30      | 5.1250%  | 0.0000% | $65000.00          | $63366.46          | Corporate Debt Securities |
| GATX CORP                      SR GLBL NT3.1%51 | 2051-06-01      | 3.1000%  | 0.0000% | $551000.00         | $366074.30         | Corporate Debt Securities |
| STORE CAP LLC                  SR GLBL 144A 30  | 2030-04-30      | 5.4000%  | 0.0000% | $1529000.00        | $1568876.32        | Corporate Debt Securities |
| STATE STR CORP                 GLBL NT 4.536%28 | 2028-02-28      | 4.5360%  | 0.0000% | $79000.00          | $81108.51          | Corporate Debt Securities |
| NUCOR CORP                     SR GLBL NT 52    | 2052-04-01      | 3.8500%  | 0.0000% | $9179000.00        | $7202998.42        | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT 35    | 2035-03-15      | 4.1250%  | 0.0000% | $715000.00         | $673611.93         | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT 32    | 2032-03-12      | 5.2500%  | 0.0000% | $5047000.00        | $5278623.65        | Corporate Debt Securities |
| OCHSNER LSU HEALTH SYS NORTH   SR -2021 BD 31   | 2031-05-15      | 2.5100%  | 0.0000% | $10000.00          | $8626.66           | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M GLBL 2020A 50 | 2050-08-01      | 3.7500%  | 0.0000% | $642000.00         | $478558.03         | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL -R NT 51 | 2051-10-01      | 2.9000%  | 0.0000% | $1380000.00        | $874770.50         | Corporate Debt Securities |
| BANK AMERICA CORP              SUB DEB   6.7%28 | 2028-07-15      | 6.7000%  | 0.0000% | $7066000.00        | $7683022.75        | Corporate Debt Securities |
| DISNEY WALT CO                 FR 4.375%081641  | 2041-08-16      | 4.3750%  | 0.0000% | $80000.00          | $73884.47          | Corporate Debt Securities |
| PIEDMONT NAT GAS CO INC        SR GLBL NT 50    | 2050-06-01      | 3.3500%  | 0.0000% | $225000.00         | $162378.19         | Corporate Debt Securities |
| PIEDMONT NAT GAS CO INC        SR GLBL NT5.1%35 | 2035-02-15      | 5.1000%  | 0.0000% | $713000.00         | $741385.72         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            FR 6.625%062140  | 2040-06-21      | 6.6250%  | 0.0000% | $7144000.00        | $8480373.51        | Corporate Debt Securities |
| PT PERTAMINA HULU              FR 5.25%052130   | 2030-05-21      | 5.2500%  | 0.0000% | $300000.00         | $305997.25         | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 5.375%110139  | 2039-11-01      | 5.3750%  | 0.0000% | $435000.00         | $454001.34         | Corporate Debt Securities |
| ALLIANT ENERGY FIN LLC         GLBL 144A NT 26  | 2026-03-15      | 1.4000%  | 0.0000% | $590000.00         | $585804.44         | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 32    | 2032-12-15      | 6.1250%  | 0.0000% | $12585000.00       | $14018968.11       | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT6.1%40 | 2040-07-15      | 6.1000%  | 0.0000% | $140000.00         | $150247.46         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR NT 6.5%38     | 2038-05-15      | 6.5000%  | 0.0000% | $194000.00         | $221223.48         | Corporate Debt Securities |
| CINCINNATI FINL CORP           SR GLBL NT 34    | 2034-11-01      | 6.1250%  | 0.0000% | $748000.00         | $812592.60         | Corporate Debt Securities |
| THOMSON REUTERS CORP           SR GLBL NT 43    | 2043-11-23      | 5.6500%  | 0.0000% | $72000.00          | $71200.42          | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR 144A NT5.1%36 | 2036-03-15      | 5.1000%  | 0.0000% | $4934000.00        | $5027269.05        | Corporate Debt Securities |
| TRANSPORTADORA DE GAS INTL     SR GLBL 144A 28  | 2028-11-01      | 5.5500%  | 0.0000% | $2700000.00        | $2756976.75        | Corporate Debt Securities |
| TRAVELERS COMPANIES INC        SR NT 4.3%45     | 2045-08-25      | 4.3000%  | 0.0000% | $641000.00         | $565598.10         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 2.45%011232   | 2032-01-12      | 2.4500%  | 0.0000% | $273000.00         | $247435.07         | Corporate Debt Securities |
| TRUIST FINL CORP               FR 6.047%060827  | 2027-06-08      | 6.0470%  | 0.0000% | $807000.00         | $837549.21         | Corporate Debt Securities |
| UBS GROUP AG                   SR 144A NT 27    | 2027-08-05      | 4.7030%  | 0.0000% | $749000.00         | $762513.60         | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 28  | 2028-03-23      | 4.2530%  | 0.0000% | $340000.00         | $342848.87         | Corporate Debt Securities |
| ALLEGION US HLDG CO INC        SR GLBL NT5.6%34 | 2034-05-29      | 5.6000%  | 0.0000% | $250000.00         | $270286.11         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         -2014B 4.45%44   | 2044-02-15      | 4.4500%  | 0.0000% | $816000.00         | $733724.31         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 33    | 2033-10-15      | 6.9500%  | 0.0000% | $5367000.00        | $6036648.04        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 27    | 2027-09-11      | 4.4500%  | 0.0000% | $1205000.00        | $1219939.66        | Corporate Debt Securities |
| AIRCASTLE LTD / AIRCASTLE IREL SR GLBL 144A 30  | 2030-03-15      | 5.2500%  | 0.0000% | $347000.00         | $359240.71         | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2009A NT6%39 | 2039-03-01      | 6.0000%  | 0.0000% | $751000.00         | $829599.66         | Corporate Debt Securities |
| FEDERAL REALTY OP LP           SR GLBL NT 46    | 2046-08-01      | 3.6250%  | 0.0000% | $284000.00         | $213752.95         | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT 30    | 2030-05-15      | 5.6250%  | 0.0000% | $1688000.00        | $1707312.83        | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC GLBL 144A NT 29  | 2029-11-08      | 3.2500%  | 0.0000% | $6642000.00        | $6411559.50        | Corporate Debt Securities |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 26    | 2026-09-16      | 2.7500%  | 0.0000% | $4352000.00        | $4310568.96        | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 49    | 2049-10-01      | 3.2500%  | 0.0000% | $199000.00         | $140775.75         | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD5.2%34 | 2034-04-01      | 5.2000%  | 0.0000% | $111000.00         | $116107.48         | Corporate Debt Securities |
| BNP PARIBAS                    FR 4.4%081428    | 2028-08-14      | 4.4000%  | 0.0000% | $300000.00         | $305289.33         | Corporate Debt Securities |
| BOSTON GAS CO                  SR GLBL 144A 53  | 2053-07-20      | 6.1190%  | 0.0000% | $775000.00         | $809639.74         | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26    | 2026-10-01      | 2.7500%  | 0.0000% | $5882000.00        | $5835262.61        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48 | 2048-03-01      | 5.3000%  | 0.0000% | $5231000.00        | $4633401.84        | Corporate Debt Securities |
| WISCONSIN ELEC PWR CO          GLBL DEB 4.6%34  | 2034-10-01      | 4.6000%  | 0.0000% | $209000.00         | $211224.46         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 48    | 2048-09-15      | 5.0500%  | 0.0000% | $15000.00          | $13983.15          | Corporate Debt Securities |
| WELLS FARGO & CO               SUB STEP DEB 26  | 2026-08-01      | 7.5740%  | 0.0000% | $1479000.00        | $1545089.85        | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR NT-N 6.375%36 | 2036-04-01      | 6.3750%  | 0.0000% | $1310000.00        | $1432607.81        | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR -U NT 4.4%44  | 2044-05-15      | 4.4000%  | 0.0000% | $61000.00          | $52348.30          | Corporate Debt Securities |
| THE CIGNA GROUP                GLBL NT 6.125%41 | 2041-11-15      | 6.1250%  | 0.0000% | $2907000.00        | $3124681.41        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.75%041558   | 2058-04-15      | 4.7500%  | 0.0000% | $1825000.00        | $1653383.59        | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31    | 2031-03-15      | 2.5500%  | 0.0000% | $1812000.00        | $1668871.63        | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4%28     | 2028-09-15      | 4.0000%  | 0.0000% | $480000.00         | $483019.73         | Corporate Debt Securities |
| APA CORPORATION                SR GLBL DEB 47   | 2047-08-15      | 7.3750%  | 0.0000% | $3569000.00        | $3916230.49        | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 31    | 2031-12-01      | 3.5690%  | 0.0000% | $8940000.00        | $8518725.59        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43   | 2043-09-01      | 5.1500%  | 0.0000% | $972000.00         | $971393.31         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 48    | 2048-02-15      | 4.0500%  | 0.0000% | $25000.00          | $19708.44          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 28  | 2028-09-09      | 5.4500%  | 0.0000% | $4458000.00        | $4534988.42        | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 31  | 2031-01-15      | 5.1500%  | 0.0000% | $10915000.00       | $10831424.45       | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR NT 5.5%35     | 2035-09-01      | 5.5000%  | 0.0000% | $60000.00          | $62568.70          | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       SR GLBL NT3.6%51 | 2051-09-15      | 3.6000%  | 0.0000% | $978000.00         | $715671.06         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 5%44  | 2044-07-15      | 5.0000%  | 0.0000% | $54000.00          | $50965.32          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%42    | 2042-08-15      | 4.8500%  | 0.0000% | $710000.00         | $676187.24         | Corporate Debt Securities |
| EURO BK RECON & DEV EURO MTN   FR 4.25%031334   | 2034-03-13      | 4.2500%  | 0.0000% | $5000.00           | $5145.42           | Corporate Debt Securities |
| ESSENTIAL UTILS INC            SR GLBL NT2.4%31 | 2031-05-01      | 2.4000%  | 0.0000% | $868000.00         | $785878.52         | Corporate Debt Securities |
| CAPITAL PWR US HLDGS INC       SR 144A NT 35    | 2035-06-01      | 6.1890%  | 0.0000% | $23658000.00       | $25621259.13       | Corporate Debt Securities |
| GULFSTREAM NAT GAS SYS LLC     SR 144A NT5.6%35 | 2035-07-23      | 5.6000%  | 0.0000% | $17109000.00       | $17974449.26       | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31    | 2031-01-15      | 6.1500%  | 0.0000% | $891000.00         | $937891.84         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27 | 2027-03-09      | 4.9739%  | 0.0000% | $57000.00          | $57703.07          | Corporate Debt Securities |
| GOODMAN US FINANCE SIX LLC     GLBL 144A NT 34  | 2034-10-07      | 5.1250%  | 0.0000% | $1531000.00        | $1572613.22        | Corporate Debt Securities |
| KIMBERLY-CLARK CORP            SR GLBL NT3.9%47 | 2047-05-04      | 3.9000%  | 0.0000% | $866000.00         | $700602.66         | Corporate Debt Securities |

### Security 269: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 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: 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:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP INC                  SR GLBL NT 42    | 2042-11-03      | 2.9040%  | 0.0000% | $3621000.00        | $2713058.39        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT4.5%48 | 2048-12-06      | 4.5000%  | 0.0000% | $16864000.00       | $15222458.24       | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 45  | 2045-05-01      | 5.6500%  | 0.0000% | $19408000.00       | $19985921.72       | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT5.1%33 | 2033-05-01      | 5.1000%  | 0.0000% | $15000000.00       | $15286425.00       | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 48    | 2048-03-01      | 3.9500%  | 0.0000% | $1994000.00        | $1648331.79        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 2.25%091526   | 2026-09-15      | 2.2500%  | 0.0000% | $3500000.00        | $3470573.75        | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 34    | 2034-04-01      | 5.4500%  | 0.0000% | $15000000.00       | $15798137.50       | Corporate Debt Securities |
| AON PLC                        GLBL NT 4.6%44   | 2044-06-14      | 4.6000%  | 0.0000% | $21864000.00       | $19858099.47       | Corporate Debt Securities |
| AT&T INC                       GLBL NT 5.7%54   | 2054-11-01      | 5.7000%  | 0.0000% | $39481000.00       | $39220557.00       | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.013%040451  | 2051-04-04      | 5.0130%  | 0.0000% | $61000000.00       | $57860299.50       | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT4.8%38 | 2038-08-15      | 4.8000%  | 0.0000% | $15222000.00       | $14976672.10       | Corporate Debt Securities |
| META PLATFORMS INC             GLBL NT 5.6%53   | 2053-05-15      | 5.6000%  | 0.0000% | $14529000.00       | $14535425.05       | Corporate Debt Securities |

### Security 270: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NORDEA BK ABP MED TERM NTS     ALT TIER I PERP  | 2500-12-31      | 6.6250%  | 0.0000% | $13000000.00       | $13200716.39       | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 6.816%35  | 2035-11-19      | 6.8160%  | 0.0000% | $5830000.00        | $6228853.62        | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP  | 2079-12-31      | 6.5000%  | 0.0000% | $31900000.00       | $32873782.94       | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP  | 2079-12-31      | 4.6000%  | 0.0000% | $10000000.00       | $9672422.22        | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR -A NT4.754%26 | 2026-04-21      | 4.7540%  | 0.0000% | $3173000.00        | $3193580.25        | Corporate Debt Securities |
| DANSKE BK AS                   FR 4.375%061228  | 2028-06-12      | 4.3750%  | 0.0000% | $6000000.00        | $6169461.67        | Corporate Debt Securities |
| RADIAN GROUP INC               SR GLBL NT6.2%29 | 2029-05-15      | 6.2000%  | 0.0000% | $1850000.00        | $1943311.94        | Corporate Debt Securities |
| UBS AG LONDON BRANCH           GLBL NT 5.65%28  | 2028-09-11      | 5.6500%  | 0.0000% | $1000000.00        | $1057924.72        | Corporate Debt Securities |
| AIRCASTLE LTD / AIRCASTLE IREL SR GLBL 144A 30  | 2030-09-15      | 5.0000%  | 0.0000% | $15000000.00       | $15474966.67       | Corporate Debt Securities |
| WESTPAC BKG CORP NEW ZEALAND   ALT TIER I PERP  | 2099-12-31      | 5.0000%  | 0.0000% | $6900000.00        | $6964691.33        | Corporate Debt Securities |
| MGIC INVT CORP WIS             SR GLBL NT 28    | 2028-08-15      | 5.2500%  | 0.0000% | $12680000.00       | $12871351.77       | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT 29    | 2029-03-01      | 5.8750%  | 0.0000% | $2160000.00        | $2249484.30        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC DEL     SR GLBL NT 26    | 2026-03-15      | 3.1250%  | 0.0000% | $7000000.00        | $7026507.64        | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR NT 5.414%27   | 2027-05-21      | 5.4140%  | 0.0000% | $17500000.00       | $17622022.64       | Corporate Debt Securities |

### Security 271: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC. 4.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: BYD7AMC03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| USA COMPRESSION PARTNERS LP                 | 2033-10-01      | 6.2500%  | 0.0000% | $500000.00         | $508915.56         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC          | 2034-01-15      | 6.5000%  | 0.0000% | $1602000.00        | $1690319.15        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC          | 2036-01-15      | 6.7500%  | 0.0000% | $2180000.00        | $2331984.15        | Corporate Debt Securities |
| CIVITAS RESOURCES INC                       | 2033-06-15      | 9.6250%  | 0.0000% | $822000.00         | $924937.58         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC                        | 2034-01-15      | 7.6250%  | 0.0000% | $3000000.00        | $3165403.33        | Corporate Debt Securities |
| PRIO LUXEMBOURG HOLDING SARL                | 2030-10-15      | 6.7500%  | 0.0000% | $150000.00         | $148101.38         | Corporate Debt Securities |
| OWENS-BROCKWAY GLASS CONTAINER INC          | 2032-06-01      | 7.3750%  | 0.0000% | $1863000.00        | $1933552.59        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                 | 2032-04-01      | 7.6250%  | 0.0000% | $2000000.00        | $1969685.83        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                 | 2033-01-15      | 7.3750%  | 0.0000% | $7155000.00        | $6960931.56        | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC       | 2029-05-01      | 3.7500%  | 0.0000% | $2000000.00        | $1948905.00        | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC       | 2031-05-01      | 4.0000%  | 0.0000% | $725000.00         | $694869.00         | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC       | 2032-02-15      | 3.6250%  | 0.0000% | $1100000.00        | $1033649.68        | Corporate Debt Securities |
| HECLA MIN CO                                | 2028-02-15      | 7.2500%  | 0.0000% | $1551000.00        | $1592571.54        | Corporate Debt Securities |
| NRG ENERGY INC                              | 2033-02-01      | 6.0000%  | 0.0000% | $5200000.00        | $5400304.00        | Corporate Debt Securities |
| WULF COMPUTE LLC                            | 2030-10-15      | 7.7500%  | 0.0000% | $206000.00         | $213571.47         | Corporate Debt Securities |
| WYNN MACAU LTD                              | 2034-02-15      | 6.7500%  | 0.0000% | $1000000.00        | $1016892.50        | Corporate Debt Securities |
| LIBERTY COSTA RICA SENIOR SECURED FINANCE   | 2031-01-15      | 10.8750% | 0.0000% | $2000000.00        | $2185354.17        | Corporate Debt Securities |
| SUNOCO LP                                   | 2027-04-15      | 6.0000%  | 0.0000% | $1398000.00        | $1410129.98        | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL                   | 2029-09-15      | 6.1250%  | 0.0000% | $1635000.00        | $1687810.73        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                 | 2036-10-21      | 4.9390%  | 0.0000% | $3000000.00        | $3032478.58        | Corporate Debt Securities |
| GENESEE & WYOMING INC.                      | 2032-04-15      | 6.2500%  | 0.0000% | $800000.00         | $826468.22         | Corporate Debt Securities |
| GENESIS ENERGY                              | 2032-05-15      | 7.8750%  | 0.0000% | $2957000.00        | $3055745.32        | Corporate Debt Securities |
| STRATHCONA RESOURCES LTD                    | 2026-08-01      | 6.8750%  | 0.0000% | $5700000.00        | $5846226.38        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD     | 2034-12-01      | 5.7500%  | 0.0000% | $1300000.00        | $1334203.00        | Corporate Debt Securities |
| BLOCK INC                                   | 2033-08-15      | 6.0000%  | 0.0000% | $1185000.00        | $1234244.65        | Corporate Debt Securities |
| SABLE INTERNATIONAL FINANCE LTD             | 2032-10-15      | 7.1250%  | 0.0000% | $1200000.00        | $1221900.50        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                        | 2031-08-06      | 4.6960%  | 0.0000% | $12535000.00       | $12931479.26       | Corporate Debt Securities |
| ROBLOX CORP                                 | 2030-05-01      | 3.8750%  | 0.0000% | $1000000.00        | $958426.25         | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                     | 2029-02-15      | 7.2500%  | 0.0000% | $412000.00         | $436754.22         | Corporate Debt Securities |
| DAVITA INC                                  | 2031-02-15      | 3.7500%  | 0.0000% | $400000.00         | $374835.67         | Corporate Debt Securities |
| PARK INTERMEDIATE HOLDINGS LLC              | 2029-05-15      | 4.8750%  | 0.0000% | $2000000.00        | $1943240.83        | Corporate Debt Securities |
| PFIZER INC                                  | 2040-05-28      | 2.5500%  | 0.0000% | $3586000.00        | $2673865.04        | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                     | 2027-10-15      | 4.7500%  | 0.0000% | $1462000.00        | $1467867.90        | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                     | 2029-02-15      | 4.5000%  | 0.0000% | $584000.00         | $583138.60         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 2053-05-04      | 6.3380%  | 0.0000% | $1710000.00        | $1659854.82        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC          | 2031-02-15      | 3.8750%  | 0.0000% | $300000.00         | $288536.04         | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC          | 2027-05-15      | 5.5000%  | 0.0000% | $1364000.00        | $1383759.06        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC          | 2028-01-15      | 4.8750%  | 0.0000% | $750000.00         | $763965.31         | Corporate Debt Securities |
| APLD COMPUTECO LLC                          | 2030-12-15      | 9.2500%  | 0.0000% | $1000000.00        | $960745.56         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                    | 2031-11-04      | 5.1188%  | 0.0000% | $4500000.00        | $4514043.87        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)  | 2026-04-07      | 6.0000%  | 0.0000% | $1000000.00        | $1013050.00        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)  | 2035-03-15      | 6.6250%  | 0.0000% | $600000.00         | $628280.42         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD                  | 2029-03-01      | 9.3750%  | 0.0000% | $1500000.00        | $1619334.38        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                | 2028-01-15      | 5.7500%  | 0.0000% | $500000.00         | $511216.53         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                | 2032-02-01      | 6.6250%  | 0.0000% | $3085000.00        | $3266586.96        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                | 2033-10-15      | 5.7500%  | 0.0000% | $1282000.00        | $1300360.38        | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR SA                     | 2032-06-30      | 8.4990%  | 0.0000% | $230000.00         | $239830.85         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                   | 2029-10-15      | 4.6250%  | 0.0000% | $592000.00         | $561934.87         | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                  | 2027-07-15      | 5.7500%  | 0.0000% | $938000.00         | $956387.67         | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                  | 2031-02-15      | 8.0000%  | 0.0000% | $750000.00         | $768081.67         | Corporate Debt Securities |
| KINETIK HOLDINGS LP                         | 2030-06-15      | 5.8750%  | 0.0000% | $3988000.00        | $4120683.53        | Corporate Debt Securities |

### Security 272: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.470000%
- **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:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-08
- **C.13 - Final Legal Maturity Date:** 2026-03-08
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. MORGAN MTG TR 2023-4      1-A-3X 20531125 FLT     | 2053-11-25      | 0.5000%  | 0.0000% | $106160955.00      | $656741.29         | Private Label Collateralized Mortgage Obligations |
| TRK TR 2021-INV2               A-2    20561125 FLT     | 2056-11-25      | 2.1190%  | 0.0000% | $1000000.00        | $500518.42         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B9       X-A    20520315 FLT     | 2052-03-15      | 1.1714%  | 0.0000% | $42857143.00       | $1022239.43        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-IG1      A-3    20430917 FLT     | 2043-09-17      | 2.6866%  | 0.0000% | $11879000.00       | $10428882.36       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B22      A-M    20540116 2.16300 | 2054-01-16      | 2.1630%  | 0.0000% | $2988000.00        | $2565327.23        | Private Label Collateralized Mortgage Obligations |
| BDS LLC 2025-FL14              A      20421021 FLT     | 2042-10-21      | 5.2417%  | 0.0000% | $28000000.00       | $28067765.49       | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPPORT 2021-INV4   A-8    20511025 FLT     | 2051-10-25      | 2.5000%  | 0.0000% | $3866424.00        | $2184719.28        | Private Label Collateralized Mortgage Obligations |
| BAYVW MSR OPP FN TR 2022-INV2  A-1    20511225 FLT     | 2051-12-25      | 3.0000%  | 0.0000% | $394000.00         | $265159.73         | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2017-BNK3    X-A    20500217 FLT     | 2050-02-17      | 1.1427%  | 0.0000% | $84000000.00       | $519044.78         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK17                A-3    20520417 3.45600 | 2052-04-17      | 3.4560%  | 0.0000% | $3570000.00        | $3431988.16        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                X-A    20520216 FLT     | 2052-02-16      | 1.0904%  | 0.0000% | $38612034.00       | $789371.80         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK9                 X-A    20541117 FLT     | 2054-11-17      | 0.8929%  | 0.0000% | $7390000.00        | $65367.49          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK24                A-3    20621117 2.96000 | 2062-11-17      | 2.9600%  | 0.0000% | $390000.00         | $371523.36         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK22                A-3    20621117 FLT     | 2062-11-17      | 2.7260%  | 0.0000% | $450000.00         | $428104.12         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK22                X-B    20621117 FLT     | 2062-11-17      | 0.2311%  | 0.0000% | $65000000.00       | $572543.20         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK4                 A-SB   20500517 3.41900 | 2050-05-17      | 3.4190%  | 0.0000% | $340000.00         | $68033.57          | Private Label Collateralized Mortgage Obligations |
| BANK 2024-BNK48                X-A    20571017 FLT     | 2057-10-17      | 1.3496%  | 0.0000% | $3723000.00        | $301979.26         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR10               X-B    20571017 FLT     | 2057-10-17      | 0.8107%  | 0.0000% | $152309000.00      | $4248054.89        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 2014-C22    A-S    20470917 4.10950 | 2047-09-17      | 4.1095%  | 0.0000% | $4000000.00        | $1823364.48        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2022-NLP  C      20370415 FLT     | 2037-04-15      | 5.6887%  | 0.0000% | $1387000.00        | $1266367.34        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD 2021-FL3  A      20361118 FLT     | 2036-11-18      | 5.3234%  | 0.0000% | $43000000.00       | $21403172.76       | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LLC 2024-FL9  A      20391019 FLT     | 2039-10-19      | 5.5895%  | 0.0000% | $13000000.00       | $13095357.05       | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BN14                 A-3    20600917 3.96600 | 2060-09-17      | 3.9660%  | 0.0000% | $825000.00         | $821539.54         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP5 X-A    20500317 FLT     | 2050-03-17      | 0.9125%  | 0.0000% | $46402000.00       | $237687.57         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-6        B-5    20491225 FLT     | 2049-12-25      | 4.2419%  | 0.0000% | $2761000.00        | $1830828.81        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 A-5    20530515 FLT     | 2053-05-15      | 2.1798%  | 0.0000% | $619000.00         | $530803.55         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-8        A-3    20510325 FLT     | 2051-03-25      | 3.0000%  | 0.0000% | $12035926.00       | $3028440.31        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      C      20390107 FLT     | 2039-01-07      | 3.5646%  | 0.0000% | $4820000.00        | $3997025.57        | Private Label Collateralized Mortgage Obligations |
| BDS 2025-FL15 LLC              A      20430319 FLT     | 2043-03-19      | 5.3588%  | 0.0000% | $7000000.00        | $7018172.04        | Private Label Collateralized Mortgage Obligations |
| UNIV TRUST 2025-APTS           A      20421115 FLT     | 2042-11-15      | 5.6000%  | 0.0000% | $6300000.00        | $6306877.50        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST 202 A-1    20701025 FLT     | 2070-10-25      | 4.9350%  | 0.0000% | $5506964.00        | $5484047.23        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2018-C8  A-4    20510616 FLT     | 2051-06-16      | 4.2106%  | 0.0000% | $1885000.00        | $1890766.12        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     B-1-A  20500625 FLT     | 2050-06-25      | 3.2237%  | 0.0000% | $375000.00         | $293374.21         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE 2025-CCM1  A-X-4  20550625 FLT     | 2055-06-25      | 0.2332%  | 0.0000% | $435031000.00      | $2208157.17        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2022-INV1    A-6    20520325 FLT     | 2052-03-25      | 3.0000%  | 0.0000% | $700000.00         | $432766.97         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTG TR 2022-5     A-9    20520925 FLT     | 2052-09-25      | 2.8000%  | 0.0000% | $2250000.00        | $1564826.73        | Private Label Collateralized Mortgage Obligations |
| BPR TRUST 2023-BRK2            A      20381007 FLT     | 2038-10-07      | 7.1465%  | 0.0000% | $6000000.00        | $6315305.14        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2025-5C10   X-D    20580517 FLT     | 2058-05-17      | 2.4991%  | 0.0000% | $17121000.00       | $1464553.20        | Private Label Collateralized Mortgage Obligations |
| BRES COML MTG TR 2025-ATCAP    A      20421117 FLT     | 2042-11-17      | 5.4527%  | 0.0000% | $40000000.00       | $39951161.96       | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2024-C9     A-5    20570717 5.75920 | 2057-07-17      | 5.7592%  | 0.0000% | $20550000.00       | $22114685.22       | Private Label Collateralized Mortgage Obligations |
| BSTN COML MTG TR 2025-HUB      A      20410415 FLT     | 2041-04-15      | 5.0618%  | 0.0000% | $15470000.00       | $15727503.61       | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-JDI        B      20421117 FLT     | 2042-11-17      | 5.5500%  | 0.0000% | $1000000.00        | $1001849.21        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         A      20370316 FLT     | 2037-03-16      | 4.8780%  | 0.0000% | $46220000.00       | $43528216.71       | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2015-ASTR    A      20370716 3.81900 | 2037-07-16      | 3.8190%  | 0.0000% | $3600000.00        | $3526539.30        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2022-C17  E      20550917 2.50000 | 2055-09-17      | 2.5000%  | 0.0000% | $8000000.00        | $5566296.00        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2025-INV1  A-20   20550125 FLT     | 2055-01-25      | 6.0000%  | 0.0000% | $1000000.00        | $879801.55         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  A      20340615 FLT     | 2034-06-15      | 5.0060%  | 0.0000% | $3495000.00        | $3396468.00        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      M-2    20591125 FLT     | 2059-11-25      | 3.5000%  | 0.0000% | $2823450.00        | $2508067.81        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      B-2    20591125 FLT     | 2059-11-25      | 3.8348%  | 0.0000% | $1337400.00        | $1120581.15        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2019-2      B-5A   20571225 FLT     | 2057-12-25      | 4.2168%  | 0.0000% | $4860000.00        | $2696876.45        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2019-RPL3      B1     20590725 FLT     | 2059-07-25      | 3.9787%  | 0.0000% | $15000000.00       | $13677872.60       | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2022-NQM4    A-3    20620725 FLT     | 2062-07-25      | 5.0000%  | 0.0000% | $3410000.00        | $2484614.47        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P5    X-B    20491013 FLT     | 2049-10-13      | 0.6750%  | 0.0000% | $32084000.00       | $126996.59         | Private Label Collateralized Mortgage Obligations |
| MORGAN STA RES MTG TR 2024-INV A-1-IO 20540125 FLT     | 2054-01-25      | 1.0000%  | 0.0000% | $154750000.00      | $1725262.78        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     B      20421113 FLT     | 2042-11-13      | 5.6945%  | 0.0000% | $2000000.00        | $2029107.71        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  X-D    20580315 FLT     | 2058-03-15      | 2.8588%  | 0.0000% | $12216000.00       | $1482717.78        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2016-C28      A-4    20490115 3.54400 | 2049-01-15      | 3.5440%  | 0.0000% | $150000.00         | $131312.55         | Private Label Collateralized Mortgage Obligations |
| MAD COML MTG TR 2025-11MD      D      20421011 FLT     | 2042-10-11      | 6.5712%  | 0.0000% | $5000000.00        | $5077896.86        | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023-2        D      20561215 4.00000 | 2056-12-15      | 4.0000%  | 0.0000% | $2795000.00        | $2256168.72        | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023-2        A-5    20561215 FLT     | 2056-12-15      | 6.0140%  | 0.0000% | $5331944.00        | $5835298.18        | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              B      20390913 FLT     | 2039-09-13      | 3.6900%  | 0.0000% | $4350000.00        | $4101069.08        | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              A      20390913 FLT     | 2039-09-13      | 3.3970%  | 0.0000% | $700000.00         | $668582.42         | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  A      20361215 2.71752 | 2036-12-15      | 2.7175%  | 0.0000% | $23988000.00       | $21095962.10       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS3        A-4    20491013 2.85000 | 2049-10-13      | 2.8500%  | 0.0000% | $250000.00         | $247117.38         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   A      20360616 FLT     | 2036-06-16      | 5.3740%  | 0.0000% | $19665000.00       | $18669684.44       | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BK SEC TR 2020-PJ6 A-2    20510525 FLT     | 2051-05-25      | 2.5000%  | 0.0000% | $7501291.00        | $3576846.91        | Private Label Collateralized Mortgage Obligations |
| GCAT  TR 2023-INV1             A-7    20530825 FLT     | 2053-08-25      | 6.0000%  | 0.0000% | $8000000.00        | $5157448.96        | Private Label Collateralized Mortgage Obligations |
| RATE MORTGAGE TRUST 2025-J3    A-27   20551125 FLT     | 2055-11-25      | 5.7488%  | 0.0000% | $5000000.00        | $5001585.35        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2013-10         B-1    20430825 FLT     | 2043-08-25      | 3.5363%  | 0.0000% | $10217000.00       | $986602.83         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-HY A-1AIO 20551025 FLT     | 2055-10-25      | 1.0000%  | 0.0000% | $292012000.00      | $5100596.98        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2025-H6           A-1    20700725 FLT     | 2070-07-25      | 5.1810%  | 0.0000% | $3400000.00        | $3275761.77        | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    A      20420218 FLT     | 2042-02-18      | 5.4019%  | 0.0000% | $2700000.00        | $2680799.41        | Private Label Collateralized Mortgage Obligations |
| DOLP TR  2021-NYC              D      20410510 3.70378 | 2041-05-10      | 3.7038%  | 0.0000% | $6000000.00        | $5174297.01        | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST 2019-MTC       A      20450915 2.96500 | 2045-09-15      | 2.9650%  | 0.0000% | $3825000.00        | $3496194.39        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3           X-A    20490812 FLT     | 2049-08-12      | 1.5355%  | 0.0000% | $115316000.00      | $330359.90         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2018-MP   B      20400712 FLT     | 2040-07-12      | 4.4185%  | 0.0000% | $3000000.00        | $2723897.70        | Private Label Collateralized Mortgage Obligations |
| MFA 2023-INV2 TRUST            M-1    20581025 FLT     | 2058-10-25      | 7.6500%  | 0.0000% | $5000000.00        | $5082022.50        | Private Label Collateralized Mortgage Obligations |
| AOA 2025-1301                  A      20420813 FLT     | 2042-08-13      | 5.2273%  | 0.0000% | $16108000.00       | $16500060.17       | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP A      20360115 FLT     | 2036-01-15      | 5.0235%  | 0.0000% | $11250000.00       | $10820410.01       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2022-NQM5            A-1    20620525 FLT     | 2062-05-25      | 4.3100%  | 0.0000% | $250000.00         | $170462.71         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            A-3    20640125 FLT     | 2064-01-25      | 6.3210%  | 0.0000% | $2118000.00        | $1252699.80        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           A-1LCF 20650825 FLT     | 2065-08-25      | 5.0220%  | 0.0000% | $2987000.00        | $3007737.25        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           A-2    20650825 FLT     | 2065-08-25      | 5.0910%  | 0.0000% | $777000.00         | $755893.32         | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-11X A      20401015 FLT     | 2040-10-15      | 5.7020%  | 0.0000% | $5662000.00        | $5680735.79        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           A-1    20650525 FLT     | 2065-05-25      | 5.4180%  | 0.0000% | $1923230.00        | $1811460.71        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-3INV      A-5    20510625 FLT     | 2051-06-25      | 2.5000%  | 0.0000% | $2615000.00        | $1457840.65        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MORTGAGE TRUST 2021-2 A-6    20510425 FLT     | 2051-04-25      | 2.5000%  | 0.0000% | $6000000.00        | $3523620.93        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-J1         A-X-1  20560625 FLT     | 2056-06-25      | 0.5325%  | 0.0000% | $321592000.00      | $1998106.38        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV2       A-1    20560225 6.00000 | 2056-02-25      | 6.0000%  | 0.0000% | $5000000.00        | $4477275.62        | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV2          A-X-1  20540925 FLT     | 2054-09-25      | 1.0454%  | 0.0000% | $309445000.00      | $5533426.63        | Private Label Collateralized Mortgage Obligations |
| RADIAN MORTGAGE CAP TR 2025-J4 A-25   20560325 FLT     | 2056-03-25      | 5.6218%  | 0.0000% | $20000000.00       | $19288296.77       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 A-4    20501017 3.58100 | 2050-10-17      | 3.5810%  | 0.0000% | $1870000.00        | $1853470.60        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2018-C44     X-A    20510517 FLT     | 2051-05-17      | 0.8691%  | 0.0000% | $1008000.00        | $12603.56          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C49   D      20520315 3.00000 | 2052-03-15      | 3.0000%  | 0.0000% | $1130000.00        | $933728.04         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C50   X-A    20520517 FLT     | 2052-05-17      | 1.5708%  | 0.0000% | $3170000.00        | $94292.44          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C52   A-SB   20520816 2.83300 | 2052-08-16      | 2.8330%  | 0.0000% | $650000.00         | $470684.37         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  A-S    20590117 3.98800 | 2059-01-17      | 3.9880%  | 0.0000% | $100000.00         | $99018.10          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-LC25  X-A    20591217 FLT     | 2059-12-17      | 0.9370%  | 0.0000% | $2729360.00        | $10819.50          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C33   A-4    20590317 3.42600 | 2059-03-17      | 3.4260%  | 0.0000% | $75000.00          | $53285.01          | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR8         2-A-1A 20450725 FLT     | 2045-07-25      | 4.6488%  | 0.0000% | $89010800.00       | $2030114.53        | Private Label Collateralized Mortgage Obligations |
| MFA TR 2020-NQM3               A-1    20650125 FLT     | 2065-01-25      | 1.0140%  | 0.0000% | $135000.00         | $13126.51          | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-4          B3     20560725 FLT     | 2056-07-25      | 3.9701%  | 0.0000% | $250000.00         | $236784.39         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2022-SJ1     A1B    20620325 3.61200 | 2062-03-25      | 3.6120%  | 0.0000% | $1250000.00        | $298588.78         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2020-C58  X-A    20530717 FLT     | 2053-07-17      | 1.9176%  | 0.0000% | $1000000.00        | $62406.79          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2024-BPRC X      20430717 FLT     | 2043-07-17      | 0.3123%  | 0.0000% | $12466000.00       | $101950.31         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML 2025-C64      C      20580215 FLT     | 2058-02-15      | 6.0410%  | 0.0000% | $25000.00          | $25213.72          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP C      20380415 FLT     | 2038-04-15      | 7.2990%  | 0.0000% | $2250000.00        | $2257579.70        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG 2021-NQM1 TR     A-1    20490225 FLT     | 2049-02-25      | 0.9410%  | 0.0000% | $250000.00         | $52646.99          | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2019-6        M-1    20591125 FLT     | 2059-11-25      | 3.3890%  | 0.0000% | $7250000.00        | $7049767.69        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2024-3        A-3    20681125 FLT     | 2068-11-25      | 4.8000%  | 0.0000% | $500000.00         | $403795.62         | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              A      20380218 FLT     | 2038-02-18      | 5.2270%  | 0.0000% | $1790000.00        | $146508.11         | Private Label Collateralized Mortgage Obligations |
| MFRA TR 2022-INV3              M-1    20571025 FLT     | 2057-10-25      | 6.0000%  | 0.0000% | $13735000.00       | $13687710.39       | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2024-FL16              A      20391118 FLT     | 2039-11-18      | 5.5036%  | 0.0000% | $15000000.00       | $15064916.51       | Private Label Collateralized Mortgage Obligations |
| MFA TR 2025-NQM4               A-1    20700825 5.22900 | 2070-08-25      | 5.2290%  | 0.0000% | $21250000.00       | $21241088.31       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          A-M    20470812 3.96800 | 2047-08-12      | 3.9680%  | 0.0000% | $1952000.00        | $1824332.61        | Private Label Collateralized Mortgage Obligations |
| AREIT LTD 2023-CRE8            A      20410819 FLT     | 2041-08-19      | 6.0744%  | 0.0000% | $17000000.00       | $12170040.24       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          B      20470912 FLT     | 2047-09-12      | 4.5140%  | 0.0000% | $6317000.00        | $6164668.70        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2022-B35 C      20550517 FLT     | 2055-05-17      | 4.5907%  | 0.0000% | $2300000.00        | $1895071.26        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2024-V6  A-S    20570316 FLT     | 2057-03-16      | 6.3843%  | 0.0000% | $430000.00         | $453066.15         | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 C      20340615 FLT     | 2034-06-15      | 5.7403%  | 0.0000% | $9945000.00        | $7111517.65        | Private Label Collateralized Mortgage Obligations |
| CALI MTG TR 2019-101C          A      20390311 3.95700 | 2039-03-11      | 3.9570%  | 0.0000% | $14900000.00       | $14443341.07       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2025-180W          X      20420812 FLT     | 2042-08-12      | 1.5967%  | 0.0000% | $4919000.00        | $244914.68         | Private Label Collateralized Mortgage Obligations |

### Security 273: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) 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: 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:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| TRI POINTE HOMES INC           SR GLBL NT 27    | 2027-06-01      | 5.2500%  | 0.0000% | $2800000.00        | $2893835.00        | Corporate Debt Securities |
| PANTHER ES IS LLC/CO-IS INC    SR SEC 144A NT31 | 2031-06-01      | 7.1250%  | 0.0000% | $2668000.00        | $2843368.75        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29  | 2029-03-15      | 7.1250%  | 0.0000% | $2664000.00        | $2799565.41        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 30   | 2030-07-30      | 7.8750%  | 0.0000% | $2500000.00        | $2839356.25        | Corporate Debt Securities |
| CHART INDS INC                 SR SEC 144A NT31 | 2031-01-01      | 9.5000%  | 0.0000% | $2000000.00        | $2212163.33        | Corporate Debt Securities |
| CONSOLIDATED ENERGY FIN S A    SR GLBL 144A 26  | 2026-05-15      | 6.5000%  | 0.0000% | $3000000.00        | $2846541.67        | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $2850000.00        | $2567386.88        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 30  | 2030-01-15      | 5.8750%  | 0.0000% | $2719000.00        | $2684509.11        | Corporate Debt Securities |
| AMERICAN BLDRS & CONTRACTORS   SR SEC 144A NT28 | 2028-01-15      | 4.0000%  | 0.0000% | $2500000.00        | $2508119.44        | Corporate Debt Securities |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30 | 2030-06-01      | 9.5000%  | 0.0000% | $2133000.00        | $2356415.16        | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 5.7%34   | 2034-10-15      | 5.7000%  | 0.0000% | $2848000.00        | $2552970.93        | Corporate Debt Securities |
| INTERFACE INC                  GLBL 144A NT 28  | 2028-12-01      | 5.5000%  | 0.0000% | $2206000.00        | $2262896.42        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30  | 2030-02-15      | 4.2500%  | 0.0000% | $2819000.00        | $2782324.03        | Corporate Debt Securities |
| VITAL ENERGY INC               SR GLBL 144A 29  | 2029-07-31      | 7.7500%  | 0.0000% | $2440000.00        | $2464333.58        | Corporate Debt Securities |
| GETTY IMAGES INC               SR SEC GLBL 30   | 2030-02-21      | 11.2500% | 0.0000% | $2819000.00        | $2730138.07        | Corporate Debt Securities |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL NT 29    | 2029-04-01      | 4.7500%  | 0.0000% | $2444000.00        | $2419806.44        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28    | 2028-02-15      | 4.7500%  | 0.0000% | $3000000.00        | $2911470.83        | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 4%31  | 2031-05-15      | 4.0000%  | 0.0000% | $2584000.00        | $2470315.48        | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 30  | 2030-06-01      | 9.2500%  | 0.0000% | $2625000.00        | $2529546.98        | Corporate Debt Securities |
| UPBOUND GROUP INC              SR GLBL 144A 29  | 2029-02-15      | 6.3750%  | 0.0000% | $2721000.00        | $2710958.38        | Corporate Debt Securities |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30 | 2030-12-15      | 6.6250%  | 0.0000% | $2338000.00        | $2485870.38        | Corporate Debt Securities |
| MONEYGRAM INTL INC             SR SEC 144A NT30 | 2030-06-01      | 9.0000%  | 0.0000% | $3014000.00        | $2314088.92        | Corporate Debt Securities |
| FOCUS FINL PARTNERS LLC        SR SEC GLBL 31   | 2031-09-15      | 6.7500%  | 0.0000% | $2173000.00        | $2274212.91        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL FL NT 28 | 2028-03-20      | 6.1354%  | 0.0000% | $2400000.00        | $2438707.39        | Corporate Debt Securities |
| DELUXE CORP MEDIUM TERM NTS    SR SEC GLBL 29   | 2029-09-15      | 8.1250%  | 0.0000% | $2600000.00        | $2779154.81        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      EXTND SR SEC 27  | 2027-01-15      | 0.0000%  | 0.0000% | $2318000.00        | $2300058.68        | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 27    | 2027-10-15      | 6.7500%  | 0.0000% | $2415000.00        | $2444034.34        | Corporate Debt Securities |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28   | 2028-11-15      | 6.5000%  | 0.0000% | $2750000.00        | $2323769.86        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL 33    | 2033-05-31      | 6.3750%  | 0.0000% | $2500000.00        | $2638754.17        | Corporate Debt Securities |
| TRANSOCEAN TITAN FING LTD      1LIEN GLBL 28    | 2028-02-01      | 8.3750%  | 0.0000% | $3288000.00        | $2807599.52        | Corporate Debt Securities |
| USI INC                        SR 144A NT7.5%32 | 2032-01-15      | 7.5000%  | 0.0000% | $2625000.00        | $2809375.62        | Corporate Debt Securities |
| BLUELINX HLDGS INC             SR SEC GLBL 29   | 2029-11-15      | 6.0000%  | 0.0000% | $1878000.00        | $1838461.84        | Corporate Debt Securities |
| TRINET GROUP INC               SR GLBL 144A 31  | 2031-08-15      | 7.1250%  | 0.0000% | $2201000.00        | $2322265.01        | Corporate Debt Securities |
| ARCOSA INC                     SR GLBL 144A 29  | 2029-04-15      | 4.3750%  | 0.0000% | $2232000.00        | $2189627.03        | Corporate Debt Securities |
| CHS / CMNTY HEALTH SYS INC     1LIEN GLBL 34    | 2034-01-15      | 9.7500%  | 0.0000% | $449000.00         | $489768.45         | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 33    | 2033-07-15      | 6.6250%  | 0.0000% | $2725000.00        | $2853872.82        | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT 29    | 2029-10-01      | 3.4500%  | 0.0000% | $2500000.00        | $2286281.25        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30    | 2030-04-15      | 5.8750%  | 0.0000% | $2432000.00        | $2525966.06        | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 29  | 2029-02-01      | 4.6250%  | 0.0000% | $2850000.00        | $2874969.56        | Corporate Debt Securities |

### Security 274: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDBAGQG7
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-03
- **C.13 - Final Legal Maturity Date:** 2026-01-03
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GREYWOLF CLO 2015-5R           SUB A  20310127 FLT      | 2031-01-27      | 0.0000%  | 0.0000% | $1318000.00        | $498204.00         | Asset-Backed Securities                           |
| CANYON CLO 2016-1              SUB NT 20280417 FLT      | 2028-04-17      | 0.0000%  | 0.0000% | $2111500.00        | $883952.03         | Asset-Backed Securities                           |
| APIDOS CLO LTD 2022-42         SUB    20360122 FLT      | 2036-01-22      | 0.0000%  | 0.0000% | $1070000.00        | $756137.97         | Asset-Backed Securities                           |
| WINGSTOP FUNDING LLC 2024-1    A-2    20541205 5.85800  | 2054-12-05      | 5.8580%  | 0.0000% | $300000.00         | $313463.38         | Asset-Backed Securities                           |
| AIMCO CLO 2018-A               SUB    20310417 FLT      | 2031-04-17      | 0.0000%  | 0.0000% | $3690000.00        | $1771200.00        | Asset-Backed Securities                           |
| TELOS CLO LTD 2013-3R          E-R    20260717 FLT      | 2026-07-17      | 10.8932% | 0.0000% | $6995000.00        | $56540.44          | Asset-Backed Securities                           |
| WELLFLEET CLO 2021-3 LTD       SUB    20350116 FLT      | 2035-01-16      | 0.0000%  | 0.0000% | $3000000.00        | $660000.00         | Asset-Backed Securities                           |
| LOANPAL SOLAR LN LTD 2021-2    A      20480320 2.22000  | 2048-03-20      | 2.2200%  | 0.0000% | $1385000.00        | $663526.27         | Asset-Backed Securities                           |
| LOAN SCIENCE ST LN TR 2018-A   CFT    20380726 0.00000  | 2038-07-26      | 0.0000%  | 0.0000% | $5500000.00        | $3550957.22        | Asset-Backed Securities                           |
| TRINITAS CLO 2019-11 LTD       SUB    20320715 FLT      | 2032-07-15      | 0.0000%  | 0.0000% | $2000000.00        | $640856.00         | Asset-Backed Securities                           |
| THRUST ENGINE LSNG DAC 2021-1  B      20400715 6.12100  | 2040-07-15      | 6.1210%  | 0.0000% | $1175000.00        | $979385.65         | Asset-Backed Securities                           |
| ACHV ABS TRUST 2024-2PL        B      20311027 5.43000  | 2031-10-27      | 5.4300%  | 0.0000% | $116000.00         | $38998.68          | Asset-Backed Securities                           |
| AMCR ABS TR 2024-A             C      20310818 11.25000 | 2031-08-18      | 11.2500% | 0.0000% | $633000.00         | $679367.25         | Asset-Backed Securities                           |
| CHERRY SECURITIZATION 2025-1   A      20321115 6.13000  | 2032-11-15      | 6.1300%  | 0.0000% | $2500000.00        | $2543441.53        | Asset-Backed Securities                           |
| ACHIEVE PERS LN MASTER PASS-THRU TR SER 2023-PT1        | 2053-09-15      | 0.0000%  | 0.0000% | $19107759.00       | $365250.69         | Asset-Backed Securities                           |
| ALLEGRO CLO VII LTD 2018-7     SUB NT 20310613 FLT      | 2031-06-13      | 0.0000%  | 0.0000% | $8000000.00        | $25176.00          | Asset-Backed Securities                           |
| POINT SECURITIZATION TRUST 202 A-1    20531125 6.50000  | 2053-11-25      | 6.5000%  | 0.0000% | $4000000.00        | $3584602.38        | Asset-Backed Securities                           |
| METRONET INFRA ISSUER 2025-2   B      20550820 5.59000  | 2055-08-20      | 5.5900%  | 0.0000% | $3440000.00        | $3477259.40        | Asset-Backed Securities                           |
| OPORTUN ISSUANCE TRUST 2021-B  C      20310508 3.65000  | 2031-05-08      | 3.6500%  | 0.0000% | $1050000.00        | $228199.64         | Asset-Backed Securities                           |
| OPORTUN FUND LLC 2022-1        C      20290615 7.50000  | 2029-06-15      | 6.0000%  | 0.0000% | $11051000.00       | $44798.00          | Asset-Backed Securities                           |
| OCTAGON INV PTNS 32 2017-32    SUB NT 20290716 FLT      | 2029-07-16      | 0.0000%  | 0.0000% | $7378640.00        | $1271819.28        | Asset-Backed Securities                           |
| OAKTREE CLO 2019-3 LTD         SUB    20310922 FLT      | 2031-09-22      | 0.0000%  | 0.0000% | $1750000.00        | $874356.00         | Asset-Backed Securities                           |
| FREED ABS TR 2022-4FP          D      20291218 7.40000  | 2029-12-18      | 7.4000%  | 0.0000% | $9128000.00        | $2286654.81        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR 2025-R2   A      20321015 4.86500  | 2032-10-15      | 4.8650%  | 0.0000% | $1500000.00        | $994859.46         | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST 2024-10   E      20320615 10.41200 | 2032-06-15      | 10.4120% | 0.0000% | $2000000.00        | $1712885.37        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2024-1       C      20310715 8.34400  | 2031-07-15      | 8.3440%  | 0.0000% | $1500000.00        | $666260.59         | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST 2025-5    E      20330315 9.69800  | 2033-03-15      | 9.6980%  | 0.0000% | $1541667.00        | $1566392.34        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST 2025-2    E1     20321015 10.89500 | 2032-10-15      | 10.8950% | 0.0000% | $1500000.00        | $1528665.38        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR 2025-7    E      20330516 8.89000  | 2033-05-16      | 8.8900%  | 0.0000% | $1500000.00        | $1512277.58        | Asset-Backed Securities                           |
| SUNNOVA SOL VI ISSUER LLC      A      20590130 5.65000  | 2059-01-30      | 5.6500%  | 0.0000% | $1900000.00        | $1734212.80        | Asset-Backed Securities                           |
| ELLINGTON CLO II LTD 2018-2    SUB    20290215 FLT      | 2029-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $200.00            | Asset-Backed Securities                           |
| ELLINGTON CLO IV LTD 2019-4    USUB   20290416 FLT      | 2029-04-16      | 0.0000%  | 0.0000% | $5000000.00        | $500.00            | Asset-Backed Securities                           |
| ELLINGTON CLO IV LTD 2019-4    PFD    20290416 FLT      | 2029-04-16      | 0.0000%  | 0.0000% | $3750000.00        | $1773.65           | Asset-Backed Securities                           |
| EWC MASTER LLC 2022-1          A-2    20520315 5.50000  | 2052-03-15      | 5.5000%  | 0.0000% | $500000.00         | $483078.45         | Asset-Backed Securities                           |
| REGATTA X FUNDING LTD 2017-10  SUB    20310117 FLT      | 2031-01-17      | 0.0000%  | 0.0000% | $1250000.00        | $398465.00         | Asset-Backed Securities                           |
| RESEARCH-DRIVEN PAGAYA MOTOR 2 A1     20320126 7.13000  | 2032-01-26      | 7.1300%  | 0.0000% | $71900.00          | $24233.61          | Asset-Backed Securities                           |
| ROCKFORD TOWER 2021-1 LTD      SUB    20340720 FLT      | 2034-07-20      | 0.0000%  | 0.0000% | $500000.00         | $184395.50         | Asset-Backed Securities                           |
| STAR TRUST 2022-SFR3           F      20390519 FLT      | 2039-05-19      | 8.4590%  | 0.0000% | $3586000.00        | $1713169.89        | Asset-Backed Securities                           |
| CPS AUTO RECV TR 2024-A        E      20310815 8.42000  | 2031-08-15      | 8.4200%  | 0.0000% | $1033000.00        | $1076857.62        | Asset-Backed Securities                           |
| MADISON PARK FDG XVIII 2015-18 SUB    20301021 FLT      | 2030-10-21      | 0.0000%  | 0.0000% | $1317000.00        | $414533.65         | Asset-Backed Securities                           |
| SUNNOVA SOL VII ISSUER 2024-2  A      20590730 6.58000  | 2059-07-30      | 6.5800%  | 0.0000% | $3000000.00        | $2883147.00        | Asset-Backed Securities                           |
| SUNNOVA HELIOS II ISS 2018-1   B      20480720 7.71000  | 2048-07-20      | 7.7100%  | 0.0000% | $5000000.00        | $2441485.87        | Asset-Backed Securities                           |
| SUNRUN DMT ISS LLC 2021-2      A      20570130 2.27000  | 2057-01-30      | 2.2700%  | 0.0000% | $2126000.00        | $1533550.05        | Asset-Backed Securities                           |
| SUNRUN NEPTUNE ISSUER 2024-1   A      20550201 6.27000  | 2055-02-01      | 6.2700%  | 0.0000% | $900000.00         | $780754.95         | Asset-Backed Securities                           |
| LENDBUZZ SECRITIZATN TR 2022-1 A      20270517 4.22000  | 2027-05-17      | 4.2200%  | 0.0000% | $25745000.00       | $2067891.51        | Asset-Backed Securities                           |
| SWITCH ABS ISSUER LLC 2024-1   A-2    20540325 6.28000  | 2054-03-25      | 6.2800%  | 0.0000% | $1627000.00        | $1647050.06        | Asset-Backed Securities                           |
| OXFORD FIN FDG TR 2023-1       B      20310215 7.87900  | 2031-02-15      | 7.8790%  | 0.0000% | $960000.00         | $770879.43         | Asset-Backed Securities                           |
| COMMONBOND STUDNT LN TR 2016-B A-1    20401025 2.73000  | 2040-10-25      | 2.7300%  | 0.0000% | $450000.00         | $7158.24           | Asset-Backed Securities                           |
| COMMONBOND STUDNT LN TR 2016-B A-2    20401025 FLT      | 2040-10-25      | 5.5188%  | 0.0000% | $1500000.00        | $41959.34          | Asset-Backed Securities                           |
| NETCREDIT COMBINED RECEIVABLES 2024 LLC                 | 2030-10-21      | 7.4300%  | 0.0000% | $3000000.00        | $82330.98          | Asset-Backed Securities                           |
| VENTURE CLO LTD 2018-34        SUB    20311015 FLT      | 2031-10-15      | 0.0000%  | 0.0000% | $12711750.00       | $705781.78         | Asset-Backed Securities                           |
| BALLYROCK CLO LTD 2022-19      SUB    20350420 FLT      | 2035-04-20      | 0.0000%  | 0.0000% | $1500000.00        | $600000.00         | Asset-Backed Securities                           |
| FAT BRANDS FAZOLI'S 2021-1     A-2    20510725 6.00000  | 2051-07-25      | 7.0000%  | 0.0000% | $1000000.00        | $968443.96         | Asset-Backed Securities                           |
| BATTALION CLO XV 2020-15       SUB    20330117 FLT      | 2033-01-17      | 0.0000%  | 0.0000% | $2250000.00        | $984231.00         | Asset-Backed Securities                           |
| KKR CLO LTD 2023-52            SUB    20360716 FLT      | 2036-07-16      | 0.0000%  | 0.0000% | $3000000.00        | $1920000.00        | Asset-Backed Securities                           |
| BATTALION CLO 2015-9R          E-R    20310715 FLT      | 2031-07-15      | 10.4162% | 0.0000% | $1000000.00        | $1004691.85        | Corporate Debt Securities                         |
| CANYON CLO LTD 2016-1R         E-R    20310715 FLT      | 2031-07-15      | 9.9162%  | 0.0000% | $1500000.00        | $1510859.61        | Corporate Debt Securities                         |
| SHACKLETON CLO LTD 2019-14     SUB    20300722 FLT      | 2030-07-22      | 0.0000%  | 0.0000% | $1750000.00        | $1293897.50        | Corporate Debt Securities                         |
| OCTAGON LTD 2021-51R           E-R    20340720 FLT      | 2034-07-20      | 9.5344%  | 0.0000% | $250000.00         | $244250.70         | Corporate Debt Securities                         |
| VMC FIN LL 2021-FL4            D      20360618 FLT      | 2036-06-18      | 7.5733%  | 0.0000% | $2500000.00        | $2408508.31        | Private Label Collateralized Mortgage Obligations |
| UNLOCK HEA TRUST 2025-2        C      20411125 6.00000  | 2041-11-25      | 6.0000%  | 0.0000% | $1985000.00        | $1555936.29        | Private Label Collateralized Mortgage Obligations |
| UNLOCK HEA TRUST 2025-1        B      20410725 8.00000  | 2041-07-25      | 8.0000%  | 0.0000% | $3000000.00        | $3029628.00        | Private Label Collateralized Mortgage Obligations |
| HOME PART AMERICA TR 2021-2    F      20381217 3.79900  | 2038-12-17      | 3.7990%  | 0.0000% | $3260000.00        | $3065622.64        | Private Label Collateralized Mortgage Obligations |
| HTAP ISSUER TR 2025-1          B      20421125 8.00000  | 2042-11-25      | 8.0000%  | 0.0000% | $3100000.00        | $3105545.90        | Private Label Collateralized Mortgage Obligations |
| OCWEN LN INVESTMNT TR2024-HB1  A      20370225 FLT      | 2037-02-25      | 3.0000%  | 0.0000% | $5000000.00        | $1344762.99        | Private Label Collateralized Mortgage Obligations |
| OCWEN LN INVESTMNT TR2024-HB1  M2     20370225 FLT      | 2037-02-25      | 3.0000%  | 0.0000% | $500000.00         | $484376.50         | Private Label Collateralized Mortgage Obligations |
| ABL 2024-RTL1                  A2     20290925 FLT      | 2029-09-25      | 7.4570%  | 0.0000% | $1772000.00        | $1774440.78        | Private Label Collateralized Mortgage Obligations |
| VISTA POINT SECURITIZATION 202 B-1    20541025 FLT      | 2054-10-25      | 7.4980%  | 0.0000% | $600000.00         | $608823.90         | Private Label Collateralized Mortgage Obligations |
| VISTA PT SECZ TR  2025-CES2    A-2    20550825 FLT      | 2055-08-25      | 5.7680%  | 0.0000% | $766000.00         | $773990.91         | Private Label Collateralized Mortgage Obligations |
| VISTA PT SECZ TR  2025-CES2    M-1    20550825 FLT      | 2055-08-25      | 6.3660%  | 0.0000% | $781000.00         | $790297.41         | Private Label Collateralized Mortgage Obligations |
| AJAX MTG LN TR 2023-C          A-1    20630525 3.50000  | 2063-05-25      | 3.5000%  | 0.0000% | $625000.00         | $449533.23         | Private Label Collateralized Mortgage Obligations |
| ARCHWEST 2025-RTL1             M1     20401025 6.80900  | 2040-10-25      | 6.8090%  | 0.0000% | $495000.00         | $496600.54         | Private Label Collateralized Mortgage Obligations |

### Security 275: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.980000%
- **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:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOLUB CAPITAL PARTNERS 2023-69 A-R    20381109 FLT           | 2038-11-09      | 5.2696%  | 0.0000% | $800000.00         | $802429.53         | Asset-Backed Securities            |
| CARLYLE US CLO 2024-6 LTD      B      20371025 FLT           | 2037-10-25      | 5.5580%  | 0.0000% | $8888300.00        | $8916746.36        | Asset-Backed Securities            |
| CIFC FDG LTD 2023-3            D      20370121 FLT           | 2037-01-21      | 8.1344%  | 0.0000% | $3704000.00        | $3735455.52        | Asset-Backed Securities            |
| BRIDGE STREET CLO LTD 2020-1R  A-2R   20370720 FLT           | 2037-07-20      | 5.8344%  | 0.0000% | $5600000.00        | $5642115.61        | Asset-Backed Securities            |
| TRINITAS CLO XXXIII LTD        A      20380722 FLT           | 2038-07-22      | 5.6395%  | 0.0000% | $39377491.00       | $40207039.59       | Asset-Backed Securities            |
| AGL CLO LTD 2020-6RR           A-1RR  20380420 FLT           | 2038-04-20      | 5.1644%  | 0.0000% | $8945000.00        | $9006047.93        | Asset-Backed Securities            |
| PARK BLUE CLO LTD 2024-5       D      20370727 FLT           | 2037-07-27      | 7.0580%  | 0.0000% | $2730000.00        | $2745571.26        | Asset-Backed Securities            |
| DRYDEN CLO LTD 2022-108R       C-R    20370720 FLT           | 2037-07-20      | 6.0344%  | 0.0000% | $300000.00         | $302135.19         | Asset-Backed Securities            |
| DIAMETER CAP CLO 2024-6        A-2A   20370415 FLT           | 2037-04-15      | 6.0045%  | 0.0000% | $1003000.00        | $1011233.51        | Asset-Backed Securities            |
| REGATTA FUNDING LTD 2024-30    C      20380125 FLT           | 2038-01-25      | 5.7080%  | 0.0000% | $7100000.00        | $7116250.20        | Asset-Backed Securities            |
| IVY HILL MIDDLE MKT CR FD XII LTD / IVY HILL MIDDLE MKT CR F | 2037-04-20      | 5.2844%  | 0.0000% | $4250000.00        | $4274262.44        | Asset-Backed Securities            |
| IVY HIL MID MKT CR FD 2021-18R C-R    20370122 FLT           | 2037-01-22      | 6.1574%  | 0.0000% | $250000.00         | $249544.60         | Asset-Backed Securities            |
| KEURIG DR PEPPER INC           SR GLBL NT 29                 | 2029-04-15      | 3.9500%  | 0.0000% | $1000000.00        | $993418.06         | Corporate Debt Securities          |
| T MOBILE USA INC               SR GLBL NT4.8%28              | 2028-07-15      | 4.8000%  | 0.0000% | $1200000.00        | $1243336.00        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            PERP JR SB OO NT              | 2500-12-31      | 6.5000%  | 0.0000% | $98000.00          | $102341.56         | Corporate Debt Securities          |
| KBC GROUP NV                   FR 4.932%101630               | 2030-10-16      | 4.9320%  | 0.0000% | $972000.00         | $997878.53         | Corporate Debt Securities          |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 5%28               | 2028-01-15      | 5.0000%  | 0.0000% | $1078000.00        | $1098042.42        | Corporate Debt Securities          |
| BARCLAYS PLC                   GLBL COCO 35                  | 2035-09-10      | 5.3350%  | 0.0000% | $1999000.00        | $2066644.49        | Corporate Debt Securities          |
| BEIGNET INV LLC                SR SEC 144A 49                | 2049-05-30      | 6.5810%  | 0.0000% | $506000.00         | $547170.09         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR NT 5.6%41                  | 2041-07-15      | 5.6000%  | 0.0000% | $347000.00         | $374197.47         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SUB NT 3.625%27               | 2027-12-01      | 3.6250%  | 0.0000% | $490000.00         | $495651.13         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR NT 4.81%36                 | 2036-10-22      | 4.8100%  | 0.0000% | $820000.00         | $829159.40         | Corporate Debt Securities          |
| BANCO SANTANDER S.A.           SNR NPF GLBL 35               | 2035-11-06      | 5.1270%  | 0.0000% | $800000.00         | $810178.53         | Corporate Debt Securities          |
| VERIZON COMMUNICATIONS INC     SR GLBL NT4.4%34              | 2034-11-01      | 4.4000%  | 0.0000% | $332000.00         | $323862.68         | Corporate Debt Securities          |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32                 | 2032-03-15      | 2.3550%  | 0.0000% | $200000.00         | $177829.08         | Corporate Debt Securities          |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55                 | 2055-11-30      | 5.8750%  | 0.0000% | $700000.00         | $709857.94         | Corporate Debt Securities          |
| VALERO ENERGY CORP             SR GLBL NT 28                 | 2028-06-01      | 4.3500%  | 0.0000% | $62000.00          | $63638.51          | Corporate Debt Securities          |
| AMGEN INC                      SR GLBL NT 53                 | 2053-03-02      | 5.6500%  | 0.0000% | $60000.00          | $61262.83          | Corporate Debt Securities          |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT6.5%52              | 2052-12-01      | 6.5000%  | 0.0000% | $586000.00         | $634777.66         | Corporate Debt Securities          |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023A 28              | 2028-03-01      | 5.3000%  | 0.0000% | $124000.00         | $128047.15         | Corporate Debt Securities          |
| NISOURCE INC                   SR GLBL NT 34                 | 2034-04-01      | 5.3500%  | 0.0000% | $400000.00         | $418208.33         | Corporate Debt Securities          |
| NISOURCE INC                   SR GLBL NT 55                 | 2055-04-01      | 5.8500%  | 0.0000% | $7500000.00        | $7702368.75        | Corporate Debt Securities          |
| BANK AMERICA CORP              FXD/FLT SR NT 48              | 2048-01-20      | 4.4430%  | 0.0000% | $6477000.00        | $5851887.46        | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 4.571%042733               | 2033-04-27      | 4.5710%  | 0.0000% | $1010000.00        | $1019338.60        | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 5.015%072233               | 2033-07-22      | 5.0150%  | 0.0000% | $400000.00         | $419213.00         | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 5.288%042534               | 2034-04-25      | 5.2880%  | 0.0000% | $960000.00         | $1005367.04        | Corporate Debt Securities          |
| BANK AMERICA CORP              PERP GLBL -OO NT              | 2149-12-31      | 6.6250%  | 0.0000% | $482000.00         | $501260.12         | Corporate Debt Securities          |
| BANK MONTREAL MEDIUM           ALT TIER I 85                 | 2085-11-26      | 6.8750%  | 0.0000% | $100000.00         | $102619.19         | Corporate Debt Securities          |
| BANK NOVA SCOTIA B C           ALT TIER I PERP               | 2079-12-31      | 6.8211%  | 0.0000% | $167000.00         | $167466.82         | Corporate Debt Securities          |
| BANK NOVA SCOTIA B C           SUB GLBL 7 NT 85              | 2085-10-27      | 6.8750%  | 0.0000% | $2700000.00        | $2744492.25        | Corporate Debt Securities          |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41                 | 2041-11-15      | 4.6250%  | 0.0000% | $1736000.00        | $1615799.60        | Corporate Debt Securities          |
| COMCAST CORP NEW               SR GLBL NT4.4%35              | 2035-08-15      | 4.4000%  | 0.0000% | $100000.00         | $97581.89          | Corporate Debt Securities          |
| COMCAST CORP NEW               SR GLBL NT 28                 | 2028-10-15      | 4.1500%  | 0.0000% | $594000.00         | $600039.16         | Corporate Debt Securities          |
| COMCAST CORP NEW               SR GLBL NT 30                 | 2030-10-15      | 4.2500%  | 0.0000% | $10000.00          | $10078.86          | Corporate Debt Securities          |
| ORACLE CORP                    SR GLBL NT 27                 | 2027-11-15      | 3.2500%  | 0.0000% | $70000.00          | $68617.75          | Corporate Debt Securities          |
| ORACLE CORP                    SR GLBL NT6.9%52              | 2052-11-09      | 6.9000%  | 0.0000% | $1364000.00        | $1422886.15        | Corporate Debt Securities          |
| ORACLE CORP                    SR GLBL NT 45                 | 2045-09-26      | 5.8750%  | 0.0000% | $1600000.00        | $1529724.89        | Corporate Debt Securities          |
| CITIZENS FINL GROUP INC        SR GLBL NT 30                 | 2030-01-23      | 5.8410%  | 0.0000% | $822000.00         | $873589.75         | Corporate Debt Securities          |
| COCA COLA CO                   SR GLBL NT1.5%28              | 2028-03-05      | 1.5000%  | 0.0000% | $10000.00          | $9580.88           | Corporate Debt Securities          |
| COCA COLA CO                   SR GLBL NT 5%34               | 2034-05-13      | 5.0000%  | 0.0000% | $73000.00          | $76909.39          | Corporate Debt Securities          |
| DAI-ICHI LIFE INSURANCE CO LTD PERP SUB GLBL                 | 2500-12-31      | 6.2000%  | 0.0000% | $1382000.00        | $1477860.13        | Corporate Debt Securities          |
| CONAGRA BRANDS INC             SR GLBL NT 35                 | 2035-08-01      | 5.7500%  | 0.0000% | $400000.00         | $420438.00         | Corporate Debt Securities          |
| BLUE OWL CR INCOME CORP        SR GLBL NT 26                 | 2026-09-23      | 3.1250%  | 0.0000% | $70000.00          | $69498.97          | Corporate Debt Securities          |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 29                 | 2029-03-15      | 5.9500%  | 0.0000% | $26000.00          | $26532.10          | Corporate Debt Securities          |
| ALTRIA GROUP INC               SR GLBL NT3.4%41              | 2041-02-04      | 3.4000%  | 0.0000% | $840000.00         | $665058.80         | Corporate Debt Securities          |
| AMAZON COM INC                 SR NT 4.35%33                 | 2033-03-20      | 4.3500%  | 0.0000% | $4545000.00        | $4588207.80        | Corporate Debt Securities          |
| AMAZON COM INC                 SR NT 4.65%35                 | 2035-11-20      | 4.6500%  | 0.0000% | $9960000.00        | $10081445.60       | Corporate Debt Securities          |
| AMERICAN EXPRESS CO            SR GLBL NT 31                 | 2031-04-25      | 5.0160%  | 0.0000% | $10000.00          | $10383.28          | Corporate Debt Securities          |
| AMERICAN HONDA FIN CORP MTN    FR 2.3%090926                 | 2026-09-09      | 2.3000%  | 0.0000% | $78000.00          | $77360.96          | Corporate Debt Securities          |
| AMERICAN HONDA FIN CORP MTN    FR 4.7%011228                 | 2028-01-12      | 4.7000%  | 0.0000% | $364000.00         | $375468.02         | Corporate Debt Securities          |
| AMERICAN TOWER CORP            SR GLBL NT 5%30               | 2030-01-31      | 5.0000%  | 0.0000% | $930000.00         | $968342.87         | Corporate Debt Securities          |
| NETFLIX INC.                   5.875%28                      | 2028-11-15      | 5.8750%  | 0.0000% | $11000.00          | $11624.16          | Corporate Debt Securities          |
| HYUNDAI CAP AMER               FR 2.375%101527               | 2027-10-15      | 2.3750%  | 0.0000% | $236000.00         | $228971.17         | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL NT 32                 | 2032-11-03      | 2.5200%  | 0.0000% | $1000000.00        | $900960.00         | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL NT 33                 | 2033-03-17      | 3.7850%  | 0.0000% | $400000.00         | $386517.94         | Corporate Debt Securities          |
| ISRAEL ST                      $GLBL BD 5.5%34               | 2034-03-12      | 5.5000%  | 0.0000% | $1000000.00        | $1052151.11        | Corporate Debt Securities          |
| INDONESIA REP                  GLBL BD 5.45%52               | 2052-09-20      | 5.4500%  | 0.0000% | $600000.00         | $605492.67         | Corporate Debt Securities          |
| INTEL CORP                     SR GLBL NT3.9%30              | 2030-03-25      | 3.9000%  | 0.0000% | $6770000.00        | $6701386.05        | Corporate Debt Securities          |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 49                 | 2049-05-15      | 4.2500%  | 0.0000% | $273000.00         | $226951.65         | Corporate Debt Securities          |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 29                 | 2029-10-15      | 4.5500%  | 0.0000% | $690000.00         | $698959.46         | Corporate Debt Securities          |
| HOME DEPOT INC                 SR NT 2.8%27                  | 2027-09-14      | 2.8000%  | 0.0000% | $550000.00         | $543590.06         | Corporate Debt Securities          |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26              | 2026-08-01      | 3.5000%  | 0.0000% | $82000.00          | $82389.09          | Corporate Debt Securities          |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34                 | 2034-07-01      | 6.3750%  | 0.0000% | $380000.00         | $398578.67         | Corporate Debt Securities          |
| HALLIBURTON CO                 SR GLBL NT4.5%41              | 2041-11-15      | 4.5000%  | 0.0000% | $1957000.00        | $1735868.78        | Corporate Debt Securities          |
| ZIMMER BIOMET HOLDINGS INC     GLBL NT 4.7%27                | 2027-02-19      | 4.7000%  | 0.0000% | $96000.00          | $97886.88          | Corporate Debt Securities          |
| HCA INC.                       SR GLBL NT4.9%35              | 2035-11-15      | 4.9000%  | 0.0000% | $45000.00          | $45077.00          | Corporate Debt Securities          |
| HCA INC.                       SR GLBL NT5.7%55              | 2055-11-15      | 5.7000%  | 0.0000% | $27000.00          | $26491.68          | Corporate Debt Securities          |
| HCA INC.                       SR GLBL NT 54                 | 2054-09-15      | 5.9500%  | 0.0000% | $10000.00          | $10219.65          | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 4.375%012247               | 2047-01-22      | 4.3750%  | 0.0000% | $381000.00         | $342043.70         | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 5.32%071935                | 2035-07-19      | 5.3200%  | 0.0000% | $400000.00         | $423341.33         | Corporate Debt Securities          |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 30                 | 2030-04-01      | 4.3500%  | 0.0000% | $2740000.00        | $2769146.75        | Corporate Debt Securities          |
| LENNAR CORP                    SR GLBL NT 5%27               | 2027-06-15      | 5.0000%  | 0.0000% | $20000.00          | $20615.38          | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 4.35%090826                | 2026-09-08      | 4.3500%  | 0.0000% | $48000.00          | $48578.72          | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 3.622%040131               | 2031-04-01      | 3.6220%  | 0.0000% | $69000.00          | $67643.79          | Corporate Debt Securities          |
| MORGAN STANLEY                 SR GLBL NT 32                 | 2032-04-01      | 7.2500%  | 0.0000% | $58000.00          | $68038.59          | Corporate Debt Securities          |
| MARS INC                       SR GLBL 144A 55               | 2055-05-01      | 5.7000%  | 0.0000% | $500000.00         | $512787.50         | Corporate Debt Securities          |
| MARSH & MCLENNAN COS INC       SR NT 4.35%47                 | 2047-01-30      | 4.3500%  | 0.0000% | $5070000.00        | $4446888.55        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844                 | 2044-07-08      | 4.8000%  | 0.0000% | $400000.00         | $384070.67         | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45                 | 2045-11-19      | 5.5610%  | 0.0000% | $5251000.00        | $5366838.37        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 56                 | 2056-01-28      | 5.7340%  | 0.0000% | $2380000.00        | $2522331.93        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31                 | 2031-04-23      | 5.2180%  | 0.0000% | $28000.00          | $29172.45          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36                 | 2036-10-21      | 4.9390%  | 0.0000% | $23000.00          | $23249.00          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR NT FXD/FLT 28              | 2028-06-05      | 3.6910%  | 0.0000% | $450000.00         | $454881.29         | Corporate Debt Securities          |
| SOUTHERN CALIF GAS CO          1MTG BD-KK 35                 | 2035-11-15      | 5.7500%  | 0.0000% | $10142000.00       | $10846122.44       | Corporate Debt Securities          |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT4.8%31              | 2031-01-15      | 4.8000%  | 0.0000% | $3400000.00        | $3548047.33        | Corporate Debt Securities          |
| GENERAL MTRS FINL CO INC       SR GLBL NT 4%26               | 2026-10-06      | 4.0000%  | 0.0000% | $64000.00          | $64282.10          | Corporate Debt Securities          |
| GEORGIA PAC CORP               SR GLBL 144A 32               | 2032-06-30      | 4.9500%  | 0.0000% | $56000.00          | $59233.44          | Corporate Debt Securities          |
| GILEAD SCIENCES INC            SR GLBL NT5.1%35              | 2035-06-15      | 5.1000%  | 0.0000% | $600000.00         | $635647.00         | Corporate Debt Securities          |
| GLOBE LIFE INC                 SR GLBL NT4.8%32              | 2032-06-15      | 4.8000%  | 0.0000% | $94000.00          | $96942.51          | Corporate Debt Securities          |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.5%34                | 2034-05-06      | 6.5000%  | 0.0000% | $354000.00         | $382200.43         | Corporate Debt Securities          |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26                 | 2026-05-10      | 2.8750%  | 0.0000% | $186000.00         | $185331.80         | Corporate Debt Securities          |
| SHELL FIN US INC               SR GLBL NT 35                 | 2035-05-11      | 4.1250%  | 0.0000% | $416000.00         | $403935.13         | Corporate Debt Securities          |
| SIMON PPTY GROUP LP            SR GLBL NT3.3%26              | 2026-01-15      | 3.3000%  | 0.0000% | $173000.00         | $174929.24         | Corporate Debt Securities          |
| STANDARD CHARTERED PLC         SR GLBL 144A 36               | 2036-08-12      | 5.4000%  | 0.0000% | $4865000.00        | $5072103.05        | Corporate Debt Securities          |
| SPIRE INC                      JR SB -A NT 56                | 2056-06-01      | 6.2500%  | 0.0000% | $400000.00         | $398521.78         | Corporate Debt Securities          |
| SPIRE INC                      JR SB -B NT 56                | 2056-06-01      | 6.4500%  | 0.0000% | $1410000.00        | $1413872.80        | Corporate Debt Securities          |
| CROWN CASTLE INC               SR GLBL NT 51                 | 2051-01-15      | 3.2500%  | 0.0000% | $3030000.00        | $2073510.64        | Corporate Debt Securities          |
| RAYMOND JAMES FINL INC         SR GLBL NT 55                 | 2055-09-11      | 5.6500%  | 0.0000% | $426000.00         | $427501.53         | Corporate Debt Securities          |
| DT MIDSTREAM INC               SR GLBL 144A 31               | 2031-06-15      | 4.3750%  | 0.0000% | $1350000.00        | $1348297.69        | Corporate Debt Securities          |
| RIO TINTO FIN USA PLC          SR NT 4.75%42                 | 2042-03-22      | 4.7500%  | 0.0000% | $200000.00         | $190977.67         | Corporate Debt Securities          |
| REPUBLIC SVCS INC              SR GLBL NT2.9%26              | 2026-07-01      | 2.9000%  | 0.0000% | $402000.00         | $404460.91         | Corporate Debt Securities          |
| REPUBLIC SVCS INC              SR GLBL NT 35                 | 2035-03-15      | 5.1500%  | 0.0000% | $46000.00          | $48470.80          | Corporate Debt Securities          |
| ROPER TECHNOLOGIES INC         SR GLBL NT1.4%27              | 2027-09-15      | 1.4000%  | 0.0000% | $42000.00          | $40235.95          | Corporate Debt Securities          |
| CITIGROUP INC                  SUB GLBL NT 32                | 2032-06-15      | 6.6250%  | 0.0000% | $20000.00          | $22848.33          | Corporate Debt Securities          |
| ERP OPER LTD PARTNERSHIP       GLBL NT 4.95%32               | 2032-06-15      | 4.9500%  | 0.0000% | $350000.00         | $369299.00         | Corporate Debt Securities          |
| ELECTRONIC ARTS INC            SR GLBL NT 31                 | 2031-02-15      | 1.8500%  | 0.0000% | $23000.00          | $22418.86          | Corporate Debt Securities          |
| EMPOWER FINANCE 2020 LP        SR GLBL 144A 51               | 2051-09-17      | 3.0750%  | 0.0000% | $962000.00         | $643313.05         | Corporate Debt Securities          |
| KROGER CO                      SR NT 4.45%47                 | 2047-02-01      | 4.4500%  | 0.0000% | $330000.00         | $287747.62         | Corporate Debt Securities          |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29                 | 2029-03-07      | 3.7410%  | 0.0000% | $250000.00         | $250066.81         | Corporate Debt Securities          |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31                 | 2031-09-12      | 4.5270%  | 0.0000% | $6000000.00        | $6116262.00        | Corporate Debt Securities          |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36                 | 2036-09-12      | 5.1880%  | 0.0000% | $46000.00          | $47766.05          | Corporate Debt Securities          |
| MICRON TECHNOLOGY INC          SR GLBL NT 35                 | 2035-11-01      | 6.0500%  | 0.0000% | $2500000.00        | $2696168.75        | Corporate Debt Securities          |
| MASTERCARD INCORPORATED        SR GLBL NT1.9%31              | 2031-03-15      | 1.9000%  | 0.0000% | $4000000.00        | $3611331.11        | Corporate Debt Securities          |
| MASTERCARD INCORPORATED        SR GLBL NT 28                 | 2028-03-15      | 4.5500%  | 0.0000% | $20000.00          | $20540.33          | Corporate Debt Securities          |
| MERITAGE HOMES CORP            SR GLBL NT 35                 | 2035-03-15      | 5.6500%  | 0.0000% | $132000.00         | $137274.32         | Corporate Debt Securities          |
| STATE STR CORP                 SR GLBL NT 33                 | 2033-05-13      | 4.4210%  | 0.0000% | $400000.00         | $401372.83         | Corporate Debt Securities          |
| STELLANTIS FINL SVC US CORP    SR GLBL 144A 30               | 2030-09-15      | 5.4000%  | 0.0000% | $15000.00          | $15295.20          | Corporate Debt Securities          |
| NVIDIA CORPORATION             SR GLBL NT3.2%26              | 2026-09-16      | 3.2000%  | 0.0000% | $142000.00         | $142205.90         | Corporate Debt Securities          |
| ONEOK INC NEW                  SR GLBL NT4.2%45              | 2045-03-15      | 4.2000%  | 0.0000% | $10328000.00       | $8160634.77        | Corporate Debt Securities          |
| SONOCO PRODS CO                SR GLBL NT 26                 | 2026-09-01      | 4.4500%  | 0.0000% | $210000.00         | $212489.38         | Corporate Debt Securities          |
| EIDP INC                       SR GLBL NT4.5%26              | 2026-05-15      | 4.5000%  | 0.0000% | $120000.00         | $120294.60         | Corporate Debt Securities          |
| DUKE ENERGY IND LLC            1M BD-MMM6.45%39              | 2039-04-01      | 6.4500%  | 0.0000% | $40000.00          | $45279.70          | Corporate Debt Securities          |
| DOMINION ENERGY INC            JR SB GLBL -A 56              | 2056-02-15      | 6.0000%  | 0.0000% | $36000.00          | $37004.28          | Corporate Debt Securities          |
| PHILLIPS 66 CO                 JR SB GLBL -A 56              | 2056-03-15      | 5.8750%  | 0.0000% | $726000.00         | $722053.18         | Corporate Debt Securities          |
| UNITED PARCEL SVCS INC         GLBL NT 5.5%54                | 2054-05-22      | 5.5000%  | 0.0000% | $647000.00         | $645102.13         | Corporate Debt Securities          |
| ALPHABET INC                   SR GLBL NT 32                 | 2032-11-15      | 4.3750%  | 0.0000% | $880000.00         | $894347.18         | Corporate Debt Securities          |
| ALPHABET INC                   SR NT 5.7%75                  | 2075-11-15      | 5.7000%  | 0.0000% | $5534000.00        | $5734072.55        | Corporate Debt Securities          |
| ABBVIE INC                     SR GLBL NT3.2%29              | 2029-11-21      | 3.2000%  | 0.0000% | $1020000.00        | $990799.67         | Corporate Debt Securities          |
| AT&T INC                       SR GLBL NT 55                 | 2055-09-15      | 3.5500%  | 0.0000% | $920000.00         | $639407.92         | Corporate Debt Securities          |
| APTIV PLC / APTIV CORP         SR GLBL NT 32                 | 2032-03-01      | 3.2500%  | 0.0000% | $39000.00          | $36643.78          | Corporate Debt Securities          |
| CHEVRON CORPORATION            SR GLBL NT 26                 | 2026-05-16      | 2.9540%  | 0.0000% | $82000.00          | $81700.26          | Corporate Debt Securities          |
| CISCO SYS INC                  SR GLBL NT2.5%26              | 2026-09-20      | 2.5000%  | 0.0000% | $68000.00          | $67634.99          | Corporate Debt Securities          |
| TOYOTA MTR CR CORP             FR 3.65%010829                | 2029-01-08      | 3.6500%  | 0.0000% | $23000.00          | $23135.57          | Corporate Debt Securities          |
| TOLL BROS FIN CORP             4.875%27                      | 2027-03-15      | 4.8750%  | 0.0000% | $34000.00          | $34561.52          | Corporate Debt Securities          |
| TORONTO DOMINION BK ONT        FR 4.861%013128               | 2028-01-31      | 4.8610%  | 0.0000% | $86000.00          | $88889.02          | Corporate Debt Securities          |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 2%31               | 2031-10-15      | 2.0000%  | 0.0000% | $200000.00         | $179529.78         | Corporate Debt Securities          |
| UBS GROUP AG                   ALT TIER I PERP               | 2079-12-31      | 4.3750%  | 0.0000% | $6000000.00        | $5517150.00        | Corporate Debt Securities          |
| UBS GROUP AG                   ALT TIER I PERP               | 2500-12-31      | 9.2500%  | 0.0000% | $400000.00         | $468861.67         | Corporate Debt Securities          |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%35              | 2035-09-15      | 4.8000%  | 0.0000% | $22000.00          | $22206.51          | Corporate Debt Securities          |
| WALMART INC                    SR GLBL NT 26                 | 2026-09-17      | 1.0500%  | 0.0000% | $250000.00         | $245260.21         | Corporate Debt Securities          |
| WELLS FARGO & CO               FR 4.1%060326                 | 2026-06-03      | 4.1000%  | 0.0000% | $16000.00          | $16320.17          | Corporate Debt Securities          |
| WELLS FARGO & CO               FR 5.707%042228               | 2028-04-22      | 5.7070%  | 0.0000% | $101000.00         | $103733.77         | Corporate Debt Securities          |
| ALIBABA GROUP HLDG LTD         SR GLBL NT 35                 | 2035-05-26      | 5.2500%  | 0.0000% | $801000.00         | $841019.30         | Corporate Debt Securities          |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP               | 2500-12-31      | 6.6250%  | 0.0000% | $3200000.00        | $3182306.22        | Corporate Debt Securities          |
| BRISTOL-MYERS SQUIBB CO        SR NT 3.25% 27                | 2027-02-27      | 3.2500%  | 0.0000% | $40000.00          | $40112.61          | Corporate Debt Securities          |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 50                 | 2050-11-13      | 2.5500%  | 0.0000% | $142000.00         | $86712.65          | Corporate Debt Securities          |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.1%31              | 2031-02-22      | 5.1000%  | 0.0000% | $30000.00          | $31854.30          | Corporate Debt Securities          |
| BROADCOM INC                   SR GLBL NT 28                 | 2028-09-15      | 4.1100%  | 0.0000% | $30000.00          | $30381.43          | Corporate Debt Securities          |
| BROADCOM INC                   SR GLBL NT4.3%32              | 2032-11-15      | 4.3000%  | 0.0000% | $10000.00          | $9968.93           | Corporate Debt Securities          |
| BROADCOM INC                   SR GLBL NT4.9%32              | 2032-07-15      | 4.9000%  | 0.0000% | $4216000.00        | $4422277.17        | Corporate Debt Securities          |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 28                 | 2028-04-13      | 5.3500%  | 0.0000% | $20000.00          | $20345.55          | Corporate Debt Securities          |
| BOEING CO                      SR GLBL NT 35                 | 2035-02-01      | 3.2500%  | 0.0000% | $1082000.00        | $960256.06         | Corporate Debt Securities          |
| WELLTOWER INC                  SR GLBL NT 26                 | 2026-04-01      | 4.2500%  | 0.0000% | $107000.00         | $107696.48         | Corporate Debt Securities          |
| WELLTOWER INC                  SR GLBL NT2.8%31              | 2031-06-01      | 2.8000%  | 0.0000% | $27000.00          | $25474.41          | Corporate Debt Securities          |
| WILLIAMS COS INC               SR GLBL NT5.4%26              | 2026-03-02      | 5.4000%  | 0.0000% | $176000.00         | $178835.36         | Corporate Debt Securities          |
| FIFTH THIRD BANCORP            SR GLBL NT 32                 | 2032-01-29      | 5.6310%  | 0.0000% | $92000.00          | $98575.57          | Corporate Debt Securities          |
| APOLLO GLOBAL MGMT INC         SR GLBL NT 35                 | 2035-08-12      | 5.1500%  | 0.0000% | $1580000.00        | $1605918.14        | Corporate Debt Securities          |
| CNH INDL N V                   FR 3.85%111527                | 2027-11-15      | 3.8500%  | 0.0000% | $200000.00         | $199494.06         | Corporate Debt Securities          |
| ARCHER DANIELS MIDLAND CO      SR GLBL NT2.5%26              | 2026-08-11      | 2.5000%  | 0.0000% | $142000.00         | $141628.04         | Corporate Debt Securities          |
| APPLE INC                      SR GLBL NT 26                 | 2026-09-11      | 2.0500%  | 0.0000% | $10000.00          | $9909.15           | Corporate Debt Securities          |
| THE CIGNA GROUP                SR GLBL NT 31                 | 2031-05-15      | 5.1250%  | 0.0000% | $20000.00          | $20783.21          | Corporate Debt Securities          |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 39                 | 2039-01-23      | 5.4500%  | 0.0000% | $220000.00         | $235009.19         | Corporate Debt Securities          |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT5.8%59              | 2059-01-23      | 5.8000%  | 0.0000% | $2387000.00        | $2544873.53        | Corporate Debt Securities          |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538               | 2038-04-15      | 4.3750%  | 0.0000% | $1000000.00        | $970845.69         | Corporate Debt Securities          |
| ARES CAPITAL CORP              SR GLBL NT5.1%31              | 2031-01-15      | 5.1000%  | 0.0000% | $90000.00          | $89930.85          | Corporate Debt Securities          |
| ENTERPRISE PRODS OPER LLC      SR NT 4.45%43                 | 2043-02-15      | 4.4500%  | 0.0000% | $206000.00         | $187468.64         | Corporate Debt Securities          |
| FS KKR CAP CORP                SR GLBL NT 29                 | 2029-01-15      | 7.8750%  | 0.0000% | $600000.00         | $642908.25         | Corporate Debt Securities          |
| META PLATFORMS INC             SR GLBL NT5.5%45              | 2045-11-15      | 5.5000%  | 0.0000% | $840000.00         | $844980.73         | Corporate Debt Securities          |
| CVS HEALTH CORP                SR GLBL NT 48                 | 2048-03-25      | 5.0500%  | 0.0000% | $768000.00         | $697096.32         | Corporate Debt Securities          |
| CVS HEALTH CORP                SR GLBL NT5.7%34              | 2034-06-01      | 5.7000%  | 0.0000% | $38000.00          | $41090.35          | Corporate Debt Securities          |
| CVS HEALTH CORP                SR GLBL NT 5%32               | 2032-09-15      | 5.0000%  | 0.0000% | $36000.00          | $37443.08          | Corporate Debt Securities          |
| CAMERON LNG LLC                SR SEC GLBL 35                | 2035-01-15      | 3.3020%  | 0.0000% | $199000.00         | $178518.73         | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26              | 2026-11-16      | 3.5000%  | 0.0000% | $77828000.00       | $77574799.57       | Corporate Debt Securities          |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 32               | 2032-01-30      | 2.0000%  | 0.0000% | $1618000.00        | $1404513.89        | Corporate Debt Securities          |
| 3 7/8 NOTE AB 30                                             | 2030-07-31      | 3.8750%  | 0.0000% | $118936700.00      | $122001207.50      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                                              | 2035-05-15      | 4.2500%  | 0.0000% | $36248000.00       | $37118903.26       | U.S. Treasuries (including strips) |

### Security 276: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 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: 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:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOODLEAP SUS HM SOL TR 2022-3  A      20490720 4.95000 | 2049-07-20      | 4.9500%  | 0.0000% | $26750000.00       | $18953412.74       | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2018-IIIR     D-1-R  20381018 FLT     | 2038-10-18      | 6.7824%  | 0.0000% | $4500000.00        | $4581475.31        | Asset-Backed Securities                           |
| VIBRANT CLO 2025-9R            D-2    20370420 FLT     | 2037-04-20      | 7.8844%  | 0.0000% | $5000000.00        | $4983287.38        | Asset-Backed Securities                           |
| THUNDERBOLT II AIR LEASE 2018  A      20380915 4.14700 | 2038-09-15      | 5.9600%  | 0.0000% | $11300000.00       | $2547447.94        | Asset-Backed Securities                           |
| AGL CLO LTD 2020-3R            D-1R   20380415 FLT     | 2038-04-15      | 6.7045%  | 0.0000% | $12000000.00       | $11781413.26       | Asset-Backed Securities                           |
| AASET TRUST 2020-1             B      20400116 4.33500 | 2040-01-16      | 4.3350%  | 0.0000% | $7515000.00        | $1577958.57        | Asset-Backed Securities                           |
| POLEN CAPITAL CLO LTD 2025-1   C      20380308 FLT     | 2038-03-08      | 5.8344%  | 0.0000% | $1000000.00        | $1005010.64        | Asset-Backed Securities                           |
| PREFER TERM SEC XXIII 2006-23  C-2    20361222 FLT     | 2036-12-22      | 5.4494%  | 0.0000% | $125000.00         | $85013.92          | Asset-Backed Securities                           |
| SOFI CONSUMER LN 2025-1        D      20340227 5.72000 | 2034-02-27      | 5.7200%  | 0.0000% | $2565000.00        | $2620149.21        | Asset-Backed Securities                           |
| DB MASTER FIN LLC 2017-1       A-2-II 20471120 4.03000 | 2047-11-20      | 4.0300%  | 0.0000% | $200000.00         | $182674.47         | Asset-Backed Securities                           |
| SIGNAL PEAK CLO LTD 2022-12R   A-1-R  20370720 FLT     | 2037-07-20      | 5.2844%  | 0.0000% | $2000000.00        | $2017229.62        | Asset-Backed Securities                           |
| SILVER AIR LSE INV LTD 2019-1  A      20440715 3.96700 | 2044-07-15      | 3.9670%  | 0.0000% | $8180000.00        | $4734722.53        | Asset-Backed Securities                           |
| MARBLE PT CL 7.13444 20OCT36 144A F                    | 2036-10-20      | 7.1344%  | 0.0000% | $4000000.00        | $4035035.91        | Asset-Backed Securities                           |
| MADISON PARK FUNDING LXI LTD   C      20370121 FLT     | 2037-01-20      | 6.7844%  | 0.0000% | $1000000.00        | $1009409.81        | Asset-Backed Securities                           |
| NP SPE X LP 2019-2             B-1    20491119 5.07800 | 2049-11-19      | 5.0780%  | 0.0000% | $4500000.00        | $3506307.75        | Asset-Backed Securities                           |
| ZAIS CLO 13 6.52877 15JUL32 144A FR                    | 2032-07-15      | 5.2045%  | 0.0000% | $42330000.00       | $14593640.46       | Asset-Backed Securities                           |
| ZAYO ISSUER LLC 2025-2         B      20550620 6.58600 | 2055-06-20      | 6.5860%  | 0.0000% | $28050000.00       | $28938190.80       | Asset-Backed Securities                           |
| NP SPE IX LP 2019-9            B-1    20490920 4.31300 | 2049-09-20      | 4.3130%  | 0.0000% | $6500000.00        | $5238352.89        | Asset-Backed Securities                           |
| HORIZON AIR FIN 2018-A-B-C     A      20381215 4.45800 | 2038-12-15      | 4.4580%  | 0.0000% | $7915000.00        | $2535710.51        | Asset-Backed Securities                           |
| CONSOLIDATED COMM LLC 2025-1   B      20550520 6.50600 | 2055-05-20      | 6.5060%  | 0.0000% | $220000.00         | $225211.31         | Asset-Backed Securities                           |
| BALBOA BAY LN FDG LTD 2024-1   A-1    20370720 FLT     | 2037-07-20      | 5.3944%  | 0.0000% | $2000000.00        | $2017107.95        | Asset-Backed Securities                           |
| KKR CLO 27 LTD                 C-R2   20350116 FLT     | 2035-01-16      | 5.8045%  | 0.0000% | $775000.00         | $779482.94         | Asset-Backed Securities                           |
| JERSEY MIKES FUNDING LLC       A-2    20550215 5.63600 | 2055-02-15      | 5.6360%  | 0.0000% | $23870000.00       | $24274631.12       | Asset-Backed Securities                           |
| UNITED AIR PASS THRU TR 2019-2 B      20291101 3.50000 | 2029-11-01      | 3.5000%  | 0.0000% | $800000.00         | $276489.45         | Corporate Debt Securities                         |
| TRTX ISSUER LTD 2022-FL5       A      20390217 FLT     | 2039-02-17      | 5.6126%  | 0.0000% | $26754500.00       | $15870086.56       | Private Label Collateralized Mortgage Obligations |
| TYSN MTG TR 2023-CRNR          A      20331212 FLT     | 2033-12-12      | 6.7991%  | 0.0000% | $472500.00         | $501457.78         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B30      X-D    20541118 FLT     | 2054-11-18      | 1.4054%  | 0.0000% | $4600000.00        | $299023.29         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B31      E      20541217 2.25000 | 2054-12-17      | 2.2500%  | 0.0000% | $832000.00         | $469182.69         | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK10                B      20610217 FLT     | 2061-02-17      | 4.0780%  | 0.0000% | $145000.00         | $136452.32         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK33                X-A    20640516 FLT     | 2064-05-16      | 1.1530%  | 0.0000% | $9669970.00        | $373463.41         | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BN14                 D      20600917 3.00000 | 2060-09-17      | 3.0000%  | 0.0000% | $6175000.00        | $4411247.10        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-2      A-X-1  20520825 FLT     | 2052-08-25      | 0.1206%  | 0.0000% | $1150142000.00     | $6277840.79        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2022-DSC1    M-1    20630125 FLT     | 2063-01-25      | 4.8962%  | 0.0000% | $5389000.00        | $5099526.83        | Private Label Collateralized Mortgage Obligations |
| BPR TRUST 2024-PMDW            B      20411107 5.85000 | 2041-11-07      | 5.8500%  | 0.0000% | $2097500.00        | $2171375.00        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2023-C7     X-D    20561215 FLT     | 2056-12-15      | 2.3605%  | 0.0000% | $2035000.00        | $269098.93         | Private Label Collateralized Mortgage Obligations |
| BX COM MRTG TR 2022-CSMO       C      20390615 FLT     | 2039-06-15      | 7.8475%  | 0.0000% | $1839370.00        | $1856074.80        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2015-ASTR    A      20370716 3.81900 | 2037-07-16      | 3.8190%  | 0.0000% | $2633000.00        | $2579271.66        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2021-C11          X-D    20540917 FLT     | 2054-09-17      | 1.6273%  | 0.0000% | $3175000.00        | $242666.72         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TR 2021-4   A-2    20661025 FLT     | 2066-10-25      | 1.5000%  | 0.0000% | $2000000.00        | $1072314.10        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2024-INV2  A3NIO5 20540625 FLT     | 2054-06-25      | 1.5000%  | 0.0000% | $25680400.00       | $1539552.29        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2021-INV1          B-3    20510725 FLT     | 2051-07-25      | 3.0889%  | 0.0000% | $4147000.00        | $3048644.24        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2019-C7  A-4    20721216 3.10200 | 2072-12-16      | 3.1020%  | 0.0000% | $215000.00         | $205579.67         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   A      20321115 FLT     | 2032-11-15      | 5.2560%  | 0.0000% | $12334000.00       | $6987195.22        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV4              B-3    20541225 FLT     | 2054-12-25      | 7.0530%  | 0.0000% | $252000.00         | $261509.70         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV3              B-4    20540925 FLT     | 2054-09-25      | 7.0139%  | 0.0000% | $5080000.00        | $4570239.02        | Private Label Collateralized Mortgage Obligations |
| GCAT  TR 2023-INV1             B-4    20530825 FLT     | 2053-08-25      | 6.3011%  | 0.0000% | $223000.00         | $185424.68         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2022-INV3              2-AX-1 20520825 FLT     | 2052-08-25      | 0.3923%  | 0.0000% | $238023000.00      | $2190854.02        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2022-INV3              B-2    20520825 FLT     | 2052-08-25      | 4.6042%  | 0.0000% | $7608000.00        | $6716884.03        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2025-INV3           A-1    20550825 FLT     | 2055-08-25      | 6.0000%  | 0.0000% | $14748000.00       | $14263885.18       | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2025-INV3           A-X-1  20550825 FLT     | 2055-08-25      | 0.1848%  | 0.0000% | $16275000.00       | $47910.22          | Private Label Collateralized Mortgage Obligations |
| SANTANDER MTG ASST 2025-NQM5   A-1    20650825 FLT     | 2065-08-25      | 5.0670%  | 0.0000% | $3770000.00        | $3714385.13        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2023-H2           M-1    20681125 FLT     | 2068-11-25      | 8.3820%  | 0.0000% | $1700000.00        | $1745027.01        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2025-H4           A-1    20700625 FLT     | 2070-06-25      | 5.5960%  | 0.0000% | $410000.00         | $384517.11         | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MTG TR 2019-3   B-2    20590925 FLT     | 2059-09-25      | 5.6630%  | 0.0000% | $521000.00         | $491316.16         | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               D      20411015 FLT     | 2041-10-15      | 7.5590%  | 0.0000% | $12000000.00       | $12040255.49       | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 A-1    20691025 FLT     | 2069-10-25      | 5.0350%  | 0.0000% | $8670000.00        | $7617214.66        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 M-1    20691025 FLT     | 2069-10-25      | 5.7260%  | 0.0000% | $1037000.00        | $1039885.45        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-NQM4                 A-3    20700925 FLT     | 2070-09-25      | 5.3790%  | 0.0000% | $1183000.00        | $1162602.78        | Private Label Collateralized Mortgage Obligations |
| ELM TRUST 2024-ELM             D-15   20390610 FLT     | 2039-06-10      | 6.8967%  | 0.0000% | $100000.00         | $100771.56         | Private Label Collateralized Mortgage Obligations |
| GCAT 2020-NQM1 TRUST           B-2    20600125 FLT     | 2060-01-25      | 5.9719%  | 0.0000% | $9958000.00        | $9882454.36        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV1              B-1    20550225 FLT     | 2055-02-25      | 6.6303%  | 0.0000% | $223000.00         | $222124.70         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV2              A-13   20550525 FLT     | 2055-05-25      | 6.0000%  | 0.0000% | $829000.00         | $761445.38         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2020-INV1            B-2A   20491225 FLT     | 2049-12-25      | 4.3254%  | 0.0000% | $9927000.00        | $7908881.34        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-J1                 A-X-1  20520225 FLT     | 2052-02-25      | 0.1436%  | 0.0000% | $369867000.00      | $2383254.56        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2021-INV3               A-IO20 20511025 FLT     | 2051-10-25      | 0.5500%  | 0.0000% | $39999000.00       | $1032026.91        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2021-INV3               B-4    20511025 FLT     | 2051-10-25      | 3.2286%  | 0.0000% | $5882000.00        | $4621894.75        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-J1              B-1A   20540925 FLT     | 2054-09-25      | 6.9004%  | 0.0000% | $4831000.00        | $5025051.23        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-J2 TRUST              B-3    20550925 FLT     | 2055-09-25      | 6.5878%  | 0.0000% | $3348000.00        | $3312112.39        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MORTGAGE TRUST 2021-2 A-X-1  20510425 FLT     | 2051-04-25      | 0.0798%  | 0.0000% | $427393000.00      | $1195835.63        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-CNF1       B-2    20561025 FLT     | 2056-10-25      | 5.9043%  | 0.0000% | $3938000.00        | $3719685.28        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-CNF1       B-3    20561025 FLT     | 2056-10-25      | 5.9043%  | 0.0000% | $3208000.00        | $2825075.17        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2021-INV2       B-2    20511125 FLT     | 2051-11-25      | 3.2308%  | 0.0000% | $5077000.00        | $3820647.87        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN 2020-1    B-5    20500225 FLT     | 2050-02-25      | 3.2371%  | 0.0000% | $1039000.00        | $565440.27         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN 2021-INV2 1-AX-1 20511125 FLT     | 2051-11-25      | 0.3984%  | 0.0000% | $11328480.00       | $212751.28         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN 2021-INV2 B-4    20511125 FLT     | 2051-11-25      | 2.6827%  | 0.0000% | $124800.00         | $82075.84          | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2025-5    A-X-2  20551126 FLT     | 2055-11-26      | 0.5000%  | 0.0000% | $289420000.00      | $5925920.09        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2025-2    A-X-1  20550625 FLT     | 2055-06-25      | 0.2757%  | 0.0000% | $344628999.00      | $1260893.57        | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV1          B-3    20540625 FLT     | 2054-06-25      | 6.9281%  | 0.0000% | $4906750.00        | $4801153.82        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST 2024-CES4  M-1    20440625 FLT     | 2044-06-25      | 6.8180%  | 0.0000% | $746000.00         | $760675.69         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV2          A-X-22 20540925 FLT     | 2054-09-25      | 0.5000%  | 0.0000% | $955983.00         | $8693.94           | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV2          B-1A   20540925 FLT     | 2054-09-25      | 7.0454%  | 0.0000% | $712400.00         | $695887.20         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV2          B-2A   20540925 FLT     | 2054-09-25      | 7.0454%  | 0.0000% | $306650.00         | $298456.54         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2025-CES1          A-3    20441125 FLT     | 2044-11-25      | 6.1630%  | 0.0000% | $1018000.00        | $1038999.56        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2024-10  A-4-A  20551025 FLT     | 2055-10-25      | 5.5000%  | 0.0000% | $560000.00         | $329505.24         | Private Label Collateralized Mortgage Obligations |
| ACRA TRUST 2024-NQM1           A-1    20641025 FLT     | 2064-10-25      | 5.6080%  | 0.0000% | $1000000.00        | $819693.93         | Private Label Collateralized Mortgage Obligations |
| ARZ TR 2024-BILT               A      20390613 5.77200 | 2039-06-13      | 5.7720%  | 0.0000% | $1100000.00        | $1137659.60        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C39 B      20500916 FLT     | 2050-09-16      | 4.0250%  | 0.0000% | $5172000.00        | $4913719.37        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     C      20501216 FLT     | 2050-12-16      | 4.2970%  | 0.0000% | $3513000.00        | $3196607.80        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2017-C38   C      20500715 FLT     | 2050-07-15      | 3.9030%  | 0.0000% | $6724744.00        | $6199980.28        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  C      20590117 FLT     | 2059-01-17      | 5.1066%  | 0.0000% | $1920000.00        | $1735526.26        | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MTG TR 2019-C18 A-2    20521217 2.99430 | 2052-12-17      | 2.9943%  | 0.0000% | $64250000.00       | $54001948.67       | Private Label Collateralized Mortgage Obligations |
| 225 LIBERTY STR TR 2016-225L   C      20360212 4.50100 | 2036-02-12      | 4.5010%  | 0.0000% | $732000.00         | $708848.85         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2020-2       A1A    20600425 FLT     | 2060-04-25      | 1.6360%  | 0.0000% | $700000.00         | $218441.69         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA C      20421015 FLT     | 2042-10-15      | 6.2510%  | 0.0000% | $4994000.00        | $4994895.52        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FDG TR 2023- M-1    20620525 FLT     | 2062-05-25      | 4.6656%  | 0.0000% | $8096000.00        | $6932161.38        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 2019-1       A-1-D  20580325 FLT     | 2058-03-25      | 3.5000%  | 0.0000% | $4200000.00        | $3303787.51        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-CES2     M-1    20550725 FLT     | 2055-07-25      | 5.5920%  | 0.0000% | $3000000.00        | $3018672.00        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDEN FDG TR 2024-NQM8 A-3    20530825 FLT     | 2053-08-25      | 4.3000%  | 0.0000% | $750000.00         | $662512.90         | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2019-6        B-1    20591125 FLT     | 2059-11-25      | 3.9410%  | 0.0000% | $2000000.00        | $1917187.50        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2017-C8      D      20500617 3.00000 | 2050-06-17      | 3.0000%  | 0.0000% | $2500000.00        | $2211002.50        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-INV1            B-5    20500425 FLT     | 2050-04-25      | 3.9320%  | 0.0000% | $2681000.00        | $1877681.08        | Private Label Collateralized Mortgage Obligations |
| ASHFORD HOSP TR 2018-ASHF      C      20350416 FLT     | 2035-04-16      | 5.5310%  | 0.0000% | $2000000.00        | $1990316.61        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2025-V17 D      20580917 FLT     | 2058-09-17      | 4.5000%  | 0.0000% | $8725000.00        | $7790264.58        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CHOP           D      20320715 FLT     | 2032-07-15      | 5.8440%  | 0.0000% | $1662000.00        | $1657230.62        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2025-180W          X      20420812 FLT     | 2042-08-12      | 1.5967%  | 0.0000% | $28898000.00       | $1438817.75        | Private Label Collateralized Mortgage Obligations |

### Security 277: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.960000%
- **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:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA6541 M | 2050-02-20      | 3.0000%  | 0.0000% | $701191163.00      | $111486581.61      | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M | 2050-05-20      | 3.0000%  | 0.0000% | $388616173.00      | $94553418.49       | Agency Mortgage-Backed Securities |

### Security 278: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.130000%
- **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:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| UPSTART HLDGS INC              SR GLBL COCO 32  | 2032-02-15      | 0.0000%  | 0.0000% | $28574000.00       | $22287720.00       | Corporate Debt Securities |
| CENTRUS ENERGY CORP            SR GLBL COCO 32  | 2032-08-15      | 0.0000%  | 0.0000% | $80922000.00       | $106088742.00      | Corporate Debt Securities |
| NEOGENOMICS INC                SR GLBL COCO 28  | 2028-01-15      | 0.2500%  | 0.0000% | $10555000.00       | $9311342.47        | Corporate Debt Securities |
| RUBRIK INC.                    SR GLBL 144A 30  | 2030-06-15      | 0.0000%  | 0.0000% | $52372000.00       | $49046378.00       | Corporate Debt Securities |
| CHEESECAKE FACTORY INC         SR GLBL 144A 30  | 2030-03-15      | 2.0000%  | 0.0000% | $38853000.00       | $37223332.50       | Corporate Debt Securities |
| 3D SYS CORP DEL                SR GLBL COCO 26  | 2026-11-15      | 0.0000%  | 0.0000% | $8254000.00        | $7292409.00        | Corporate Debt Securities |
| VIAVI SOLUTIONS INC            SR GLBL COCO 31  | 2031-03-01      | 0.6250%  | 0.0000% | $6996000.00        | $9937477.92        | Corporate Debt Securities |
| BLOOM ENERGY CORP              SR GLBL COCO 30  | 2030-11-15      | 0.0000%  | 0.0000% | $168060000.00      | $152598480.00      | Corporate Debt Securities |
| APPLIED OPTOELECTRONICS INC    SR GLBL CV NT 30 | 2030-01-15      | 2.7500%  | 0.0000% | $6297000.00        | $6414248.39        | Corporate Debt Securities |
| BIGBEAR AI HLDGS INC           SR SEC GLBL      | 2029-12-15      | 6.0000%  | 0.0000% | $3242000.00        | $6045605.95        | Corporate Debt Securities |
| BLACKLINE INC                  SR GLBL COCO 26  | 2026-03-15      | 0.0000%  | 0.0000% | $21290000.00       | $20928070.00       | Corporate Debt Securities |

### Security 279: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.050000%
- **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):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| KBR INC                        COM     | 2500-12-31      | 0.0000%  | 0.0000% | $907840.00         | $37012636.80       | Corporate Debt Securities |
| CSX CORP                       COM     | 2500-12-31      | 0.0000%  | 0.0000% | $1195044.00        | $42185053.20       | Corporate Debt Securities |
| COGNEX CORP                    COM     | 2500-12-31      | 0.0000%  | 0.0000% | $151366.00         | $5783694.86        | Corporate Debt Securities |
| COMERICA INC                   COM     | 2500-12-31      | 0.0000%  | 0.0000% | $917555.00         | $73514506.60       | Corporate Debt Securities |
| CURTISS WRIGHT CORP            COM     | 2500-12-31      | 0.0000%  | 0.0000% | $54151.00          | $30484846.96       | Corporate Debt Securities |
| DEXCOM INC                     COM     | 2500-12-31      | 0.0000%  | 0.0000% | $17629.00          | $1102341.37        | Corporate Debt Securities |
| DOVER CORP                     COM     | 2500-12-31      | 0.0000%  | 0.0000% | $3645.00           | $678662.55         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   COM     | 2500-12-31      | 0.0000%  | 0.0000% | $45101.00          | $13675074.21       | Corporate Debt Securities |
| ONEOK INC NEW                  COM     | 2500-12-31      | 0.0000%  | 0.0000% | $52714.00          | $3769578.14        | Corporate Debt Securities |
| ROBLOX CORP                    CL A    | 2500-12-31      | 0.0000%  | 0.0000% | $190998.00         | $17711244.54       | Corporate Debt Securities |
| SLB LIMITED                    COM STK | 2500-12-31      | 0.0000%  | 0.0000% | $325763.00         | $11616708.58       | Corporate Debt Securities |
| WELLS FARGO CO NEW             COM     | 2500-12-31      | 0.0000%  | 0.0000% | $25236.00          | $2159192.16        | Corporate Debt Securities |
| WOODWARD INC                   COM     | 2500-12-31      | 0.0000%  | 0.0000% | $134823.00         | $40197477.45       | Corporate Debt Securities |
| SAIA INC                       COM     | 2500-12-31      | 0.0000%  | 0.0000% | $4595.00           | $1284164.65        | Corporate Debt Securities |
| EMCOR GROUP INC                COM     | 2500-12-31      | 0.0000%  | 0.0000% | $34280.00          | $20935481.60       | Corporate Debt Securities |
| PALANTIR TECHNOLOGIES INC      CL A    | 2500-12-31      | 0.0000%  | 0.0000% | $474010.00         | $78576637.70       | Corporate Debt Securities |
| CHEVRON CORP NEW               COM     | 2500-12-31      | 0.0000%  | 0.0000% | $187126.00         | $27977208.26       | Corporate Debt Securities |
| WILLIAMS COS INC               COM     | 2500-12-31      | 0.0000%  | 0.0000% | $173949.00         | $10475208.78       | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL CL A    | 2500-12-31      | 0.0000%  | 0.0000% | $19.00             | $35907.15          | Corporate Debt Securities |
| CBRE GROUP INC                 CL A    | 2500-12-31      | 0.0000%  | 0.0000% | $204951.00         | $33245101.71       | Corporate Debt Securities |
| APELLIS PHARMACEUTICALS INC    COM     | 2500-12-31      | 0.0000%  | 0.0000% | $33729.00          | $728209.11         | Corporate Debt Securities |
| ARMSTRONG WORLD INDS INC NEW   COM     | 2500-12-31      | 0.0000%  | 0.0000% | $101733.00         | $19410656.40       | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC      COM     | 2500-12-31      | 0.0000%  | 0.0000% | $86347.00          | $16940417.93       | Corporate Debt Securities |

### Security 280: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKRTS LLC 4.500000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 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:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **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.: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 841055 G                                   | 2050-05-01      | 3.3640%  | 0.0000% | $1000.00           | $101.03            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2295                            | 2034-10-01      | 4.3500%  | 0.0000% | $31837381.00       | $31980155.74       | Agency Mortgage-Backed Securities  |
| FMAR 8B0506 G                                   | 2055-11-01      | 4.4750%  | 0.0000% | $1000.00           | $1004.66           | Agency Mortgage-Backed Securities  |
| JETBLUE AIRWAYS CORP           SR COCO 26       | 2026-04-01      | 0.5000%  | 0.0000% | $4000.00           | $3879.17           | Corporate Debt Securities          |
| JAZZ INVESTMENTS I LTD         SR GLBL COCO 30  | 2030-09-15      | 3.1250%  | 0.0000% | $200000.00         | $273967.36         | Corporate Debt Securities          |
| UPSTART HLDGS INC              SR GLBL COCO 29  | 2029-10-01      | 2.0000%  | 0.0000% | $64000.00          | $77522.99          | Corporate Debt Securities          |
| DAYFORCE INC                   SR GLBL COCO 26  | 2026-03-15      | 0.2500%  | 0.0000% | $1969000.00        | $1937509.67        | Corporate Debt Securities          |
| UNITY SOFTWARE INC             SR CV ZRO 144A30 | 2030-03-15      | 0.0000%  | 0.0000% | $359000.00         | $502377.42         | Corporate Debt Securities          |
| COMMVAULT SYS INC              SR GLBL COCO 30  | 2030-09-15      | 0.0000%  | 0.0000% | $858000.00         | $746460.00         | Corporate Debt Securities          |
| ITRON INC                      SR COCO 26       | 2026-03-15      | 0.0000%  | 0.0000% | $50000.00          | $49675.00          | Corporate Debt Securities          |
| ITRON INC                      SR GLBL COCO 30  | 2030-07-15      | 1.3750%  | 0.0000% | $120000.00         | $124209.58         | Corporate Debt Securities          |
| CLOUDFLARE INC                 SR GLBL COCO 26  | 2026-08-15      | 0.0000%  | 0.0000% | $706000.00         | $828773.40         | Corporate Debt Securities          |
| CLOUDFLARE INC                 SR GLBL COCO 30  | 2030-06-15      | 0.0000%  | 0.0000% | $20000.00          | $21770.00          | Corporate Debt Securities          |
| COINBASE GLOBAL INC            SR GLBL COCO 26  | 2026-06-01      | 0.5000%  | 0.0000% | $1641000.00        | $1695084.62        | Corporate Debt Securities          |
| CLEANSPARK INC                 SR GLBL COCO 32  | 2032-02-15      | 0.0000%  | 0.0000% | $527000.00         | $477725.50         | Corporate Debt Securities          |
| IAC FINANCECO 3 INC            SR GLBL COCO 30  | 2030-01-15      | 2.0000%  | 0.0000% | $7074000.00        | $6351666.00        | Corporate Debt Securities          |
| IONIS PHARMACEUTICALS INC      SR GLBL COCO 26  | 2026-04-01      | 0.0000%  | 0.0000% | $6000.00           | $8586.00           | Corporate Debt Securities          |
| HIMS & HERS HEALTH INC         SR GLBL COCO 30  | 2030-05-15      | 0.0000%  | 0.0000% | $429000.00         | $392535.00         | Corporate Debt Securities          |
| HALOZYME THERAPEUTICS INC      SR COCO 27       | 2027-03-01      | 0.2500%  | 0.0000% | $1983000.00        | $2208534.85        | Corporate Debt Securities          |
| NCL CORP LTD                   SR GLBL COCO 27  | 2027-02-15      | 2.5000%  | 0.0000% | $197000.00         | $195749.60         | Corporate Debt Securities          |
| NCL CORP LTD                   SR GLBL COCO 30  | 2030-04-15      | 0.8750%  | 0.0000% | $523000.00         | $524529.85         | Corporate Debt Securities          |
| SUPER MICRO COMPUTER INC       SR GLBL COCO 28  | 2028-07-15      | 2.2500%  | 0.0000% | $62000.00          | $61399.38          | Corporate Debt Securities          |
| SUPER MICRO COMPUTER INC       SR GLBL COCO 30  | 2030-06-15      | 0.0000%  | 0.0000% | $780000.00         | $705120.00         | Corporate Debt Securities          |
| MARA HOLDINGS INC              SR COCO 31       | 2031-09-01      | 2.1250%  | 0.0000% | $17000.00          | $15319.30          | Corporate Debt Securities          |
| MARA HOLDINGS INC              SR GLBL COCO 32  | 2032-08-01      | 0.0000%  | 0.0000% | $128000.00         | $99072.00          | Corporate Debt Securities          |
| MKS INC.                       SR GLBL COCO 30  | 2030-06-01      | 1.2500%  | 0.0000% | $101000.00         | $125557.73         | Corporate Debt Securities          |
| SOUTHERN CO                    GLBL COCO 25     | 2025-12-15      | 3.8750%  | 0.0000% | $2479000.00        | $2751801.90        | Corporate Debt Securities          |
| RAPID7 INC                     SR GLBL COCO 29  | 2029-03-15      | 1.2500%  | 0.0000% | $10000.00          | $8983.35           | Corporate Debt Securities          |
| STRIDE INC                     SR GLBL COCO 27  | 2027-09-01      | 1.1250%  | 0.0000% | $3000.00           | $4047.66           | Corporate Debt Securities          |
| SEAGATE HDD CAYMAN             SR GLBL COCO 28  | 2028-06-01      | 3.5000%  | 0.0000% | $32000.00          | $106171.47         | Corporate Debt Securities          |
| SNOWFLAKE INC                  SR GLBL COCO 29  | 2029-10-01      | 0.0000%  | 0.0000% | $1478000.00        | $2523685.00        | Corporate Debt Securities          |
| SPOTIFY USA INC                SR GLBL COCO 26  | 2026-03-15      | 0.0000%  | 0.0000% | $376000.00         | $439732.00         | Corporate Debt Securities          |
| REDFIN CORP                    SR GLBL COCO 27  | 2027-04-01      | 0.5000%  | 0.0000% | $1039000.00        | $970209.54         | Corporate Debt Securities          |
| ECHOSTAR CORP                  SR SEC GLBL      | 2030-11-30      | 3.8750%  | 0.0000% | $9148.00           | $21135.63          | Corporate Debt Securities          |
| LCI INDS                       SR GLBL COCO 26  | 2026-05-15      | 1.1250%  | 0.0000% | $14000.00          | $13795.69          | Corporate Debt Securities          |
| MIRION TECHNOLOGIES INC        SR GLBL 144A 30  | 2030-06-01      | 0.2500%  | 0.0000% | $2817000.00        | $3713608.06        | Corporate Debt Securities          |
| STRATEGY INC                   SR GLBL COCO 30  | 2030-03-15      | 0.6250%  | 0.0000% | $171000.00         | $234743.22         | Corporate Debt Securities          |
| STRATEGY INC                   SR GLBL COCO 31  | 2031-03-15      | 0.8750%  | 0.0000% | $215000.00         | $230216.48         | Corporate Debt Securities          |
| STRATEGY INC                   SR GLBL COCO 32  | 2032-06-15      | 2.2500%  | 0.0000% | $368000.00         | $433205.00         | Corporate Debt Securities          |
| STRATEGY INC                   SR GLBL COCO 28  | 2028-09-15      | 0.6250%  | 0.0000% | $485000.00         | $605113.82         | Corporate Debt Securities          |
| STRATEGY INC                   SR GLBL COCO 30  | 2030-03-01      | 0.0000%  | 0.0000% | $325000.00         | $290062.50         | Corporate Debt Securities          |
| FORD MTR CO                    SR COCO 26       | 2026-03-15      | 0.0000%  | 0.0000% | $2288000.00        | $2401942.40        | Corporate Debt Securities          |
| MERIT MED SYS INC              SR GLBL COCO 29  | 2029-02-01      | 3.0000%  | 0.0000% | $110000.00         | $133017.50         | Corporate Debt Securities          |
| NUTANIX INC                    SR GLBL COCO 27  | 2027-10-01      | 0.2500%  | 0.0000% | $23000.00          | $24803.10          | Corporate Debt Securities          |
| OKTA INC                       SR GLBL COCO 26  | 2026-06-15      | 0.3750%  | 0.0000% | $10253000.00       | $10003830.74       | Corporate Debt Securities          |
| FIRSTENERGY CORP               GLBL COCO 26     | 2026-05-01      | 4.0000%  | 0.0000% | $421000.00         | $445839.00         | Corporate Debt Securities          |
| FIRSTENERGY CORP               SR GLBL COCO 29  | 2029-01-15      | 3.6250%  | 0.0000% | $86000.00          | $95134.51          | Corporate Debt Securities          |
| FIRSTENERGY CORP               SR GLBL COCO 31  | 2031-01-15      | 3.8750%  | 0.0000% | $20000.00          | $22507.36          | Corporate Debt Securities          |
| DIGITAL RLTY TR LP             SR GLBL COCO 29  | 2029-11-15      | 1.8750%  | 0.0000% | $672000.00         | $687843.80         | Corporate Debt Securities          |
| SOFI TECHNOLOGIES INC          GLBL COCO 26     | 2026-10-15      | 0.0000%  | 0.0000% | $106000.00         | $145336.60         | Corporate Debt Securities          |
| POST HLDGS INC                 SR GLBL COCO 27  | 2027-08-15      | 2.5000%  | 0.0000% | $4000.00           | $4402.61           | Corporate Debt Securities          |
| AEROVIRONMENT INC              SR GLBL COCO 30  | 2030-07-15      | 0.0000%  | 0.0000% | $1000.00           | $1166.00           | Corporate Debt Securities          |
| ANI PHARMACEUTICALS INC        SR COCO 29       | 2029-09-01      | 2.2500%  | 0.0000% | $80000.00          | $106885.40         | Corporate Debt Securities          |
| CIPHER MINING INC              SR GLBL COCO 31  | 2031-10-01      | 0.0000%  | 0.0000% | $38000.00          | $53936.44          | Corporate Debt Securities          |
| UBER TECHNOLOGIES INC          SR GLBL COCO 28  | 2028-12-01      | 0.8750%  | 0.0000% | $1023000.00        | $1372663.53        | Corporate Debt Securities          |
| LUMENTUM HLDGS INC             SR GLBL COCO 26  | 2026-12-15      | 0.5000%  | 0.0000% | $150000.00         | $467454.58         | Corporate Debt Securities          |
| LUMENTUM HLDGS INC             SR GLBL COCO 32  | 2032-03-15      | 0.3750%  | 0.0000% | $21000.00          | $38384.50          | Corporate Debt Securities          |
| LYFT INC                       SR GLBL COCO 29  | 2029-03-01      | 0.6250%  | 0.0000% | $226000.00         | $277620.75         | Corporate Debt Securities          |
| WAYFAIR INC                    SR GLBL COCO 28  | 2028-11-15      | 3.5000%  | 0.0000% | $30000.00          | $76237.92          | Corporate Debt Securities          |
| WEC ENERGY GROUP INC           SR GLBL COCO 29  | 2029-06-01      | 4.3750%  | 0.0000% | $9000.00           | $11146.59          | Corporate Debt Securities          |
| TERAWULF INC                   SR GLBL COCO 32  | 2032-05-01      | 0.0000%  | 0.0000% | $7873000.00        | $7821825.50        | Corporate Debt Securities          |
| WESTERN DIGITAL CORP           SR COCO 28       | 2028-11-15      | 3.0000%  | 0.0000% | $92000.00          | $386591.67         | Corporate Debt Securities          |
| ENPHASE ENERGY INC             SR GLBL COCO 28  | 2028-03-01      | 0.0000%  | 0.0000% | $63000.00          | $54457.20          | Corporate Debt Securities          |
| ETSY INC                       SR GLBL COCO 26  | 2026-10-01      | 0.1250%  | 0.0000% | $110000.00         | $110758.77         | Corporate Debt Securities          |
| EXACT SCIENCES CORP            SR GLBL COCO 28  | 2028-03-01      | 0.3750%  | 0.0000% | $8000.00           | $8207.25           | Corporate Debt Securities          |
| EXPEDIA GROUP INC              SR GLBL COCO 26  | 2026-02-15      | 0.0000%  | 0.0000% | $254000.00         | $266954.00         | Corporate Debt Securities          |
| BILL HOLDINGS INC              SR GLBL COCO 30  | 2030-04-01      | 0.0000%  | 0.0000% | $336000.00         | $303240.00         | Corporate Debt Securities          |
| BLACKLINE INC                  SR GLBL COCO 26  | 2026-03-15      | 0.0000%  | 0.0000% | $150000.00         | $147450.00         | Corporate Debt Securities          |
| BILL 03/05/26                                   | 2026-03-05      | 0.0000%  | 0.0000% | $2133700.00        | $2113052.19        | U.S. Treasuries (including strips) |

### Security 281: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 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: 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:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NEW ECONOMY ASSETS-PH 1 2021-1 B-1    20611020 2.41000 | 2061-10-20      | 2.4100%  | 0.0000% | $6060000.00        | $4086715.87        | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2019-B10      3CC-A  20620317 FLT     | 2062-03-17      | 4.0295%  | 0.0000% | $5000000.00        | $3850843.01        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE TR 2024-7  B-3    20530425 FLT     | 2053-04-25      | 3.4130%  | 0.0000% | $452277.00         | $267272.90         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2024-C9     E      20570717 4.75000 | 2057-07-17      | 4.7500%  | 0.0000% | $4572000.00        | $3381348.33        | Private Label Collateralized Mortgage Obligations |
| BX COM MRTG TR 2022-CSMO       C      20390615 FLT     | 2039-06-15      | 7.8475%  | 0.0000% | $3779661.00        | $3813987.14        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2021-C10          D      20540717 FLT     | 2054-07-17      | 2.0000%  | 0.0000% | $4160000.00        | $2982266.56        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS TR 2023-R03      2B-1   20430427 FLT     | 2043-04-27      | 10.4218% | 0.0000% | $3626000.00        | $4005346.62        | Private Label Collateralized Mortgage Obligations |
| NEW RSDNTL MTG LN 2022-NQM1    M-1    20610425 FLT     | 2061-04-25      | 3.6014%  | 0.0000% | $4307000.00        | $3275572.87        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC 2019-FAME B      20340817 FLT     | 2034-08-17      | 3.6553%  | 0.0000% | $4062912.00        | $3681556.82        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN RES TR 2024-INV3   B-3    20540625 FLT     | 2054-06-25      | 7.0658%  | 0.0000% | $3953520.00        | $3552524.42        | Private Label Collateralized Mortgage Obligations |
| SCG MTG TRUST 2024-MSP         C      20410415 FLT     | 2041-04-15      | 6.8980%  | 0.0000% | $3638758.00        | $3645547.72        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2022-NQM5              B-1    20670825 FLT     | 2067-08-25      | 5.6047%  | 0.0000% | $13494000.00       | $3728561.51        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2017-3      M-2    20560725 FLT     | 2056-07-25      | 4.7500%  | 0.0000% | $3632000.00        | $3097845.64        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA3          B-1    20331025 FLT     | 2033-10-25      | 7.5718%  | 0.0000% | $3420400.00        | $3806710.18        | Private Label Collateralized Mortgage Obligations |
| FHLMC STARC REMIC TR 2021-HQA3 M-2    20410925 FLT     | 2041-09-25      | 6.1718%  | 0.0000% | $3000000.00        | $3016542.95        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2025-1    B-3    20550225 FLT     | 2055-02-25      | 6.0187%  | 0.0000% | $3414450.00        | $3349738.42        | Private Label Collateralized Mortgage Obligations |
| RADIAN MTG CAPITAL TR 2025-J1  B-3    20550725 FLT     | 2055-07-25      | 6.0922%  | 0.0000% | $4381750.00        | $3843320.50        | Private Label Collateralized Mortgage Obligations |
| RADIAN MTG CAP TR 2025-J3      B-3    20551225 FLT     | 2055-12-25      | 6.4956%  | 0.0000% | $3403400.00        | $3061292.50        | Private Label Collateralized Mortgage Obligations |
| 280 PARK AVE 2017-280P         C      20340915 FLT     | 2034-09-15      | 5.5220%  | 0.0000% | $3250000.00        | $3220035.18        | Private Label Collateralized Mortgage Obligations |
| MCR MORTGAGE 2024-HTL          B      20370217 FLT     | 2037-02-17      | 6.3665%  | 0.0000% | $4000000.00        | $3230177.90        | Private Label Collateralized Mortgage Obligations |
| ARBOR RY CM RL ET NT 2025-BTR1 B      20410123 FLT     | 2041-01-23      | 7.1468%  | 0.0000% | $4000000.00        | $4004424.00        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2022-B36      X-D    20550716 FLT     | 2055-07-16      | 2.7892%  | 0.0000% | $19945000.00       | $3018315.28        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2018-C14     D      20511117 FLT     | 2051-11-17      | 5.0393%  | 0.0000% | $4939000.00        | $4091163.57        | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-AFC1 TR              B-1    20490825 FLT     | 2049-08-25      | 4.0650%  | 0.0000% | $3373677.00        | $2677588.75        | Private Label Collateralized Mortgage Obligations |

### Security 282: 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: BYDSMB5Q9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JAMF HLDG CORP                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1514365.00        | $19565595.80       | Corporate Debt Securities |
| JEFFERIES FINL GROUP INC       COM              | 2500-12-31      | 0.0000%  | 0.0000% | $143200.00         | $8195336.00        | Corporate Debt Securities |
| TALEN ENERGY CORP              COM              | 2049-01-01      | 0.0000%  | 0.0000% | $431.00            | $169133.02         | Corporate Debt Securities |
| BANKUNITED INC                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $174733.00         | $7564191.57        | Corporate Debt Securities |
| VERTEX PHARMACEUTICALS INC     COM              | 2500-12-31      | 0.0000%  | 0.0000% | $2400.00           | $1037208.00        | Corporate Debt Securities |
| AMPHENOL CORP NEW              CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $30307.00          | $4204187.04        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        COM              | 2500-12-31      | 0.0000%  | 0.0000% | $9.00              | $443.25            | Corporate Debt Securities |
| BROWN & BROWN INC              COM              | 2500-12-31      | 0.0000%  | 0.0000% | $479.00            | $38535.55          | Corporate Debt Securities |
| CACTUS INC                     CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $48.00             | $2031.84           | Corporate Debt Securities |
| EXPAND ENERGY CORPORATION      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1500.00           | $178155.00         | Corporate Debt Securities |
| CITIGROUP INC                  COM NEW          | 2500-12-31      | 0.0000%  | 0.0000% | $14800.00          | $1517000.00        | Corporate Debt Securities |
| COMERICA INC                   COM              | 2500-12-31      | 0.0000%  | 0.0000% | $27833.00          | $2229979.96        | Corporate Debt Securities |
| DYCOM INDS INC                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $58801.00          | $20872002.96       | Corporate Debt Securities |
| DYNATRACE INC                  COM NEW          | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $44.17             | Corporate Debt Securities |
| ELECTRONIC ARTS INC            COM              | 2500-12-31      | 0.0000%  | 0.0000% | $87372.00          | $17642154.24       | Corporate Debt Securities |
| FLOWCO HLDGS INC               COM CL A         | 2500-12-31      | 0.0000%  | 0.0000% | $58.00             | $971.50            | Corporate Debt Securities |
| HEIDRICK & STRUGGLES INTL INC  COM              | 2500-12-31      | 0.0000%  | 0.0000% | $11400.00          | $670662.00         | Corporate Debt Securities |
| HOLOGIC INC                    COM              | 2500-12-31      | 0.0000%  | 0.0000% | $58121.00          | $4347450.80        | Corporate Debt Securities |
| INNOVEX INTERNATIONAL INC      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $92.00             | $2056.20           | Corporate Debt Securities |
| LEAR CORP                      COM NEW          | 2500-12-31      | 0.0000%  | 0.0000% | $4.00              | $431.08            | Corporate Debt Securities |
| LIBERTY MEDIA CORP DEL         COM LBTY LIV S A | 2500-12-31      | 0.0000%  | 0.0000% | $145.00            | $11066.40          | Corporate Debt Securities |
| ELI LILLY & CO                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $578.00            | $638308.52         | Corporate Debt Securities |
| MGIC INVT CORP WIS             COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $28.38             | Corporate Debt Securities |
| MAUI LD & PINEAPPLE INC        COM              | 2500-12-31      | 0.0000%  | 0.0000% | $274.00            | $4320.98           | Corporate Debt Securities |
| MCDONALDS CORP                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $62500.00          | $19525000.00       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          COM              | 2500-12-31      | 0.0000%  | 0.0000% | $22206.00          | $5113153.56        | Corporate Debt Securities |
| MUELLER INDS INC               COM              | 2500-12-31      | 0.0000%  | 0.0000% | $500.00            | $55190.00          | Corporate Debt Securities |
| OLD REP INTL CORP              COM              | 2500-12-31      | 0.0000%  | 0.0000% | $380.00            | $17635.80          | Corporate Debt Securities |
| OLLIES BARGAIN OUTLET HLDGS IN COM              | 2500-12-31      | 0.0000%  | 0.0000% | $795.00            | $99549.90          | Corporate Debt Securities |
| RPC INC                        COM              | 2500-12-31      | 0.0000%  | 0.0000% | $77.00             | $407.33            | Corporate Debt Securities |
| RALPH LAUREN CORP              CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $371.22            | Corporate Debt Securities |
| ROSS STORES INC                COM              | 2500-12-31      | 0.0000%  | 0.0000% | $12.00             | $2132.28           | Corporate Debt Securities |
| STATE STR CORP                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $4400.00           | $517704.00         | Corporate Debt Securities |
| TAKE-TWO INTERACTIVE SOFTWARE  COM              | 2500-12-31      | 0.0000%  | 0.0000% | $31200.00          | $7601256.00        | Corporate Debt Securities |
| TANDEM DIABETES CARE INC       COM NEW          | 2500-12-31      | 0.0000%  | 0.0000% | $2.00              | $41.46             | Corporate Debt Securities |
| TYLER TECHNOLOGIES INC         COM              | 2500-12-31      | 0.0000%  | 0.0000% | $34.00             | $15842.64          | Corporate Debt Securities |
| WAYSTAR HLDG CORP              COM              | 2500-12-31      | 0.0000%  | 0.0000% | $57311.00          | $2122799.44        | Corporate Debt Securities |
| ZEBRA TECHNOLOGIES CORPORATION CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $56801.00          | $14228650.50       | Corporate Debt Securities |
| NEUROGENE INC                  COM              | 2500-12-31      | 0.0000%  | 0.0000% | $524.00            | $10998.76          | Corporate Debt Securities |
| DAYFORCE INC                   COM              | 2500-12-31      | 0.0000%  | 0.0000% | $272300.00         | $18788700.00       | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $500.00            | $55695.00          | Corporate Debt Securities |
| PTC THERAPEUTICS INC           COM              | 2500-12-31      | 0.0000%  | 0.0000% | $39648.00          | $3419640.00        | Corporate Debt Securities |
| COHERENT CORP                  COM              | 2500-12-31      | 0.0000%  | 0.0000% | $11087.00          | $1707398.00        | Corporate Debt Securities |
| ZOOM COMMUNICATIONS INC        CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $9077.00           | $766371.11         | Corporate Debt Securities |
| OVINTIV INC                    COM              | 2500-12-31      | 0.0000%  | 0.0000% | $177900.00         | $7196055.00        | Corporate Debt Securities |
| AMAZON COM INC                 COM              | 2500-12-31      | 0.0000%  | 0.0000% | $155956.00         | $35738876.96       | Corporate Debt Securities |
| AMERICAN WOODMARK CORPORATION  COM              | 2500-12-31      | 0.0000%  | 0.0000% | $34900.00          | $1932064.00        | Corporate Debt Securities |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | 0.0000%  | 0.0000% | $35022.00          | $23922127.32       | Corporate Debt Securities |
| TKO GROUP HOLDINGS INC         CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $18.00             | $3480.66           | Corporate Debt Securities |
| XENCOR INC                     COM              | 2500-12-31      | 0.0000%  | 0.0000% | $6798.00           | $118149.24         | Corporate Debt Securities |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $59.00             | $112.69            | Corporate Debt Securities |
| COSTCO WHSL CORP NEW           COM              | 2500-12-31      | 0.0000%  | 0.0000% | $49192.00          | $44679125.92       | Corporate Debt Securities |
| RBC BEARINGS INC               COM              | 2500-12-31      | 0.0000%  | 0.0000% | $13600.00          | $6028744.00        | Corporate Debt Securities |
| ANYWHERE REAL ESTATE INC       COM              | 2500-12-31      | 0.0000%  | 0.0000% | $44648.00          | $634894.56         | Corporate Debt Securities |
| REGIONS FINANCIAL CORP NEW     COM              | 2500-12-31      | 0.0000%  | 0.0000% | $39200.00          | $997640.00         | Corporate Debt Securities |
| REPLIMUNE GROUP INC            COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $10.06             | Corporate Debt Securities |
| MONSTER BEVERAGE CORP NEW      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $141760.00         | $10637670.40       | Corporate Debt Securities |
| REDDIT INC                     CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $298.00            | $61852.88          | Corporate Debt Securities |
| EDWARDS LIFESCIENCES CORP      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $150889.00         | $13089620.75       | Corporate Debt Securities |
| EDGEWISE THERAPEUTICS INC      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $83792.00          | $2138371.84        | Corporate Debt Securities |
| PALANTIR TECHNOLOGIES INC      CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $13547.00          | $2245686.19        | Corporate Debt Securities |
| STOKE THERAPEUTICS INC         COM              | 2500-12-31      | 0.0000%  | 0.0000% | $48473.00          | $1512842.33        | Corporate Debt Securities |
| NVIDIA CORPORATION             COM              | 2500-12-31      | 0.0000%  | 0.0000% | $18715.00          | $3373565.90        | Corporate Debt Securities |
| SL GREEN RLTY CORP             COM              | 2500-12-31      | 0.0000%  | 0.0000% | $129900.00         | $6139074.00        | Corporate Debt Securities |
| ORACLE CORP                    COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $204.96            | Corporate Debt Securities |
| DOORDASH INC                   CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $159112.00         | $31182769.76       | Corporate Debt Securities |
| PAYLOCITY HLDG CORP            COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1400.00           | $205730.00         | Corporate Debt Securities |
| ALPHABET INC                   CAP STK CL A     | 2500-12-31      | 0.0000%  | 0.0000% | $155694.00         | $49814295.30       | Corporate Debt Securities |
| ADOBE INC                      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $9020.00           | $2864030.40        | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC     COM              | 2500-12-31      | 0.0000%  | 0.0000% | $321502.00         | $68878588.48       | Corporate Debt Securities |
| CHEWY INC                      CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $355404.00         | $12161924.88       | Corporate Debt Securities |
| TRUIST FINL CORP               COM              | 2500-12-31      | 0.0000%  | 0.0000% | $119297.00         | $5516293.28        | Corporate Debt Securities |
| TESLA INC                      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $7309.00           | $3117873.22        | Corporate Debt Securities |
| AIRBNB INC                     COM CL A         | 2500-12-31      | 0.0000%  | 0.0000% | $317687.00         | $37086780.38       | Corporate Debt Securities |
| AIR LEASE CORP                 CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $148498.00         | $9481597.30        | Corporate Debt Securities |
| WILLIAMS COS INC               COM              | 2500-12-31      | 0.0000%  | 0.0000% | $48945.00          | $2947467.90        | Corporate Debt Securities |
| APPLE INC                      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $13276.00          | $3684753.80        | Corporate Debt Securities |
| ANTERO RESOURCES CORP          COM              | 2500-12-31      | 0.0000%  | 0.0000% | $15837.00          | $556195.44         | Corporate Debt Securities |
| BUMBLE INC                     COM CL A         | 2500-12-31      | 0.0000%  | 0.0000% | $2056336.00        | $7258866.08        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW         | 2500-12-31      | 0.0000%  | 0.0000% | $15003.00          | $7669983.69        | Corporate Debt Securities |
| EXACT SCIENCES CORP            COM              | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $101.45            | Corporate Debt Securities |
| META PLATFORMS INC             CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $148626.00         | $94170919.86       | Corporate Debt Securities |
| CVS HEALTH CORP                COM              | 2500-12-31      | 0.0000%  | 0.0000% | $5.00              | $399.30            | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     COM              | 2500-12-31      | 0.0000%  | 0.0000% | $55.00             | $2989.80           | Corporate Debt Securities |
| AVERY DENNISON CORP            COM              | 2500-12-31      | 0.0000%  | 0.0000% | $49.00             | $8438.78           | Corporate Debt Securities |

### Security 283: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) 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: 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:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JAMF HLDG CORP                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $48864.00          | $631322.88         | Corporate Debt Securities |
| KENVUE INC                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $56445.00          | $971982.90         | Corporate Debt Securities |
| KBR INC                        COM             | 2500-12-31      | 0.0000%  | 0.0000% | $5994.00           | $244375.38         | Corporate Debt Securities |
| TARGET CORP                    COM             | 2500-12-31      | 0.0000%  | 0.0000% | $2.00              | $179.60            | Corporate Debt Securities |
| BANKUNITED INC                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $350697.00         | $15181673.13       | Corporate Debt Securities |
| VENTAS INC                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $133944.00         | $10726235.52       | Corporate Debt Securities |
| AMPHENOL CORP NEW              CL A            | 2500-12-31      | 0.0000%  | 0.0000% | $3004.00           | $416714.88         | Corporate Debt Securities |
| BUTTERFLY NETWORK INC          COM CL A        | 2500-12-31      | 0.0000%  | 0.0000% | $53300.00          | $164164.00         | Corporate Debt Securities |
| CAL MAINE FOODS INC            COM NEW         | 2500-12-31      | 0.0000%  | 0.0000% | $400.00            | $33196.00          | Corporate Debt Securities |
| CANTALOUPE INC                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $135637.00         | $1449959.53        | Corporate Debt Securities |
| CIDARA THERAPEUTICS INC        COM NEW         | 2500-12-31      | 0.0000%  | 0.0000% | $100.00            | $21975.00          | Corporate Debt Securities |
| COUSINS PPTYS INC              COM NEW         | 2500-12-31      | 0.0000%  | 0.0000% | $14199.00          | $366334.20         | Corporate Debt Securities |
| DARDEN RESTAURANTS INC         COM             | 2500-12-31      | 0.0000%  | 0.0000% | $80.00             | $14400.00          | Corporate Debt Securities |
| DARLING INGREDIENTS INC        COM             | 2500-12-31      | 0.0000%  | 0.0000% | $41134.00          | $1505504.40        | Corporate Debt Securities |
| DOCUSIGN INC                   COM             | 2500-12-31      | 0.0000%  | 0.0000% | $191000.00         | $13154170.00       | Corporate Debt Securities |
| DYNATRACE INC                  COM NEW         | 2500-12-31      | 0.0000%  | 0.0000% | $232871.00         | $10285912.07       | Corporate Debt Securities |
| GENERAL MLS INC                COM             | 2500-12-31      | 0.0000%  | 0.0000% | $44.00             | $2075.48           | Corporate Debt Securities |
| JOHNSON & JOHNSON              COM             | 2500-12-31      | 0.0000%  | 0.0000% | $793.00            | $164595.08         | Corporate Debt Securities |
| ELI LILLY & CO                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $5289.00           | $5840854.26        | Corporate Debt Securities |
| MGIC INVT CORP WIS             COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $28.38             | Corporate Debt Securities |
| MASTEC INC                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $210.47            | Corporate Debt Securities |
| MAUI LD & PINEAPPLE INC        COM             | 2500-12-31      | 0.0000%  | 0.0000% | $18877.00          | $297690.29         | Corporate Debt Securities |
| MICROSOFT CORP                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $139376.00         | $67667048.00       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          COM             | 2500-12-31      | 0.0000%  | 0.0000% | $177424.00         | $40853650.24       | Corporate Debt Securities |
| NASDAQ INC                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $400.00            | $35992.00          | Corporate Debt Securities |
| OLD REP INTL CORP              COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1.00              | $46.41             | Corporate Debt Securities |
| OWENS CORNING NEW              COM             | 2500-12-31      | 0.0000%  | 0.0000% | $98.00             | $10932.88          | Corporate Debt Securities |
| PIEDMONT REALTY TRUST INC      COM CL A        | 2500-12-31      | 0.0000%  | 0.0000% | $87390.00          | $766410.30         | Corporate Debt Securities |
| QUALCOMM INC                   COM             | 2500-12-31      | 0.0000%  | 0.0000% | $2.00              | $330.28            | Corporate Debt Securities |
| SILGAN HLDGS INC               COM             | 2500-12-31      | 0.0000%  | 0.0000% | $4500.00           | $177975.00         | Corporate Debt Securities |
| SYSCO CORP                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $132600.00         | $10064340.00       | Corporate Debt Securities |
| TAKE-TWO INTERACTIVE SOFTWARE  COM             | 2500-12-31      | 0.0000%  | 0.0000% | $18664.00          | $4547110.32        | Corporate Debt Securities |
| TANDEM DIABETES CARE INC       COM NEW         | 2500-12-31      | 0.0000%  | 0.0000% | $138099.00         | $2862792.27        | Corporate Debt Securities |
| UNITED AIRLS HLDGS INC         COM             | 2500-12-31      | 0.0000%  | 0.0000% | $2313.00           | $234977.67         | Corporate Debt Securities |
| NEUROGENE INC                  COM             | 2500-12-31      | 0.0000%  | 0.0000% | $16183.00          | $339681.17         | Corporate Debt Securities |
| DAYFORCE INC                   COM             | 2500-12-31      | 0.0000%  | 0.0000% | $249000.00         | $17181000.00       | Corporate Debt Securities |
| PTC THERAPEUTICS INC           COM             | 2500-12-31      | 0.0000%  | 0.0000% | $370041.00         | $31916036.25       | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         COM             | 2500-12-31      | 0.0000%  | 0.0000% | $2000.00           | $659420.00         | Corporate Debt Securities |
| COMPASS DIVERSIFIED            SH BEN INT      | 2500-12-31      | 0.0000%  | 0.0000% | $552.00            | $3814.32           | Corporate Debt Securities |
| ORTHOPEDIATRICS CORP           COM             | 2500-12-31      | 0.0000%  | 0.0000% | $61.00             | $1133.99           | Corporate Debt Securities |
| CONFLUENT INC                  CLASS A COM     | 2500-12-31      | 0.0000%  | 0.0000% | $5124.00           | $111856.92         | Corporate Debt Securities |
| AMAZON COM INC                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $16171.00          | $3705746.36        | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       COM             | 2500-12-31      | 0.0000%  | 0.0000% | $200.00            | $24544.00          | Corporate Debt Securities |
| AMERICAN SUPERCONDUCTOR CORP   SHS NEW         | 2500-12-31      | 0.0000%  | 0.0000% | $3703.00           | $112941.50         | Corporate Debt Securities |
| NEOGENOMICS INC                COM NEW         | 2500-12-31      | 0.0000%  | 0.0000% | $156186.00         | $1894536.18        | Corporate Debt Securities |
| HUBSPOT INC                    COM             | 2500-12-31      | 0.0000%  | 0.0000% | $19700.00          | $7127657.00        | Corporate Debt Securities |
| ISHARES TR                     CORE S&P500 ETF | 2500-12-31      | 0.0000%  | 0.0000% | $155325.00         | $106096294.50      | Corporate Debt Securities |
| INTEL CORP                     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $2060471.00        | $75845937.51       | Corporate Debt Securities |
| NAVIENT CORPORATION            COM             | 2500-12-31      | 0.0000%  | 0.0000% | $3.00              | $37.44             | Corporate Debt Securities |
| GAMING & LEISURE PPTYS INC     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $600.00            | $25980.00          | Corporate Debt Securities |
| SERVICENOW INC                 COM             | 2500-12-31      | 0.0000%  | 0.0000% | $100.00            | $80272.00          | Corporate Debt Securities |
| SPROUTS FMRS MKT INC           COM             | 2500-12-31      | 0.0000%  | 0.0000% | $200.00            | $16658.00          | Corporate Debt Securities |
| COSTCO WHSL CORP NEW           COM             | 2500-12-31      | 0.0000%  | 0.0000% | $15241.00          | $13842790.66       | Corporate Debt Securities |
| REPLIMUNE GROUP INC            COM             | 2500-12-31      | 0.0000%  | 0.0000% | $2.00              | $20.12             | Corporate Debt Securities |
| ROCKET COS INC                 COM CL A        | 2500-12-31      | 0.0000%  | 0.0000% | $422603.00         | $8342183.22        | Corporate Debt Securities |
| PALANTIR TECHNOLOGIES INC      CL A            | 2500-12-31      | 0.0000%  | 0.0000% | $624243.00         | $103480762.11      | Corporate Debt Securities |
| STOKE THERAPEUTICS INC         COM             | 2500-12-31      | 0.0000%  | 0.0000% | $147948.00         | $4617457.08        | Corporate Debt Securities |
| NVIDIA CORPORATION             COM             | 2500-12-31      | 0.0000%  | 0.0000% | $299868.00         | $54054205.68       | Corporate Debt Securities |
| OLYMPIC STEEL INC              COM             | 2500-12-31      | 0.0000%  | 0.0000% | $3.00              | $115.26            | Corporate Debt Securities |
| ORACLE CORP                    COM             | 2500-12-31      | 0.0000%  | 0.0000% | $302753.00         | $62052254.88       | Corporate Debt Securities |
| QORVO INC                      COM             | 2500-12-31      | 0.0000%  | 0.0000% | $300.00            | $25686.00          | Corporate Debt Securities |
| ALLETE INC                     COM NEW         | 2500-12-31      | 0.0000%  | 0.0000% | $96599.00          | $6528160.42        | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $10872.00          | $2329217.28        | Corporate Debt Securities |
| TRUIST FINL CORP               COM             | 2500-12-31      | 0.0000%  | 0.0000% | $166706.00         | $7708485.44        | Corporate Debt Securities |
| TWIST BIOSCIENCE CORP          COM             | 2500-12-31      | 0.0000%  | 0.0000% | $14.00             | $443.80            | Corporate Debt Securities |
| TWO HBRS INVT CORP             COM             | 2500-12-31      | 0.0000%  | 0.0000% | $1300.00           | $13273.00          | Corporate Debt Securities |
| U S PHYSICAL THERAPY           COM             | 2500-12-31      | 0.0000%  | 0.0000% | $26.00             | $1922.44           | Corporate Debt Securities |
| UBER TECHNOLOGIES INC          COM             | 2500-12-31      | 0.0000%  | 0.0000% | $3.00              | $256.98            | Corporate Debt Securities |
| TARSUS PHARMACEUTICALS INC     COM             | 2500-12-31      | 0.0000%  | 0.0000% | $48454.00          | $3900547.00        | Corporate Debt Securities |
| TESLA INC                      COM             | 2500-12-31      | 0.0000%  | 0.0000% | $136636.00         | $58286184.88       | Corporate Debt Securities |
| BRIXMOR PPTY GROUP INC         COM             | 2500-12-31      | 0.0000%  | 0.0000% | $400.00            | $10452.00          | Corporate Debt Securities |
| BOEING CO                      COM             | 2500-12-31      | 0.0000%  | 0.0000% | $20140.00          | $3764568.80        | Corporate Debt Securities |
| ARCUS BIOSCIENCES INC          COM             | 2500-12-31      | 0.0000%  | 0.0000% | $65850.00          | $1683126.00        | Corporate Debt Securities |
| APPLE INC                      COM             | 2500-12-31      | 0.0000%  | 0.0000% | $131542.00         | $36509482.10       | Corporate Debt Securities |
| CME GROUP INC                  COM             | 2500-12-31      | 0.0000%  | 0.0000% | $3.00              | $842.61            | Corporate Debt Securities |
| BUMBLE INC                     COM CL A        | 2500-12-31      | 0.0000%  | 0.0000% | $6007.00           | $21204.71          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW        | 2500-12-31      | 0.0000%  | 0.0000% | $11730.00          | $5996727.90        | Corporate Debt Securities |
| EXACT SCIENCES CORP            COM             | 2500-12-31      | 0.0000%  | 0.0000% | $40046.00          | $4062666.70        | Corporate Debt Securities |
| EQUITY RESIDENTIAL             SH BEN INT      | 2500-12-31      | 0.0000%  | 0.0000% | $70003.00          | $4310784.74        | Corporate Debt Securities |
| EXXON MOBIL CORP               COM             | 2500-12-31      | 0.0000%  | 0.0000% | $662.00            | $75977.74          | Corporate Debt Securities |
| META PLATFORMS INC             CL A            | 2500-12-31      | 0.0000%  | 0.0000% | $15044.00          | $9532028.84        | Corporate Debt Securities |
| HF SINCLAIR CORP               COM             | 2500-12-31      | 0.0000%  | 0.0000% | $3.00              | $156.72            | Corporate Debt Securities |
| BLACKBAUD INC                  COM             | 2500-12-31      | 0.0000%  | 0.0000% | $165.00            | $9381.90           | Corporate Debt Securities |

### Security 284: 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: BYDUP3CP3
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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.: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $4800000.00        | $4183069.23        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $2812000.00        | $2884347.11        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $400000.00         | $397585.16         | U.S. Treasuries (including strips) |
| 3 7/8 TPRN AJ 26 | 2026-01-15      | 0.0000%  | 0.0000% | $281000.00         | $279600.06         | U.S. Treasuries (including strips) |
| 4 5/8 TPRN AT 26 | 2026-10-15      | 0.0000%  | 0.0000% | $245000.00         | $237447.63         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $4400000.00        | $4444815.29        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $12049200.00       | $12195452.06       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | 0.0000% | $14042100.00       | $14140951.99       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $500000.00         | $502671.04         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $900100.00         | $903982.82         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | 0.0000% | $31701000.00       | $31822252.12       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | 0.0000% | $1194000.00        | $1195739.55        | U.S. Treasuries (including strips) |
| TINT 12/31/28    | 2028-12-31      | 0.0000%  | 0.0000% | $192906.24         | $173061.98         | U.S. Treasuries (including strips) |
| TINT 01/15/26    | 2026-01-15      | 0.0000%  | 0.0000% | $2005.20           | $1995.90           | U.S. Treasuries (including strips) |
| TINT 04/30/26    | 2026-04-30      | 0.0000%  | 0.0000% | $3982.50           | $3921.59           | U.S. Treasuries (including strips) |
| TINT 12/31/27    | 2027-12-31      | 0.0000%  | 0.0000% | $100.26            | $93.13             | U.S. Treasuries (including strips) |
| TINT 06/30/28    | 2028-06-30      | 0.0000%  | 0.0000% | $192947.55         | $176124.65         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $900000.00         | $929015.62         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $11964000.00       | $12313230.67       | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $2406400.00        | $2449606.73        | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | 0.0000% | $20000000.00       | $23961887.42       | U.S. Treasuries (including strips) |
| BILL 01/20/26    | 2026-01-20      | 0.0000%  | 0.0000% | $1000000.00        | $994730.00         | U.S. Treasuries (including strips) |
| BILL 04/09/26    | 2026-04-09      | 0.0000%  | 0.0000% | $3928100.00        | $3876480.84        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $22000000.00       | $21846220.24       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $20935400.00       | $21513178.01       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $5596700.00        | $5329659.61        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $613000.00         | $581991.30         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $27657500.00       | $26052952.87       | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $24000000.00       | $25449867.43       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $11017500.00       | $11595858.88       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $10000000.00       | $10398358.95       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $35686200.00       | $36591955.95       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $9684900.00        | $10182629.75       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $694000.00         | $718800.88         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $61393300.00       | $64703387.20       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $4816500.00        | $4994227.77        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $5000000.00        | $5182675.43        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $10300.00          | $9037.94           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $2000000.00        | $2008764.34        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $25000000.00       | $25098176.92       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $26000000.00       | $27262527.92       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $600000.00         | $611677.25         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 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: N/A, C.5 - Other ID: BYDV0XEA3
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| TARGA RES CORP                 SR GLBL NT6.5%53 | 2053-02-15      | 6.5000%  | 0.0000% | $27901000.00       | $30073573.37       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 33    | 2033-01-25      | 2.9630%  | 0.0000% | $42078000.00       | $39278701.44       | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT 40    | 2040-05-01      | 5.1500%  | 0.0000% | $24598000.00       | $24878232.71       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41 | 2041-03-22      | 3.4000%  | 0.0000% | $23270000.00       | $18580707.17       | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 28    | 2028-02-16      | 5.0980%  | 0.0000% | $9500000.00        | $9759961.17        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 32    | 2032-02-03      | 2.1500%  | 0.0000% | $29000000.00       | $25381613.61       | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 34 | 2034-05-25      | 6.1740%  | 0.0000% | $15890000.00       | $17003960.51       | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34    | 2034-07-01      | 6.3750%  | 0.0000% | $397000.00         | $416409.83         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  FR 5.05%091528   | 2028-09-15      | 5.0500%  | 0.0000% | $1600000.00        | $1660016.44        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 41    | 2041-05-11      | 3.2500%  | 0.0000% | $37926000.00       | $29088283.31       | Corporate Debt Securities |
| TJX COS INC NEW                SR GLBL NT 26    | 2026-09-15      | 2.2500%  | 0.0000% | $6351000.00        | $6301795.63        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 3.971%072238  | 2038-07-22      | 3.9710%  | 0.0000% | $14021000.00       | $12962113.05       | Corporate Debt Securities |
| REPUBLIC SVCS INC              SR GLBL NT 28    | 2028-05-15      | 3.9500%  | 0.0000% | $15000000.00       | $15056795.83       | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33  | 2033-02-01      | 6.0000%  | 0.0000% | $3693000.00        | $3872996.82        | Corporate Debt Securities |
| ENEL FIN INTL N.V.             FR 6%100739      | 2039-10-07      | 6.0000%  | 0.0000% | $4000000.00        | $4286000.00        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $3515000.00        | $2322042.69        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.45%030147   | 2047-03-01      | 4.4500%  | 0.0000% | $20908000.00       | $18459760.32       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33    | 2033-01-15      | 6.1500%  | 0.0000% | $21400000.00       | $23325161.83       | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-11-02      | 7.9640%  | 0.0000% | $25683000.00       | $30534050.70       | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 0.95%031526   | 2026-03-15      | 0.9500%  | 0.0000% | $2160000.00        | $2143381.80        | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT 55    | 2055-05-15      | 5.2500%  | 0.0000% | $3327000.00        | $3319932.90        | Corporate Debt Securities |
| AGREE LTD PARTNERSHIP          SR GLBL NT2.6%33 | 2033-06-15      | 2.6000%  | 0.0000% | $8000000.00        | $7042577.78        | Corporate Debt Securities |
| ABBVIE INC                     GLBL NT 5.4%54   | 2054-03-15      | 5.4000%  | 0.0000% | $24381000.00       | $24653579.58       | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL FL NT 27 | 2027-02-26      | 4.3896%  | 0.0000% | $6926000.00        | $6940752.39        | Corporate Debt Securities |
| ESSENTIAL UTILS INC            4.276%49         | 2049-05-01      | 4.2760%  | 0.0000% | $23323000.00       | $19055287.49       | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB4.7%45 | 2045-09-01      | 4.7000%  | 0.0000% | $26506000.00       | $24618198.50       | Corporate Debt Securities |
| MGIC INVT CORP WIS             SR GLBL NT 28    | 2028-08-15      | 5.2500%  | 0.0000% | $33775000.00       | $34284692.90       | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 52    | 2052-05-15      | 3.4500%  | 0.0000% | $12000000.00       | $7747150.00        | Corporate Debt Securities |
| ATLAS WHSE LENDING CO LP       SR 144A NT 30    | 2030-11-15      | 4.9500%  | 0.0000% | $1915000.00        | $1933676.04        | Corporate Debt Securities |
| ENSTAR GROUP LTD               SR GLBL NT3.1%31 | 2031-09-01      | 3.1000%  | 0.0000% | $3340000.00        | $3028283.37        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.375%27 | 2027-03-15      | 1.3750%  | 0.0000% | $5895000.00        | $5747496.46        | Corporate Debt Securities |
| EXXON MOBIL CORP               SR GLBL NT 49    | 2049-08-16      | 3.0950%  | 0.0000% | $25014000.00       | $17776928.68       | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL NT 33    | 2033-02-01      | 4.7500%  | 0.0000% | $1105000.00        | $1130356.99        | Corporate Debt Securities |

### Security 286: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.5 - Other ID: BYDVBW976
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 287: 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: BYDVBW984
- **C.18 - Value (incl. sponsor support):** $740000000.00
- **C.18.a - Value (excl. sponsor support):** $740000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 4.030000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDVBW9K7
- **C.18 - Value (incl. sponsor support):** $515000000.00
- **C.18.a - Value (excl. sponsor support):** $515000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (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: BYDVBW9N1
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: 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: BYDVBZ0S2
- **C.18 - Value (incl. sponsor support):** $632000000.00
- **C.18.a - Value (excl. sponsor support):** $632000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYDVC3FM9
- **C.18 - Value (incl. sponsor support):** $655000000.00
- **C.18.a - Value (excl. sponsor support):** $655000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.080000%
- **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: BYDVC3WU2
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 5.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? 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 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $202341000.00      | $199340532.26      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $209648400.00      | $213520444.15      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $2600.00           | $2626.48           | U.S. Treasuries (including strips) |
| BILL 02/26/26    | 2026-02-26      | 0.0000%  | 0.0000% | $200636300.00      | $198833181.57      | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | 0.0000% | $194799100.00      | $189066552.09      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $212790900.00      | $192229099.21      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $26930300.00       | $26742057.50       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $92397600.00       | $93453985.78       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $186899900.00      | $189361256.90      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | 0.0000% | $166729300.00      | $168996594.95      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | 0.0000% | $904435000.00      | $920523866.41      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26 | 2026-01-31      | 4.2500%  | 0.0000% | $50000800.00       | $50718946.27       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $544616600.00      | $583188671.90      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $225000000.00      | $233302449.59      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $202170200.00      | $192160718.24      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $165295100.00      | $144498214.02      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $187227800.00      | $166132266.83      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $246127300.00      | $252115883.17      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $61866100.00       | $65812744.63       | U.S. Treasuries (including strips) |

### Security 293: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.080000%
- **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: BYDVC3X07
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? 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 | 2047-11-15      | 2.7500%  | 0.0000% | $71371.00          | $52463.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $3123479.00        | $2077216.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $13363.00          | $6881.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $4.00              | $3.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $15433.00          | $13675.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $960863.00         | $890859.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $4.00              | $4.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $2595550.00        | $2536179.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $8.00              | $8.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $4.00              | $5.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $954.00            | $893.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $29.00             | $29.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $1250000.00        | $835031.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $1290810.00        | $940781.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $42.00             | $42.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $8291709.00        | $8431600.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $4.00              | $4.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $4.00              | $4.10              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $22579.00          | $22210.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $479.00            | $471.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $8.00              | $9.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $628771.00         | $641929.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $72013.00          | $63225.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $7151696.00        | $7028155.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $627771.00         | $638935.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $4063.00           | $4258.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $33.00             | $34.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $1303771.00        | $1315082.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $4.00              | $3.66              | U.S. Treasuries (including strips) |

### Security 294: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.090000%
- **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: BYDVC3X72
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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.: 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-124 JS | 2055-07-20      | 1.1011%  | 0.0000% | $35872000.00       | $1598630.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-176 SD | 2051-09-20      | 0.0000%  | 0.0000% | $124166347.00      | $251618.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-154 MS | 2053-10-20      | 1.6011%  | 0.0000% | $50000000.00       | $688213.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 SA | 2054-04-20      | 1.2511%  | 0.0000% | $150000000.00      | $2711539.36        | Agency Collateralized Mortgage Obligation |

### Security 295: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC. 4.080000%
- **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: BYDVC3X80
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $191400.00         | $251643.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $56539400.00       | $55706452.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $95.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $205.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $223200.00         | $227357.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.9394%  | 0.0000% | $14922800.00       | $14967781.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $796600.00         | $848880.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $813000.00         | $810030.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $237068900.00      | $240484998.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $103.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $37060800.00       | $38150701.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $4700.00           | $4491.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $555700.00         | $531008.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $1624800.00        | $1544087.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $3653700.00        | $3472201.82        | U.S. Treasuries (including strips) |

### Security 296: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDVC3XA5
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? 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 MA5332 M | 2048-07-20      | 5.0000%  | 0.0000% | $1313.00           | $89.76             | Agency Mortgage-Backed Securities  |
| GNII SF MB0745 M | 2055-11-20      | 5.0000%  | 0.0000% | $35825.00          | $35974.32          | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $22561000.00       | $23217911.70       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | 0.0000% | $22485600.00       | $22725572.91       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $54701000.00       | $56017234.80       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $3000.00           | $3216.52           | U.S. Treasuries (including strips) |

### Security 297: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC. 4.090000%
- **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: BYDVC3XD9
- **C.18 - Value (incl. sponsor support):** $507000000.00
- **C.18.a - Value (excl. sponsor support):** $507000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEST  IO 0380 RP0789 | 2050-01-25      | 3.0000%  | 0.0000% | $37372937.00       | $4544448.73        | Agency Collateralized Mortgage Obligation |
| FEST  IO 0401 RP3898 | 2053-06-25      | 5.0000%  | 0.0000% | $25000000.00       | $4518386.19        | Agency Collateralized Mortgage Obligation |
| FEST  IO 0401 RP3905 | 2052-06-25      | 3.0000%  | 0.0000% | $783419.00         | $99432.24          | Agency Collateralized Mortgage Obligation |
| FEST  IO 0401 RP3912 | 2052-11-25      | 3.0000%  | 0.0000% | $879519.00         | $96153.82          | Agency Collateralized Mortgage Obligation |
| FEST  IO 0405 RP4355 | 2053-05-25      | 5.0000%  | 0.0000% | $132705.00         | $23194.08          | Agency Collateralized Mortgage Obligation |
| FEST  IO 0405 RP4362 | 2052-05-25      | 3.0000%  | 0.0000% | $312201.00         | $49874.97          | Agency Collateralized Mortgage Obligation |
| FEST  IO 0408 RP5009 | 2053-09-25      | 5.5000%  | 0.0000% | $136335613.00      | $22033364.06       | Agency Collateralized Mortgage Obligation |
| FNST TR0413 I144 WL  | 2039-11-01      | 4.0000%  | 0.0000% | $1798427.00        | $13349.98          | Agency Collateralized Mortgage Obligation |
| FNST TR0413 I194 WL  | 2039-11-01      | 4.5000%  | 0.0000% | $3972520.00        | $20329.49          | Agency Collateralized Mortgage Obligation |
| FGST GIO 0275 S30019 | 2027-09-15      | 3.5000%  | 0.0000% | $5763963.00        | $1413.37           | Agency Collateralized Mortgage Obligation |
| FGST GIO 0365 S16050 | 2048-11-15      | 3.5000%  | 0.0000% | $4000000.00        | $38207.70          | Agency Collateralized Mortgage Obligation |
| FGST GIO 0386 S16362 | 2052-02-15      | 2.0000%  | 0.0000% | $423513.00         | $48165.89          | Agency Collateralized Mortgage Obligation |
| FGST GIO 0386 S16353 | 2052-03-15      | 2.0000%  | 0.0000% | $170000.00         | $17861.08          | Agency Collateralized Mortgage Obligation |
| FGST GIO 0389 S16793 | 2052-06-15      | 2.0000%  | 0.0000% | $155000.00         | $16817.10          | Agency Collateralized Mortgage Obligation |
| FNST TR0434 C29 RC   | 2052-10-01      | 2.0000%  | 0.0000% | $195000.00         | $21430.56          | Agency Collateralized Mortgage Obligation |
| FNST TR0429 C4 RC    | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $13427.47          | Agency Collateralized Mortgage Obligation |
| TINT 08/15/32        | 2032-08-15      | 0.0000%  | 0.0000% | $116975287.00      | $90309366.62       | U.S. Treasuries (including strips)        |
| TINT 11/15/31        | 2031-11-15      | 0.0000%  | 0.0000% | $81084300.00       | $64741191.74       | U.S. Treasuries (including strips)        |
| TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $9352576.71        | $8957149.77        | U.S. Treasuries (including strips)        |
| TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $90377218.99       | $79853876.37       | U.S. Treasuries (including strips)        |
| TINT 05/15/30        | 2030-05-15      | 0.0000%  | 0.0000% | $84534701.00       | $71848240.28       | U.S. Treasuries (including strips)        |
| TINT 02/15/30        | 2030-02-15      | 0.0000%  | 0.0000% | $78123580.00       | $67041047.06       | U.S. Treasuries (including strips)        |
| TINT 08/15/30        | 2030-08-15      | 0.0000%  | 0.0000% | $113864307.81      | $95792448.06       | U.S. Treasuries (including strips)        |
| TINT 02/15/31        | 2031-02-15      | 0.0000%  | 0.0000% | $11645920.68       | $9599406.33        | U.S. Treasuries (including strips)        |

### Security 298: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC. 4.080000%
- **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: BYDVC3XG2
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? 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 | 2028-06-15      | 3.8750%  | 0.0000% | $2423022.00        | $2489546.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $2534013.00        | $2610454.34        | U.S. Treasuries (including strips) |

### Security 299: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.090000%
- **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: BYDVC3XM9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 3.9600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| 2.66 FCSB 26 CC      | 2026-01-22      | 2.6600%  | 0.0000% | $6358000.00        | $6404012.85        | Agency Debentures and Agency Strips |
| FHDN 12/10/25        | 2025-12-10      | 0.0000%  | 0.0000% | $25670000.00       | $25630981.60       | Agency Debentures and Agency Strips |
| FHDN 01/02/26        | 2026-01-02      | 0.0000%  | 0.0000% | $4146000.00        | $4130481.52        | Agency Debentures and Agency Strips |
| FHDN 01/12/26        | 2026-01-12      | 0.0000%  | 0.0000% | $57410000.00       | $57138048.83       | Agency Debentures and Agency Strips |
| FHDN 02/02/26        | 2026-02-02      | 0.0000%  | 0.0000% | $4470000.00        | $4438620.60        | Agency Debentures and Agency Strips |
| FHDN 02/10/26        | 2026-02-10      | 0.0000%  | 0.0000% | $1542000.00        | $1529910.72        | Agency Debentures and Agency Strips |
| 2.98 FHLB 25 YQ      | 2025-12-03      | 2.9800%  | 0.0000% | $315000.00         | $319512.72         | Agency Debentures and Agency Strips |
| 4.75 FHLB 25 35      | 2025-12-12      | 4.7500%  | 0.0000% | $1795000.00        | $1834405.24        | Agency Debentures and Agency Strips |
| FEPC 06.000 CLQY8715 | 2055-07-01      | 6.0000%  | 0.0000% | $9558247.00        | $9832449.95        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQY8716 | 2055-07-01      | 6.0000%  | 0.0000% | $38192813.00       | $39209101.24       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQY9529 | 2055-08-01      | 5.5000%  | 0.0000% | $5528423.00        | $5617707.74        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQZ0237 | 2055-08-01      | 6.0000%  | 0.0000% | $28441963.00       | $28730213.87       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQZ6916 | 2055-11-01      | 5.5000%  | 0.0000% | $6851522.00        | $6990184.61        | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQZ7357 | 2055-11-01      | 5.5000%  | 0.0000% | $6602325.00        | $6452581.50        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQZ7366 | 2055-10-01      | 6.0000%  | 0.0000% | $4239590.00        | $4387952.40        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLQZ9811 | 2055-12-01      | 5.0000%  | 0.0000% | $4098225.00        | $4144768.54        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  | 0.0000% | $19741688.00       | $18225389.11       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSL0315 | 2055-02-01      | 5.5000%  | 0.0000% | $51358330.00       | $48574196.10       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSL0423 | 2055-02-01      | 6.0000%  | 0.0000% | $95090784.00       | $92634345.82       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSL1249 | 2055-05-01      | 5.5000%  | 0.0000% | $102301735.00      | $99899076.52       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSL2524 | 2055-09-01      | 5.5000%  | 0.0000% | $168473768.00      | $168762088.65      | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSL2525 | 2055-09-01      | 5.5000%  | 0.0000% | $84713639.00       | $85825746.66       | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSL3387 | 2042-09-01      | 3.5000%  | 0.0000% | $22784452.00       | $22022517.14       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSL3388 | 2055-10-01      | 5.5000%  | 0.0000% | $33731210.00       | $34739638.25       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSL3389 | 2055-09-01      | 5.5000%  | 0.0000% | $55762278.00       | $57354625.61       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSL3390 | 2055-05-01      | 6.0000%  | 0.0000% | $38059063.00       | $39781197.54       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSL3391 | 2055-11-01      | 6.0000%  | 0.0000% | $68450642.00       | $70607179.48       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQY1365 | 2055-04-01      | 5.5000%  | 0.0000% | $6737902.00        | $6562540.50        | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLQY2715 | 2055-05-01      | 6.5000%  | 0.0000% | $5793859.00        | $5463626.68        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQY4437 | 2055-05-01      | 6.0000%  | 0.0000% | $16676799.00       | $16659545.74       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  | 0.0000% | $5153604.00        | $4527154.82        | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLFA1330 | 2053-07-01      | 2.5000%  | 0.0000% | $7000000.00        | $5733056.49        | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLFS5144 | 2052-06-01      | 3.5000%  | 0.0000% | $6700000.00        | $5297524.96        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLFS6844 | 2054-01-01      | 6.0000%  | 0.0000% | $36514848.00       | $30555667.52       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFS9022 | 2054-08-01      | 5.5000%  | 0.0000% | $86479058.00       | $79755078.10       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCC1410 | 2055-11-01      | 6.0000%  | 0.0000% | $54603570.00       | $56542420.41       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLCC1444 | 2055-11-01      | 5.5000%  | 0.0000% | $9888957.00        | $10117063.28       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCC1457 | 2055-11-01      | 6.0000%  | 0.0000% | $5606558.00        | $5814006.89        | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLCC1478 | 2055-11-01      | 6.5000%  | 0.0000% | $4211825.00        | $4423518.67        | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAB4042 | 2041-12-01      | 3.5000%  | 0.0000% | $103666948.00      | $12083400.42       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $132124541.00      | $16733204.60       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $209008206.00      | $33195631.03       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAB6218 | 2042-09-01      | 3.5000%  | 0.0000% | $114439648.00      | $17672674.29       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $99702465.00       | $16975278.46       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $246226479.00      | $203934010.35      | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $52920351.00       | $44581666.14       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLMA5387 | 2054-06-01      | 5.0000%  | 0.0000% | $7443021.00        | $6806557.97        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $21444071.00       | $15984095.63       | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  | 0.0000% | $8200000.00        | $4877876.53        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $25820089.00       | $22576297.98       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $30768800.00       | $27475874.60       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  | 0.0000% | $19654853.00       | $19839748.53       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  | 0.0000% | $65917351.00       | $66146293.71       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CIMA5916 | 2040-11-01      | 5.0000%  | 0.0000% | $25618453.00       | $26032933.95       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CTMA5920 | 2045-11-01      | 5.0000%  | 0.0000% | $90716154.00       | $91702147.88       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDC9670 | 2055-01-01      | 5.5000%  | 0.0000% | $5168836.00        | $5113363.60        | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLRJ4708 | 2055-08-01      | 6.5000%  | 0.0000% | $38316204.00       | $37839769.74       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRJ5132 | 2055-10-01      | 5.5000%  | 0.0000% | $14871649.00       | $14972817.50       | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLRJ5118 | 2055-10-01      | 6.5000%  | 0.0000% | $17701238.00       | $18316075.34       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLRJ5125 | 2055-10-01      | 6.0000%  | 0.0000% | $37897187.00       | $38177173.79       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRJ5496 | 2055-12-01      | 5.5000%  | 0.0000% | $29739339.00       | $30324847.11       | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CIRR0048 | 2040-11-01      | 5.0000%  | 0.0000% | $18936550.00       | $19243284.24       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLTA0440 | 2055-12-01      | 6.0000%  | 0.0000% | $5506620.00        | $5701141.35        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA0432 | 2055-12-01      | 5.0000%  | 0.0000% | $4215473.00        | $4258373.87        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA0434 | 2055-12-01      | 5.0000%  | 0.0000% | $5306464.00        | $5356588.86        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSL3392 | 2055-11-01      | 6.0000%  | 0.0000% | $35540478.00       | $37036056.85       | Agency Mortgage-Backed Securities   |
| GNPL PN DJ4969       | 2060-04-15      | 5.7500%  | 0.0000% | $100000.00         | $105997.93         | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDE7268 | 2055-09-01      | 5.5000%  | 0.0000% | $4035072.00        | $4140150.02        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDE7509 | 2055-09-01      | 6.0000%  | 0.0000% | $380712.00         | $395938.96         | Agency Mortgage-Backed Securities   |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $3900.00           | $3056.47           | U.S. Treasuries (including strips)  |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $156.78            | U.S. Treasuries (including strips)  |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $7100.00           | $5454.28           | U.S. Treasuries (including strips)  |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $4300.00           | $3187.63           | U.S. Treasuries (including strips)  |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $2000.00           | $1309.28           | U.S. Treasuries (including strips)  |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $5100.00           | $2783.91           | U.S. Treasuries (including strips)  |
| 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $23000000.00       | $16670916.55       | U.S. Treasuries (including strips)  |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $1000000.00        | $947356.36         | U.S. Treasuries (including strips)  |
| 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $25000000.00       | $24930272.79       | U.S. Treasuries (including strips)  |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $22000000.00       | $20846393.89       | U.S. Treasuries (including strips)  |
| 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $13647100.00       | $13894328.15       | U.S. Treasuries (including strips)  |
| 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $7000000.00        | $6990290.38        | U.S. Treasuries (including strips)  |
| 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $1200.00           | $1262.52           | U.S. Treasuries (including strips)  |
| 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $5000.00           | $5342.51           | U.S. Treasuries (including strips)  |
| 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  | 0.0000% | $5000.00           | $5255.13           | U.S. Treasuries (including strips)  |
| 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  | 0.0000% | $5000.00           | $5349.31           | U.S. Treasuries (including strips)  |
| 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  | 0.0000% | $5000.00           | $5535.43           | U.S. Treasuries (including strips)  |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $4000.00           | $3390.13           | U.S. Treasuries (including strips)  |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $14900000.00       | $10947240.87       | U.S. Treasuries (including strips)  |
| 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $77.91             | U.S. Treasuries (including strips)  |
| 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $6000.00           | $4720.81           | U.S. Treasuries (including strips)  |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $39600000.00       | $28318268.49       | U.S. Treasuries (including strips)  |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $600.00            | $410.59            | U.S. Treasuries (including strips)  |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $100019900.00      | $102426614.20      | U.S. Treasuries (including strips)  |
| 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $50725300.00       | $52125534.07       | U.S. Treasuries (including strips)  |
| 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $200000000.00      | $175595356.91      | U.S. Treasuries (including strips)  |
| 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $100000000.00      | $101480638.59      | U.S. Treasuries (including strips)  |
| 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $100000000.00      | $103840056.59      | U.S. Treasuries (including strips)  |
| 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $100000000.00      | $104686592.90      | U.S. Treasuries (including strips)  |
| 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $150000000.00      | $133226087.77      | U.S. Treasuries (including strips)  |
| 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $150000000.00      | $157426764.95      | U.S. Treasuries (including strips)  |

### Security 300: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.080000%
- **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: BYDVC3XP2
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? 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 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $39412400.00       | $40247274.58       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $64000000.00       | $66369777.66       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $5514900.00        | $5583021.66        | U.S. Treasuries (including strips) |

### Security 301: FIXED INCOME CLEARING CORPORATION - NOMU

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 4.080000%
- **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: BYDVC3XV9
- **C.18 - Value (incl. sponsor support):** $3610000000.00
- **C.18.a - Value (excl. sponsor support):** $3610000000.00
- **C.19 - Percentage of Net Assets:** 4.7600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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.: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $35897500.00       | $34595601.80       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | 0.0000% | $22000000.00       | $20672356.08       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $18234000.00       | $17066029.39       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | 0.0000% | $19030000.00       | $18809807.72       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $8624300.00        | $8858088.70        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $1511300.00        | $1538571.21        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $100623500.00      | $101844858.64      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | 0.0000% | $12736600.00       | $12826261.68       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $2885200.00        | $2897646.09        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | 0.0000% | $18793500.00       | $18812322.68       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $79019300.00       | $80331697.94       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $22455500.00       | $22680412.19       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $7785300.00        | $7865519.47        | U.S. Treasuries (including strips) |
| BILL 02/19/26    | 2026-02-19      | 0.0000%  | 0.0000% | $10509700.00       | $10423173.64       | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | 0.0000% | $3042500.00        | $2952965.31        | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | 0.0000% | $182868000.00      | $176532721.01      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $138000.00         | $141295.06         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $43007900.00       | $44835589.10       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $3825200.00        | $3967617.63        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $7058700.00        | $6376623.92        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $88463700.00       | $89740196.49       | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $176901700.00      | $180540082.22      | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $7176000.00        | $7367306.81        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | 0.0000% | $1758800.00        | $1757898.06        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $17685800.00       | $17735907.10       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $29546500.00       | $29972168.40       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | 0.0000% | $2081000.00        | $2107819.12        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $58907500.00       | $56096793.37       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $8394400.00        | $7969768.02        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $379988200.00      | $342397321.48      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $10851600.00       | $10340649.09       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $82643400.00       | $78524376.59       | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $180092900.00      | $169320079.42      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $98809800.00       | $93077359.23       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $110307100.00      | $113105269.25      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $978500.00         | $1007269.94        | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $213323600.00      | $219809806.08      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $1969900.00        | $2034628.11        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $32155300.00       | $33625473.18       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | 0.0000% | $124810100.00      | $126438479.45      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $14732200.00       | $15489322.35       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $82281900.00       | $86718219.01       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $124013200.00      | $129867473.61      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $137374200.00      | $138362660.38      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $6502600.00        | $6519849.36        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | 0.0000% | $880456100.00      | $886909497.84      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $7017600.00        | $7188346.93        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $229676900.00      | $234146891.80      | U.S. Treasuries (including strips) |

### Security 302: FIXED INCOME CLEARING CORPORATION - WFBK

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 4.080000%
- **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: BYDVC3XZ0
- **C.18 - Value (incl. sponsor support):** $1028000000.00
- **C.18.a - Value (excl. sponsor support):** $1028000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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.: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 BOND 42 | 2042-08-15      | 3.3750%  | 0.0000% | $348557900.00      | $303758713.54      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41 | 2041-02-15      | 4.7500%  | 0.0000% | $710735100.00      | $744801336.35      | U.S. Treasuries (including strips) |

### Security 303: FIXED INCOME CLEARING CORPORATION - BNYM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNYM 4.090000%
- **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: BYDVC3Y06
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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.: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLQA4166 | 2049-11-01      | 3.0000%  | 0.0000% | $13867.00          | $3340.15           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $1023.00           | $532.51            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $611.05            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5508 | 2052-07-01      | 5.0000%  | 0.0000% | $104000.00         | $75273.39          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE5759 | 2052-07-01      | 4.0000%  | 0.0000% | $495778.00         | $451752.08         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8965 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $835.45            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  | 0.0000% | $832509.00         | $721358.22         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $698.99            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4930 | 2052-12-01      | 6.0000%  | 0.0000% | $13628381.00       | $7174092.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG7209 | 2053-07-01      | 4.5000%  | 0.0000% | $5514389.00        | $5264202.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH4686 | 2053-11-01      | 5.0000%  | 0.0000% | $392363.00         | $307276.63         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3023 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $843.53            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1602 | 2052-09-01      | 4.5000%  | 0.0000% | $604000.00         | $471476.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  | 0.0000% | $400000.00         | $313320.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4685 | 2054-01-01      | 6.0000%  | 0.0000% | $159887237.00      | $134492432.14      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $938.11            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | 0.0000% | $152550188.00      | $117267235.60      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $371.07            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $746.08            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $789.49            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $175.39            | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84653 G | 2048-09-01      | 4.5000%  | 0.0000% | $191290489.00      | $32148099.32       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1017.00           | $219.16            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  | 0.0000% | $1604205.00        | $431026.20         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4258 | 2050-12-01      | 1.5000%  | 0.0000% | $998000.00         | $548045.63         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9064 | 2053-05-01      | 5.5000%  | 0.0000% | $41044838.00       | $34228910.24       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  | 0.0000% | $65000.00          | $42406.44          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5142 | 2042-01-01      | 2.5000%  | 0.0000% | $393278.00         | $248322.87         | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2114 | 2051-02-25      | 2.5000%  | 0.0000% | $780597.00         | $642561.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $11536720.00       | $8934896.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $78545536.00       | $61490257.16       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5150 | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $552.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  | 0.0000% | $1067.00           | $879.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  | 0.0000% | $36988810.00       | $31522938.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $847.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  | 0.0000% | $324924.00         | $250701.90         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $683000.00         | $474043.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $870.98            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $865.90            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $875.66            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | 0.0000% | $1040.00           | $904.72            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $802.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $855.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  | 0.0000% | $31183630.00       | $26594950.81       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $883.65            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $2682718.00        | $2086544.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $861.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $879.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $368144.00         | $319621.86         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $1032.00           | $925.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $32330809.00       | $26835137.81       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $852.89            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6886 | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $813.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | 0.0000% | $1020.00           | $878.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $808.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $36705818.00       | $29775404.95       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $838.95            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $13982528.00       | $11654658.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $2916456.00        | $2618164.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $9633442.00        | $8142764.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $861.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7442 | 2053-11-01      | 6.0000%  | 0.0000% | $60052814.00       | $50208847.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $881.36            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | 0.0000% | $6489217.00        | $5761151.61        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8890 | 2054-07-01      | 7.0000%  | 0.0000% | $45675225.00       | $32160040.32       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  | 0.0000% | $5769240.00        | $4769154.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $31167831.00       | $27102911.26       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | 0.0000% | $8149888.00        | $6338032.35        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $39608200.00       | $26783575.73       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $955.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $923.46            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | 0.0000% | $12341089.00       | $9998472.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $45557291.00       | $43570193.87       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | 0.0000% | $7401073.00        | $7075876.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9447 | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $883.14            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3283 | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $822.93            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6811 | 2053-05-01      | 5.0000%  | 0.0000% | $723000.00         | $608709.50         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | 0.0000% | $70606723.00       | $20547.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | 0.0000% | $4110296.00        | $567544.29         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1457 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $268.30            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  | 0.0000% | $57881412.00       | $14154568.66       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $306.29            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN5340 | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $268.96            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $342.59            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $385.48            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $471.61            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ7745 | 2051-03-01      | 2.0000%  | 0.0000% | $1280.00           | $726.11            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR0386 | 2051-01-01      | 2.0000%  | 0.0000% | $3203.00           | $1994.90           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU3295 | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $620.28            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $738.28            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  | 0.0000% | $846996.00         | $606709.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $721.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW3779 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $879.70            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $272.06            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $712.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7944 | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $865.33            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $759.66            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8371 | 2052-09-01      | 5.0000%  | 0.0000% | $1634408.00        | $1109689.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3184 | 2053-04-01      | 5.5000%  | 0.0000% | $1097764.00        | $718509.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY8306 | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $882.56            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $184399955.00      | $32809029.43       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1892 | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $111.19            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2167 | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $311.82            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4738 | 2049-11-01      | 3.0000%  | 0.0000% | $1690626.00        | $341546.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5513 | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $343.50            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $9816998.00        | $4436582.89        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | 0.0000% | $45588241.00       | $18582026.74       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6583 | 2050-08-01      | 2.5000%  | 0.0000% | $2715.00           | $1012.86           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6730 | 2050-08-01      | 3.0000%  | 0.0000% | $799000.00         | $426135.83         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6800 | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $430.91            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | 0.0000% | $1280.00           | $621.74            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7037 | 2050-09-01      | 2.5000%  | 0.0000% | $6722012.00        | $2760988.48        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $588.60            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7274 | 2050-10-01      | 2.5000%  | 0.0000% | $299211.00         | $153801.90         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7329 | 2050-10-01      | 2.0000%  | 0.0000% | $57620672.00       | $31410861.57       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $583.48            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $558.94            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $541.44            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0856 | 2051-06-01      | 3.0000%  | 0.0000% | $998000.00         | $527703.12         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2639 | 2052-01-01      | 2.5000%  | 0.0000% | $545947.00         | $383527.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3177 | 2042-12-01      | 3.5000%  | 0.0000% | $77139712.00       | $10860246.16       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $1000.00           | $140.47            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9268 | 2046-10-01      | 3.0000%  | 0.0000% | $1788000.00        | $432939.19         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $246.99            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8735 | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $171.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMB0311 | 2055-05-01      | 5.0000%  | 0.0000% | $35178944.00       | $33956574.00       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $190.67            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR5851 | 2043-02-01      | 3.5000%  | 0.0000% | $1319.00           | $133.53            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.77             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | 0.0000% | $115051476.00      | $11188266.29       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7491 | 2046-07-01      | 3.5000%  | 0.0000% | $136261.00         | $11377.76          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7737 | 2046-08-01      | 3.0000%  | 0.0000% | $178385704.00      | $19935105.07       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8419 | 2046-12-01      | 3.0000%  | 0.0000% | $26484991.00       | $8025698.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9797 | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $212.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9940 | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $243.68            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $139.50            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  | 0.0000% | $1994.00           | $41.82             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $250.71            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880212 | 2036-02-01      | 6.0000%  | 0.0000% | $1026.00           | $11.12             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $421.66            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6368 | 2054-07-01      | 7.0000%  | 0.0000% | $2206947.00        | $712224.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7292 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0954 | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2000.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.82           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2380 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6676 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.29           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6769 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $992.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9208 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.67           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9248 | 2055-09-01      | 7.0000%  | 0.0000% | $699019.00         | $745668.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  | 0.0000% | $2000.00           | $333.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  | 0.0000% | $1008.00           | $171.90            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  | 0.0000% | $1007944.00        | $816842.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | 0.0000% | $108609101.00      | $41215302.16       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $166.15            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0191 | 2057-06-01      | 4.0000%  | 0.0000% | $992000.00         | $276173.44         | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  | 0.0000% | $1373051.00        | $929544.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $253992.00         | $61292.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $157.13            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $379.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH7398 | 2047-08-01      | 3.5000%  | 0.0000% | $209094716.00      | $30545108.44       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $575.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $1766802.00        | $285777.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ8310 | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $514.85            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $221.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $255.38            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $186.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2003 | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $107.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4621 | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $224.62            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWBM6665 | 2032-12-01      | 2.5000%  | 0.0000% | $1411330.00        | $340330.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | 0.0000% | $145000.00         | $99078.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2852 | 2051-11-01      | 2.0000%  | 0.0000% | $553000.00         | $361548.87         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2853 | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $658.13            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  | 0.0000% | $1024.00           | $720.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3315 | 2052-04-01      | 3.5000%  | 0.0000% | $1033.00           | $781.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $300000.00         | $205569.02         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $718.52            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $728.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $14848.00          | $12113.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $748.12            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $765.61            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $810.78            | Agency Mortgage-Backed Securities |

### Security 304: FIXED INCOME CLEARING CORPORATION - JPM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - JPM 4.080000%
- **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: BYDVC3Y22
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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.: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | 0.0000% | $400.00            | $396.31            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $1600.00           | $1643.37           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $3200.00           | $3259.10           | U.S. Treasuries (including strips) |
| BILL 05/28/26    | 2026-05-28      | 0.0000%  | 0.0000% | $37336000.00       | $36664064.01       | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $105.16            | U.S. Treasuries (including strips) |
| BILL 12/26/25    | 2025-12-26      | 0.0000%  | 0.0000% | $500.00            | $498.65            | U.S. Treasuries (including strips) |
| BILL 01/29/26    | 2026-01-29      | 0.0000%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| BILL 03/12/26    | 2026-03-12      | 0.0000%  | 0.0000% | $400.00            | $395.85            | U.S. Treasuries (including strips) |
| BILL 01/27/26    | 2026-01-27      | 0.0000%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | 0.0000% | $1600.00           | $1548.73           | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $456307200.00      | $473296165.36      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $800.00            | $807.01            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  | 0.0000% | $800.00            | $803.55            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $2800.00           | $2637.56           | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $3200.00           | $3297.30           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | 0.0000% | $22800.00          | $23182.32          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $1000.00           | $1004.33           | U.S. Treasuries (including strips) |

### Security 305: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.090000%
- **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: BYDVC3Y55
- **C.18 - Value (incl. sponsor support):** $448000000.00
- **C.18.a - Value (excl. sponsor support):** $448000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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.: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-04-01      | 6.0000%  | 0.0000% | $19276039.00       | $32602.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-03-01      | 3.5000%  | 0.0000% | $90536.00          | $5124.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-09-01      | 3.5000%  | 0.0000% | $730000.00         | $76899.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-02-01      | 4.0000%  | 0.0000% | $243458.00         | $36926.19          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-07-01      | 3.5000%  | 0.0000% | $722234.00         | $80339.97          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-12-01      | 4.0000%  | 0.0000% | $570000.00         | $61671.30          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2045-09-01      | 4.0000%  | 0.0000% | $944000.00         | $62226.89          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-03-01      | 3.0000%  | 0.0000% | $168000.00         | $36173.65          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 3.0000%  | 0.0000% | $22575.00          | $13651.12          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2033-09-01      | 6.0000%  | 0.0000% | $16834432.00       | $116180.47         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2033-03-01      | 6.0000%  | 0.0000% | $108144800.00      | $205899.97         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-05-01      | 3.5000%  | 0.0000% | $784000.00         | $87627.84          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-11-01      | 4.0000%  | 0.0000% | $15259472.00       | $2620801.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2045-02-01      | 4.0000%  | 0.0000% | $1372634.00        | $117298.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2046-05-01      | 4.5000%  | 0.0000% | $322909.00         | $36009.90          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2030-02-01      | 3.0000%  | 0.0000% | $1145000.00        | $89284.56          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 4.0000%  | 0.0000% | $9528592.00        | $6441991.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 2.5000%  | 0.0000% | $215621.00         | $168851.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 5.0000%  | 0.0000% | $7759360.00        | $5714751.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-04-01      | 3.5000%  | 0.0000% | $50000.00          | $40708.77          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2045-02-01      | 4.5000%  | 0.0000% | $64985.00          | $63627.39          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2045-04-01      | 4.5000%  | 0.0000% | $841840.00         | $829623.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2040-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $215523.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 6.0000%  | 0.0000% | $5433936.00        | $5626950.22        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-10-01      | 6.5000%  | 0.0000% | $2605280.00        | $2757350.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-12-01      | 5.0000%  | 0.0000% | $55000.00          | $53645.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-11-01      | 3.5000%  | 0.0000% | $182728704.00      | $158513874.93      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $56381.70          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-03-01      | 6.0000%  | 0.0000% | $6440280.00        | $4933323.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-02-01      | 6.0000%  | 0.0000% | $335000.00         | $284136.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-01-01      | 5.0000%  | 0.0000% | $543284.00         | $27611.30          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-02-01      | 4.0000%  | 0.0000% | $2465672.00        | $312618.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-03-01      | 3.5000%  | 0.0000% | $2000000.00        | $346223.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-12-01      | 4.0000%  | 0.0000% | $50000.00          | $5271.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-04-01      | 3.0000%  | 0.0000% | $290000.00         | $18916.66          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-08-01      | 7.0000%  | 0.0000% | $5000000.00        | $175891.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-09-20      | 6.5000%  | 0.0000% | $13143760.00       | $13327944.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $48433.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-04-01      | 2.5000%  | 0.0000% | $114077.00         | $42160.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-02-01      | 3.0000%  | 0.0000% | $500000.00         | $261559.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 4.5000%  | 0.0000% | $10093792.00       | $498595.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-01-01      | 3.0000%  | 0.0000% | $786544.00         | $137032.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-11-01      | 2.5000%  | 0.0000% | $54918.00          | $5622.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-03-01      | 2.5000%  | 0.0000% | $1304738.00        | $337766.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-06-01      | 6.0000%  | 0.0000% | $2139208.00        | $48681.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-02-01      | 6.0000%  | 0.0000% | $1200000.00        | $9422.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-05-01      | 5.5000%  | 0.0000% | $1320440.00        | $1326299.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-03-01      | 4.5000%  | 0.0000% | $1470000.00        | $254659.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-02-01      | 3.5000%  | 0.0000% | $45000.00          | $5159.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-02-01      | 3.5000%  | 0.0000% | $205716.00         | $51644.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-12-01      | 4.0000%  | 0.0000% | $1500000.00        | $310024.13         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2028-07-15      | 3.8750%  | 0.0000% | $245922800.00      | $251903802.88      | U.S. Treasuries (including strips) |

### Security 306: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.080000%
- **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: BYDVC3YC0
- **C.18 - Value (incl. sponsor support):** $2001000000.00
- **C.18.a - Value (excl. sponsor support):** $2001000000.00
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 TRIN A 26  | 2026-01-15      | 0.6250%  | 0.0000% | $566959800.00      | $774749265.71      | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  | 0.0000% | $399581200.00      | $386866126.63      | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | 0.0000% | $799206400.00      | $879404611.64      | U.S. Treasuries (including strips) |

### Security 307: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.090000%
- **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: BYDVC3YE6
- **C.18 - Value (incl. sponsor support):** $599000000.00
- **C.18.a - Value (excl. sponsor support):** $599000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? 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 CT9598 C | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $859090.78         | Agency Mortgage-Backed Securities |
| GNPL PN CV7749   | 2060-08-15      | 5.6800%  | 0.0000% | $5000000.00        | $5290917.41        | Agency Mortgage-Backed Securities |
| GNII SF CX0561 C | 2053-09-20      | 6.5000%  | 0.0000% | $4974696.00        | $2739465.63        | Agency Mortgage-Backed Securities |
| GNII SF CZ1171 C | 2054-03-20      | 7.5000%  | 0.0000% | $17053952.00       | $16859774.47       | Agency Mortgage-Backed Securities |
| GNPL PN DA8511   | 2060-06-15      | 5.8400%  | 0.0000% | $3157000.00        | $3373883.15        | Agency Mortgage-Backed Securities |
| GNII SF DB6700 C | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1621452.58        | Agency Mortgage-Backed Securities |
| GNII SF DE1090 C | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $915726.87         | Agency Mortgage-Backed Securities |
| GNII SF MA9174 M | 2053-08-20      | 7.0000%  | 0.0000% | $1382796.00        | $473899.75         | Agency Mortgage-Backed Securities |
| GNAR AR 080318 M | 2029-09-20      | 5.3750%  | 0.0000% | $4997632.00        | $6764.76           | Agency Mortgage-Backed Securities |
| GNII SF DM7842 C | 2055-10-20      | 5.5000%  | 0.0000% | $1516146.00        | $1550497.84        | Agency Mortgage-Backed Securities |
| GNII SF DN0030 C | 2055-08-20      | 7.0000%  | 0.0000% | $1630492.00        | $1700292.19        | Agency Mortgage-Backed Securities |
| GNII SF DN2063 C | 2055-11-20      | 6.5000%  | 0.0000% | $2478608.00        | $2595588.38        | Agency Mortgage-Backed Securities |
| GNII SF DN2292 C | 2055-10-20      | 6.5000%  | 0.0000% | $4438400.00        | $4640774.78        | Agency Mortgage-Backed Securities |
| GNII SF DN5536 C | 2055-11-20      | 6.0000%  | 0.0000% | $5205088.00        | $5383049.96        | Agency Mortgage-Backed Securities |
| GNII SF MB0054 M | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $40726.05          | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M | 2055-01-20      | 5.0000%  | 0.0000% | $190800000.00      | $182955837.72      | Agency Mortgage-Backed Securities |
| GNII SF MB0197 M | 2043-11-20      | 1.5000%  | 0.0000% | $102251.00         | $80260.24          | Agency Mortgage-Backed Securities |
| GNII SF MB0256 M | 2050-10-20      | 4.0000%  | 0.0000% | $32325760.00       | $30283935.29       | Agency Mortgage-Backed Securities |
| GNII SF MB0365 M | 2055-05-20      | 5.0000%  | 0.0000% | $165220608.00      | $163498112.92      | Agency Mortgage-Backed Securities |
| GNPL PN CQ8770   | 2065-03-15      | 5.4700%  | 0.0000% | $22211.00          | $23206.33          | Agency Mortgage-Backed Securities |
| GNII SF CT9106 C | 2053-05-20      | 7.0000%  | 0.0000% | $1040326.00        | $932174.09         | Agency Mortgage-Backed Securities |
| GNII SF CM2447 C | 2038-11-20      | 6.0000%  | 0.0000% | $1301346.00        | $816669.82         | Agency Mortgage-Backed Securities |
| GNII SF MA9959 M | 2051-11-20      | 2.5000%  | 0.0000% | $9930000.00        | $7877000.07        | Agency Mortgage-Backed Securities |
| GNII SF MA0786 M | 2043-02-20      | 5.0000%  | 0.0000% | $2592564.00        | $136755.25         | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M | 2043-07-20      | 3.5000%  | 0.0000% | $1243664.00        | $124568.35         | Agency Mortgage-Backed Securities |
| GNII SF MA1519 M | 2043-08-20      | 2.5000%  | 0.0000% | $390000.00         | $89256.85          | Agency Mortgage-Backed Securities |
| GNII SF MA2863 M | 2030-06-20      | 2.5000%  | 0.0000% | $1500000.00        | $94680.94          | Agency Mortgage-Backed Securities |
| GNII SF MA3912 M | 2031-09-20      | 2.5000%  | 0.0000% | $1081204.00        | $103361.38         | Agency Mortgage-Backed Securities |
| GNII SF MA4559 M | 2032-07-20      | 3.0000%  | 0.0000% | $1102508.00        | $109417.60         | Agency Mortgage-Backed Securities |
| GNII SF MA4691 M | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $67294.48          | Agency Mortgage-Backed Securities |
| GNII SF MA5793 M | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $28984.91          | Agency Mortgage-Backed Securities |
| GNII SF MA6068 M | 2034-06-20      | 5.0000%  | 0.0000% | $216364.00         | $43128.71          | Agency Mortgage-Backed Securities |
| GNII SF MA6130 M | 2034-01-20      | 4.5000%  | 0.0000% | $516452.00         | $119000.28         | Agency Mortgage-Backed Securities |
| GNII SF MA7106 M | 2036-01-20      | 2.0000%  | 0.0000% | $90000.00          | $37744.31          | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M | 2052-03-20      | 2.5000%  | 0.0000% | $163301376.00      | $105048118.23      | Agency Mortgage-Backed Securities |
| GNII SF MA7915 M | 2033-06-20      | 5.0000%  | 0.0000% | $94167.00          | $29707.07          | Agency Mortgage-Backed Securities |
| GNII SF MA7919 M | 2028-03-20      | 7.0000%  | 0.0000% | $26825.00          | $10236.22          | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M | 2052-02-20      | 2.5000%  | 0.0000% | $4651792.00        | $2945289.74        | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M | 2052-07-20      | 4.5000%  | 0.0000% | $65000.00          | $48653.93          | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M | 2032-01-20      | 6.5000%  | 0.0000% | $286755.00         | $42995.17          | Agency Mortgage-Backed Securities |
| GNII SF MA8699 M | 2029-06-20      | 7.0000%  | 0.0000% | $83076.00          | $8649.81           | Agency Mortgage-Backed Securities |
| GNII SF DF6585 C | 2054-12-20      | 6.0000%  | 0.0000% | $2633876.00        | $2683935.35        | Agency Mortgage-Backed Securities |
| GNII SF DG5486 C | 2054-12-20      | 5.5000%  | 0.0000% | $34665.00          | $23553.15          | Agency Mortgage-Backed Securities |
| GNPL PN DG8458   | 2060-05-15      | 5.5200%  | 0.0000% | $1800000.00        | $1879708.36        | Agency Mortgage-Backed Securities |
| GNII SF DH6849 C | 2055-02-20      | 7.0000%  | 0.0000% | $2650264.00        | $2088579.60        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0342   | 2060-10-15      | 5.7000%  | 0.0000% | $3939000.00        | $4179393.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ1857 C | 2055-05-20      | 6.5000%  | 0.0000% | $2697356.00        | $2806819.78        | Agency Mortgage-Backed Securities |
| GNII SF DK5753 C | 2055-07-20      | 6.5000%  | 0.0000% | $806488.00         | $846602.76         | Agency Mortgage-Backed Securities |
| GNII SF DK8325 C | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2537442.66        | Agency Mortgage-Backed Securities |
| GNII SF DL2643 C | 2055-04-20      | 7.0000%  | 0.0000% | $1619430.00        | $1685510.78        | Agency Mortgage-Backed Securities |
| GNII SF DL5303 C | 2055-11-20      | 5.5000%  | 0.0000% | $10161600.00       | $10377930.30       | Agency Mortgage-Backed Securities |
| GNII SF DL5304 C | 2055-11-20      | 5.5000%  | 0.0000% | $15287264.00       | $15612729.85       | Agency Mortgage-Backed Securities |
| GNCL CL DM1417   | 2068-01-15      | 5.8300%  | 0.0000% | $868000.00         | $913231.05         | Agency Mortgage-Backed Securities |
| GNII SF DM4653 C | 2055-11-20      | 5.0000%  | 0.0000% | $12500256.00       | $12568744.90       | Agency Mortgage-Backed Securities |
| GNPL PN CP1228   | 2060-01-15      | 5.8500%  | 0.0000% | $108887.00         | $115981.82         | Agency Mortgage-Backed Securities |
| GNPL PN CP8492   | 2065-04-15      | 4.7600%  | 0.0000% | $61909.00          | $60998.07          | Agency Mortgage-Backed Securities |
| GNII SF BI3168 C | 2048-07-20      | 5.0000%  | 0.0000% | $615000.00         | $27023.19          | Agency Mortgage-Backed Securities |
| GNII SF BI8200 C | 2048-09-20      | 4.5000%  | 0.0000% | $502500.00         | $176891.38         | Agency Mortgage-Backed Securities |
| GNII SF BU6352 C | 2051-06-20      | 3.5000%  | 0.0000% | $750000.00         | $134064.24         | Agency Mortgage-Backed Securities |
| GNII SF BW4519 C | 2033-02-20      | 6.5000%  | 0.0000% | $2544728.00        | $870105.57         | Agency Mortgage-Backed Securities |
| GNPL PN BY2815   | 2063-06-15      | 2.7800%  | 0.0000% | $721875.00         | $621459.57         | Agency Mortgage-Backed Securities |
| GNII SF CC9794 C | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $92129.46          | Agency Mortgage-Backed Securities |
| GNPL PN CD0901   | 2063-08-15      | 3.0000%  | 0.0000% | $7962912.00        | $6954495.66        | Agency Mortgage-Backed Securities |
| GNII SF CE0714 C | 2051-07-20      | 3.5000%  | 0.0000% | $500000.00         | $75086.91          | Agency Mortgage-Backed Securities |
| GNPL PN CG6819   | 2057-06-15      | 3.0600%  | 0.0000% | $46571.00          | $40638.64          | Agency Mortgage-Backed Securities |

### Security 308: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.080000%
- **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: BYDVC3YF3
- **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:** 4.0800%
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  | 0.0000% | $200.00            | $175.52            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $8657600.00        | $10199843.51       | U.S. Treasuries (including strips) |

### Security 309: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERNATIONAL LLC 4.090000%
- **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: BYDVC3YR7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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.: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET CV4688 C | 2063-07-20      | 3.0000%  | 0.0000% | $401100.00         | $349217.13         | Agency Mortgage-Backed Securities |
| GNII SF CY9094 C | 2054-03-20      | 5.0000%  | 0.0000% | $7883700.00        | $7123600.50        | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M | 2053-02-20      | 3.0000%  | 0.0000% | $578100.00         | $393585.53         | Agency Mortgage-Backed Securities |
| GNII SF MA9850 M | 2054-08-20      | 5.0000%  | 0.0000% | $1494300.00        | $1390271.60        | Agency Mortgage-Backed Securities |
| GNII JM MA9291 M | 2053-09-20      | 5.0000%  | 0.0000% | $750200.00         | $486777.96         | Agency Mortgage-Backed Securities |
| GNII SF MA9361 M | 2053-11-20      | 5.0000%  | 0.0000% | $30000000.00       | $27295403.63       | Agency Mortgage-Backed Securities |
| GNII JM MA9472 M | 2053-10-20      | 4.0000%  | 0.0000% | $1168600.00        | $1065034.37        | Agency Mortgage-Backed Securities |
| GNMI SF BC5919 X | 2047-09-15      | 4.0000%  | 0.0000% | $42700.00          | $15979.18          | Agency Mortgage-Backed Securities |
| GNMI SF BD3187 X | 2047-10-15      | 4.0000%  | 0.0000% | $121500.00         | $40393.86          | Agency Mortgage-Backed Securities |
| GNII SP 786335 C | 2052-09-20      | 4.5000%  | 0.0000% | $200000.00         | $144695.44         | Agency Mortgage-Backed Securities |
| GNII SP 785831 C | 2052-01-20      | 2.5000%  | 0.0000% | $987400.00         | $643056.04         | Agency Mortgage-Backed Securities |
| GNII SP 787240 C | 2054-01-20      | 5.0000%  | 0.0000% | $9137000.00        | $6093874.60        | Agency Mortgage-Backed Securities |
| GNMI SP 786589 X | 2050-03-15      | 3.0000%  | 0.0000% | $5002000.00        | $3234455.21        | Agency Mortgage-Backed Securities |
| GNII AP 786793 M | 2052-12-20      | 2.0000%  | 0.0000% | $84000.00          | $58816.24          | Agency Mortgage-Backed Securities |
| GNII SP 788173 C | 2052-04-20      | 3.0000%  | 0.0000% | $5664900.00        | $5083244.14        | Agency Mortgage-Backed Securities |
| GNII SP 788202 C | 2052-03-20      | 3.0000%  | 0.0000% | $4804800.00        | $4287291.80        | Agency Mortgage-Backed Securities |
| GNII SP 788238 M | 2052-05-20      | 3.0000%  | 0.0000% | $231234400.00      | $207782612.00      | Agency Mortgage-Backed Securities |
| GNMI SF 624495 X | 2032-10-15      | 5.7500%  | 0.0000% | $135900.00         | $23794.74          | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M | 2054-12-20      | 5.5000%  | 0.0000% | $20000000.00       | $18165888.98       | Agency Mortgage-Backed Securities |
| GNII SF MB0139 M | 2044-03-20      | 1.5000%  | 0.0000% | $353700.00         | $245998.17         | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M | 2055-01-20      | 5.5000%  | 0.0000% | $692700.00         | $618099.81         | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M | 2055-03-20      | 5.5000%  | 0.0000% | $3705000.00        | $3508578.71        | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M | 2055-04-20      | 5.5000%  | 0.0000% | $14411000.00       | $14261317.72       | Agency Mortgage-Backed Securities |
| GNII SF MB0480 M | 2055-07-20      | 3.0000%  | 0.0000% | $65900.00          | $59219.16          | Agency Mortgage-Backed Securities |
| GNII SF CR5501 C | 2053-05-20      | 6.5000%  | 0.0000% | $1241300.00        | $799854.36         | Agency Mortgage-Backed Securities |
| GNII SF CL6385 C | 2052-04-20      | 4.0000%  | 0.0000% | $3157900.00        | $2118376.47        | Agency Mortgage-Backed Securities |
| GNMI SF CM2189 X | 2052-03-15      | 4.0000%  | 0.0000% | $189300.00         | $125871.80         | Agency Mortgage-Backed Securities |
| GNII SF CM5656 C | 2052-04-20      | 3.0000%  | 0.0000% | $2009500.00        | $1243704.69        | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $50000000.00       | $47030909.77       | Agency Mortgage-Backed Securities |
| GNII SF MA9905 M | 2054-09-20      | 5.0000%  | 0.0000% | $35297700.00       | $32849117.01       | Agency Mortgage-Backed Securities |
| GNII JM MA7980 M | 2052-04-20      | 3.5000%  | 0.0000% | $5245600.00        | $3645628.77        | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $19900.00          | $13353.23          | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $12836300.00       | $8738301.29        | Agency Mortgage-Backed Securities |
| GNII JM MA7698 M | 2051-11-20      | 4.0000%  | 0.0000% | $500000.00         | $340673.98         | Agency Mortgage-Backed Securities |
| GNII SF MA7825 M | 2052-01-20      | 1.5000%  | 0.0000% | $67300.00          | $43407.89          | Agency Mortgage-Backed Securities |
| GNII JM MA7871 M | 2052-02-20      | 2.5000%  | 0.0000% | $725100.00         | $483720.62         | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M | 2052-02-20      | 2.0000%  | 0.0000% | $8929500.00        | $5692191.83        | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M | 2052-03-20      | 3.0000%  | 0.0000% | $52162255.00       | $34034283.57       | Agency Mortgage-Backed Securities |
| GNII JM MA8933 M | 2053-06-20      | 4.0000%  | 0.0000% | $1036500.00        | $934215.23         | Agency Mortgage-Backed Securities |
| GNII SF MA8486 M | 2052-11-20      | 3.0000%  | 0.0000% | $32200.00          | $21302.17          | Agency Mortgage-Backed Securities |
| GNII SF MA8642 M | 2051-01-20      | 2.5000%  | 0.0000% | $6320000.00        | $4132052.33        | Agency Mortgage-Backed Securities |
| GNII SF DF7688 C | 2054-11-20      | 4.5000%  | 0.0000% | $510600.00         | $496441.14         | Agency Mortgage-Backed Securities |
| GNII SF MB0483 M | 2055-07-20      | 4.5000%  | 0.0000% | $36164100.00       | $35286575.64       | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M | 2055-07-20      | 5.5000%  | 0.0000% | $270497409.00      | $271988662.28      | Agency Mortgage-Backed Securities |
| GNII SF DI7719 C | 2055-03-20      | 6.5000%  | 0.0000% | $8446600.00        | $7822789.60        | Agency Mortgage-Backed Securities |
| GNII SF AR2259 C | 2046-01-20      | 3.5000%  | 0.0000% | $1392700.00        | $469252.61         | Agency Mortgage-Backed Securities |
| GNMI SF AZ8560 X | 2047-03-15      | 4.5000%  | 0.0000% | $100000.00         | $37179.29          | Agency Mortgage-Backed Securities |
| GNMI SF 469507 X | 2028-03-15      | 7.0000%  | 0.0000% | $1008600.00        | $14641.87          | Agency Mortgage-Backed Securities |
| GNMI SF CO6237 X | 2052-06-15      | 4.5000%  | 0.0000% | $93100.00          | $68630.69          | Agency Mortgage-Backed Securities |
| GNMI SF BF5850 X | 2048-05-15      | 5.0000%  | 0.0000% | $1101100.00        | $413030.25         | Agency Mortgage-Backed Securities |
| GNII SF BX4938 C | 2050-08-20      | 3.5000%  | 0.0000% | $1207200.00        | $886009.70         | Agency Mortgage-Backed Securities |
| GNII SF CB9244 C | 2051-02-20      | 2.5000%  | 0.0000% | $2507100.00        | $1823645.58        | Agency Mortgage-Backed Securities |
| GNMI SF CD6071 X | 2051-06-15      | 3.5000%  | 0.0000% | $200000.00         | $72927.48          | Agency Mortgage-Backed Securities |
| GNII SF CI6202 C | 2051-12-20      | 2.5000%  | 0.0000% | $681500.00         | $476510.56         | Agency Mortgage-Backed Securities |
| GNII SF CI6274 C | 2051-12-20      | 2.5000%  | 0.0000% | $706500.00         | $497151.69         | Agency Mortgage-Backed Securities |
| GNII SF CK3349 C | 2051-12-20      | 2.5000%  | 0.0000% | $40900.00          | $28609.15          | Agency Mortgage-Backed Securities |

### Security 310: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.090000%
- **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: BYDVC3Z05
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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.: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DA9595 C | 2065-04-20      | 7.0000%  | 0.0000% | $1006475.00        | $322078.40         | Agency Mortgage-Backed Securities |
| GNII ET DD8900 C | 2065-05-20      | 6.5000%  | 0.0000% | $853548.00         | $882810.64         | Agency Mortgage-Backed Securities |
| GNII ET DD8675 C | 2064-09-20      | 6.5000%  | 0.0000% | $2802896.00        | $1470375.66        | Agency Mortgage-Backed Securities |
| GNII ET DE0857 C | 2064-11-20      | 6.5000%  | 0.0000% | $2241763.00        | $1950855.56        | Agency Mortgage-Backed Securities |
| GNII ET DE1929 C | 2064-09-20      | 6.5000%  | 0.0000% | $3014681.00        | $982601.31         | Agency Mortgage-Backed Securities |
| GNII ET DE2478 C | 2064-08-20      | 7.0000%  | 0.0000% | $3128402.00        | $2238629.91        | Agency Mortgage-Backed Securities |
| GNII ET DE3564 C | 2062-03-20      | 7.0000%  | 0.0000% | $108518.00         | $111729.13         | Agency Mortgage-Backed Securities |
| GNII ET DE5763 C | 2064-12-20      | 6.5000%  | 0.0000% | $594675.00         | $490729.92         | Agency Mortgage-Backed Securities |
| GNII ET DF0982 C | 2061-09-20      | 7.0000%  | 0.0000% | $222849.00         | $229342.60         | Agency Mortgage-Backed Securities |
| GNII ET DF1078 C | 2064-10-20      | 6.0000%  | 0.0000% | $2180626.00        | $1222407.29        | Agency Mortgage-Backed Securities |
| GNII ET DF2078 C | 2065-06-20      | 6.5000%  | 0.0000% | $958496.00         | $991620.69         | Agency Mortgage-Backed Securities |
| GNII ET DF4413 C | 2064-11-20      | 6.5000%  | 0.0000% | $1805573.00        | $1265542.87        | Agency Mortgage-Backed Securities |
| GNII ET DF6298 C | 2064-11-20      | 6.5000%  | 0.0000% | $1599481.00        | $600334.43         | Agency Mortgage-Backed Securities |
| GNII JM MA9294 M | 2053-10-20      | 6.5000%  | 0.0000% | $100000.00         | $15156.95          | Agency Mortgage-Backed Securities |
| GNII JM MA9476 M | 2054-02-20      | 6.0000%  | 0.0000% | $5000000.00        | $1962829.72        | Agency Mortgage-Backed Securities |
| GNMI SF AO3542 X | 2045-08-15      | 3.0000%  | 0.0000% | $901537.00         | $86612.66          | Agency Mortgage-Backed Securities |
| GNMI SF BA2743 X | 2047-07-15      | 4.5000%  | 0.0000% | $857394.00         | $55665.47          | Agency Mortgage-Backed Securities |
| GNMI SF BD4824 X | 2047-11-15      | 3.5000%  | 0.0000% | $399152.00         | $52438.18          | Agency Mortgage-Backed Securities |
| GNMI SF 537955 X | 2030-07-15      | 8.0000%  | 0.0000% | $2161578.00        | $671.27            | Agency Mortgage-Backed Securities |
| GNMI SF 552460 X | 2032-03-15      | 6.0000%  | 0.0000% | $3009807.00        | $5429.79           | Agency Mortgage-Backed Securities |
| GNMI SF 562484 X | 2034-02-15      | 6.0000%  | 0.0000% | $500000.00         | $1389.15           | Agency Mortgage-Backed Securities |
| GNII AP 784710 M | 2048-11-20      | 3.5000%  | 0.0000% | $64643570.00       | $2708601.09        | Agency Mortgage-Backed Securities |
| GNII EP 787736 C | 2064-12-20      | 7.0000%  | 0.0000% | $49042473.00       | $31010961.00       | Agency Mortgage-Backed Securities |
| GNMI SF 752168 X | 2045-09-15      | 3.0000%  | 0.0000% | $2150476.00        | $928745.93         | Agency Mortgage-Backed Securities |
| GNMI SF 753180 X | 2028-01-15      | 3.0000%  | 0.0000% | $408545.00         | $15380.63          | Agency Mortgage-Backed Securities |
| GNMI SF 617831 X | 2042-03-15      | 3.5000%  | 0.0000% | $3659695.00        | $389285.33         | Agency Mortgage-Backed Securities |
| GNMI SF 636179 X | 2035-02-15      | 6.0000%  | 0.0000% | $146152.00         | $2610.33           | Agency Mortgage-Backed Securities |
| GNMI SF 645935 X | 2037-07-15      | 6.0000%  | 0.0000% | $329844.00         | $7457.52           | Agency Mortgage-Backed Securities |
| GNII ET DM5743 C | 2065-10-20      | 6.5000%  | 0.0000% | $7800000.00        | $7923263.08        | Agency Mortgage-Backed Securities |
| GNII ET DM7097 C | 2065-09-20      | 7.0000%  | 0.0000% | $1131920.00        | $1176183.93        | Agency Mortgage-Backed Securities |
| GNII ET DM6627 C | 2065-10-20      | 6.5000%  | 0.0000% | $3096477.00        | $3205240.13        | Agency Mortgage-Backed Securities |
| GNII ET DM6735 C | 2065-09-20      | 6.5000%  | 0.0000% | $1562281.00        | $1617544.94        | Agency Mortgage-Backed Securities |
| GNII ET DM7590 C | 2065-09-20      | 6.5000%  | 0.0000% | $1000000.00        | $1035844.55        | Agency Mortgage-Backed Securities |
| GNII ET DN3375 C | 2065-09-20      | 6.5000%  | 0.0000% | $3800000.00        | $3930269.80        | Agency Mortgage-Backed Securities |
| GNII ET DN3437 C | 2065-10-20      | 6.5000%  | 0.0000% | $6500000.00        | $6738933.50        | Agency Mortgage-Backed Securities |
| GNII ET DN4115 C | 2065-10-20      | 6.5000%  | 0.0000% | $5600000.00        | $5799989.07        | Agency Mortgage-Backed Securities |
| GNII ET DN4308 C | 2065-11-20      | 6.0000%  | 0.0000% | $2594802.00        | $2660733.32        | Agency Mortgage-Backed Securities |
| GNII ET DN4310 C | 2065-11-20      | 6.5000%  | 0.0000% | $11500000.00       | $11891989.00       | Agency Mortgage-Backed Securities |
| GNII ET DN5038 C | 2065-10-20      | 6.5000%  | 0.0000% | $3800000.00        | $3941894.32        | Agency Mortgage-Backed Securities |
| GNII ET DN6069 C | 2065-11-20      | 6.5000%  | 0.0000% | $1084491.00        | $1123775.60        | Agency Mortgage-Backed Securities |
| GNII ET DN9908 C | 2065-09-20      | 6.0000%  | 0.0000% | $1020976.00        | $1045766.41        | Agency Mortgage-Backed Securities |
| GNII JM MB0351 M | 2055-05-20      | 4.5000%  | 0.0000% | $1048678.00        | $1011074.72        | Agency Mortgage-Backed Securities |
| GNII JM MB0472 M | 2055-04-20      | 5.5000%  | 0.0000% | $16563356.00       | $16647274.36       | Agency Mortgage-Backed Securities |
| GNMI SF 677224 X | 2038-08-15      | 5.5000%  | 0.0000% | $300000.00         | $651.10            | Agency Mortgage-Backed Securities |
| GNMI SF 698462 X | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $4857239.56        | Agency Mortgage-Backed Securities |
| GNMI SF 697708 X | 2038-12-15      | 6.0000%  | 0.0000% | $571000.00         | $10997.05          | Agency Mortgage-Backed Securities |
| GNMI SF 697848 X | 2039-02-15      | 5.0000%  | 0.0000% | $10000000.00       | $139070.57         | Agency Mortgage-Backed Securities |
| GNMI SF 698060 X | 2039-02-15      | 5.5000%  | 0.0000% | $2500000.00        | $14734.67          | Agency Mortgage-Backed Securities |
| GNMI SF 699552 X | 2038-11-15      | 6.5000%  | 0.0000% | $49999.00          | $777.22            | Agency Mortgage-Backed Securities |
| GNII RG CQ6272 C | 2051-09-20      | 2.5000%  | 0.0000% | $4000000.00        | $2699844.33        | Agency Mortgage-Backed Securities |
| GNMI SF CL4956 X | 2052-03-15      | 3.5000%  | 0.0000% | $504526.00         | $133467.58         | Agency Mortgage-Backed Securities |
| GNMI SF CM2189 X | 2052-03-15      | 4.0000%  | 0.0000% | $548424.00         | $364665.17         | Agency Mortgage-Backed Securities |
| GNII RG CM5230 C | 2051-02-20      | 2.0000%  | 0.0000% | $2102940.00        | $1032240.24        | Agency Mortgage-Backed Securities |
| GNMI SF CM8256 X | 2052-04-15      | 4.5000%  | 0.0000% | $623908.00         | $326300.49         | Agency Mortgage-Backed Securities |
| GNMI SF AE1919 X | 2043-06-15      | 3.0000%  | 0.0000% | $76694.00          | $14878.77          | Agency Mortgage-Backed Securities |
| GNMI SF AE8819 X | 2043-09-15      | 4.5000%  | 0.0000% | $511207.00         | $82370.59          | Agency Mortgage-Backed Securities |
| GNMI SF AJ3916 X | 2044-11-15      | 3.0000%  | 0.0000% | $241417.00         | $9938.85           | Agency Mortgage-Backed Securities |
| GNMI SF AL9314 X | 2045-03-15      | 3.0000%  | 0.0000% | $62453901.00       | $6181390.12        | Agency Mortgage-Backed Securities |
| GNMI SF 762876 X | 2026-04-15      | 3.5000%  | 0.0000% | $1000000.00        | $889.13            | Agency Mortgage-Backed Securities |
| GNMI SF 764428 X | 2041-05-15      | 5.0000%  | 0.0000% | $96821.00          | $3190.99           | Agency Mortgage-Backed Securities |
| GNMI SF 766428 X | 2046-11-15      | 2.5000%  | 0.0000% | $298085.00         | $153957.29         | Agency Mortgage-Backed Securities |
| GNMI SF 770600 X | 2041-09-15      | 4.0000%  | 0.0000% | $277905.00         | $42379.77          | Agency Mortgage-Backed Securities |
| GNMI SF 770608 X | 2041-07-15      | 4.5000%  | 0.0000% | $1332659.00        | $146535.90         | Agency Mortgage-Backed Securities |
| GNMI SF 770052 X | 2029-04-15      | 4.0000%  | 0.0000% | $1550921.00        | $196348.93         | Agency Mortgage-Backed Securities |
| GNMI SF 770442 X | 2041-06-15      | 4.6250%  | 0.0000% | $6631655.00        | $193408.83         | Agency Mortgage-Backed Securities |
| GNMI SF 771561 X | 2041-08-15      | 4.0000%  | 0.0000% | $98000.00          | $5756.88           | Agency Mortgage-Backed Securities |
| GNMI SF 779062 X | 2042-04-15      | 3.5000%  | 0.0000% | $1911634.00        | $375180.54         | Agency Mortgage-Backed Securities |
| GNMI SF 779203 X | 2042-05-15      | 3.5000%  | 0.0000% | $1104082.00        | $104102.22         | Agency Mortgage-Backed Securities |
| GNMI SF AA5819 X | 2042-11-15      | 3.0000%  | 0.0000% | $275000.00         | $56065.49          | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X | 2042-09-15      | 3.0000%  | 0.0000% | $519151.00         | $40375.88          | Agency Mortgage-Backed Securities |
| GNMI SF AB9206 X | 2042-11-15      | 3.0000%  | 0.0000% | $732200.00         | $73409.29          | Agency Mortgage-Backed Securities |
| GNMI SF AC4274 X | 2045-08-15      | 3.5000%  | 0.0000% | $50558.00          | $31992.13          | Agency Mortgage-Backed Securities |
| GNII JM MA1751 M | 2044-03-20      | 3.5000%  | 0.0000% | $529608.00         | $8618.45           | Agency Mortgage-Backed Securities |
| GNII JM MA1830 M | 2044-04-20      | 4.0000%  | 0.0000% | $485723.00         | $5176.22           | Agency Mortgage-Backed Securities |
| GNII JM MA1831 M | 2044-03-20      | 4.5000%  | 0.0000% | $914197.00         | $25897.33          | Agency Mortgage-Backed Securities |
| GNII JM MA2141 M | 2044-07-20      | 4.5000%  | 0.0000% | $700000.00         | $13421.34          | Agency Mortgage-Backed Securities |
| GNII JM MA2215 M | 2044-09-20      | 3.5000%  | 0.0000% | $621000.00         | $14041.28          | Agency Mortgage-Backed Securities |
| GNII JM MA2217 M | 2044-09-20      | 4.5000%  | 0.0000% | $800000.00         | $26970.27          | Agency Mortgage-Backed Securities |
| GNII JM MA2295 M | 2044-10-20      | 4.5000%  | 0.0000% | $2967781.00        | $31639.81          | Agency Mortgage-Backed Securities |
| GNII JM MA4443 M | 2047-05-20      | 4.0000%  | 0.0000% | $473576.00         | $21697.20          | Agency Mortgage-Backed Securities |
| GNII JM MA3994 M | 2046-10-20      | 3.5000%  | 0.0000% | $544746.00         | $28757.47          | Agency Mortgage-Backed Securities |
| GNII JM MA5321 M | 2048-06-20      | 4.5000%  | 0.0000% | $1033211.00        | $46061.68          | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M | 2047-06-20      | 4.0000%  | 0.0000% | $290000.00         | $11806.68          | Agency Mortgage-Backed Securities |
| GNII JM MA4578 M | 2047-07-20      | 3.5000%  | 0.0000% | $20000000.00       | $1032746.92        | Agency Mortgage-Backed Securities |
| GNII JM MA4579 M | 2047-06-20      | 4.0000%  | 0.0000% | $939626.00         | $39679.71          | Agency Mortgage-Backed Securities |
| GNII JM MA4710 M | 2047-03-20      | 3.5000%  | 0.0000% | $11120175.00       | $559113.77         | Agency Mortgage-Backed Securities |
| GNII JM MA4711 M | 2047-09-20      | 4.0000%  | 0.0000% | $1586321.00        | $53655.79          | Agency Mortgage-Backed Securities |
| GNII JM MA4830 M | 2041-09-20      | 4.5000%  | 0.0000% | $2613426.00        | $215544.43         | Agency Mortgage-Backed Securities |
| GNII JM MA4892 M | 2047-12-20      | 4.5000%  | 0.0000% | $2089548.00        | $54290.98          | Agency Mortgage-Backed Securities |
| GNII JM MA5128 M | 2048-04-20      | 4.5000%  | 0.0000% | $1490000.00        | $19170.02          | Agency Mortgage-Backed Securities |
| GNII JM MA6274 M | 2049-11-20      | 3.0000%  | 0.0000% | $1200000.00        | $100226.88         | Agency Mortgage-Backed Securities |
| GNII JM MA5699 M | 2049-01-20      | 3.5000%  | 0.0000% | $8079829.00        | $238505.80         | Agency Mortgage-Backed Securities |
| GNII JM MA5755 M | 2049-01-20      | 5.0000%  | 0.0000% | $542557.00         | $17845.41          | Agency Mortgage-Backed Securities |
| GNII JM MA5976 M | 2049-06-20      | 3.5000%  | 0.0000% | $1300000.00        | $30144.15          | Agency Mortgage-Backed Securities |
| GNII JM MA6030 M | 2049-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $34878.13          | Agency Mortgage-Backed Securities |
| GNII JM MA6081 M | 2049-08-20      | 3.5000%  | 0.0000% | $1300000.00        | $61754.84          | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M | 2050-01-20      | 2.5000%  | 0.0000% | $80755000.00       | $6902958.59        | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M | 2050-01-20      | 3.5000%  | 0.0000% | $125000.00         | $8678.47           | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M | 2050-03-20      | 4.5000%  | 0.0000% | $2956810.00        | $408109.67         | Agency Mortgage-Backed Securities |
| GNII JM MA6700 M | 2050-06-20      | 3.0000%  | 0.0000% | $135000.00         | $21043.75          | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M | 2050-09-20      | 3.0000%  | 0.0000% | $343750.00         | $63705.76          | Agency Mortgage-Backed Securities |
| GNII JM MA7043 M | 2050-12-20      | 2.5000%  | 0.0000% | $2200000.00        | $837965.15         | Agency Mortgage-Backed Securities |
| GNII JM MA8088 M | 2052-05-20      | 2.5000%  | 0.0000% | $3497645.00        | $2431218.22        | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M | 2051-07-20      | 4.0000%  | 0.0000% | $744294.00         | $226505.78         | Agency Mortgage-Backed Securities |
| GNII JM MA7528 M | 2049-04-20      | 4.5000%  | 0.0000% | $305910.00         | $278633.03         | Agency Mortgage-Backed Securities |
| GNII JM MA7578 M | 2051-09-20      | 2.0000%  | 0.0000% | $345000.00         | $209126.68         | Agency Mortgage-Backed Securities |
| GNII JM MA8189 M | 2052-06-20      | 2.5000%  | 0.0000% | $1198913.00        | $835447.20         | Agency Mortgage-Backed Securities |
| GNII ET DF5605 C | 2064-11-20      | 6.0000%  | 0.0000% | $3324486.00        | $1067034.29        | Agency Mortgage-Backed Securities |
| GNII ET DF5658 C | 2064-09-20      | 7.0000%  | 0.0000% | $584281.00         | $594182.63         | Agency Mortgage-Backed Securities |
| GNII ET DF5664 C | 2064-12-20      | 7.0000%  | 0.0000% | $366621.00         | $377938.83         | Agency Mortgage-Backed Securities |
| GNII ET DF7946 C | 2064-12-20      | 7.0000%  | 0.0000% | $458417.00         | $264055.47         | Agency Mortgage-Backed Securities |
| GNII ET DF8220 C | 2064-11-20      | 5.5000%  | 0.0000% | $2740422.00        | $730684.44         | Agency Mortgage-Backed Securities |
| GNII ET DG4211 C | 2065-02-20      | 6.5000%  | 0.0000% | $2574800.00        | $2224563.36        | Agency Mortgage-Backed Securities |
| GNII ET DG4224 C | 2065-02-20      | 6.5000%  | 0.0000% | $4469105.00        | $4263122.71        | Agency Mortgage-Backed Securities |
| GNII ET DG4626 C | 2064-12-20      | 7.0000%  | 0.0000% | $4158656.00        | $3231905.07        | Agency Mortgage-Backed Securities |
| GNII ET DG6610 C | 2064-10-20      | 7.0000%  | 0.0000% | $394126.00         | $406674.30         | Agency Mortgage-Backed Securities |
| GNII ET DG6774 C | 2065-01-20      | 7.0000%  | 0.0000% | $944289.00         | $536753.38         | Agency Mortgage-Backed Securities |
| GNII ET DG8301 C | 2064-12-20      | 7.0000%  | 0.0000% | $800428.00         | $825938.22         | Agency Mortgage-Backed Securities |
| GNII ET DG8738 C | 2064-11-20      | 7.0000%  | 0.0000% | $854038.00         | $798030.20         | Agency Mortgage-Backed Securities |
| GNII ET DG8758 C | 2064-12-20      | 7.0000%  | 0.0000% | $738883.00         | $619313.20         | Agency Mortgage-Backed Securities |
| GNII ET DG9566 C | 2064-12-20      | 7.0000%  | 0.0000% | $415692.00         | $429082.03         | Agency Mortgage-Backed Securities |
| GNII ET DH1781 C | 2064-07-20      | 7.0000%  | 0.0000% | $357560.00         | $368943.36         | Agency Mortgage-Backed Securities |
| GNII ET DH1085 C | 2064-12-20      | 7.0000%  | 0.0000% | $1917870.00        | $1395771.69        | Agency Mortgage-Backed Securities |
| GNII ET DH2546 C | 2065-01-20      | 7.0000%  | 0.0000% | $704700.00         | $538288.03         | Agency Mortgage-Backed Securities |
| GNII ET DH3905 C | 2065-01-20      | 7.0000%  | 0.0000% | $1174076.00        | $521020.37         | Agency Mortgage-Backed Securities |
| GNII ET DH5691 C | 2065-02-20      | 7.0000%  | 0.0000% | $3336185.00        | $2659050.27        | Agency Mortgage-Backed Securities |
| GNII ET DH9311 C | 2065-02-20      | 6.0000%  | 0.0000% | $2586973.00        | $2084768.06        | Agency Mortgage-Backed Securities |
| GNII ET DH9312 C | 2065-02-20      | 6.0000%  | 0.0000% | $4611221.00        | $3977273.19        | Agency Mortgage-Backed Securities |
| GNII ET DH9421 C | 2065-08-20      | 6.5000%  | 0.0000% | $1532967.00        | $1587350.01        | Agency Mortgage-Backed Securities |
| GNII ET DJ0836 C | 2065-04-20      | 7.0000%  | 0.0000% | $896096.00         | $409170.49         | Agency Mortgage-Backed Securities |
| GNII ET DJ0743 C | 2065-04-20      | 7.0000%  | 0.0000% | $13287398.00       | $12266996.36       | Agency Mortgage-Backed Securities |
| GNII ET DJ2040 C | 2065-05-20      | 6.0000%  | 0.0000% | $1511076.00        | $1544398.34        | Agency Mortgage-Backed Securities |
| GNII ET DJ2320 C | 2065-06-20      | 6.0000%  | 0.0000% | $74256587.00       | $69937301.97       | Agency Mortgage-Backed Securities |
| GNII ET DJ2865 C | 2065-07-20      | 6.0000%  | 0.0000% | $47671814.00       | $44850249.24       | Agency Mortgage-Backed Securities |
| GNII ET DJ2868 C | 2065-07-20      | 6.5000%  | 0.0000% | $6355069.00        | $6249325.57        | Agency Mortgage-Backed Securities |
| GNII ET DJ2994 C | 2065-07-20      | 7.0000%  | 0.0000% | $15906697.00       | $16448068.13       | Agency Mortgage-Backed Securities |
| GNII ET DJ3676 C | 2065-03-20      | 7.0000%  | 0.0000% | $303021.00         | $128951.21         | Agency Mortgage-Backed Securities |
| GNII ET DJ4084 C | 2065-03-20      | 6.5000%  | 0.0000% | $646970.00         | $508013.90         | Agency Mortgage-Backed Securities |
| GNII ET DJ6225 C | 2065-03-20      | 7.0000%  | 0.0000% | $1127796.00        | $934719.50         | Agency Mortgage-Backed Securities |
| GNII ET DJ5773 C | 2065-05-20      | 6.5000%  | 0.0000% | $1930679.00        | $1996264.80        | Agency Mortgage-Backed Securities |
| GNII ET DJ5774 C | 2065-06-20      | 6.5000%  | 0.0000% | $3704272.00        | $3831101.87        | Agency Mortgage-Backed Securities |
| GNII ET DJ6050 C | 2065-04-20      | 7.0000%  | 0.0000% | $1530781.00        | $1581527.19        | Agency Mortgage-Backed Securities |
| GNII ET DJ6095 C | 2065-09-20      | 6.5000%  | 0.0000% | $759683.00         | $786640.45         | Agency Mortgage-Backed Securities |
| GNII ET DJ6896 C | 2065-06-20      | 6.0000%  | 0.0000% | $2097114.00        | $1809864.96        | Agency Mortgage-Backed Securities |
| GNII ET DJ7989 C | 2065-05-20      | 7.0000%  | 0.0000% | $3473648.00        | $3157986.87        | Agency Mortgage-Backed Securities |
| GNII ET DJ7329 C | 2065-06-20      | 6.5000%  | 0.0000% | $6418957.00        | $6637322.89        | Agency Mortgage-Backed Securities |
| GNII ET DJ7338 C | 2065-06-20      | 6.5000%  | 0.0000% | $3307575.00        | $3420424.04        | Agency Mortgage-Backed Securities |
| GNII ET DJ7681 C | 2065-03-20      | 6.5000%  | 0.0000% | $1116329.00        | $1097179.58        | Agency Mortgage-Backed Securities |
| GNII ET DJ8609 C | 2065-05-20      | 6.5000%  | 0.0000% | $2679358.00        | $2771203.51        | Agency Mortgage-Backed Securities |
| GNII ET DK0160 C | 2065-06-20      | 6.0000%  | 0.0000% | $3446073.00        | $3525096.53        | Agency Mortgage-Backed Securities |
| GNII ET DK1600 C | 2065-05-20      | 4.5000%  | 0.0000% | $119323.00         | $116377.41         | Agency Mortgage-Backed Securities |
| GNII ET DK1601 C | 2065-05-20      | 4.0000%  | 0.0000% | $211945.00         | $200499.83         | Agency Mortgage-Backed Securities |
| GNII ET DK2115 C | 2065-08-20      | 7.0000%  | 0.0000% | $2071890.00        | $2143402.19        | Agency Mortgage-Backed Securities |
| GNII ET DK2982 C | 2065-05-20      | 6.0000%  | 0.0000% | $5293556.00        | $5411570.79        | Agency Mortgage-Backed Securities |
| GNII ET DK3261 C | 2065-06-20      | 6.5000%  | 0.0000% | $6983719.00        | $6949223.06        | Agency Mortgage-Backed Securities |
| GNII ET DK3341 C | 2065-05-20      | 6.5000%  | 0.0000% | $6317923.00        | $5992829.78        | Agency Mortgage-Backed Securities |
| GNII ET DK4289 C | 2065-03-20      | 6.0000%  | 0.0000% | $1052300.00        | $1076082.65        | Agency Mortgage-Backed Securities |
| GNII ET DK5223 C | 2065-09-20      | 6.5000%  | 0.0000% | $1740690.00        | $1802195.00        | Agency Mortgage-Backed Securities |
| GNII ET DK5227 C | 2065-11-20      | 6.5000%  | 0.0000% | $2338802.00        | $2423522.76        | Agency Mortgage-Backed Securities |
| GNII ET DK5422 C | 2065-06-20      | 6.5000%  | 0.0000% | $2423037.00        | $2403368.18        | Agency Mortgage-Backed Securities |
| GNII ET DK5436 C | 2065-05-20      | 6.5000%  | 0.0000% | $1032145.00        | $1067471.02        | Agency Mortgage-Backed Securities |
| GNII ET DK5493 C | 2065-05-20      | 6.0000%  | 0.0000% | $989655.00         | $1011937.68        | Agency Mortgage-Backed Securities |
| GNII ET DK5792 C | 2065-08-20      | 7.0000%  | 0.0000% | $6148536.00        | $6361132.60        | Agency Mortgage-Backed Securities |
| GNII ET DK5975 C | 2065-05-20      | 6.0000%  | 0.0000% | $1391798.00        | $1423054.73        | Agency Mortgage-Backed Securities |
| GNII ET DK5961 C | 2065-06-20      | 6.0000%  | 0.0000% | $1359114.00        | $1390312.54        | Agency Mortgage-Backed Securities |
| GNII ET DK7117 C | 2065-08-20      | 6.5000%  | 0.0000% | $1043267.00        | $1079764.99        | Agency Mortgage-Backed Securities |
| GNII ET DK6495 C | 2065-07-20      | 6.0000%  | 0.0000% | $2292971.00        | $2345761.39        | Agency Mortgage-Backed Securities |
| GNII ET DK8071 C | 2065-06-20      | 6.5000%  | 0.0000% | $1987965.00        | $2056724.36        | Agency Mortgage-Backed Securities |
| GNII ET DK8072 C | 2065-07-20      | 7.0000%  | 0.0000% | $9336948.00        | $9440822.69        | Agency Mortgage-Backed Securities |
| GNII ET DK8087 C | 2065-07-20      | 7.0000%  | 0.0000% | $5667281.00        | $5858396.80        | Agency Mortgage-Backed Securities |
| GNII ET DK7735 C | 2065-06-20      | 6.5000%  | 0.0000% | $2534952.00        | $2621614.77        | Agency Mortgage-Backed Securities |
| GNII ET DK8338 C | 2065-06-20      | 7.0000%  | 0.0000% | $887872.00         | $679997.41         | Agency Mortgage-Backed Securities |
| GNII ET DL0425 C | 2065-03-20      | 7.0000%  | 0.0000% | $901130.00         | $931924.99         | Agency Mortgage-Backed Securities |
| GNII ET DL0669 C | 2065-06-20      | 6.5000%  | 0.0000% | $1134377.00        | $1173774.43        | Agency Mortgage-Backed Securities |
| GNII ET DL1738 C | 2065-09-20      | 6.5000%  | 0.0000% | $844143.00         | $873816.47         | Agency Mortgage-Backed Securities |
| GNII ET DL1153 C | 2065-07-20      | 6.5000%  | 0.0000% | $7159006.00        | $7402632.04        | Agency Mortgage-Backed Securities |
| GNII ET DL1179 C | 2065-07-20      | 6.5000%  | 0.0000% | $4636643.00        | $4795287.42        | Agency Mortgage-Backed Securities |
| GNII ET DL2984 C | 2065-04-20      | 7.0000%  | 0.0000% | $750657.00         | $547294.13         | Agency Mortgage-Backed Securities |
| GNII ET DL4396 C | 2065-07-20      | 6.5000%  | 0.0000% | $14496631.00       | $14997357.27       | Agency Mortgage-Backed Securities |
| GNII ET DL3759 C | 2065-09-20      | 6.0000%  | 0.0000% | $3907351.00        | $3999871.91        | Agency Mortgage-Backed Securities |
| GNII ET DL5027 C | 2065-09-20      | 7.0000%  | 0.0000% | $4883721.00        | $5056172.11        | Agency Mortgage-Backed Securities |
| GNII ET DM5647 C | 2065-09-20      | 6.5000%  | 0.0000% | $5000000.00        | $5178844.56        | Agency Mortgage-Backed Securities |
| GNII ET DM5648 C | 2065-10-20      | 6.5000%  | 0.0000% | $43800000.00       | $45358003.11       | Agency Mortgage-Backed Securities |
| GNII SF MB0558 M | 2055-07-20      | 6.5000%  | 0.0000% | $385153949.00      | $395318762.00      | Agency Mortgage-Backed Securities |
| GNII JM MB0673 M | 2055-08-20      | 5.5000%  | 0.0000% | $21492645.00       | $21659568.77       | Agency Mortgage-Backed Securities |
| GNII JM MB0733 M | 2055-10-20      | 5.5000%  | 0.0000% | $15827506.00       | $15977234.21       | Agency Mortgage-Backed Securities |
| GNII ET DI0511 C | 2064-12-20      | 6.0000%  | 0.0000% | $1899803.00        | $1642784.91        | Agency Mortgage-Backed Securities |
| GNII ET DI0718 C | 2065-02-20      | 6.5000%  | 0.0000% | $1262798.00        | $1110659.32        | Agency Mortgage-Backed Securities |
| GNII ET DI2663 C | 2065-03-20      | 7.0000%  | 0.0000% | $1193831.00        | $1233272.79        | Agency Mortgage-Backed Securities |
| GNII ET DI2112 C | 2064-12-20      | 6.0000%  | 0.0000% | $2712866.00        | $2469185.19        | Agency Mortgage-Backed Securities |
| GNII ET DI3519 C | 2065-02-20      | 7.0000%  | 0.0000% | $1675934.00        | $962528.25         | Agency Mortgage-Backed Securities |
| GNII ET DI3520 C | 2064-04-20      | 7.0000%  | 0.0000% | $213309.00         | $220336.33         | Agency Mortgage-Backed Securities |
| GNII ET DI3211 C | 2065-04-20      | 6.0000%  | 0.0000% | $889574.00         | $656372.67         | Agency Mortgage-Backed Securities |
| GNII ET DI3232 C | 2065-01-20      | 6.5000%  | 0.0000% | $854177.00         | $882002.93         | Agency Mortgage-Backed Securities |
| GNII ET DI3387 C | 2065-02-20      | 7.0000%  | 0.0000% | $2741517.00        | $2441149.09        | Agency Mortgage-Backed Securities |
| GNII ET DI3615 C | 2065-03-20      | 7.0000%  | 0.0000% | $2326280.00        | $2219107.77        | Agency Mortgage-Backed Securities |
| GNII ET DI4007 C | 2065-02-20      | 7.0000%  | 0.0000% | $958244.00         | $556186.83         | Agency Mortgage-Backed Securities |
| GNII ET DI4065 C | 2065-04-20      | 7.0000%  | 0.0000% | $8213680.00        | $6427847.77        | Agency Mortgage-Backed Securities |
| GNII ET DI6885 C | 2065-03-20      | 6.5000%  | 0.0000% | $2666293.00        | $2464302.95        | Agency Mortgage-Backed Securities |
| GNII ET DI6886 C | 2065-03-20      | 7.0000%  | 0.0000% | $7366326.00        | $6788960.25        | Agency Mortgage-Backed Securities |
| GNII ET DI6898 C | 2065-03-20      | 6.5000%  | 0.0000% | $4654894.00        | $4808713.14        | Agency Mortgage-Backed Securities |
| GNII ET DO2064 C | 2065-11-20      | 6.5000%  | 0.0000% | $6400000.00        | $6631833.60        | Agency Mortgage-Backed Securities |
| GNMI SF AU0789 X | 2046-08-15      | 3.0000%  | 0.0000% | $37355.00          | $12131.52          | Agency Mortgage-Backed Securities |
| GNMI SF AU2555 X | 2046-07-15      | 5.0000%  | 0.0000% | $912666.00         | $108444.27         | Agency Mortgage-Backed Securities |
| GNMI SF AU8271 X | 2046-07-15      | 4.5000%  | 0.0000% | $1304166.00        | $33712.43          | Agency Mortgage-Backed Securities |
| GNMI SF AV3923 X | 2046-08-15      | 5.0000%  | 0.0000% | $123047.00         | $21223.93          | Agency Mortgage-Backed Securities |
| GNMI SF AX1651 X | 2046-10-15      | 4.5000%  | 0.0000% | $1959321.00        | $69335.83          | Agency Mortgage-Backed Securities |
| GNMI SF AX6548 X | 2047-06-15      | 5.0000%  | 0.0000% | $4538730.00        | $323441.26         | Agency Mortgage-Backed Securities |
| GNMI SF AX6673 X | 2047-07-15      | 5.0000%  | 0.0000% | $1286289.00        | $353824.56         | Agency Mortgage-Backed Securities |
| GNMI SF AX8692 X | 2046-11-15      | 3.5000%  | 0.0000% | $192937.00         | $46378.50          | Agency Mortgage-Backed Securities |
| GNMI SF AY3765 X | 2047-03-15      | 4.5000%  | 0.0000% | $583985.00         | $26996.70          | Agency Mortgage-Backed Securities |
| GNMI SF AY7069 X | 2047-03-15      | 5.0000%  | 0.0000% | $639092.00         | $50892.96          | Agency Mortgage-Backed Securities |
| GNMI SF 595070 X | 2032-10-15      | 6.0000%  | 0.0000% | $200000000.00      | $401181.60         | Agency Mortgage-Backed Securities |
| GNMI SF 595624 X | 2033-02-15      | 5.5000%  | 0.0000% | $200000.00         | $576.49            | Agency Mortgage-Backed Securities |
| GNMI SF 603915 X | 2033-01-15      | 5.5000%  | 0.0000% | $150000000.00      | $847257.29         | Agency Mortgage-Backed Securities |
| GNMI SF 603349 X | 2033-01-15      | 6.0000%  | 0.0000% | $535000.00         | $1637.78           | Agency Mortgage-Backed Securities |
| GNMI SF 603333 X | 2032-12-15      | 5.5000%  | 0.0000% | $3179685.00        | $19691.45          | Agency Mortgage-Backed Securities |
| GNMI SF 605618 X | 2034-07-15      | 5.5000%  | 0.0000% | $395000.00         | $3623.91           | Agency Mortgage-Backed Securities |
| GNMI SF 582759 X | 2033-08-15      | 5.5000%  | 0.0000% | $65000.00          | $2379.96           | Agency Mortgage-Backed Securities |
| GNII FS 004459 M | 2039-06-20      | 5.0000%  | 0.0000% | $100000.00         | $5315.33           | Agency Mortgage-Backed Securities |
| GNII JM 004462 M | 2039-06-20      | 5.0000%  | 0.0000% | $1855000.00        | $32972.66          | Agency Mortgage-Backed Securities |
| GNII JM 004239 M | 2038-09-20      | 6.0000%  | 0.0000% | $19352051.00       | $7715.33           | Agency Mortgage-Backed Securities |
| GNII JM 004240 M | 2038-09-20      | 6.5000%  | 0.0000% | $422602.00         | $1143.81           | Agency Mortgage-Backed Securities |
| GNII JM 004261 M | 2038-10-20      | 6.5000%  | 0.0000% | $1724633.00        | $540.88            | Agency Mortgage-Backed Securities |
| GNII JM 004285 M | 2038-11-20      | 6.0000%  | 0.0000% | $3549499.00        | $5095.36           | Agency Mortgage-Backed Securities |
| GNII JM 004310 M | 2038-12-20      | 6.0000%  | 0.0000% | $1690407.00        | $3073.36           | Agency Mortgage-Backed Securities |
| GNII JM 004364 M | 2039-02-20      | 6.0000%  | 0.0000% | $304273.00         | $979.57            | Agency Mortgage-Backed Securities |
| GNII JM 004513 M | 2039-08-20      | 5.0000%  | 0.0000% | $1800000.00        | $28229.86          | Agency Mortgage-Backed Securities |
| GNII JM 004535 M | 2039-09-20      | 6.0000%  | 0.0000% | $300000.00         | $4242.03           | Agency Mortgage-Backed Securities |
| GNII JM 004796 M | 2040-09-20      | 4.5000%  | 0.0000% | $3250000.00        | $21661.46          | Agency Mortgage-Backed Securities |
| GNII JM 004797 M | 2040-09-20      | 5.0000%  | 0.0000% | $100000.00         | $804.13            | Agency Mortgage-Backed Securities |
| GNII JM 004849 M | 2040-11-20      | 4.0000%  | 0.0000% | $13690366.00       | $318569.17         | Agency Mortgage-Backed Securities |
| GNII JM 004850 M | 2040-11-20      | 4.5000%  | 0.0000% | $375000.00         | $4467.42           | Agency Mortgage-Backed Securities |
| GNII JM 004827 M | 2040-10-20      | 4.0000%  | 0.0000% | $5455000.00        | $101829.68         | Agency Mortgage-Backed Securities |
| GNII JM 004949 M | 2041-02-20      | 4.0000%  | 0.0000% | $25356.00          | $650.67            | Agency Mortgage-Backed Securities |
| GNII JM 005247 M | 2026-11-20      | 3.5000%  | 0.0000% | $1164297.00        | $5517.71           | Agency Mortgage-Backed Securities |
| GNMI SF 434343 X | 2029-05-15      | 6.0000%  | 0.0000% | $1200000.00        | $8216.62           | Agency Mortgage-Backed Securities |
| GNMI SF 436190 X | 2041-09-15      | 4.0000%  | 0.0000% | $2743272.00        | $585601.63         | Agency Mortgage-Backed Securities |
| GNMI SF 723237 X | 2039-10-15      | 5.0000%  | 0.0000% | $3400000.00        | $71064.30          | Agency Mortgage-Backed Securities |
| GNMI SF 723340 X | 2039-09-15      | 5.5000%  | 0.0000% | $63150791.00       | $1926525.91        | Agency Mortgage-Backed Securities |
| GNMI SF 724275 X | 2039-09-15      | 5.0000%  | 0.0000% | $141751657.00      | $3121293.78        | Agency Mortgage-Backed Securities |
| GNMI SF 732228 X | 2040-03-15      | 4.5000%  | 0.0000% | $50000.00          | $7239.36           | Agency Mortgage-Backed Securities |
| GNMI SF 733750 X | 2042-03-15      | 3.5000%  | 0.0000% | $4739795.00        | $755553.39         | Agency Mortgage-Backed Securities |
| GNMI SF 737946 X | 2026-02-15      | 3.5000%  | 0.0000% | $18250000.00       | $9554.73           | Agency Mortgage-Backed Securities |
| GNMI SF 738886 X | 2041-10-15      | 4.0000%  | 0.0000% | $32800.00          | $5250.00           | Agency Mortgage-Backed Securities |
| GNMI SF 745085 X | 2030-06-15      | 4.5000%  | 0.0000% | $1500000.00        | $37272.20          | Agency Mortgage-Backed Securities |
| GNMI SF 491387 X | 2028-09-15      | 6.5000%  | 0.0000% | $344000.00         | $573.51            | Agency Mortgage-Backed Securities |
| GNMI SF 497030 X | 2029-07-15      | 7.0000%  | 0.0000% | $1004859.00        | $7059.26           | Agency Mortgage-Backed Securities |
| GNMI SF 523015 X | 2030-07-15      | 8.5000%  | 0.0000% | $1232369.00        | $2349.21           | Agency Mortgage-Backed Securities |
| GNMI SF 523018 X | 2030-07-15      | 8.0000%  | 0.0000% | $2342106.00        | $709.13            | Agency Mortgage-Backed Securities |
| GNMI SF 525564 X | 2030-01-15      | 8.5000%  | 0.0000% | $1610781.00        | $4316.31           | Agency Mortgage-Backed Securities |
| GNMI SF 531194 X | 2030-06-15      | 8.0000%  | 0.0000% | $3309601.00        | $3285.45           | Agency Mortgage-Backed Securities |
| GNMI SF 532706 X | 2030-07-15      | 8.5000%  | 0.0000% | $4294954.00        | $1929.88           | Agency Mortgage-Backed Securities |
| GNMI SF 533891 X | 2030-06-15      | 8.5000%  | 0.0000% | $994468.00         | $2911.58           | Agency Mortgage-Backed Securities |
| GNMI SF BD6045 X | 2047-11-15      | 3.5000%  | 0.0000% | $166482.00         | $6667.91           | Agency Mortgage-Backed Securities |
| GNII RG CN6339 C | 2049-10-20      | 4.0000%  | 0.0000% | $3473285.00        | $1606848.06        | Agency Mortgage-Backed Securities |
| GNII RG CO5656 C | 2040-06-20      | 5.0000%  | 0.0000% | $2654606.00        | $2002184.69        | Agency Mortgage-Backed Securities |
| GNII RG CO7000 C | 2047-01-20      | 3.5000%  | 0.0000% | $3445331.00        | $2039837.24        | Agency Mortgage-Backed Securities |
| GNII RG CO7002 C | 2042-05-20      | 3.5000%  | 0.0000% | $1295705.00        | $908504.64         | Agency Mortgage-Backed Securities |
| GNII RG CO7009 C | 2040-07-20      | 5.0000%  | 0.0000% | $4281954.00        | $2750611.96        | Agency Mortgage-Backed Securities |
| GNII ET CP3919 C | 2062-09-20      | 5.5000%  | 0.0000% | $1177216.00        | $745439.21         | Agency Mortgage-Backed Securities |
| GNMI SF BF9995 X | 2048-04-15      | 4.5000%  | 0.0000% | $880099.00         | $30824.58          | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X | 2050-02-15      | 3.0000%  | 0.0000% | $6422000.00        | $1184376.94        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X | 2052-04-15      | 3.5000%  | 0.0000% | $99432.00          | $86753.96          | Agency Mortgage-Backed Securities |
| GNMI SF CJ8213 X | 2052-04-15      | 4.0000%  | 0.0000% | $1799919.00        | $1233742.50        | Agency Mortgage-Backed Securities |
| GNMI SF CJ9811 X | 2052-02-15      | 4.0000%  | 0.0000% | $1234466.00        | $561933.64         | Agency Mortgage-Backed Securities |
| GNMI SF CK2682 X | 2052-02-15      | 4.0000%  | 0.0000% | $436000.00         | $254882.22         | Agency Mortgage-Backed Securities |
| GNMI SF CK1816 X | 2052-03-15      | 3.5000%  | 0.0000% | $731419.00         | $601471.64         | Agency Mortgage-Backed Securities |
| GNMI SF CL3185 X | 2052-02-15      | 4.0000%  | 0.0000% | $1467319.00        | $917573.88         | Agency Mortgage-Backed Securities |
| GNMI SF CL4375 X | 2052-02-15      | 4.0000%  | 0.0000% | $3168505.00        | $1657434.94        | Agency Mortgage-Backed Securities |

### Security 311: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.080000%
- **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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDVC3Z21
- **C.18 - Value (incl. sponsor support):** $820000000.00
- **C.18.a - Value (excl. sponsor support):** $820000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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.: 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 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $720000.00         | $703594.81         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  | 0.0000% | $10025200.00       | $10120851.03       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $61142900.00       | $58952632.96       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | 0.0000% | $279000.00         | $271420.10         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $9413200.00        | $9453104.17        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | 0.0000% | $144471100.00      | $145636358.65      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $65007500.00       | $65516293.23       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $117436500.00      | $119157368.40      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $200546400.00      | $176075083.42      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | 0.0000% | $521400.00         | $538783.94         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | 0.0000% | $48932000.00       | $48579165.14       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $196523500.00      | $201395437.00      | U.S. Treasuries (including strips) |

### Security 312: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 4.250000%
- **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: BYDVCEZG6
- **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:** 4.2500%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| EXETER AUTOMOBLE REC TR 2025-5 E      20330615 7.15000 | 2033-06-15      | 7.1500%  | 0.0000% | $4000.00           | $4047.43           | Asset-Backed Securities                           |
| ARGENT SECS INC 2004-W10       M-3    20341025 FLT     | 2034-10-25      | 4.0234%  | 0.0000% | $70012.00          | $118.24            | Asset-Backed Securities                           |
| GMACM HEQ LN TR 2005-HE1       A2     20350825 FLT     | 2035-08-25      | 4.5688%  | 0.0000% | $25000.00          | $141.50            | Asset-Backed Securities                           |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.64000 | 2038-05-20      | 8.6400%  | 0.0000% | $539000.00         | $561528.58         | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2006-3  B      20320126 FLT     | 2032-01-26      | 4.4288%  | 0.0000% | $7168000.00        | $6272516.72        | Asset-Backed Securities                           |
| CARVANA AUTO RECB TR 2021-N2   XS     20280310 0.00000 | 2028-03-10      | 0.0000%  | 0.0000% | $6034000.00        | $0.76              | Asset-Backed Securities                           |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28           | 2028-06-01      | 4.8750%  | 0.0000% | $20634000.00       | $19168341.19       | Corporate Debt Securities                         |
| KLX ENERGY SERVICES HOLDINGS   SR SEC GLBL 30          | 2030-03-12      | 12.4572% | 0.0000% | $948.00            | $881.64            | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR REGS NT 34           | 2034-12-16      | 7.8750%  | 0.0000% | $3014000.00        | $3132864.62        | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31        | 2031-09-11      | 8.7500%  | 0.0000% | $401.00            | $416.13            | Corporate Debt Securities                         |
| MUVICO LLC                     1LIEN GLBL PIK29        | 2029-02-19      | 15.0000% | 0.0000% | $1443.00           | $1607.87           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 34           | 2034-03-31      | 7.0000%  | 0.0000% | $114.00            | $118.43            | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 34           | 2034-03-31      | 7.0000%  | 0.0000% | $212.00            | $220.25            | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 29           | 2029-08-01      | 4.6250%  | 0.0000% | $1341000.00        | $1150418.76        | Corporate Debt Securities                         |
| GLOBAL MARINE INC              SR GLBL NT 7%28         | 2028-06-01      | 7.0000%  | 0.0000% | $14761000.00       | $14752389.42       | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC GLBL 29          | 2029-08-15      | 5.7500%  | 0.0000% | $3433000.00        | $2601188.87        | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28           | 2028-02-15      | 4.7500%  | 0.0000% | $14246000.00       | $13825604.50       | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29        | 2029-11-30      | 10.7500% | 0.0000% | $15819400.00       | $18271767.33       | Corporate Debt Securities                         |
| MO TR GA AU/MS DI EN HL LLC    SR 144A NT 29           | 2029-12-15      | 13.2500% | 0.0000% | $6642000.00        | $7937143.88        | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26           | 2026-07-01      | 7.7500%  | 0.0000% | $21000.00          | $21222.30          | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30        | 2030-02-15      | 9.7810%  | 0.0000% | $633.00            | $632.55            | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 30          | 2030-10-15      | 6.8750%  | 0.0000% | $84.00             | $83.28             | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 31          | 2031-10-15      | 6.5000%  | 0.0000% | $6.00              | $5.80              | Corporate Debt Securities                         |
| APLD COMPUTECO LLC             1LIEN AMZ 144A30        | 2030-12-15      | 9.2500%  | 0.0000% | $1000.00           | $960.75            | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 65           | 2065-11-15      | 5.7500%  | 0.0000% | $3908000.00        | $3916414.14        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 27         | 2027-04-15      | 5.5000%  | 0.0000% | $2604000.00        | $2266546.19        | Corporate Debt Securities                         |
| VERUS SEC TR 2021-8            B-2    20661125 FLT     | 2066-11-25      | 4.3340%  | 0.0000% | $3800000.00        | $3137851.90        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE27        E      20481013 3.25000 | 2048-10-13      | 3.2500%  | 0.0000% | $2004079.00        | $1501931.96        | Private Label Collateralized Mortgage Obligations |

### Security 313: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO 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: BYDVD4SV2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 314: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.050000%
- **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: BYDVD56T8
- **C.18 - Value (incl. sponsor support):** $66000000.00
- **C.18.a - Value (excl. sponsor support):** $66000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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.: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BENEFIT STREET PARTNERS 2020-1 B-R2   20380119 FLT | 2038-01-19      | 5.5816%  | 0.0000% | $11411600.00       | $11516722.54       | Asset-Backed Securities                           |
| WHITEBOX CLO V LTD 2025-5      D-1    20380720 FLT | 2038-07-20      | 7.1037%  | 0.0000% | $200000.00         | $204828.49         | Asset-Backed Securities                           |
| SUBWAY FDG LLC 24-3            A-2-3  20540730 FLT | 2054-07-30      | 5.9140%  | 0.0000% | $110000.00         | $109202.06         | Asset-Backed Securities                           |
| BATTALION CLO LTD 2019-16R2    D-1-R2 20380120 FLT | 2038-01-20      | 7.2844%  | 0.0000% | $450000.00         | $452723.16         | Asset-Backed Securities                           |
| BALLYROCK CLO 2019-2R3 LTD     A-1-R3 20381025 FLT | 2038-10-25      | 5.1290%  | 0.0000% | $4000000.00        | $4000920.00        | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2023-NQM4   A-3    20680925 FLT | 2068-09-25      | 8.1000%  | 0.0000% | $9600000.00        | $6813885.25        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-ROIC             A      20420218 FLT | 2042-02-18      | 5.1028%  | 0.0000% | $3754304.00        | $3738430.85        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MORTGAGE LOAN 2024-1 A11IO  20540725 FLT | 2054-07-25      | 2.5782%  | 0.0000% | $107926000.00      | $3374150.74        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2021-AFC2          A-1    20561125 FLT | 2056-11-25      | 2.0710%  | 0.0000% | $1050000.00        | $641561.96         | Private Label Collateralized Mortgage Obligations |
| MORTGAGEIT TR 2005-1           1-B-1  20350225 FLT | 2035-02-25      | 5.5688%  | 0.0000% | $18558000.00       | $127459.13         | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    A      20420218 FLT | 2042-02-18      | 5.4019%  | 0.0000% | $8192000.00        | $8133744.00        | Private Label Collateralized Mortgage Obligations |
| GCAT LLC 2019-NQM3             B-2    20591125 FLT | 2059-11-25      | 6.6692%  | 0.0000% | $5865000.00        | $5696331.17        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-INV3               B-3A   20520225 FLT | 2052-02-25      | 3.1744%  | 0.0000% | $3639000.00        | $2789420.17        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM16 TRUST           A-1    20650725 FLT | 2065-07-25      | 4.9050%  | 0.0000% | $100000.00         | $97795.90          | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN 2021-INV2 2-AX-1 20511125 FLT | 2051-11-25      | 0.1727%  | 0.0000% | $5741570.00        | $22565.28          | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FDG TR 2023- A-1    20620525 FLT | 2062-05-25      | 4.5000%  | 0.0000% | $9476000.00        | $7368210.02        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2024-NQM4    A-1B   20600125 FLT | 2060-01-25      | 4.3500%  | 0.0000% | $2866000.00        | $2453914.91        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MT 5.039 25DEC70 144A FRN                | 2070-12-25      | 5.0390%  | 0.0000% | $11460000.00       | $11523021.40       | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              A      20380218 FLT | 2038-02-18      | 5.2270%  | 0.0000% | $19000000.00       | $1555114.02        | Private Label Collateralized Mortgage Obligations |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYDVD7UE0
- **C.18 - Value (incl. sponsor support):** $342000000.00
- **C.18.a - Value (excl. sponsor support):** $342000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2025-12-05

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer