# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-001909
**Filing Date:** 2026-2
**Character Count:** 1832513
**Document Hash:** 764c115be2de17075e62dfc01751c2af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-001909.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0002071691-26-001909

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Prime Money Market Fund (Series ID: S000002969)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000008130 | Institutional Class | JINXX           |
| C000008134 | Capital             | CJPXX           |
| C000008135 | Morgan              | VMVXX           |
| C000008136 | Premier             | VPMXX           |
| C000008137 | Reserve             | JRVXX           |
| C000008138 | Agency              | VMIXX           |
| C000115390 | IM                  | JIMXX           |
| C000212345 | Academy             | JPAXX           |
| C000225257 | Empower             | EJPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001217286

### General Information

**Report for (YYYY-MM-DD):** 2026-01-30

**Registrant Full Name:** JPMORGAN TRUST I

**CIK Number of Registrant:** 0001217286

**LEI of Registrant:** 549300DM5WZMCZZ70R78

**Name of Series:** JPMorgan Prime Money Market Fund

**LEI of Series:** 549300YD7H8SEEU7VG41

**EDGAR Series Identifier:** S000002969

**Total number of share classes in the series:** 9

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-103022

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

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

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

- **Money Market Fund Category:** Prime

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

- **WAM:** 46 days

- **WAL:** 67 days

- **Total Value of Portfolio Securities:** $99651278486.98

- **Amortized Cost of Portfolio Securities:** $1661732427.50

- **Cash:** $2600000496.07

- **Total Other Assets:** $152145188.23

- **Total Liabilities:** $2800054800.75

- **Net Assets of Series:** $99603369370.53

- **Number of Shares Outstanding (Series):** 99562221599.6500

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $26780809930.27           | $44252446660.17            | 29.8800%                  | 49.3700%                   |
| 2026-01-05 | $28000331252.60           | $46783604978.52            | 30.4400%                  | 50.8600%                   |
| 2026-01-06 | $30783109045.87           | $47694367953.62            | 32.9600%                  | 51.0700%                   |
| 2026-01-07 | $26156878855.02           | $46088056609.03            | 28.3400%                  | 49.9300%                   |
| 2026-01-08 | $28061314825.01           | $49259384855.51            | 29.9200%                  | 52.5200%                   |
| 2026-01-09 | $26279150530.86           | $48742641119.11            | 27.6400%                  | 51.2700%                   |
| 2026-01-12 | $29189819498.27           | $49215409899.93            | 30.5800%                  | 51.5600%                   |
| 2026-01-13 | $30782536565.21           | $49193093084.59            | 32.2500%                  | 51.5400%                   |
| 2026-01-14 | $29805518782.45           | $48825820256.23            | 31.5400%                  | 51.6600%                   |
| 2026-01-15 | $31499719318.37           | $50605423400.37            | 33.0300%                  | 53.0700%                   |
| 2026-01-16 | $32727751534.47           | $51122192208.48            | 34.2700%                  | 53.5300%                   |
| 2026-01-20 | $33188616283.17           | $51770403680.12            | 33.9300%                  | 52.9200%                   |
| 2026-01-21 | $32922349701.20           | $52769366729.60            | 32.8500%                  | 52.6500%                   |
| 2026-01-22 | $34883737465.96           | $54046035629.55            | 34.0400%                  | 52.7400%                   |
| 2026-01-23 | $32221857617.72           | $54240732823.30            | 30.9300%                  | 52.0600%                   |
| 2026-01-26 | $34897386754.04           | $54864158962.48            | 33.6400%                  | 52.8900%                   |
| 2026-01-27 | $35925791867.76           | $53995354235.34            | 35.1000%                  | 52.7600%                   |
| 2026-01-28 | $32708906069.19           | $53449766918.48            | 32.0500%                  | 52.3800%                   |
| 2026-01-29 | $34001898620.93           | $53935790934.71            | 33.0900%                  | 52.4900%                   |
| 2026-01-30 | $30934483625.14           | $53587077268.44            | 30.2100%                  | 52.3300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.9700%             |
| 2026-01-05 | 3.9700%             |
| 2026-01-06 | 3.9600%             |
| 2026-01-07 | 3.9600%             |
| 2026-01-08 | 3.9500%             |
| 2026-01-09 | 3.9400%             |
| 2026-01-12 | 3.9100%             |
| 2026-01-13 | 3.9100%             |
| 2026-01-14 | 3.9100%             |
| 2026-01-15 | 3.9100%             |
| 2026-01-16 | 3.9100%             |
| 2026-01-20 | 3.9000%             |
| 2026-01-21 | 3.9000%             |
| 2026-01-22 | 3.9000%             |
| 2026-01-23 | 3.9000%             |
| 2026-01-26 | 3.8900%             |
| 2026-01-27 | 3.8900%             |
| 2026-01-28 | 3.8900%             |
| 2026-01-29 | 3.8900%             |
| 2026-01-30 | 3.9000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0005                      |
|  |  |
| 2026-01-05 | 1.0005                      |
|  |  |
| 2026-01-06 | 1.0005                      |
|  |  |
| 2026-01-07 | 1.0005                      |
|  |  |
| 2026-01-08 | 1.0005                      |
|  |  |
| 2026-01-09 | 1.0005                      |
|  |  |
| 2026-01-12 | 1.0004                      |
|  |  |
| 2026-01-13 | 1.0004                      |
|  |  |
| 2026-01-14 | 1.0004                      |
|  |  |
| 2026-01-15 | 1.0004                      |
|  |  |
| 2026-01-16 | 1.0004                      |
|  |  |
| 2026-01-20 | 1.0004                      |
|  |  |
| 2026-01-21 | 1.0004                      |
|  |  |
| 2026-01-22 | 1.0004                      |
|  |  |
| 2026-01-23 | 1.0004                      |
|  |  |
| 2026-01-26 | 1.0004                      |
|  |  |
| 2026-01-27 | 1.0004                      |
|  |  |
| 2026-01-28 | 1.0004                      |
|  |  |
| 2026-01-29 | 1.0004                      |
|  |  |
| 2026-01-30 | 1.0004                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $17853249842.02

- **Number of Shares Outstanding:** 17845707400.8100

- **Expense Reimbursement/Waiver:** 70911.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0005          |
|  |  |
| 2026-01-05 | 1.0005          |
|  |  |
| 2026-01-06 | 1.0005          |
|  |  |
| 2026-01-07 | 1.0005          |
|  |  |
| 2026-01-08 | 1.0005          |
|  |  |
| 2026-01-09 | 1.0005          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0004          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0005          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0004          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $222618691.47             | $1488668081.34          |
| 2026-01-05 | $353135447.31             | $225382743.89           |
| 2026-01-06 | $535381088.30             | $124858067.82           |
| 2026-01-07 | $300789592.35             | $271036364.75           |
| 2026-01-08 | $277321087.58             | $300049648.30           |
| 2026-01-09 | $334972901.96             | $167023266.20           |
| 2026-01-12 | $419141371.30             | $237839797.20           |
| 2026-01-13 | $360049473.40             | $357252285.38           |
| 2026-01-14 | $370182909.23             | $275609848.92           |
| 2026-01-15 | $505233745.19             | $246647383.88           |
| 2026-01-16 | $254347082.13             | $401920812.09           |
| 2026-01-20 | $364666166.67             | $284819444.39           |
| 2026-01-21 | $216937626.07             | $583536250.35           |
| 2026-01-22 | $434864703.19             | $249123079.89           |
| 2026-01-23 | $365124387.94             | $251026790.59           |
| 2026-01-26 | $648954090.27             | $220537068.76           |
| 2026-01-27 | $142381295.16             | $320428146.97           |
| 2026-01-28 | $152528984.75             | $324039719.45           |
| 2026-01-29 | $86190164.70              | $628845847.16           |
| 2026-01-30 | $355604206.19             | $670450086.46           |

**Total Gross Subscriptions (Month):** $6700425015.16

**Total Gross Redemptions (Month):** $7629094733.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7600%           |
| 2026-01-05 | 3.7600%           |
| 2026-01-06 | 3.7500%           |
| 2026-01-07 | 3.7500%           |
| 2026-01-08 | 3.7400%           |
| 2026-01-09 | 3.7300%           |
| 2026-01-12 | 3.7000%           |
| 2026-01-13 | 3.7000%           |
| 2026-01-14 | 3.7000%           |
| 2026-01-15 | 3.7000%           |
| 2026-01-16 | 3.7000%           |
| 2026-01-20 | 3.6900%           |
| 2026-01-21 | 3.6900%           |
| 2026-01-22 | 3.6900%           |
| 2026-01-23 | 3.6900%           |
| 2026-01-26 | 3.6800%           |
| 2026-01-27 | 3.6800%           |
| 2026-01-28 | 3.6800%           |
| 2026-01-29 | 3.6800%           |
| 2026-01-30 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 36.3200%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.4700%         | 0.0000%              |
| Depository institution or other banking institution |  | 21.0600%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $54633060026.65

- **Number of Shares Outstanding:** 54612824066.8500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0004          |
|  |  |
| 2026-01-05 | 1.0004          |
|  |  |
| 2026-01-06 | 1.0004          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0004          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0004          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0004          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0004          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1347922683.26            | $802042077.27           |
| 2026-01-05 | $2100991744.27            | $236626353.43           |
| 2026-01-06 | $1336472799.47            | $381106239.09           |
| 2026-01-07 | $444869656.05             | $1331251501.30          |
| 2026-01-08 | $1528738372.77            | $388967632.10           |
| 2026-01-09 | $1252463722.90            | $774102860.90           |
| 2026-01-12 | $749647382.40             | $1033640014.16          |
| 2026-01-13 | $1160836408.65            | $562265292.74           |
| 2026-01-14 | $370750592.68             | $1085907945.67          |
| 2026-01-15 | $542360568.48             | $546699967.83           |
| 2026-01-16 | $724009235.08             | $636803452.43           |
| 2026-01-20 | $1486046813.88            | $638390767.67           |
| 2026-01-21 | $689765879.53             | $784880579.15           |
| 2026-01-22 | $599783829.97             | $535561232.51           |
| 2026-01-23 | $1296561718.18            | $467827050.01           |
| 2026-01-26 | $388575734.62             | $1043156593.82          |
| 2026-01-27 | $442562605.01             | $460942524.55           |
| 2026-01-28 | $553496644.70             | $855809282.41           |
| 2026-01-29 | $258282885.09             | $1511801333.29          |
| 2026-01-30 | $846848314.20             | $1370623215.97          |

**Total Gross Subscriptions (Month):** $18120987591.19

**Total Gross Redemptions (Month):** $15448405916.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.8000%           |
| 2026-01-05 | 3.8100%           |
| 2026-01-06 | 3.8000%           |
| 2026-01-07 | 3.7900%           |
| 2026-01-08 | 3.7800%           |
| 2026-01-09 | 3.7700%           |
| 2026-01-12 | 3.7500%           |
| 2026-01-13 | 3.7400%           |
| 2026-01-14 | 3.7400%           |
| 2026-01-15 | 3.7400%           |
| 2026-01-16 | 3.7400%           |
| 2026-01-20 | 3.7400%           |
| 2026-01-21 | 3.7400%           |
| 2026-01-22 | 3.7400%           |
| 2026-01-23 | 3.7400%           |
| 2026-01-26 | 3.7300%           |
| 2026-01-27 | 3.7300%           |
| 2026-01-28 | 3.7300%           |
| 2026-01-29 | 3.7300%           |
| 2026-01-30 | 3.7300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 25.0700%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0800%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.2900%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.6700%          | 0.0000%              |
| Non-financial corporation                           |  | 6.5300%          | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $629499917.51

- **Number of Shares Outstanding:** 628506955.4200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0016          |
|  |  |
| 2026-01-05 | 1.0016          |
|  |  |
| 2026-01-06 | 1.0016          |
|  |  |
| 2026-01-07 | 1.0016          |
|  |  |
| 2026-01-08 | 1.0016          |
|  |  |
| 2026-01-09 | 1.0016          |
|  |  |
| 2026-01-12 | 1.0016          |
|  |  |
| 2026-01-13 | 1.0016          |
|  |  |
| 2026-01-14 | 1.0016          |
|  |  |
| 2026-01-15 | 1.0016          |
|  |  |
| 2026-01-16 | 1.0016          |
|  |  |
| 2026-01-20 | 1.0016          |
|  |  |
| 2026-01-21 | 1.0016          |
|  |  |
| 2026-01-22 | 1.0016          |
|  |  |
| 2026-01-23 | 1.0016          |
|  |  |
| 2026-01-26 | 1.0016          |
|  |  |
| 2026-01-27 | 1.0016          |
|  |  |
| 2026-01-28 | 1.0016          |
|  |  |
| 2026-01-29 | 1.0016          |
|  |  |
| 2026-01-30 | 1.0016          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $191544891.57             | $1954227.94             |
| 2026-01-05 | $3677603.27               | $2077916.77             |
| 2026-01-06 | $1886376.43               | $775572.07              |
| 2026-01-07 | $2097228.63               | $4457534.40             |
| 2026-01-08 | $1486575.01               | $12538313.05            |
| 2026-01-09 | $954045.98                | $1188610.55             |
| 2026-01-12 | $2950471.65               | $1772074.03             |
| 2026-01-13 | $2859300.26               | $2908117.47             |
| 2026-01-14 | $1268215.85               | $1196811.96             |
| 2026-01-15 | $575210.40                | $786251.25              |
| 2026-01-16 | $2906835.54               | $47889539.89            |
| 2026-01-20 | $1626112.72               | $1828492.60             |
| 2026-01-21 | $313326.66                | $19446992.71            |
| 2026-01-22 | $962564.13                | $1629160.92             |
| 2026-01-23 | $489635.39                | $1662629.54             |
| 2026-01-26 | $2264202.42               | $3374621.52             |
| 2026-01-27 | $774872.13                | $1137015.02             |
| 2026-01-28 | $1623025.25               | $12326969.81            |
| 2026-01-29 | $2041715.99               | $345817.86              |
| 2026-01-30 | $1839940.43               | $726500.12              |

**Total Gross Subscriptions (Month):** $224142149.71

**Total Gross Redemptions (Month):** $120023169.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4700%           |
| 2026-01-05 | 3.4700%           |
| 2026-01-06 | 3.4700%           |
| 2026-01-07 | 3.4600%           |
| 2026-01-08 | 3.4500%           |
| 2026-01-09 | 3.4400%           |
| 2026-01-12 | 3.4200%           |
| 2026-01-13 | 3.4100%           |
| 2026-01-14 | 3.4100%           |
| 2026-01-15 | 3.4100%           |
| 2026-01-16 | 3.4100%           |
| 2026-01-20 | 3.4100%           |
| 2026-01-21 | 3.4100%           |
| 2026-01-22 | 3.4100%           |
| 2026-01-23 | 3.4000%           |
| 2026-01-26 | 3.4000%           |
| 2026-01-27 | 3.4000%           |
| 2026-01-28 | 3.4000%           |
| 2026-01-29 | 3.4000%           |
| 2026-01-30 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 41.2100%         | 0.0000%              |
| Non-financial corporation                           |  | 13.4700%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2755599737.51

- **Number of Shares Outstanding:** 2754111563.1800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0006          |
|  |  |
| 2026-01-05 | 1.0006          |
|  |  |
| 2026-01-06 | 1.0006          |
|  |  |
| 2026-01-07 | 1.0006          |
|  |  |
| 2026-01-08 | 1.0006          |
|  |  |
| 2026-01-09 | 1.0006          |
|  |  |
| 2026-01-12 | 1.0006          |
|  |  |
| 2026-01-13 | 1.0006          |
|  |  |
| 2026-01-14 | 1.0006          |
|  |  |
| 2026-01-15 | 1.0006          |
|  |  |
| 2026-01-16 | 1.0006          |
|  |  |
| 2026-01-20 | 1.0005          |
|  |  |
| 2026-01-21 | 1.0005          |
|  |  |
| 2026-01-22 | 1.0005          |
|  |  |
| 2026-01-23 | 1.0005          |
|  |  |
| 2026-01-26 | 1.0005          |
|  |  |
| 2026-01-27 | 1.0005          |
|  |  |
| 2026-01-28 | 1.0005          |
|  |  |
| 2026-01-29 | 1.0005          |
|  |  |
| 2026-01-30 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $46455235.89              | $18384147.72            |
| 2026-01-05 | $60983825.51              | $23299821.04            |
| 2026-01-06 | $29979146.52              | $18534511.49            |
| 2026-01-07 | $48183515.60              | $15865386.39            |
| 2026-01-08 | $22986115.07              | $23962926.36            |
| 2026-01-09 | $26994851.48              | $21777427.95            |
| 2026-01-12 | $11642142.02              | $20991276.08            |
| 2026-01-13 | $28142106.34              | $39332603.72            |
| 2026-01-14 | $19851598.31              | $40614242.54            |
| 2026-01-15 | $31161358.05              | $69264546.72            |
| 2026-01-16 | $23466903.61              | $18463389.04            |
| 2026-01-20 | $21192495.13              | $24789431.99            |
| 2026-01-21 | $21018017.08              | $26041615.02            |
| 2026-01-22 | $15853699.17              | $32822851.05            |
| 2026-01-23 | $17980559.76              | $22482583.28            |
| 2026-01-26 | $14622207.63              | $31408964.82            |
| 2026-01-27 | $24736583.41              | $24955560.19            |
| 2026-01-28 | $19787984.21              | $29258415.62            |
| 2026-01-29 | $29781972.33              | $20071181.67            |
| 2026-01-30 | $24673399.19              | $30680456.69            |

**Total Gross Subscriptions (Month):** $539493716.31

**Total Gross Redemptions (Month):** $553001339.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5500%           |
| 2026-01-05 | 3.5500%           |
| 2026-01-06 | 3.5500%           |
| 2026-01-07 | 3.5400%           |
| 2026-01-08 | 3.5300%           |
| 2026-01-09 | 3.5200%           |
| 2026-01-12 | 3.5000%           |
| 2026-01-13 | 3.4900%           |
| 2026-01-14 | 3.4900%           |
| 2026-01-15 | 3.4900%           |
| 2026-01-16 | 3.4900%           |
| 2026-01-20 | 3.4900%           |
| 2026-01-21 | 3.4900%           |
| 2026-01-22 | 3.4900%           |
| 2026-01-23 | 3.4800%           |
| 2026-01-26 | 3.4800%           |
| 2026-01-27 | 3.4800%           |
| 2026-01-28 | 3.4800%           |
| 2026-01-29 | 3.4800%           |
| 2026-01-30 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 81.6300%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.2800%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3066535.10

- **Number of Shares Outstanding:** 3064374.5900

- **Expense Reimbursement/Waiver:** 2697.42

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0008          |
|  |  |
| 2026-01-05 | 1.0008          |
|  |  |
| 2026-01-06 | 1.0007          |
|  |  |
| 2026-01-07 | 1.0008          |
|  |  |
| 2026-01-08 | 1.0008          |
|  |  |
| 2026-01-09 | 1.0008          |
|  |  |
| 2026-01-12 | 1.0007          |
|  |  |
| 2026-01-13 | 1.0007          |
|  |  |
| 2026-01-14 | 1.0007          |
|  |  |
| 2026-01-15 | 1.0007          |
|  |  |
| 2026-01-16 | 1.0007          |
|  |  |
| 2026-01-20 | 1.0007          |
|  |  |
| 2026-01-21 | 1.0007          |
|  |  |
| 2026-01-22 | 1.0007          |
|  |  |
| 2026-01-23 | 1.0007          |
|  |  |
| 2026-01-26 | 1.0007          |
|  |  |
| 2026-01-27 | 1.0007          |
|  |  |
| 2026-01-28 | 1.0007          |
|  |  |
| 2026-01-29 | 1.0007          |
|  |  |
| 2026-01-30 | 1.0007          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $8574.29                  | $0.19                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $9.61                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $8574.29

**Total Gross Redemptions (Month):** $9.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2700%           |
| 2026-01-05 | 3.2700%           |
| 2026-01-06 | 3.2600%           |
| 2026-01-07 | 3.2600%           |
| 2026-01-08 | 3.2500%           |
| 2026-01-09 | 3.2400%           |
| 2026-01-12 | 3.2100%           |
| 2026-01-13 | 3.2100%           |
| 2026-01-14 | 3.2100%           |
| 2026-01-15 | 3.2100%           |
| 2026-01-16 | 3.2100%           |
| 2026-01-20 | 3.2000%           |
| 2026-01-21 | 3.2000%           |
| 2026-01-22 | 3.2000%           |
| 2026-01-23 | 3.2000%           |
| 2026-01-26 | 3.1900%           |
| 2026-01-27 | 3.1900%           |
| 2026-01-28 | 3.1900%           |
| 2026-01-29 | 3.1900%           |
| 2026-01-30 | 3.2000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 75.4200%         | 0.0000%              |
| Broker-dealer |  | 6.7800%          | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $2977621403.00

- **Number of Shares Outstanding:** 2974628029.8900

- **Expense Reimbursement/Waiver:** 13879.13

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0011          |
|  |  |
| 2026-01-05 | 1.0011          |
|  |  |
| 2026-01-06 | 1.0010          |
|  |  |
| 2026-01-07 | 1.0011          |
|  |  |
| 2026-01-08 | 1.0011          |
|  |  |
| 2026-01-09 | 1.0011          |
|  |  |
| 2026-01-12 | 1.0010          |
|  |  |
| 2026-01-13 | 1.0010          |
|  |  |
| 2026-01-14 | 1.0010          |
|  |  |
| 2026-01-15 | 1.0010          |
|  |  |
| 2026-01-16 | 1.0010          |
|  |  |
| 2026-01-20 | 1.0010          |
|  |  |
| 2026-01-21 | 1.0010          |
|  |  |
| 2026-01-22 | 1.0010          |
|  |  |
| 2026-01-23 | 1.0010          |
|  |  |
| 2026-01-26 | 1.0010          |
|  |  |
| 2026-01-27 | 1.0010          |
|  |  |
| 2026-01-28 | 1.0010          |
|  |  |
| 2026-01-29 | 1.0010          |
|  |  |
| 2026-01-30 | 1.0010          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $37166355.92              | $19588726.59            |
| 2026-01-05 | $63961426.99              | $23258336.63            |
| 2026-01-06 | $38344253.91              | $13717242.97            |
| 2026-01-07 | $31030608.88              | $27506898.23            |
| 2026-01-08 | $35800631.17              | $12252746.84            |
| 2026-01-09 | $34844650.07              | $24820172.71            |
| 2026-01-12 | $12447289.61              | $14605732.87            |
| 2026-01-13 | $19674319.28              | $316018407.40           |
| 2026-01-14 | $19881350.81              | $30744374.22            |
| 2026-01-15 | $52875482.39              | $19304024.47            |
| 2026-01-16 | $39629277.04              | $25850349.43            |
| 2026-01-20 | $27745459.26              | $23289080.41            |
| 2026-01-21 | $18289209.42              | $47986700.68            |
| 2026-01-22 | $29407420.56              | $45445942.54            |
| 2026-01-23 | $2534231.38               | $21587084.26            |
| 2026-01-26 | $98030786.39              | $62954729.83            |
| 2026-01-27 | $30250796.54              | $21683690.56            |
| 2026-01-28 | $27123132.19              | $25272383.87            |
| 2026-01-29 | $20367424.30              | $13028847.87            |
| 2026-01-30 | $110764366.19             | $12167026.22            |

**Total Gross Subscriptions (Month):** $750168472.30

**Total Gross Redemptions (Month):** $801082498.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7100%           |
| 2026-01-05 | 3.7100%           |
| 2026-01-06 | 3.7000%           |
| 2026-01-07 | 3.7000%           |
| 2026-01-08 | 3.6900%           |
| 2026-01-09 | 3.6800%           |
| 2026-01-12 | 3.6500%           |
| 2026-01-13 | 3.6500%           |
| 2026-01-14 | 3.6500%           |
| 2026-01-15 | 3.6500%           |
| 2026-01-16 | 3.6500%           |
| 2026-01-20 | 3.6400%           |
| 2026-01-21 | 3.6400%           |
| 2026-01-22 | 3.6400%           |
| 2026-01-23 | 3.6400%           |
| 2026-01-26 | 3.6300%           |
| 2026-01-27 | 3.6300%           |
| 2026-01-28 | 3.6300%           |
| 2026-01-29 | 3.6300%           |
| 2026-01-30 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 53.8700%         | 0.0000%              |
| Depository institution or other banking institution |  | 21.7400%         | 0.0000%              |
| Non-financial corporation                           |  | 5.2600%          | 0.0000%              |

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $19202585897.68

- **Number of Shares Outstanding:** 19195178088.7700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0004          |
|  |  |
| 2026-01-05 | 1.0004          |
|  |  |
| 2026-01-06 | 1.0004          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0004          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0004          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0004          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0004          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $122386728.77             | $1449514974.35          |
| 2026-01-05 | $440337781.17             | $93879139.26            |
| 2026-01-06 | $286569510.77             | $183723902.48           |
| 2026-01-07 | $117681387.78             | $606052851.65           |
| 2026-01-08 | $648563957.89             | $314355740.95           |
| 2026-01-09 | $540032352.35             | $272752553.17           |
| 2026-01-12 | $807710978.83             | $239769563.30           |
| 2026-01-13 | $420908952.81             | $250890852.55           |
| 2026-01-14 | $266357462.68             | $453003235.78           |
| 2026-01-15 | $515844090.22             | $226126193.68           |
| 2026-01-16 | $301676771.69             | $380153765.80           |
| 2026-01-20 | $1602848152.46            | $309442731.67           |
| 2026-01-21 | $3206615669.51            | $578043329.72           |
| 2026-01-22 | $1748964581.65            | $419133953.98           |
| 2026-01-23 | $749974876.60             | $241544318.78           |
| 2026-01-26 | $355409113.76             | $349895879.14           |
| 2026-01-27 | $285193249.98             | $462933359.35           |
| 2026-01-28 | $495901848.40             | $612929887.98           |
| 2026-01-29 | $1044072597.97            | $382563931.53           |
| 2026-01-30 | $1073241574.92            | $505908920.24           |

**Total Gross Subscriptions (Month):** $15030291640.21

**Total Gross Redemptions (Month):** $8332619085.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%           |
| 2026-01-05 | 3.8600%           |
| 2026-01-06 | 3.8500%           |
| 2026-01-07 | 3.8400%           |
| 2026-01-08 | 3.8300%           |
| 2026-01-09 | 3.8200%           |
| 2026-01-12 | 3.8000%           |
| 2026-01-13 | 3.8000%           |
| 2026-01-14 | 3.7900%           |
| 2026-01-15 | 3.7900%           |
| 2026-01-16 | 3.7900%           |
| 2026-01-20 | 3.7900%           |
| 2026-01-21 | 3.7900%           |
| 2026-01-22 | 3.7900%           |
| 2026-01-23 | 3.7900%           |
| 2026-01-26 | 3.7800%           |
| 2026-01-27 | 3.7800%           |
| 2026-01-28 | 3.7800%           |
| 2026-01-29 | 3.7800%           |
| 2026-01-30 | 3.7800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 12.4300%         | 0.0000%              |
| Depository institution or other banking institution |  | 85.6600%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $794733728.88

- **Number of Shares Outstanding:** 794507307.5300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0003          |
|  |  |
| 2026-01-20 | 1.0003          |
|  |  |
| 2026-01-21 | 1.0003          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0003          |
|  |  |
| 2026-01-26 | 1.0003          |
|  |  |
| 2026-01-27 | 1.0003          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2038325.13               | $2600052.44             |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $450000.00                | $15000000.00            |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $3000000.00               | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $4000000.00               | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $3450000.00               | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $50000000.00            |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $6000000.00             |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $10931591.34            |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $12938325.13

**Total Gross Redemptions (Month):** $84531643.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.8000%           |
| 2026-01-05 | 3.8000%           |
| 2026-01-06 | 3.8000%           |
| 2026-01-07 | 3.7900%           |
| 2026-01-08 | 3.7800%           |
| 2026-01-09 | 3.7700%           |
| 2026-01-12 | 3.7500%           |
| 2026-01-13 | 3.7400%           |
| 2026-01-14 | 3.7400%           |
| 2026-01-15 | 3.7400%           |
| 2026-01-16 | 3.7400%           |
| 2026-01-20 | 3.7400%           |
| 2026-01-21 | 3.7400%           |
| 2026-01-22 | 3.7400%           |
| 2026-01-23 | 3.7300%           |
| 2026-01-26 | 3.7300%           |
| 2026-01-27 | 3.7300%           |
| 2026-01-28 | 3.7300%           |
| 2026-01-29 | 3.7300%           |
| 2026-01-30 | 3.7300%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 22.0100%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 74.5000%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $753952282.18

- **Number of Shares Outstanding:** 753693812.6100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0004          |
|  |  |
| 2026-01-05 | 1.0004          |
|  |  |
| 2026-01-06 | 1.0004          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0004          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0004          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0004          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0003          |
|  |  |
| 2026-01-26 | 1.0003          |
|  |  |
| 2026-01-27 | 1.0003          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $18394109.88              | $3342067.55             |
| 2026-01-05 | $386200.50                | $1603656.65             |
| 2026-01-06 | $5683542.31               | $35395472.40            |
| 2026-01-07 | $37119885.71              | $4545880.25             |
| 2026-01-08 | $421809.39                | $57313144.93            |
| 2026-01-09 | $52259499.86              | $809806.44              |
| 2026-01-12 | $2189625.95               | $1766399.34             |
| 2026-01-13 | $4942161.12               | $960182.55              |
| 2026-01-14 | $540721.65                | $2182858.01             |
| 2026-01-15 | $2361066.68               | $1858712.44             |
| 2026-01-16 | $590701.43                | $3854452.31             |
| 2026-01-20 | $32416206.20              | $1586627.41             |
| 2026-01-21 | $6007322.69               | $16479230.63            |
| 2026-01-22 | $81516108.28              | $24526.96               |
| 2026-01-23 | $3071717.52               | $30690541.95            |
| 2026-01-26 | $3967499.27               | $292233.45              |
| 2026-01-27 | $5612933.83               | $2272973.42             |
| 2026-01-28 | $28929573.50              | $1614072.14             |
| 2026-01-29 | $12477648.93              | $17145652.25            |
| 2026-01-30 | $1308540.75               | $14828921.15            |

**Total Gross Subscriptions (Month):** $300196875.45

**Total Gross Redemptions (Month):** $198567412.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.8000%           |
| 2026-01-05 | 3.8000%           |
| 2026-01-06 | 3.8000%           |
| 2026-01-07 | 3.7900%           |
| 2026-01-08 | 3.7800%           |
| 2026-01-09 | 3.7700%           |
| 2026-01-12 | 3.7500%           |
| 2026-01-13 | 3.7400%           |
| 2026-01-14 | 3.7400%           |
| 2026-01-15 | 3.7400%           |
| 2026-01-16 | 3.7400%           |
| 2026-01-20 | 3.7400%           |
| 2026-01-21 | 3.7400%           |
| 2026-01-22 | 3.7300%           |
| 2026-01-23 | 3.7300%           |
| 2026-01-26 | 3.7300%           |
| 2026-01-27 | 3.7300%           |
| 2026-01-28 | 3.7300%           |
| 2026-01-29 | 3.7300%           |
| 2026-01-30 | 3.7300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.6500%          | 0.0000%              |
| Broker-dealer                                       |  | 7.2800%          | 0.0000%              |
| Broker-dealer                                       |  | 7.2900%          | 0.0000%              |
| Broker-dealer                                       |  | 6.6600%          | 0.0000%              |
| Depository institution or other banking institution |  | 28.2600%         | 0.0000%              |
| Non-financial corporation                           |  | 8.1300%          | 0.0000%              |
| Non-profit                                          |  | 7.1100%          | 0.0000%              |
| Pension plan                                        |  | 13.8900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ABN AMRO BANK N.V.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3176804816, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: P17FBE1
- **C.18 - Value (incl. sponsor support):** $195336579.20
- **C.18.a - Value (excl. sponsor support):** $195336579.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ABN AMRO BANK N.V.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ZS3MHL8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ABN AMRO BANK N.V.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ZS3MQNL
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ABN AMRO BANK N.V.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ZS3MVW2
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3MVPH
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: ALASKA ST HSG FIN CORP

- **C.1 - Title:** ALASKA ST HSG FIN CORP
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 011839XT9, C.4 - ISIN: US011839XT95, C.3 - LEI: 549300HJ8NOJNYW6ER36
- **C.18 - Value (incl. sponsor support):** $167000000.00
- **C.18.a - Value (excl. sponsor support):** $167000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2052-06-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 7: ANTALIS SA

- **C.1 - Title:** ANTALIS SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BBK1, C.4 - ISIN: US03664BBK17, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $80132863.58
- **C.18.a - Value (excl. sponsor support):** $80132863.58
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ANTALIS SA

- **C.1 - Title:** ANTALIS SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BC38, C.4 - ISIN: US03664BC384, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $41858779.20
- **C.18.a - Value (excl. sponsor support):** $41858779.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: ASB BANK LIMITED

- **C.1 - Title:** ASB BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NACQ1, C.4 - ISIN: US0020NACQ13, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $124994887.50
- **C.18.a - Value (excl. sponsor support):** $124994887.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ASB BANK LIMITED

- **C.1 - Title:** ASB BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020N3DU7, C.4 - ISIN: US0020N3DU79, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $72340591.00
- **C.18.a - Value (excl. sponsor support):** $72340591.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: ASB BANK LIMITED

- **C.1 - Title:** ASB BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020N3ES1, C.4 - ISIN: US0020N3ES15, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $75096192.80
- **C.18.a - Value (excl. sponsor support):** $75096192.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CG26, C.4 - ISIN: US05253CG268, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $113212647.00
- **C.18.a - Value (excl. sponsor support):** $113212647.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CEB8, C.4 - ISIN: US05253CEB81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $98967980.00
- **C.18.a - Value (excl. sponsor support):** $98967980.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MA53, C.4 - ISIN: US05253MA534, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $254035966.40
- **C.18.a - Value (excl. sponsor support):** $254035966.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGA8, C.4 - ISIN: US05253CGA80, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $344288315.00
- **C.18.a - Value (excl. sponsor support):** $344288315.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CKV7, C.4 - ISIN: US05253CKV71, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $65182765.70
- **C.18.a - Value (excl. sponsor support):** $65182765.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CDU7, C.4 - ISIN: US05253CDU71, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $198193400.00
- **C.18.a - Value (excl. sponsor support):** $198193400.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGW0, C.4 - ISIN: US05253CGW01, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $66759054.40
- **C.18.a - Value (excl. sponsor support):** $66759054.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CC20, C.4 - ISIN: US05253CC200, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $99683000.00
- **C.18.a - Value (excl. sponsor support):** $99683000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CKU9, C.4 - ISIN: US05253CKU98, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $30162259.10
- **C.18.a - Value (excl. sponsor support):** $30162259.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CCK0, C.4 - ISIN: US05253CCK09, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $39802668.00
- **C.18.a - Value (excl. sponsor support):** $39802668.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CH74, C.4 - ISIN: US05253CH746, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $65724206.10
- **C.18.a - Value (excl. sponsor support):** $65724206.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CDL7, C.4 - ISIN: US05253CDL72, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $43445150.69
- **C.18.a - Value (excl. sponsor support):** $43445150.69
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: AUTOMATIC DATA PROCESSING INCORPORATED

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INCORPORATED
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A3B49, C.4 - ISIN: US0530A3B497, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $649666225.00
- **C.18.a - Value (excl. sponsor support):** $649666225.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: BANCO SANTANDER S.A.

- **C.1 - Title:** BANCO SANTANDER S.A.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970UE46, C.4 - ISIN: US05970UE462, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $168333490.00
- **C.18.a - Value (excl. sponsor support):** $168333490.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHE5, C.4 - ISIN: US05973RHE53, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $120067428.00
- **C.18.a - Value (excl. sponsor support):** $120067428.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGY2, C.4 - ISIN: US05973RGY27, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $13004161.30
- **C.18.a - Value (excl. sponsor support):** $13004161.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHR6, C.4 - ISIN: US05973RHR66, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $230120842.00
- **C.18.a - Value (excl. sponsor support):** $230120842.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVA9, C.4 - ISIN: US06051WVA97, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $230239637.00
- **C.18.a - Value (excl. sponsor support):** $230239637.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDX7, C.4 - ISIN: US06054RDX70, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200077354.00
- **C.18.a - Value (excl. sponsor support):** $200077354.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVY7, C.4 - ISIN: US06051WVY73, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $135162337.50
- **C.18.a - Value (excl. sponsor support):** $135162337.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WWX8, C.4 - ISIN: US06051WWX81, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $187106066.40
- **C.18.a - Value (excl. sponsor support):** $187106066.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDY5, C.4 - ISIN: US06054RDY53, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $180015066.00
- **C.18.a - Value (excl. sponsor support):** $180015066.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MG72, C.4 - ISIN: US06369MG724, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $63940480.50
- **C.18.a - Value (excl. sponsor support):** $63940480.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3G0, C.4 - ISIN: US06367L3G04, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $110034085.70
- **C.18.a - Value (excl. sponsor support):** $110034085.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2Z9, C.4 - ISIN: US06367L2Z93, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $123031310.88
- **C.18.a - Value (excl. sponsor support):** $123031310.88
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MF81, C.4 - ISIN: US06369MF817, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $62153210.70
- **C.18.a - Value (excl. sponsor support):** $62153210.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3E5, C.4 - ISIN: US06367L3E55, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $128065945.60
- **C.18.a - Value (excl. sponsor support):** $128065945.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3J4, C.4 - ISIN: US06367L3J43, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $52012519.52
- **C.18.a - Value (excl. sponsor support):** $52012519.52
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MJ38, C.4 - ISIN: US06369MJ389, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $112467700.00
- **C.18.a - Value (excl. sponsor support):** $112467700.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3K1, C.4 - ISIN: US06367L3K16, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $72036662.40
- **C.18.a - Value (excl. sponsor support):** $72036662.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MB36, C.4 - ISIN: US06369MB360, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $54977719.50
- **C.18.a - Value (excl. sponsor support):** $54977719.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3R6, C.4 - ISIN: US06367L3R68, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $96860110.00
- **C.18.a - Value (excl. sponsor support):** $96860110.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF MONTREAL-CHICAGO

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5S9, C.4 - ISIN: US06370B5S94, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50007551.50
- **C.18.a - Value (excl. sponsor support):** $50007551.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF MONTREAL-CHICAGO

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DRW7, C.4 - ISIN: US06367DRW73, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100228610.00
- **C.18.a - Value (excl. sponsor support):** $100228610.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF MONTREAL-CHICAGO

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5J9, C.4 - ISIN: US06370B5J95, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $25001730.25
- **C.18.a - Value (excl. sponsor support):** $25001730.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF MONTREAL-CHICAGO

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DQV0, C.4 - ISIN: US06367DQV00, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $40064312.00
- **C.18.a - Value (excl. sponsor support):** $40064312.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF MONTREAL-LONDON

- **C.1 - Title:** BANK OF MONTREAL-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3080736880, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: O5D0B98
- **C.18 - Value (incl. sponsor support):** $100148010.00
- **C.18.a - Value (excl. sponsor support):** $100148010.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QDG1, C.4 - ISIN: US06406QDG10, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $99219450.00
- **C.18.a - Value (excl. sponsor support):** $99219450.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QE13, C.4 - ISIN: US06406QE134, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $59439618.00
- **C.18.a - Value (excl. sponsor support):** $59439618.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QD22, C.4 - ISIN: US06406QD227, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $38751503.70
- **C.18.a - Value (excl. sponsor support):** $38751503.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QF95, C.4 - ISIN: US06406QF958, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $24666875.00
- **C.18.a - Value (excl. sponsor support):** $24666875.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECS7, C.4 - ISIN: US06741ECS72, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $129241658.00
- **C.18.a - Value (excl. sponsor support):** $129241658.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDP2, C.4 - ISIN: US06741EDP25, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $79467766.92
- **C.18.a - Value (excl. sponsor support):** $79467766.92
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECC2, C.4 - ISIN: US06741ECC21, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49782250.00
- **C.18.a - Value (excl. sponsor support):** $49782250.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEV9, C.4 - ISIN: US06745GEV95, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $192042835.20
- **C.18.a - Value (excl. sponsor support):** $192042835.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGU9, C.4 - ISIN: US06745GGU94, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200106700.00
- **C.18.a - Value (excl. sponsor support):** $200106700.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHG9, C.4 - ISIN: US06745GHG91, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $275004537.50
- **C.18.a - Value (excl. sponsor support):** $275004537.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFH9, C.4 - ISIN: US06745GFH92, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $170036346.00
- **C.18.a - Value (excl. sponsor support):** $170036346.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BARCLAYS CAPITAL INC

- **C.1 - Title:** BARCLAYS CAPITAL INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 118205AD5
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A10 2025-FL6 ISSUER L | 2042-05-15      | 5.2151%  | N/A     | $9000000.00        | $9004534.46        | Private Label Collateralized Mortgage Obligations |
| AB ISSUER LLC 2021-1  | 2051-07-30      | 3.7340%  | N/A     | $200000.00         | $180127.28         | Asset-Backed Securities                           |
| ACHIEVE PERS LN MASTE | 2053-09-15      | 0.0000%  | N/A     | $19107759.00       | $276640.33         | Asset-Backed Securities                           |
| ACHV ABS TRUST 2024-2 | 2031-10-27      | 5.4300%  | N/A     | $116000.00         | $36563.32          | Asset-Backed Securities                           |
| ACRA TRUST 2024-NQM1  | 2064-10-25      | 5.6080%  | N/A     | $13120108.00       | $10125139.84       | Private Label Collateralized Mortgage Obligations |
| AJAX MTG LN TR 2023-C | 2063-05-25      | 3.5000%  | N/A     | $625000.00         | $438704.92         | Asset-Backed Securities                           |
| ALLEGRO CLO VII LTD 2 | 2031-06-13      | 9.6838%  | N/A     | $500000.00         | $14160.98          | Asset-Backed Securities                           |
| AMCR ABS TR 2024-A C2 | 2031-08-18      | 11.2500% | N/A     | $383000.00         | $408093.39         | Asset-Backed Securities                           |
| APIDOS CLO LTD 2022-4 | 2036-01-22      | 0.0000%  | N/A     | $1070000.00        | $747666.78         | Asset-Backed Securities                           |
| ARCHWEST 2025-RTL1 M1 | 2040-10-25      | 6.8090%  | N/A     | $404000.00         | $406702.64         | Asset-Backed Securities                           |
| BALLYROCK CLO LTD 202 | 2035-04-20      | 0.0000%  | N/A     | $1500000.00        | $555000.00         | Asset-Backed Securities                           |
| BAMLL COML MTG TR 201 | 2049-07-16      | 1.8745%  | N/A     | $41693000.00       | $2425575.62        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8 X-A205 | 2050-11-17      | 0.7038%  | N/A     | $3000000.00        | $22198.53          | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BN14 X-A206 | 2060-09-17      | 0.4992%  | N/A     | $1000000.00        | $8569.42           | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16X-A205 | 2052-02-16      | 0.9293%  | N/A     | $1648564.00        | $31379.97          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK17X-A205 | 2052-04-17      | 0.9973%  | N/A     | $1960000.00        | $49614.93          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK18X-A206 | 2062-05-17      | 0.8799%  | N/A     | $15278000.00       | $387214.53         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK19XA 206 | 2061-08-17      | 0.9358%  | N/A     | $28306000.00       | $749465.63         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK20X-A206 | 2062-09-15      | 0.8056%  | N/A     | $22715000.00       | $507376.99         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21X-A205 | 2052-10-18      | 0.8257%  | N/A     | $2726000.00        | $60939.76          | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK26X-A206 | 2063-03-16      | 1.1897%  | N/A     | $18630000.00       | $642241.32         | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK27X-A206 | 2063-04-17      | 1.1537%  | N/A     | $34182000.00       | $1335001.86        | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK28X-A206 | 2063-03-16      | 1.7586%  | N/A     | $44190000.00       | $2790918.97        | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK29X-A205 | 2053-11-18      | 1.2984%  | N/A     | $1730000.00        | $83313.66          | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK31X-A205 | 2054-02-18      | 1.2791%  | N/A     | $17342848.00       | $840270.07         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK32X-A205 | 2054-04-17      | 0.7574%  | N/A     | $2470000.00        | $69428.92          | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34X-A206 | 2063-06-15      | 0.9575%  | N/A     | $17260000.00       | $621916.26         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK35X-A206 | 2064-06-17      | 1.0248%  | N/A     | $14316000.00       | $566601.00         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK35X-B206 | 2064-06-17      | 0.5958%  | N/A     | $18100000.00       | $544247.89         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK36X-A206 | 2064-09-17      | 0.8687%  | N/A     | $1730000.00        | $51420.78          | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK38X-A206 | 2064-12-17      | 0.8066%  | N/A     | $11421000.00       | $443230.20         | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK39X-A205 | 2055-02-18      | 0.4131%  | N/A     | $52540000.00       | $1128427.89        | Private Label Collateralized Mortgage Obligations |
| BANK 2023-BNK46X-A205 | 2056-08-17      | 0.6169%  | N/A     | $3714396.00        | $124008.30         | Private Label Collateralized Mortgage Obligations |
| BANK 2025-BNK49X-A205 | 2058-03-15      | 0.6245%  | N/A     | $80000000.00       | $3760404.57        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR10 X-A2 | 2057-10-17      | 1.1880%  | N/A     | $17870300.00       | $694838.84         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR5X-A205 | 2057-02-16      | 1.3092%  | N/A     | $11000000.00       | $332870.41         | Private Label Collateralized Mortgage Obligations |
| BANK5 2025-5YR16 X-A2 | 2063-08-17      | 1.0693%  | N/A     | $74342000.00       | $3297998.16        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 20 | 2065-05-25      | 5.6400%  | N/A     | $7870000.00        | $7067300.28        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2055-09-17      | 1.1493%  | N/A     | $4650000.00        | $285886.64         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2057-03-16      | 1.1930%  | N/A     | $17780000.00       | $599623.81         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2057-02-16      | 2.9345%  | N/A     | $5800000.00        | $950462.70         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-C4  | 2052-08-16      | 1.5137%  | N/A     | $2827000.00        | $101825.45         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2021-C11 | 2054-09-17      | 1.3277%  | N/A     | $1391000.00        | $68049.03          | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2021-C12 | 2054-11-18      | 1.0233%  | N/A     | $1631000.00        | $85906.89          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR | 2057-03-16      | 1.3349%  | N/A     | $17800000.00       | $668678.20         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018 | 2052-01-18      | 0.6103%  | N/A     | $3000000.00        | $36760.61          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018 | 2051-01-18      | 0.5244%  | N/A     | $2949000.00        | $18091.99          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018 | 2051-07-17      | 0.4612%  | N/A     | $1195000.00        | $10958.83          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2062-03-17      | 1.2213%  | N/A     | $20997000.00       | $558130.36         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2057-08-17      | 0.9681%  | N/A     | $1750000.00        | $53481.49          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2052-03-15      | 0.9976%  | N/A     | $3448000.00        | $76762.03          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2053-09-17      | 1.6588%  | N/A     | $5026000.00        | $195995.93         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2054-01-16      | 1.4894%  | N/A     | $573000.00         | $33635.61          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2053-07-17      | 1.7367%  | N/A     | $300000.00         | $12344.46          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-04-17      | 1.0654%  | N/A     | $22500000.00       | $945693.89         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-02-18      | 1.2545%  | N/A     | $29884000.00       | $1333268.43        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-06-17      | 0.8436%  | N/A     | $7077241.00        | $218550.32         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-11-18      | 0.7859%  | N/A     | $2122000.00        | $76780.45          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-03-17      | 1.1286%  | N/A     | $1697000.00        | $67665.85          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023 | 2056-07-17      | 0.5728%  | N/A     | $12773664.00       | $442894.04         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2024 | 2057-09-17      | 1.3054%  | N/A     | $17915500.00       | $756639.14         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2024 | 2057-01-12      | 1.0654%  | N/A     | $28250000.00       | $815827.00         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR2022- | 2055-01-15      | 0.4544%  | N/A     | $168390000.00      | $2164632.05        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE 2024-5C3 | 2057-02-16      | 1.1200%  | N/A     | $21106000.00       | $632927.13         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2024- | 2057-05-17      | 0.5775%  | N/A     | $19538000.00       | $342213.96         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2024-5C7X- | 2057-11-19      | 0.9307%  | N/A     | $11950000.00       | $383305.33         | Private Label Collateralized Mortgage Obligations |
| BNK 2021-BNK37 X-A206 | 2064-11-18      | 0.5847%  | N/A     | $1210840.00        | $25701.14          | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026 | 2065-12-25      | 4.8300%  | N/A     | $700000.00         | $700891.68         | Private Label Collateralized Mortgage Obligations |
| BREX COML CHRG CRD TR | 2027-07-15      | 6.0500%  | N/A     | $100000.00         | $100427.48         | Asset-Backed Securities                           |
| BXMT 2020-FL2 LTDA203 | 2038-02-18      | 4.9419%  | N/A     | $150000.00         | $4203.36           | Private Label Collateralized Mortgage Obligations |
| CAJUN GLOBAL LLC 2025 | 2055-11-20      | 5.9120%  | N/A     | $500000.00         | $507106.94         | Asset-Backed Securities                           |
| CANYON CLO 2016-1SUB  | 2028-04-17      | 0.0000%  | N/A     | $2111500.00        | $828297.11         | Asset-Backed Securities                           |
| CD MTG TR 2016-CD1 X- | 2049-08-12      | 1.3305%  | N/A     | $6355000.00        | $10486.16          | Private Label Collateralized Mortgage Obligations |
| CF MORTGAGE TR 2019-C | 2053-01-17      | 0.6891%  | N/A     | $35417000.00       | $721362.34         | Private Label Collateralized Mortgage Obligations |
| CHASE HME LND MRG TR  | 2055-08-25      | 0.5000%  | N/A     | $47764000.00       | $193483.71         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG 20 | 2054-05-15      | 0.3039%  | N/A     | $85373000.00       | $1422726.30        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2051-11-10      | 0.7608%  | N/A     | $2553000.00        | $44315.97          | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2049-02-12      | 1.8114%  | N/A     | $44637000.00       | $69463.70          | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2049-04-12      | 2.1387%  | N/A     | $26506000.00       | $95100.32          | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2049-04-16      | 2.1497%  | N/A     | $28044000.00       | $168564.15         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2 | 2044-08-11      | 0.6610%  | N/A     | $8850000.00        | $211581.27         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-CCRE | 2045-10-17      | 1.1437%  | N/A     | $420124.00         | $1270.34           | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-02-12      | 0.1574%  | N/A     | $12698000.00       | $236720.23         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-11-13      | 1.5143%  | N/A     | $7593000.00        | $280116.27         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE | 2048-10-13      | 1.0000%  | N/A     | $24256000.00       | $20849.39          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2016-DC2  | 2049-02-12      | 0.7500%  | N/A     | $24126000.00       | $15565.30          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2016-DC2  | 2049-02-12      | 1.8819%  | N/A     | $6374000.00        | $10433.98          | Private Label Collateralized Mortgage Obligations |
| COMMONBOND STUDNT LN  | 2040-10-25      | 2.7300%  | N/A     | $450000.00         | $6255.31           | Asset-Backed Securities                           |
| COMMONBOND STUDNT LN  | 2040-10-25      | 5.2371%  | N/A     | $1500000.00        | $39116.56          | Asset-Backed Securities                           |
| CWALT INC 2006-31CBX2 | 2036-11-25      | 0.1833%  | N/A     | $246657000.00      | $85456.67          | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C1  | 2049-05-12      | 1.2500%  | N/A     | $24277000.00       | $26072.14          | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3  | 2049-08-12      | 0.7500%  | N/A     | $11566000.00       | $259184.43         | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2020-C9  | 2053-08-15      | 1.5889%  | N/A     | $301000.00         | $10109.33          | Private Label Collateralized Mortgage Obligations |
| ELLINGTON CLO II LTD  | 2029-02-15      | 0.0000%  | N/A     | $2000000.00        | $200.00            | Asset-Backed Securities                           |
| ELLINGTON CLO IV LTD  | 2029-04-16      | 0.0000%  | N/A     | $5000000.00        | $500.00            | Asset-Backed Securities                           |
| ELLINGTON CLO IV LTD  | 2029-04-16      | 0.0000%  | N/A     | $3750000.00        | $794.45            | Asset-Backed Securities                           |
| ELMWOOD CLO 2020-7 LT | 2034-01-17      | 0.0000%  | N/A     | $1000000.00        | $400753.00         | Asset-Backed Securities                           |
| EWC MASTER LLC 2022-1 | 2052-03-15      | 5.5000%  | N/A     | $500000.00         | $481700.98         | Asset-Backed Securities                           |
| FAT BRANDS FAZOLI'S 2 | 2051-07-25      | 7.0000%  | N/A     | $1000000.00        | $694793.38         | Asset-Backed Securities                           |
| GMACM MTG LN TR 2006- | 2036-04-25      | 0.4724%  | N/A     | $44944000.00       | $18688.58          | Private Label Collateralized Mortgage Obligations |
| GREYWOLF CLO 2015-5R  | 2031-01-27      | 0.0000%  | N/A     | $1318000.00        | $469259.40         | Asset-Backed Securities                           |
| GS MORTGAGE SEC TR 20 | 2053-05-14      | 1.1213%  | N/A     | $19570000.00       | $760441.67         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SEC TR 20 | 2053-02-14      | 0.6125%  | N/A     | $1000000.00        | $18680.75          | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2 | 2052-11-13      | 1.0030%  | N/A     | $4331000.00        | $152801.94         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2 | 2052-07-12      | 1.1144%  | N/A     | $15325000.00       | $344606.59         | Private Label Collateralized Mortgage Obligations |
| GS MTG -BACK SEC TR 2 | 2051-11-25      | 0.1562%  | N/A     | $107939000.00      | $726886.43         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC TR 2019-GC | 2052-02-12      | 1.0053%  | N/A     | $12850000.00       | $291392.51         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2011-G | 2044-08-12      | 0.0000%  | N/A     | $28984000.00       | $638.15            | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-G | 2046-07-12      | 0.0000%  | N/A     | $253910000.00      | $32.81             | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-G | 2049-05-12      | 1.9365%  | N/A     | $35438000.00       | $2130247.21        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2018-G | 2051-07-12      | 0.3040%  | N/A     | $4399000.00        | $31902.98          | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2021-G | 2054-12-17      | 1.4022%  | N/A     | $3328000.00        | $239940.77         | Private Label Collateralized Mortgage Obligations |
| GS MTG-BCD SECS TR 20 | 2055-01-25      | 5.1973%  | N/A     | $100000.00         | $67486.17          | Asset-Backed Securities                           |
| J P MORGAN MORTGAGE 2 | 2055-06-25      | 0.1200%  | N/A     | $141031000.00      | $453866.73         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2028-05-15      | 7.1930%  | N/A     | $6265000.00        | $1485826.62        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR  | 2037-01-16      | 1.8759%  | N/A     | $28275000.00       | $1256290.31        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 20 | 2047-09-17      | 0.4037%  | N/A     | $16621295.00       | $242.01            | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2049-03-17      | 0.5000%  | N/A     | $27390000.00       | $11744.23          | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-08-17      | 0.5464%  | N/A     | $39500000.00       | $492.44            | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2047-09-17      | 0.3346%  | N/A     | $32521000.00       | $363.81            | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2049-08-17      | 0.7500%  | N/A     | $13414000.00       | $25220.56          | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2049-01-15      | 0.7440%  | N/A     | $8407000.00        | $466.60            | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR  | 2053-05-15      | 1.6375%  | N/A     | $40210000.00       | $1573863.88        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2049-06-17      | 1.2500%  | N/A     | $12471000.00       | $39170.71          | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2050-03-17      | 0.8929%  | N/A     | $3000000.00        | $12273.13          | Private Label Collateralized Mortgage Obligations |
| LOANPAL SOLAR LN LTD  | 2048-03-20      | 2.2200%  | N/A     | $1385000.00        | $645068.01         | Asset-Backed Securities                           |
| MADISON PARK FDG XVII | 2030-10-21      | 0.0000%  | N/A     | $1317000.00        | $387486.42         | Asset-Backed Securities                           |
| MCR MORTGAGE 2024-TWA | 2039-06-12      | 0.9200%  | N/A     | $5866000.00        | $66614.95          | Private Label Collateralized Mortgage Obligations |
| MF1 2025-FL19 LLCA204 | 2042-05-18      | 5.1635%  | N/A     | $14413000.00       | $14467088.59       | Private Label Collateralized Mortgage Obligations |
| MFA 2025-NQM5 TRUSTA- | 2070-11-25      | 5.1860%  | N/A     | $10000000.00       | $9986479.75        | Private Label Collateralized Mortgage Obligations |
| MFA TR 2023-NQM2 B-12 | 2068-03-25      | 0.0000%  | N/A     | $15421000.00       | $6846954.84        | Private Label Collateralized Mortgage Obligations |
| MFA TR 2023-NQM2 B-22 | 2068-03-25      | 0.0000%  | N/A     | $15420000.00       | $906726.84         | Private Label Collateralized Mortgage Obligations |
| MISSION LN CR CD MT T | 2030-01-15      | 6.3200%  | N/A     | $260000.00         | $262431.87         | Asset-Backed Securities                           |
| MORGAN STAN CAP I2016 | 2049-08-17      | 1.5000%  | N/A     | $4008000.00        | $40205.63          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I  | 2050-06-17      | 1.2954%  | N/A     | $17855000.00       | $174049.84         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR | 2054-05-15      | 1.2606%  | N/A     | $4140000.00        | $177807.52         | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR  | 2058-03-15      | 1.1560%  | N/A     | $78000000.00       | $3317384.20        | Private Label Collateralized Mortgage Obligations |
| MSBAM COMM MTG 2012-C | 2030-10-18      | 1.0032%  | N/A     | $1000000.00        | $2577.18           | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023 | 2056-12-15      | 0.3680%  | N/A     | $182667000.00      | $4949447.12        | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023 | 2056-12-15      | 0.9069%  | N/A     | $13423098.00       | $730705.56         | Private Label Collateralized Mortgage Obligations |
| NEW RESDTL FDG LN TR  | 2065-11-25      | 4.8240%  | N/A     | $250000.00         | $251107.50         | Private Label Collateralized Mortgage Obligations |
| OCTAGON LTD 2021-51R  | 2034-07-20      | 9.3176%  | N/A     | $250000.00         | $248456.47         | Asset-Backed Securities                           |
| OPORTUN ISSUANCE TRUS | 2031-05-08      | 3.6500%  | N/A     | $1050000.00        | $182404.05         | Asset-Backed Securities                           |
| OXFORD FIN FDG TR 202 | 2031-02-15      | 7.8790%  | N/A     | $960000.00         | $768084.20         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR  | 2032-10-15      | 4.8650%  | N/A     | $935736.00         | $528819.87         | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 202 | 2031-07-15      | 8.3440%  | N/A     | $1125000.00        | $435928.13         | Asset-Backed Securities                           |
| PMT LOAN TR 2024-INV1 | 2059-10-25      | 0.5000%  | N/A     | $48000000.00       | $554528.58         | Private Label Collateralized Mortgage Obligations |
| PRIME MTG TR 2007-1X2 | 2037-03-25      | 0.3227%  | N/A     | $82317000.00       | $20649.26          | Private Label Collateralized Mortgage Obligations |
| PRIME MTG TR 2007-2X2 | 2037-04-25      | 0.2912%  | N/A     | $40230000.00       | $21264.37          | Private Label Collateralized Mortgage Obligations |
| PRPM 2025-NQM4 TRUST  | 2070-07-25      | 0.0000%  | N/A     | $3100000.00        | $2929637.49        | Private Label Collateralized Mortgage Obligations |
| PRPM TRUST 2025-NQM3  | 2070-05-25      | 5.6060%  | N/A     | $280000.00         | $256826.17         | Private Label Collateralized Mortgage Obligations |
| REGATTA X FUNDING LTD | 2031-01-17      | 0.0000%  | N/A     | $1250000.00        | $372791.25         | Asset-Backed Securities                           |
| RESEARCH-DRIVEN PAGAY | 2032-01-26      | 7.1300%  | N/A     | $71900.00          | $21000.89          | Asset-Backed Securities                           |
| RIDE 2025-SHRE X-NCP2 | 2047-02-14      | 0.0000%  | N/A     | $119280000.00      | $119.28            | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2013-2 | 2043-02-25      | 0.6260%  | N/A     | $278623000.00      | $261571.55         | Private Label Collateralized Mortgage Obligations |
| SUNRUN NEPTUNE ISSUER | 2055-02-01      | 6.2700%  | N/A     | $900000.00         | $764079.63         | Asset-Backed Securities                           |
| TELOS CLO LTD 2013-3R | 2026-07-17      | 10.8932% | N/A     | $6995000.00        | $13200.96          | Asset-Backed Securities                           |
| TOWD POINT MORTGAGE 2 | 2065-07-27      | 5.0473%  | N/A     | $17000000.00       | $14353776.62       | Private Label Collateralized Mortgage Obligations |
| TRINITAS CLO 2019-11  | 2032-07-15      | 0.0000%  | N/A     | $2000000.00        | $606032.00         | Asset-Backed Securities                           |
| UBS COML MTG TR 2017- | 2050-08-17      | 1.0296%  | N/A     | $11525000.00       | $82701.09          | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017- | 2050-11-17      | 1.0858%  | N/A     | $2700000.00        | $20096.01          | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017- | 2050-10-17      | 1.0818%  | N/A     | $2174000.00        | $22783.05          | Private Label Collateralized Mortgage Obligations |
| UBS COMM MTG TR 2019- | 2052-10-18      | 1.4357%  | N/A     | $63660000.00       | $2552556.18        | Private Label Collateralized Mortgage Obligations |
| VEGAS TR 2024-TI A203 | 2039-11-14      | 5.5183%  | N/A     | $59223000.00       | $60138545.95       | Private Label Collateralized Mortgage Obligations |
| VENTURE CLO LTD 2018- | 2031-10-15      | 0.0000%  | N/A     | $12711750.00       | $661544.89         | Asset-Backed Securities                           |
| VISTA POINT SECURITIZ | 2054-10-25      | 7.4980%  | N/A     | $500000.00         | $511857.53         | Asset-Backed Securities                           |
| WELLFLEET CLO 2021-3  | 2035-01-16      | 0.0000%  | N/A     | $3000000.00        | $540000.00         | Asset-Backed Securities                           |
| WELLS FAR COM MRT TR  | 2054-11-18      | 1.3354%  | N/A     | $4643000.00        | $217406.19         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG 20 | 2054-04-17      | 1.4817%  | N/A     | $20904000.00       | $1135086.08        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2 | 2052-08-16      | 1.5640%  | N/A     | $12790000.00       | $462607.21         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2058-05-17      | 1.1213%  | N/A     | $82677084.00       | $3568123.46        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-08-17      | 1.6694%  | N/A     | $1706000.00        | $5096.65           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-10-18      | 1.7690%  | N/A     | $3397000.00        | $185544.24         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-11-18      | 2.0000%  | N/A     | $3314000.00        | $38101.43          | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2057-10-17      | 0.0685%  | N/A     | $7255000.00        | $558.84            | Private Label Collateralized Mortgage Obligations |

### Security 61: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MBK1, C.4 - ISIN: US06945MBK18, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49896715.00
- **C.18.a - Value (excl. sponsor support):** $49896715.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BEDFORD ROW FUNDING CORP.

- **C.1 - Title:** BEDFORD ROW FUNDING CORP.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BEE8, C.4 - ISIN: US07644BEE83, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $51441171.60
- **C.18.a - Value (excl. sponsor support):** $51441171.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MB52, C.4 - ISIN: US08224MB522, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $170894629.80
- **C.18.a - Value (excl. sponsor support):** $170894629.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MDA9, C.4 - ISIN: US08224MDA99, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $45938247.72
- **C.18.a - Value (excl. sponsor support):** $45938247.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002PX3
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALBERTSONS COS INC /  | 2028-02-15      | 6.5000%  | N/A     | $1890000.00        | $1976451.75        | Corporate Debt Securities |
| ALLIANT HLDGS INTER L | 2028-04-15      | 6.7500%  | N/A     | $1900000.00        | $1970371.25        | Corporate Debt Securities |
| ALLISON TRANSMISSION  | 2033-12-01      | 5.8750%  | N/A     | $1702000.00        | $1747205.83        | Corporate Debt Securities |
| ALLISON TRANSMISSION  | 2029-06-01      | 5.8750%  | N/A     | $2008000.00        | $2054140.77        | Corporate Debt Securities |
| AMERICAN AXLE & MFG I | 2032-10-15      | 6.3750%  | N/A     | $2105000.00        | $2193533.67        | Corporate Debt Securities |
| ARDONAGH GROUP FIN LT | 2032-02-15      | 8.8750%  | N/A     | $1800000.00        | $1857254.25        | Corporate Debt Securities |
| ATLAS LUXCO 4 S A R L | 2028-06-01      | 4.6250%  | N/A     | $1228000.00        | $1222019.47        | Corporate Debt Securities |
| BALL CORPSR GLBL NT5. | 2033-09-15      | 5.5000%  | N/A     | $2500000.00        | $2552901.39        | Corporate Debt Securities |
| CLYDESDALE ACQUISITIO | 2030-04-15      | 8.7500%  | N/A     | $1975000.00        | $2025561.65        | Corporate Debt Securities |
| CPI CG INCORPORATEDSR | 2029-07-15      | 10.0000% | N/A     | $3147000.00        | $3356579.71        | Corporate Debt Securities |
| FIESTA PURCHASER INC  | 2031-03-01      | 7.8750%  | N/A     | $2619000.00        | $2771383.24        | Corporate Debt Securities |
| FIESTA PURCHASER INC  | 2032-09-15      | 9.6250%  | N/A     | $2715000.00        | $2852009.08        | Corporate Debt Securities |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $2650000.00        | $2770290.13        | Corporate Debt Securities |
| FORD MOTOR CREDIT COM | 2029-04-06      | 4.9700%  | N/A     | $2350000.00        | $2367594.97        | Corporate Debt Securities |
| FORVIA SESR GLBL 144A | 2033-09-15      | 6.7500%  | N/A     | $1679000.00        | $1762064.33        | Corporate Debt Securities |
| GARDA WORLD SECURITY  | 2028-02-15      | 7.7500%  | N/A     | $1831000.00        | $1936723.47        | Corporate Debt Securities |
| GARDA WORLD SECURITY  | 2032-08-01      | 8.2500%  | N/A     | $4554000.00        | $4855296.43        | Corporate Debt Securities |
| GARDA WORLD SECURITY  | 2029-06-01      | 6.0000%  | N/A     | $1873000.00        | $1863510.13        | Corporate Debt Securities |
| GARRETT MOTION HLDGS  | 2032-05-31      | 7.7500%  | N/A     | $2209000.00        | $2370580.99        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR  | 2031-07-15      | 5.2500%  | N/A     | $2000000.00        | $1908775.00        | Corporate Debt Securities |
| GRAY MEDIA INC 2LIEN  | 2032-07-15      | 9.6250%  | N/A     | $2000000.00        | $2065140.83        | Corporate Debt Securities |
| GROUP 1 AUTOMOTIVE IN | 2028-08-15      | 4.0000%  | N/A     | $3008000.00        | $3003016.75        | Corporate Debt Securities |
| HERC HLDGS INC SR 144 | 2030-06-15      | 7.0000%  | N/A     | $2159000.00        | $2282710.70        | Corporate Debt Securities |
| HERC HLDGS INC SR 144 | 2033-06-15      | 7.2500%  | N/A     | $2878000.00        | $3069077.62        | Corporate Debt Securities |
| KEHE DISTRS LLC/ KEHE | 2029-02-15      | 9.0000%  | N/A     | $3519000.00        | $3839229.00        | Corporate Debt Securities |
| LAMB WESTON HLDGS INC | 2028-05-15      | 4.8750%  | N/A     | $2000000.00        | $2021232.50        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDI | 2029-05-01      | 4.8750%  | N/A     | $1669000.00        | $1663929.72        | Corporate Debt Securities |
| LITHIA MTRS INCSR GLB | 2029-06-01      | 3.8750%  | N/A     | $1835000.00        | $1788484.02        | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC  | 2029-08-15      | 5.6250%  | N/A     | $4961000.00        | $4952671.72        | Corporate Debt Securities |
| NISOURCE INC JR SB GL | 2054-11-30      | 6.9500%  | N/A     | $3750000.00        | $3951875.00        | Corporate Debt Securities |
| OSAIC HLDGS INCSR 144 | 2033-08-01      | 8.0000%  | N/A     | $3957000.00        | $4268925.47        | Corporate Debt Securities |
| PHH ESCROW ISSUER LLC | 2029-11-01      | 9.8750%  | N/A     | $2487000.00        | $2637048.65        | Corporate Debt Securities |
| POST HLDGS INC SR GLB | 2030-04-15      | 4.6250%  | N/A     | $2955000.00        | $2922080.07        | Corporate Debt Securities |
| PRA GROUP INCSR 144A  | 2030-01-31      | 8.8750%  | N/A     | $5000000.00        | $5259375.00        | Corporate Debt Securities |
| RCS CAP CORP SR GLBL  | 2029-04-01      | 7.5000%  | N/A     | $1700000.00        | $1743012.83        | Corporate Debt Securities |
| SIMMONS FOODS INC / S | 2029-03-01      | 4.6250%  | N/A     | $5635000.00        | $5535499.20        | Corporate Debt Securities |
| SIX FLAGS ENTERTAINME | 2028-10-01      | 6.5000%  | N/A     | $1800000.00        | $1840331.00        | Corporate Debt Securities |
| TELUS CORPORATIONJR S | 2056-06-09      | 6.6250%  | N/A     | $5000000.00        | $5082877.08        | Corporate Debt Securities |
| TEREX CORP NEW SR SEC | 2032-10-15      | 6.2500%  | N/A     | $2091000.00        | $2183085.90        | Corporate Debt Securities |
| TRI POINTE HOMES INC  | 2028-06-15      | 5.7000%  | N/A     | $2735000.00        | $2788647.03        | Corporate Debt Securities |
| US FOODS INC SR GLBL  | 2029-02-15      | 4.7500%  | N/A     | $1989000.00        | $2021064.34        | Corporate Debt Securities |
| US FOODS INC SR GLBL  | 2032-01-15      | 7.2500%  | N/A     | $2705000.00        | $2845959.80        | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC | 2030-04-15      | 6.6250%  | N/A     | $2403000.00        | $2536061.12        | Corporate Debt Securities |
| ZF NORTH AMER CAP INC | 2031-03-24      | 7.5000%  | N/A     | $2550000.00        | $2674083.00        | Corporate Debt Securities |

### Security 66: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002Q53
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BDS 2025-FL15 LLCA204 | 2043-03-19      | 5.0754%  | N/A     | $28000000.00       | $28074429.15       | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LLC 2025 | 2043-04-17      | 5.0614%  | N/A     | $5443000.00        | $5450434.77        | Private Label Collateralized Mortgage Obligations |
| KNDR TRUST 2021-KIND  | 2038-08-16      | 4.7500%  | N/A     | $25575552.00       | $25376038.83       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18A-12 | 2065-09-25      | 5.0570%  | N/A     | $29726000.00       | $27760097.76       | Private Label Collateralized Mortgage Obligations |

### Security 67: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002Q61
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN HONDA FIN CO | 2027-01-15      | 4.4077%  | N/A     | $403000.00         | $405882.18         | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD | 2029-01-22      | 4.2853%  | N/A     | $2000000.00        | $2002532.73        | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD | 2029-01-22      | 4.2853%  | N/A     | $500000.00         | $500633.18         | Corporate Debt Securities                         |
| ASB BK LTD VR 102925- | 2030-10-29      | 4.5764%  | N/A     | $1000000.00        | $1007476.67        | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGFR 5 | 2026-02-23      | 5.6840%  | N/A     | $400000.00         | $410283.42         | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2027-07-16      | 4.3546%  | N/A     | $2000000.00        | $2014126.67        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2028-12-08      | 4.2996%  | N/A     | $1000000.00        | $1008801.67        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2027-07-16      | 4.3546%  | N/A     | $200000.00         | $201412.67         | Corporate Debt Securities                         |
| BANK AMERICA CORPVR 0 | 2029-01-24      | 4.4863%  | N/A     | $72000.00          | $72314.47          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-09-08      | 4.7017%  | N/A     | $100000.00         | $101211.53         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-09-15      | 4.0430%  | N/A     | $1864000.00        | $1892558.81        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-06-04      | 4.4896%  | N/A     | $6000.00           | $6070.54           | Corporate Debt Securities                         |
| BANQUE FED DU CRED MU | 2031-01-15      | 4.5410%  | N/A     | $100000.00         | $99992.21          | Corporate Debt Securities                         |
| BNP PARIBASFR 4.625%0 | 2027-03-13      | 4.6250%  | N/A     | $200000.00         | $204638.14         | Corporate Debt Securities                         |
| CAIXABANK S AFR 6.684 | 2027-09-13      | 6.6840%  | N/A     | $150000.00         | $156174.95         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2028-01-10      | 4.0584%  | N/A     | $242000.00         | $242797.19         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2028-11-14      | 4.3671%  | N/A     | $3000000.00        | $3043393.87        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2028-03-14      | 4.3289%  | N/A     | $500000.00         | $505447.70         | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE | 2031-01-14      | 4.3574%  | N/A     | $2140000.00        | $2149382.17        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK | 2029-02-28      | 5.5640%  | N/A     | $600000.00         | $630943.47         | Corporate Debt Securities                         |
| DANSKE BK AS FR 5.019 | 2031-03-04      | 5.0190%  | N/A     | $2801000.00        | $2911372.94        | Corporate Debt Securities                         |
| DISNEY WALT CO FR 3.7 | 2042-12-01      | 3.7000%  | N/A     | $1965000.00        | $1605078.59        | Corporate Debt Securities                         |
| DISNEY WALT CO FR 4.3 | 2041-08-16      | 4.3750%  | N/A     | $210000.00         | $192574.32         | Corporate Debt Securities                         |
| DNB BANK ASA FR 4.384 | 2031-11-04      | 4.3840%  | N/A     | $2350000.00        | $2363542.79        | Corporate Debt Securities                         |
| DNB BANK ASA FR 4.384 | 2031-11-04      | 4.3840%  | N/A     | $830000.00         | $834783.20         | Corporate Debt Securities                         |
| DNB BANK ASA FR 4.853 | 2030-11-05      | 4.8530%  | N/A     | $2300000.00        | $2375988.49        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-01-15      | 5.9500%  | N/A     | $1625000.00        | $1659253.65        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 4 | 2029-01-08      | 4.2500%  | N/A     | $50000.00          | $50159.86          | Corporate Debt Securities                         |
| MACQUARIE BK LTD VR 0 | 2027-07-02      | 4.6021%  | N/A     | $1076000.00        | $1086425.97        | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.8 | 2040-07-15      | 4.8750%  | N/A     | $2000000.00        | $1922982.50        | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.8 | 2045-12-09      | 4.8750%  | N/A     | $1386000.00        | $1274920.76        | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLO | 2026-12-18      | 3.4500%  | N/A     | $150000.00         | $150266.25         | Corporate Debt Securities                         |
| MF1 2025-FL19 LLCA204 | 2042-05-18      | 5.1635%  | N/A     | $14163726.00       | $14216879.12       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 4.8 | 2036-10-22      | 4.8920%  | N/A     | $19000.00          | $19014.20          | Corporate Debt Securities                         |
| MORGAN STANLEY VR 041 | 2029-04-12      | 5.0379%  | N/A     | $30000.00          | $30493.98          | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC G | 2032-10-18      | 4.1250%  | N/A     | $300000.00         | $301715.25         | Corporate Debt Securities                         |
| NATWEST MKTS PLC US M | 2029-05-17      | 4.9245%  | N/A     | $1545000.00        | $1576021.11        | Corporate Debt Securities                         |
| NATWEST MKTS PLC US M | 2028-11-06      | 4.1740%  | N/A     | $80000.00          | $80943.15          | Corporate Debt Securities                         |
| NATWEST MKTS PLC US M | 2029-05-17      | 4.9245%  | N/A     | $1000000.00        | $1020078.39        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2029-09-10      | 4.7095%  | N/A     | $1000000.00        | $1019158.15        | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL F | 2027-02-05      | 4.6688%  | N/A     | $370000.00         | $371787.10         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2042-09-01      | 3.6500%  | N/A     | $436000.00         | $355761.59         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2043-01-01      | 3.8000%  | N/A     | $450000.00         | $369513.50         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5.069 | 2027-07-23      | 5.0690%  | N/A     | $224000.00         | $225407.98         | Corporate Debt Securities                         |
| ROYAL BK CDA VR 01192 | 2027-01-19      | 4.6077%  | N/A     | $30000.00          | $30229.68          | Corporate Debt Securities                         |
| ROYAL BK CDA VR 01212 | 2027-01-21      | 4.3675%  | N/A     | $40000.00          | $40196.40          | Corporate Debt Securities                         |
| ROYAL BK CDA VR 08062 | 2029-08-06      | 4.6934%  | N/A     | $87000.00          | $88237.90          | Corporate Debt Securities                         |
| ROYAL BK CDA VR 10182 | 2028-10-18      | 4.5178%  | N/A     | $250000.00         | $251408.43         | Corporate Debt Securities                         |
| RYDER SYS INCFR 5.65% | 2028-03-01      | 5.6500%  | N/A     | $2500000.00        | $2635461.81        | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILD | 2030-09-03      | 4.7759%  | N/A     | $1000000.00        | $1012315.25        | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILD | 2027-03-05      | 5.1250%  | N/A     | $559000.00         | $578460.11         | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILD | 2030-09-03      | 4.7759%  | N/A     | $10000.00          | $10123.15          | Corporate Debt Securities                         |
| SOCIETE GENERALE VR 1 | 2027-02-19      | 4.8692%  | N/A     | $350000.00         | $355100.51         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2028-01-13      | 4.2377%  | N/A     | $72000.00          | $72192.78          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2031-01-13      | 4.4110%  | N/A     | $324000.00         | $325543.20         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2029-12-17      | 4.7083%  | N/A     | $100000.00         | $101571.19         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2028-01-13      | 3.9130%  | N/A     | $527000.00         | $527620.70         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2028-10-13      | 4.4077%  | N/A     | $1820000.00        | $1827567.10        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2031-10-10      | 4.6000%  | N/A     | $1265000.00        | $1298681.33        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2028-01-24      | 4.9000%  | N/A     | $9000.00           | $9084.21           | Corporate Debt Securities                         |
| WELLS FARGO & CO VR 0 | 2030-01-23      | 4.3969%  | N/A     | $1750000.00        | $1751546.64        | Corporate Debt Securities                         |

### Security 68: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002QE4
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MORTGAGE TRUST 20 | 2070-01-25      | 0.3500%  | N/A     | $15196841.00       | $57584.18          | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 20 | 2070-08-25      | 7.1599%  | N/A     | $10000000.00       | $9774546.73        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 20 | 2070-08-25      | 7.1599%  | N/A     | $6014770.00        | $4541402.00        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 201 | 2048-09-17      | 3.1670%  | N/A     | $130000.00         | $107311.91         | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMMORT 2025-1 | 2040-12-17      | 7.7810%  | N/A     | $4000000.00        | $3994624.34        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR12 F205 | 2057-12-17      | 4.8021%  | N/A     | $1100000.00        | $922726.58         | Private Label Collateralized Mortgage Obligations |
| BCP TR 2021-330N B203 | 2038-06-15      | 4.9925%  | N/A     | $150000.00         | $115332.00         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYPE2 | 2035-10-15      | 7.4955%  | N/A     | $390000.00         | $6077.34           | Private Label Collateralized Mortgage Obligations |
| BHG SEC TR 2022-AB203 | 2035-02-20      | 2.7000%  | N/A     | $24600000.00       | $5900899.04        | Asset-Backed Securities                           |
| BMO SBA COOF 2.9518 2 | 2036-11-25      | 2.9312%  | N/A     | $162739312.00      | $11308216.37       | Asset-Backed Securities                           |
| BMO SBA COOF TR SER 2 | 2050-04-25      | 1.9373%  | N/A     | $147000000.00      | $7593654.52        | Asset-Backed Securities                           |
| BWAY MTG TR 2021-145  | 2036-09-15      | 0.7682%  | N/A     | $56442000.00       | $23203.19          | Private Label Collateralized Mortgage Obligations |
| CAFL ISSUER LLC 2023- | 2030-12-28      | 9.3000%  | N/A     | $1430000.00        | $1432796.60        | Private Label Collateralized Mortgage Obligations |
| CFST MORTGAGE TRUST 2 | 2030-10-25      | 9.2750%  | N/A     | $1500000.00        | $1499880.29        | Private Label Collateralized Mortgage Obligations |
| CITICORP MTG SEC REMI | 2038-02-25      | 0.0000%  | N/A     | $2009648.00        | $16138.88          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2033-09-25      | 6.5000%  | N/A     | $43448000.00       | $201905.66         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-LTRT | 2030-10-07      | 3.3996%  | N/A     | $125000.00         | $68094.86          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS3 | 2047-06-12      | 4.3130%  | N/A     | $79000.00          | $73435.51          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS6 | 2047-12-12      | 0.0000%  | N/A     | $122774000.00      | $19.09             | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE | 2048-10-13      | 3.6127%  | N/A     | $80000.00          | $65148.02          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-PC1  | 2050-07-12      | 4.4145%  | N/A     | $266000.00         | $221725.93         | Private Label Collateralized Mortgage Obligations |
| CPS AUTO RECEIVABLES  | 2033-08-15      | 6.6600%  | N/A     | $7000000.00        | $7020419.00        | Asset-Backed Securities                           |
| CSAB MTG BCKD TR 2006 | 2036-06-25      | 6.7940%  | N/A     | $16171000.00       | $292370.77         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2057-06-15      | 4.2294%  | N/A     | $58000.00          | $50367.60          | Private Label Collateralized Mortgage Obligations |
| CSFB COML MTG PTC 200 | 2049-01-15      | 0.0088%  | N/A     | $9250000.00        | $131.16            | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-1D- | 2033-02-25      | 6.6790%  | N/A     | $8696993.00        | $581341.61         | Private Label Collateralized Mortgage Obligations |
| CSMC SERIES 2010-20R  | 2037-03-27      | 3.5309%  | N/A     | $100804050.00      | $119246.01         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-171-X- | 2035-07-25      | 0.0000%  | N/A     | $300000.00         | $37.36             | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-451-X2 | 2035-10-20      | 2.5041%  | N/A     | $500000000.00      | $1038551.65        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-612-A- | 2035-12-25      | 4.6271%  | N/A     | $18905000.00       | $895014.98         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-12CBA- | 2036-05-25      | 13.4517% | N/A     | $6400000.00        | $602763.36         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-J8X203 | 2037-02-25      | 0.1174%  | N/A     | $452785471.00      | $98673.14          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OA2 X- | 2046-05-20      | 0.2109%  | N/A     | $15670000.00       | $6092.54           | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2037-10-25      | 6.5000%  | N/A     | $30000000.00       | $845028.82         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC ALT 4CB 200 | 2033-04-25      | 6.0131%  | N/A     | $8659000.00        | $449618.97         | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C1  | 2049-05-12      | 1.2563%  | N/A     | $17384000.00       | $18983.99          | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-RM1A-220540 | 2054-03-25      | 4.5000%  | N/A     | $3950000.00        | $3116360.31        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K- | 2028-06-25      | 4.8190%  | N/A     | $6155878.00        | $6297992.43        | Private Label Collateralized Mortgage Obligations |
| FORT CRE ISSUER LLC 2 | 2039-02-24      | 5.9473%  | N/A     | $600000.00         | $401500.10         | Private Label Collateralized Mortgage Obligations |
| FOUNDATION FIN TRUST  | 2052-08-15      | 5.0700%  | N/A     | $5090000.00        | $5072508.22        | Asset-Backed Securities                           |
| FRESB MORTGAGE TR 202 | 2042-07-25      | 1.8900%  | N/A     | $500000.00         | $455230.06         | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE TRUST  | 2041-06-25      | 1.6100%  | N/A     | $460000.00         | $355346.85         | Private Label Collateralized Mortgage Obligations |
| GLOBAL MTG SEC 2005-A | 2032-04-25      | 5.2500%  | N/A     | $11011000.00       | $5467.97           | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-G | 2047-09-12      | 4.5183%  | N/A     | $50000.00          | $44181.99          | Private Label Collateralized Mortgage Obligations |
| GSR MTG LN TR 2006-4F | 2036-05-25      | 3.3629%  | N/A     | $61674000.00       | $858209.10         | Private Label Collateralized Mortgage Obligations |
| GSR MTG LN TR 2006-4F | 2036-05-25      | 4.1371%  | N/A     | $13200000.00       | $212505.60         | Private Label Collateralized Mortgage Obligations |
| GSR MTG TR 2005-4F B1 | 2035-05-25      | 5.8828%  | N/A     | $6831000.00        | $687646.64         | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2034-07-19      | 4.9511%  | N/A     | $11206000.00       | $1146126.74        | Private Label Collateralized Mortgage Obligations |
| HARVEST COML CAP LN T | 2057-06-25      | 6.3848%  | N/A     | $4000000.00        | $3975318.23        | Private Label Collateralized Mortgage Obligations |
| HARVEST COML CAP LN T | 2057-06-25      | 9.0436%  | N/A     | $5062000.00        | $5180683.66        | Private Label Collateralized Mortgage Obligations |
| HOME EQUITY ASSET TR  | 2034-12-25      | 5.4371%  | N/A     | $709000.00         | $215901.07         | Private Label Collateralized Mortgage Obligations |
| HRBVW 41161PUM3 DEL T | 2045-08-22      | 8.6141%  | N/A     | $62163000.00       | $548746.18         | Private Label Collateralized Mortgage Obligations |
| ICAP 2025-RTL1 TRUST  | 2030-07-25      | 8.1630%  | N/A     | $2000000.00        | $2009879.50        | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2004-AR13 | 2035-01-25      | 3.6282%  | N/A     | $4602000.00        | $698335.70         | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2005-AR18 | 2036-10-25      | 5.0071%  | N/A     | $36338000.00       | $1449473.24        | Private Label Collateralized Mortgage Obligations |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0955%  | N/A     | $7000000.00        | $6598361.82        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 20 | 2053-11-25      | 6.2691%  | N/A     | $2269000.00        | $2044101.59        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTGAGE T | 2054-06-25      | 6.2879%  | N/A     | $1713000.00        | $1370671.05        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2026 | 2056-06-26      | 5.3320%  | N/A     | $9000000.00        | $9041888.00        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2026 | 2056-06-26      | 5.1820%  | N/A     | $4250000.00        | $4269254.15        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2026 | 2066-06-25      | 4.7450%  | N/A     | $1000000.00        | $1003804.36        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-10-19      | 4.2832%  | N/A     | $3112000.00        | $485273.97         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-08-17      | 4.6522%  | N/A     | $32088.00          | $25158.52          | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2047-11-18      | 3.9425%  | N/A     | $4750000.00        | $2259793.12        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-10-19      | 3.7832%  | N/A     | $400000.00         | $366439.03         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE CMBS 2 | 2047-02-15      | 4.5245%  | N/A     | $122000.00         | $118029.48         | Private Label Collateralized Mortgage Obligations |
| LUMINENT MTG TR 2006- | 2036-05-25      | 1.0000%  | N/A     | $162097000.00      | $121469.53         | Private Label Collateralized Mortgage Obligations |
| METRONET INFRA ISSUER | 2055-08-20      | 7.8300%  | N/A     | $5000000.00        | $5187165.00        | Asset-Backed Securities                           |
| ML-CFC COML MTG TR 20 | 2039-02-12      | 0.0000%  | N/A     | $900000000.00      | $0.94              | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY ABS 20 | 2047-02-25      | 7.5871%  | N/A     | $8875000.00        | $774031.77         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I  | 2035-02-07      | 0.0000%  | N/A     | $96900000.00       | $712.75            | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR | 2054-10-19      | 0.9209%  | N/A     | $1996000.00        | $94107.02          | Private Label Collateralized Mortgage Obligations |
| MPOWER ED TR 2025-AA2 | 2042-07-21      | 6.6200%  | N/A     | $6500000.00        | $5842407.75        | Asset-Backed Securities                           |
| MS MTG LN TR 2006-12X | 2036-10-25      | 6.7400%  | N/A     | $5000000.00        | $267052.22         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-12X | 2036-10-25      | 6.3254%  | N/A     | $4860000.00        | $259574.85         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-15X | 2036-11-25      | 6.6898%  | N/A     | $10000000.00       | $4197766.29        | Private Label Collateralized Mortgage Obligations |
| MSRES MTG LN TR 2021- | 2051-03-25      | 2.9405%  | N/A     | $600000.00         | $230929.98         | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC  | 2038-12-16      | 3.7508%  | N/A     | $491000.00         | $437417.40         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 20 | 2056-11-25      | 4.6480%  | N/A     | $1010000.00        | $493406.18         | Private Label Collateralized Mortgage Obligations |
| NYMT LOAN TR SERIES 2 | 2039-05-25      | 6.8110%  | N/A     | $1000000.00        | $1005737.97        | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUSTA- | 2063-10-25      | 0.0000%  | N/A     | $177078000.00      | $108113.17         | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUSTB- | 2063-10-25      | 7.5963%  | N/A     | $5312000.00        | $5321297.29        | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUSTB- | 2063-10-25      | 7.5963%  | N/A     | $3188000.00        | $2714471.19        | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUSTXS | 2063-10-25      | 0.0000%  | N/A     | $177078000.00      | $428115.45         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2023-NMQ6 A-IO | 2063-07-25      | 0.0000%  | N/A     | $168223000.00      | $64923.92          | Private Label Collateralized Mortgage Obligations |
| OBX TR 2023-NMQ6 B-32 | 2063-07-25      | 7.6199%  | N/A     | $7210315.00        | $5536838.59        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2023-NMQ6 XS 2 | 2063-07-25      | 0.0000%  | N/A     | $400530315.00      | $5263612.60        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18A-IO | 2065-09-25      | 0.2100%  | N/A     | $401302000.00      | $952838.53         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18B-12 | 2065-09-25      | 6.7460%  | N/A     | $11147000.00       | $10193432.98       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18B-22 | 2065-09-25      | 7.1309%  | N/A     | $802000.00         | $656915.27         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18B-32 | 2065-09-25      | 7.1309%  | N/A     | $402000.00         | $278809.25         | Private Label Collateralized Mortgage Obligations |
| OCTAGON INVT PART LTD | 2035-01-22      | 7.2792%  | N/A     | $10000000.00       | $9814120.11        | Asset-Backed Securities                           |
| OPTEUM MTG ACCEP 2005 | 2035-12-25      | 4.4321%  | N/A     | $7500000.00        | $3034224.90        | Private Label Collateralized Mortgage Obligations |
| PAGAYA AI DB TR 2025- | 2032-10-15      | 5.3290%  | N/A     | $5000000.00        | $5030343.67        | Asset-Backed Securities                           |
| PAGAYA AI DEBT 2025-5 | 2033-03-15      | 5.6400%  | N/A     | $1640325.00        | $1650093.35        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR  | 2033-05-16      | 5.0640%  | N/A     | $6717000.00        | $6711505.49        | Asset-Backed Securities                           |
| PAGAYA AI TECHNOLOGY  | 2040-10-26      | 3.6000%  | N/A     | $7710000.00        | $6165332.34        | Asset-Backed Securities                           |
| PIONEER AIR FIN 2019  | 2044-06-15      | 0.0000%  | N/A     | $9243000.00        | $5185156.63        | Asset-Backed Securities                           |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 0.0000%  | N/A     | $68340000.00       | $68.34             | Private Label Collateralized Mortgage Obligations |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 0.0000%  | N/A     | $112500000.00      | $112.50            | Private Label Collateralized Mortgage Obligations |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 7.1335%  | N/A     | $34170000.00       | $162113.11         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2037-03-25      | 3.3129%  | N/A     | $44732800.00       | $886252.40         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2037-06-25      | 4.2071%  | N/A     | $16886970.00       | $783035.77         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2033-05-25      | 5.7500%  | N/A     | $8400000.00        | $554871.26         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2037-02-25      | 0.3000%  | N/A     | $186285000.00      | $171738.60         | Private Label Collateralized Mortgage Obligations |
| RMF PROP ISSNC TR 202 | 2061-09-25      | 2.1250%  | N/A     | $14040000.00       | $8665714.69        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUS | 2055-11-25      | 6.4508%  | N/A     | $344000.00         | $298524.95         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2024-9 | 2054-10-25      | 6.5146%  | N/A     | $110000.00         | $83277.02          | Private Label Collateralized Mortgage Obligations |
| SOUND POINT CLO LTD 2 | 2034-10-25      | 10.6496% | N/A     | $6000000.00        | $5535283.75        | Asset-Backed Securities                           |
| STRUCTURED ASSET ADJ  | 2035-09-25      | 4.3102%  | N/A     | $20000000.00       | $642027.06         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2037-04-25      | 0.0800%  | N/A     | $352392000.00      | $62959.85          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-02-25      | 1.2000%  | N/A     | $606889000.00      | $2204837.11        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-08-25      | 0.9000%  | N/A     | $430699000.00      | $766834.59         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2037-10-25      | 3.4925%  | N/A     | $4800000.00        | $605959.01         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS | 2035-04-25      | 4.7621%  | N/A     | $5496000.00        | $1510425.04        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS | 2035-07-25      | 4.3194%  | N/A     | $1262000.00        | $336620.97         | Private Label Collateralized Mortgage Obligations |
| STWD LTD 2022-FL3C203 | 2038-11-18      | 5.9074%  | N/A     | $408500.00         | $408369.85         | Private Label Collateralized Mortgage Obligations |
| TOORAK MTG TR 2024-2  | 2031-10-25      | 8.6470%  | N/A     | $7500000.00        | $7596824.80        | Asset-Backed Securities                           |
| TOWD POINT MTG TR 201 | 2059-10-25      | 3.8945%  | N/A     | $6000000.00        | $3135226.97        | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 202 | 2060-01-25      | 4.5307%  | N/A     | $250000.00         | $177018.93         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-4 | 2057-06-25      | 3.6433%  | N/A     | $1500000.00        | $1008552.79        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-3 | 2058-05-25      | 1.9594%  | N/A     | $2000000.00        | $1255666.78        | Private Label Collateralized Mortgage Obligations |
| TWIN HOSPITALITY I LL | 2054-10-26      | 9.0000%  | N/A     | $5800000.00        | $5564070.01        | Asset-Backed Securities                           |
| VELOCITY COM CAP LN T | 2051-10-25      | 6.5400%  | N/A     | $2710000.00        | $1357580.91        | Private Label Collateralized Mortgage Obligations |
| VELOCITY COM CAP TR 2 | 2030-03-25      | 8.5180%  | N/A     | $500000.00         | $506135.03         | Private Label Collateralized Mortgage Obligations |
| VELOCITY COML CPT LN  | 2055-12-25      | 9.1900%  | N/A     | $2000000.00        | $1997684.53        | Private Label Collateralized Mortgage Obligations |
| VELOCITY COMM CAP LN  | 2052-02-25      | 5.8404%  | N/A     | $2386510.00        | $1275407.28        | Private Label Collateralized Mortgage Obligations |
| VELOCITY COMMERCIAL C | 2055-09-25      | 9.3500%  | N/A     | $1049000.00        | $1046496.37        | Private Label Collateralized Mortgage Obligations |
| VERSUS SECRTZN TR 202 | 2066-07-25      | 3.8060%  | N/A     | $1000000.00        | $736377.95         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2021-6B- | 2066-10-25      | 4.5260%  | N/A     | $550000.00         | $448513.97         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2021-8B- | 2066-11-25      | 4.3340%  | N/A     | $1500000.00        | $1231002.42        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2021- | 2066-02-25      | 4.1990%  | N/A     | $110000.00         | $92501.15          | Private Label Collateralized Mortgage Obligations |
| WACHOVIA CMBS 2006-C2 | 2045-01-18      | 0.0000%  | N/A     | $75414433.00       | $0.17              | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2042-10-15      | 9.6170%  | N/A     | $1690000.00        | $1681582.25        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-06-17      | 4.2600%  | N/A     | $259000.00         | $60892.64          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-09-17      | 4.2891%  | N/A     | $515000.00         | $465279.37         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-11-18      | 3.8520%  | N/A     | $153000.00         | $138176.29         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG SEC 2 | 2050-09-25      | 2.9065%  | N/A     | $358000.00         | $167802.57         | Private Label Collateralized Mortgage Obligations |

### Security 69: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002QK0
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| KNDR TRUST 2021-KIND  | 2038-08-16      | 4.7500%  | N/A     | $4579448.00        | $4543724.03        | Private Label Collateralized Mortgage Obligations |
| MF1 2025-FL19 LLCA204 | 2042-05-18      | 5.1635%  | N/A     | $45836274.00       | $46008286.72       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18M-12 | 2065-09-25      | 6.1480%  | N/A     | $31212000.00       | $30473166.86       | Private Label Collateralized Mortgage Obligations |

### Security 70: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660KD87, C.4 - ISIN: US09660KD872, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $86388424.80
- **C.18.a - Value (excl. sponsor support):** $86388424.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660KBT3, C.4 - ISIN: US09660KBT34, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $99711870.00
- **C.18.a - Value (excl. sponsor support):** $99711870.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CC30, C.4 - ISIN: US09659CC303, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $266119434.00
- **C.18.a - Value (excl. sponsor support):** $266119434.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CE12, C.4 - ISIN: US09659CE127, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $69344303.00
- **C.18.a - Value (excl. sponsor support):** $69344303.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CEF1, C.4 - ISIN: US09659CEF14, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $64297603.50
- **C.18.a - Value (excl. sponsor support):** $64297603.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05CN2
- **C.18 - Value (incl. sponsor support):** $537000000.00
- **C.18.a - Value (excl. sponsor support):** $537000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 280 PARK AVE 2017-280 | 2034-09-15      | 6.8000%  | N/A     | $272471.00         | $268633.06         | Private Label Collateralized Mortgage Obligations |
| 3M COFR 3.375%030129  | 2029-03-01      | 3.3750%  | N/A     | $379000.00         | $376888.50         | Corporate Debt Securities                         |
| 3M COFR 5.7%031537    | 2037-03-15      | 5.7000%  | N/A     | $4000.00           | $4303.10           | Corporate Debt Securities                         |
| 7-ELEVEN INC GLBL REG | 2041-02-10      | 2.5000%  | N/A     | $303000.00         | $212122.89         | Corporate Debt Securities                         |
| 7-ELEVEN INC GLBL REG | 2028-02-10      | 1.3000%  | N/A     | $87000.00          | $82845.65          | Corporate Debt Securities                         |
| A&D MTG TR 2023-NQM3  | 2068-07-25      | 8.0654%  | N/A     | $124316.00         | $125724.39         | Private Label Collateralized Mortgage Obligations |
| ADOBE INCSR GLBL NT2. | 2030-02-01      | 2.3000%  | N/A     | $17000.00          | $16102.50          | Corporate Debt Securities                         |
| ADVENTIST HEALTH SYS  | 2049-03-01      | 3.6300%  | N/A     | $50000.00          | $34762.71          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO L | 2049-09-15      | 3.1500%  | N/A     | $2063000.00        | $1418585.85        | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SEC | 2030-10-02      | 4.4500%  | N/A     | $426000.00         | $431114.60         | Corporate Debt Securities                         |
| ALBEMARLE CORP SR GLB | 2052-06-01      | 5.6500%  | N/A     | $4222000.00        | $3859033.49        | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2026-08-15      | 1.9980%  | N/A     | $487000.00         | $486969.56         | Corporate Debt Securities                         |
| ALTRIA GROUP INC SR G | 2049-02-14      | 5.9500%  | N/A     | $4007000.00        | $4130760.65        | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH | 2035-03-17      | 5.5000%  | N/A     | $501000.00         | $529656.92         | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL  | 2028-12-15      | 4.6250%  | N/A     | $1000.00           | $1009.09           | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT2. | 2027-02-21      | 2.2000%  | N/A     | $350000.00         | $347286.33         | Corporate Debt Securities                         |
| AMGEN INCSR NT 4.95%4 | 2041-10-01      | 4.9500%  | N/A     | $16000.00          | $15355.56          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2034-06-15      | 5.0000%  | N/A     | $5300000.00        | $5492231.00        | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL | 2031-12-02      | 2.6000%  | N/A     | $3725000.00        | $3382035.11        | Corporate Debt Securities                         |
| APA CORPORATIONGLBL N | 2055-02-15      | 6.7500%  | N/A     | $471000.00         | $490757.27         | Corporate Debt Securities                         |
| APA INFRASTRUCTURE LT | 2034-09-16      | 5.1250%  | N/A     | $1506000.00        | $1541129.54        | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 3 | 2031-02-08      | 1.6500%  | N/A     | $2252000.00        | $2028181.23        | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 4 | 2047-02-09      | 4.2500%  | N/A     | $213000.00         | $186902.71         | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT0. | 2026-02-08      | 0.7000%  | N/A     | $10000000.00       | $10024844.44       | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT3. | 2027-05-11      | 3.2000%  | N/A     | $600000.00         | $601057.33         | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT4. | 2036-02-23      | 4.5000%  | N/A     | $47000.00          | $48296.97          | Corporate Debt Securities                         |
| APPLOVIN CORPSR GLBL  | 2031-12-01      | 5.3750%  | N/A     | $400000.00         | $416639.61         | Corporate Debt Securities                         |
| ARES CAPITAL CORPSR G | 2028-06-15      | 2.8750%  | N/A     | $121000.00         | $116523.45         | Corporate Debt Securities                         |
| ARES CAPITAL CORPSR G | 2031-11-15      | 3.2000%  | N/A     | $1113000.00        | $995129.59         | Corporate Debt Securities                         |
| ARES CAPITAL CORPSR G | 2031-04-12      | 5.2500%  | N/A     | $479000.00         | $473642.39         | Corporate Debt Securities                         |
| ARES CAPITAL CORPSR G | 2031-01-15      | 5.1000%  | N/A     | $6248000.00        | $6167494.52        | Corporate Debt Securities                         |
| ARES CAPITAL CORPSR G | 2032-03-08      | 5.8000%  | N/A     | $1534000.00        | $1580584.17        | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME | 2031-01-15      | 5.1500%  | N/A     | $1000.00           | $974.34            | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME | 2029-08-15      | 6.3500%  | N/A     | $2000.00           | $2117.99           | Corporate Debt Securities                         |
| ASB BK LTD FR 2.375%1 | 2031-10-22      | 2.3750%  | N/A     | $358000.00         | $323104.05         | Corporate Debt Securities                         |
| ASTRAZENECA PLCSR GLB | 2037-09-15      | 6.4500%  | N/A     | $1650000.00        | $1911718.88        | Corporate Debt Securities                         |
| BACARDI LTDSR REGS NT | 2026-07-15      | 2.7500%  | N/A     | $400000.00         | $397694.33         | Corporate Debt Securities                         |
| BAIN CAPITAL CR CLO L | 2037-07-15      | 5.1922%  | N/A     | $2434274.00        | $2444165.46        | Asset-Backed Securities                           |
| BANCO DE CREDITO E IN | 2031-10-14      | 2.8750%  | N/A     | $13200000.00       | $12258777.67       | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $400000.00         | $428871.43         | Corporate Debt Securities                         |
| BANK 2019-BNK21A-5205 | 2052-10-18      | 2.8510%  | N/A     | $5313793.00        | $5060392.23        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORPFR 2 | 2032-07-21      | 2.2990%  | N/A     | $4083000.00        | $3655610.95        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 3 | 2027-10-21      | 3.2480%  | N/A     | $2754000.00        | $2755052.03        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2028-04-27      | 4.3760%  | N/A     | $639000.00         | $649009.72         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2026-10-22      | 4.2500%  | N/A     | $268000.00         | $271671.45         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2044-04-01      | 4.8750%  | N/A     | $121000.00         | $117095.88         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 5 | 2036-01-24      | 5.5110%  | N/A     | $444000.00         | $462301.01         | Corporate Debt Securities                         |
| BANK AMERICA CORPSR N | 2038-04-24      | 4.2440%  | N/A     | $950000.00         | $895058.97         | Corporate Debt Securities                         |
| BANK AMERICA CORPVR 0 | 2029-05-09      | 4.9052%  | N/A     | $1498000.00        | $1527554.61        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2027-04-20      | 4.5870%  | N/A     | $12770000.00       | $12951482.98       | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2031-07-28      | 1.8000%  | N/A     | $2000.00           | $1758.70           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2099-01-01      | 6.3000%  | N/A     | $5457000.00        | $5768321.85        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2029-10-25      | 6.3170%  | N/A     | $1847000.00        | $1986429.77        | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 20 | 2063-01-25      | 0.0000%  | N/A     | $217155290.00      | $68600.22          | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 20 | 2063-01-25      | 0.0000%  | N/A     | $217939398.00      | $330056.35         | Private Label Collateralized Mortgage Obligations |
| BATTALION CLO 0.01 20 | 2039-01-20      | 4.9291%  | N/A     | $5972085.00        | $6018694.24        | Asset-Backed Securities                           |
| BERKSHIRE HATHAWAY EN | 2049-01-15      | 4.4500%  | N/A     | $70000.00          | $58544.79          | Corporate Debt Securities                         |
| BGC GROUP INCCR SEN S | 2030-04-02      | 6.1500%  | N/A     | $2438000.00        | $2565210.78        | Corporate Debt Securities                         |
| BIOGEN INC SR GLBL NT | 2030-05-01      | 2.2500%  | N/A     | $2000.00           | $1850.73           | Corporate Debt Securities                         |
| BLACK DIA CLO LTD 202 | 2038-07-15      | 8.5722%  | N/A     | $2325737.00        | $2351240.44        | Asset-Backed Securities                           |
| BLACKSTONE HLDGS FIN  | 2051-08-05      | 2.8500%  | N/A     | $174000.00         | $111637.39         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2030-09-10      | 5.0500%  | N/A     | $1000.00           | $1000.05           | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2034-11-22      | 6.0000%  | N/A     | $2000.00           | $2011.03           | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2026-12-15      | 2.6250%  | N/A     | $41000.00          | $40490.42          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2030-04-01      | 5.2500%  | N/A     | $8436000.00        | $8490700.43        | Corporate Debt Securities                         |
| BLACKSTONE REG FINANC | 2036-02-15      | 4.9500%  | N/A     | $4000.00           | $4013.65           | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORP | 2028-06-11      | 2.8750%  | N/A     | $18000.00          | $17121.84          | Corporate Debt Securities                         |
| BOEING CO3.625%48     | 2048-03-01      | 3.6250%  | N/A     | $338000.00         | $247985.01         | Corporate Debt Securities                         |
| BOEING CO3.9%49       | 2049-05-01      | 3.9000%  | N/A     | $130000.00         | $98909.42          | Corporate Debt Securities                         |
| BOEING COCR SEN SR GL | 2026-02-04      | 2.1960%  | N/A     | $24177000.00       | $24424717.54       | Corporate Debt Securities                         |
| BOFA FIN LLC FR 0.6%0 | 2027-05-25      | 0.6000%  | N/A     | $4763000.00        | $5261130.42        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PART | 2026-10-01      | 2.7500%  | N/A     | $1523000.00        | $1523137.49        | Corporate Debt Securities                         |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.4500%  | N/A     | $1000000.00        | $1089215.83        | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC  | 2047-06-22      | 4.7000%  | N/A     | $98000.00          | $73044.41          | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC  | 2051-12-22      | 3.8500%  | N/A     | $400000.00         | $245205.56         | Corporate Debt Securities                         |
| BROADCOM INC GLBL NT  | 2034-10-15      | 4.8000%  | N/A     | $2000.00           | $2026.90           | Corporate Debt Securities                         |
| BROOKFIELD FIN INC LW | 2055-01-15      | 6.3000%  | N/A     | $1500000.00        | $1492582.50        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC SR | 2036-01-15      | 5.3300%  | N/A     | $1100000.00        | $1107942.92        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2046-08-01      | 3.9000%  | N/A     | $70000.00          | $57577.22          | Corporate Debt Securities                         |
| CARGILL INCSR GLBL 14 | 2055-10-23      | 5.3750%  | N/A     | $100000.00         | $97956.26          | Corporate Debt Securities                         |
| CARNIVAL CORP1LIEN 14 | 2029-08-15      | 7.0000%  | N/A     | $347000.00         | $374448.86         | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPOR | 2040-04-05      | 3.3770%  | N/A     | $50000.00          | $40935.88          | Corporate Debt Securities                         |
| CARVAL CLO LTD 2019-3 | 2032-07-20      | 4.6576%  | N/A     | $7131281.00        | $6026317.16        | Asset-Backed Securities                           |
| CATERPILLAR FINL SVCS | 2027-05-14      | 4.3071%  | N/A     | $970000.00         | $983958.50         | Corporate Debt Securities                         |
| CDW LLC / CDW FIN COR | 2026-12-01      | 2.6700%  | N/A     | $375000.00         | $372410.94         | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTN | 2032-01-31      | 3.2500%  | N/A     | $1203000.00        | $1129653.09        | Corporate Debt Securities                         |
| CI FINL CORP SR GLBL  | 2051-06-15      | 4.1000%  | N/A     | $2000.00           | $1402.31           | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2027-02-26      | 4.8000%  | N/A     | $2525000.00        | $2604066.17        | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2045-07-30      | 4.6500%  | N/A     | $10000.00          | $9069.00           | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2036-09-11      | 5.1740%  | N/A     | $1000.00           | $1026.23           | Corporate Debt Securities                         |
| CLEVELAND ELEC ILLUM  | 2028-04-01      | 3.5000%  | N/A     | $180000.00         | $179377.10         | Corporate Debt Securities                         |
| CNA FINL CORPSR GLBL  | 2034-02-15      | 5.1250%  | N/A     | $1662000.00        | $1713355.11        | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITA | 2031-03-07      | 4.3750%  | N/A     | $2610000.00        | $2596385.23        | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO  | 2047-08-01      | 3.7000%  | N/A     | $326000.00         | $264355.75         | Corporate Debt Securities                         |
| COMCAST CORP NEW SR N | 2033-01-15      | 4.2500%  | N/A     | $1438000.00        | $1406422.72        | Corporate Debt Securities                         |
| COMED FING III GTD PF | 2033-03-15      | 6.3500%  | N/A     | $706000.00         | $756480.77         | Corporate Debt Securities                         |
| COMISION FEDERAL DE E | 2033-07-26      | 3.8750%  | N/A     | $200000.00         | $176552.11         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2026-09-06      | 2.6250%  | N/A     | $72000.00          | $72270.72          | Corporate Debt Securities                         |
| CONSTELLATION ENERGY  | 2029-02-01      | 4.6250%  | N/A     | $1700000.00        | $1739519.10        | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO1M | 2050-08-15      | 3.1000%  | N/A     | $2000.00           | $1378.50           | Corporate Debt Securities                         |
| COTERRA ENERGY INC SR | 2055-02-15      | 5.9000%  | N/A     | $1922000.00        | $1931017.38        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S AFR | 2032-01-12      | 4.6560%  | N/A     | $849000.00         | $851180.23         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LO | 2027-03-11      | 5.1340%  | N/A     | $1236000.00        | $1276618.60        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LO | 2026-07-05      | 5.5890%  | N/A     | $1500000.00        | $1516411.88        | Corporate Debt Securities                         |
| CROWN CASTLE INC SR G | 2031-04-01      | 2.1000%  | N/A     | $400000.00         | $355984.67         | Corporate Debt Securities                         |
| CSL FIN PLCSR 144A NT | 2062-04-27      | 4.9500%  | N/A     | $1000.00           | $882.73            | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2065-09-15      | 6.2500%  | N/A     | $4014000.00        | $4134925.10        | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2053-06-01      | 5.8750%  | N/A     | $35000.00          | $34192.50          | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2030-04-01      | 3.7500%  | N/A     | $11000.00          | $10854.53          | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2030-08-21      | 1.7500%  | N/A     | $110000.00         | $98586.31          | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2029-01-30      | 5.0000%  | N/A     | $970000.00         | $990205.10         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NO | 2026-12-14      | 2.0000%  | N/A     | $400000.00         | $394786.22         | Corporate Debt Securities                         |
| DANSKE BK AS FR 1.549 | 2027-09-10      | 1.5490%  | N/A     | $1010000.00        | $1001025.03        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2029-01-10      | 4.8677%  | N/A     | $852000.00         | $860204.66         | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2035-12-15      | 6.4000%  | N/A     | $7766000.00        | $8793752.44        | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2049-09-01      | 2.7500%  | N/A     | $443000.00         | $286830.07         | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2037-11-15      | 6.6500%  | N/A     | $2000.00           | $2306.89           | Corporate Debt Securities                         |
| DOLLAR GEN CORPSR GLB | 2032-11-01      | 5.0000%  | N/A     | $73000.00          | $74912.68          | Corporate Debt Securities                         |
| DOW CHEMICAL COSR GLB | 2033-03-15      | 6.3000%  | N/A     | $774000.00         | $840482.73         | Corporate Debt Securities                         |
| DOW CHEMICAL COSR GLB | 2030-11-15      | 2.1000%  | N/A     | $27000.00          | $24127.88          | Corporate Debt Securities                         |
| DOW CHEMICAL COSR NT  | 2041-11-15      | 5.2500%  | N/A     | $551000.00         | $505508.06         | Corporate Debt Securities                         |
| DTE ENERGY COSR GLBL  | 2035-10-01      | 5.0500%  | N/A     | $1180000.00        | $1200730.63        | Corporate Debt Securities                         |
| DTE ENERGY COSR GLBL  | 2034-06-01      | 5.8500%  | N/A     | $2256000.00        | $2424314.52        | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC | 2028-11-15      | 4.7250%  | N/A     | $16000.00          | $16365.34          | Corporate Debt Securities                         |
| EAGLE FDG LUXCO S A R | 2030-08-17      | 5.5000%  | N/A     | $1300000.00        | $1351169.44        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2031-11-01      | 4.9500%  | N/A     | $916000.00         | $945108.19         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS F | 2038-01-09      | 5.4000%  | N/A     | $2000.00           | $1983.90           | Corporate Debt Securities                         |
| ENBRIDGE INC GLBL NT  | 2033-08-01      | 2.5000%  | N/A     | $4231000.00        | $3691719.09        | Corporate Debt Securities                         |
| ENBRIDGE INC SR GLBL  | 2031-02-15      | 4.5000%  | N/A     | $900000.00         | $907218.00         | Corporate Debt Securities                         |
| ENBRIDGE INC SUB GLBL | 2055-03-15      | 7.3750%  | N/A     | $1700000.00        | $1851480.63        | Corporate Debt Securities                         |
| EQUINIX INCSR GLBL NT | 2029-11-18      | 3.2000%  | N/A     | $11000.00          | $10642.17          | Corporate Debt Securities                         |
| EVERSOURCE ENERGYSR G | 2030-08-15      | 1.6500%  | N/A     | $100000.00         | $89243.25          | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORA | 2029-02-01      | 5.3750%  | N/A     | $1556000.00        | $1598129.78        | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LT | 2055-05-20      | 6.5000%  | N/A     | $1855000.00        | $1994493.94        | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LT | 2033-12-07      | 6.0000%  | N/A     | $1198000.00        | $1282714.57        | Corporate Debt Securities                         |
| FEDEX CORP SR GLBL NT | 2045-11-15      | 4.7500%  | N/A     | $351000.00         | $312546.49         | Corporate Debt Securities                         |
| FEDEX CORP SR NT 3.9% | 2035-02-01      | 3.9000%  | N/A     | $1247000.00        | $1185986.37        | Corporate Debt Securities                         |
| FIDELITY NATL INFORMA | 2041-03-01      | 3.1000%  | N/A     | $5931000.00        | $4463495.97        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORPJR | 2038-03-01      | 8.2500%  | N/A     | $531000.00         | $671776.51         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC | 2037-01-25      | 6.2000%  | N/A     | $16912000.00       | $17904753.19       | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC | 2039-01-25      | 6.3000%  | N/A     | $2341000.00        | $2500410.40        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC | 2036-01-25      | 6.1000%  | N/A     | $1284000.00        | $1352716.11        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIO | 2030-01-15      | 6.0000%  | N/A     | $2000.00           | $2024.76           | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRU | 2032-04-01      | 5.5000%  | N/A     | $5514000.00        | $5736713.52        | Corporate Debt Securities                         |
| GATX CORPSR GLBL NT 4 | 2030-06-30      | 4.0000%  | N/A     | $1464000.00        | $1440961.52        | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOL | 2035-06-15      | 5.5000%  | N/A     | $10502000.00       | $10927488.53       | Corporate Debt Securities                         |
| GENERAL MTRS COSR GLB | 2048-04-01      | 5.4000%  | N/A     | $55000.00          | $51184.10          | Corporate Debt Securities                         |
| GENERAL MTRS COSR GLB | 2038-04-01      | 5.1500%  | N/A     | $176000.00         | $173381.76         | Corporate Debt Securities                         |
| GENERAL MTRS COSR GLB | 2035-04-15      | 6.2500%  | N/A     | $277000.00         | $299600.20         | Corporate Debt Securities                         |
| GLOBAL PMTS INCSR GLB | 2049-08-15      | 4.1500%  | N/A     | $30000.00          | $23010.33          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-10-21      | 1.9480%  | N/A     | $18526000.00       | $18348280.08       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2045-05-22      | 5.1500%  | N/A     | $296000.00         | $281409.50         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2034-10-24      | 6.5610%  | N/A     | $10150000.00       | $11415055.40       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-04-22      | 2.6150%  | N/A     | $1000.00           | $917.86            | Corporate Debt Securities                         |
| GREENSAIF PIPELINES B | 2042-08-23      | 6.1027%  | N/A     | $302000.00         | $320456.59         | Corporate Debt Securities                         |
| GTE CALIF INCSR -F DE | 2027-05-15      | 6.7500%  | N/A     | $4035000.00        | $4182529.69        | Corporate Debt Securities                         |
| HCA INC. 5.375%26     | 2026-09-01      | 5.3750%  | N/A     | $3642000.00        | $3726955.21        | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT4. | 2035-11-15      | 4.9000%  | N/A     | $5759000.00        | $5736251.95        | Corporate Debt Securities                         |
| HCA INC. SR SEC GLBL  | 2026-06-15      | 5.2500%  | N/A     | $123000.00         | $123936.34         | Corporate Debt Securities                         |
| HOMEBANC MTG TR 2005- | 2035-03-25      | 4.2871%  | N/A     | $80706.00          | $1304.66           | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC ALT TI | 2099-01-01      | 8.0000%  | N/A     | $5279000.00        | $5727386.53        | Corporate Debt Securities                         |
| HUMANA INC SR GLBL NT | 2049-08-15      | 3.9500%  | N/A     | $4212000.00        | $3128185.71        | Corporate Debt Securities                         |
| ICG US CLO LTD 2014-1 | 2034-10-20      | 5.1292%  | N/A     | $408346.00         | $409356.57         | Asset-Backed Securities                           |
| INDIANA MICH PWR COSR | 2048-08-15      | 4.2500%  | N/A     | $45000.00          | $37539.41          | Corporate Debt Securities                         |
| INDUSTRIAS PENOLES SA | 2049-09-12      | 5.6500%  | N/A     | $2000000.00        | $1960316.67        | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2060-02-15      | 3.1000%  | N/A     | $572000.00         | $337593.45         | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2050-03-25      | 4.7500%  | N/A     | $2658000.00        | $2255586.92        | Corporate Debt Securities                         |
| INVERSIONES CMPC S A  | 2034-02-26      | 6.1250%  | N/A     | $598000.00         | $628492.85         | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 202 | 2052-07-25      | 0.2244%  | N/A     | $37703577.00       | $183754.74         | Private Label Collateralized Mortgage Obligations |
| JBS NV / JBS USA FOOD | 2031-12-01      | 3.7500%  | N/A     | $72000.00          | $68647.38          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL G | 2030-01-23      | 4.1500%  | N/A     | $55000.00          | $54304.63          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2031-06-17      | 2.0000%  | N/A     | $2000.00           | $1792.66           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2034-04-11      | 5.1000%  | N/A     | $3381000.00        | $3542313.15        | Corporate Debt Securities                         |
| JOHNSON & JOHNSONSR G | 2050-09-01      | 2.2500%  | N/A     | $32000.00          | $19196.88          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC  | 2026-09-15      | 2.5500%  | N/A     | $283000.00         | $283012.03         | Corporate Debt Securities                         |
| KILROY RLTY L PSR GLB | 2032-11-15      | 2.5000%  | N/A     | $85000.00          | $71438.11          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY  | 2035-03-15      | 5.8000%  | N/A     | $5379000.00        | $5798615.79        | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL | 2046-02-15      | 5.0500%  | N/A     | $1000.00           | $929.48            | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL | 2050-08-01      | 3.2500%  | N/A     | $2000.00           | $1361.34           | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO  | 2039-01-26      | 6.8750%  | N/A     | $1148000.00        | $1285890.74        | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIE | 2031-03-14      | 3.7500%  | N/A     | $17704000.00       | $17649884.77       | Other Instrument                                  |
| LABORATORY CORP AMER  | 2034-10-01      | 4.8000%  | N/A     | $40000.00          | $40200.27          | Corporate Debt Securities                         |
| LEIDOS HOLDINGS INCGL | 2040-12-01      | 5.9500%  | N/A     | $229000.00         | $234548.99         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2035-01-05      | 5.6790%  | N/A     | $5441000.00        | $5736031.42        | Corporate Debt Securities                         |
| LPL HLDGS INCSR GLBL  | 2035-03-15      | 5.6500%  | N/A     | $1600000.00        | $1668572.00        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN | 2030-10-01      | 2.2500%  | N/A     | $1495000.00        | $1346169.01        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN | 2033-05-15      | 5.6250%  | N/A     | $2000.00           | $2047.00           | Corporate Debt Securities                         |
| LYONDELLBASELL INDUST | 2055-02-26      | 4.6250%  | N/A     | $1161000.00        | $908894.33         | Corporate Debt Securities                         |
| MADISON PARK FUNDING  | 2037-04-27      | 7.3180%  | N/A     | $8750000.00        | $8765077.25        | Asset-Backed Securities                           |
| MAGNETITE LIMITED 202 | 2037-07-15      | 6.7722%  | N/A     | $250000.00         | $251812.94         | Asset-Backed Securities                           |
| MARKS AND SPENCER PLC | 2037-12-01      | 7.1250%  | N/A     | $928000.00         | $1026671.53        | Corporate Debt Securities                         |
| MCCORMICK & CO INC SR | 2033-04-15      | 4.9500%  | N/A     | $250000.00         | $256964.38         | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2065-11-15      | 5.7500%  | N/A     | $10340000.00       | $9949311.72        | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2030-11-15      | 4.2000%  | N/A     | $2855000.00        | $2877411.75        | Corporate Debt Securities                         |
| METLIFE INCEXT JR SB  | 2068-04-08      | 9.2500%  | N/A     | $5568000.00        | $6827803.31        | Corporate Debt Securities                         |
| METLIFE INCJR SB GLBL | 2055-03-15      | 6.3500%  | N/A     | $4727000.00        | $5079693.29        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC | 2031-01-15      | 5.3000%  | N/A     | $61000.00          | $63427.09          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC | 2032-11-01      | 5.6500%  | N/A     | $3589000.00        | $3839684.67        | Corporate Debt Securities                         |
| MICROSOFT CORP SR NT  | 2041-02-08      | 5.3000%  | N/A     | $1000000.00        | $1057932.22        | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSU | 2030-01-15      | 5.6250%  | N/A     | $600000.00         | $597296.25         | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR  | 2034-11-15      | 6.1780%  | N/A     | $266000.00         | $258714.30         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 1.5 | 2027-07-20      | 1.5120%  | N/A     | $2372000.00        | $2344959.20        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.4 | 2036-09-16      | 2.4840%  | N/A     | $99000.00          | $87948.23          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.4 | 2028-01-21      | 2.4750%  | N/A     | $2183000.00        | $2153002.85        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.1 | 2029-10-18      | 4.1330%  | N/A     | $1000.00           | $1010.30           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.2 | 2030-01-09      | 4.2380%  | N/A     | $19261000.00       | $19294845.86       | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.3 | 2031-10-22      | 4.3560%  | N/A     | $1963000.00        | $1976187.43        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.4 | 2030-01-23      | 4.4310%  | N/A     | $2123000.00        | $2136739.17        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.9 | 2029-04-12      | 4.9940%  | N/A     | $8598000.00        | $8880805.42        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.4 | 2034-07-21      | 5.4240%  | N/A     | $436000.00         | $452906.34         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2031-11-19      | 4.4650%  | N/A     | $2000.00           | $2018.61           | Corporate Debt Securities                         |
| MORGAN STANLEY VR 041 | 2029-04-12      | 5.0379%  | N/A     | $1028000.00        | $1044926.97        | Corporate Debt Securities                         |
| MORGAN STANLEY VR 102 | 2029-10-18      | 4.5769%  | N/A     | $22000.00          | $22136.91          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS IN | 2029-05-23      | 4.6000%  | N/A     | $23000.00          | $23452.21          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS IN | 2034-04-15      | 5.4000%  | N/A     | $50000.00          | $52365.00          | Corporate Debt Securities                         |
| MSCI INC SR GLBL 144A | 2031-11-01      | 3.6250%  | N/A     | $300000.00         | $284181.54         | Corporate Debt Securities                         |
| MSCI INC SR GLBL NT 3 | 2036-03-15      | 5.1500%  | N/A     | $606000.00         | $606270.68         | Corporate Debt Securities                         |
| MSD INVT CORPSR GLBL  | 2031-02-05      | 6.1250%  | N/A     | $6729000.00        | $6773597.38        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2027-01-12      | 4.3236%  | N/A     | $312000.00         | $313878.21         | Corporate Debt Securities                         |
| NATIONAL HEALTH INVS  | 2033-02-01      | 5.3500%  | N/A     | $47000.00          | $47988.31          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2028-02-07      | 4.7500%  | N/A     | $229000.00         | $237625.60         | Corporate Debt Securities                         |
| NETFLIX INC. SR GLBL  | 2029-05-15      | 6.3750%  | N/A     | $24000.00          | $25980.75          | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL  | 2028-06-13      | 4.9000%  | N/A     | $220000.00         | $226064.79         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2054-06-15      | 6.7500%  | N/A     | $13000.00          | $13935.71          | Corporate Debt Securities                         |
| NOMURA HLDGS INC SR G | 2033-07-12      | 6.0870%  | N/A     | $415000.00         | $447956.60         | Corporate Debt Securities                         |
| NORDSON CORP SR GLBL  | 2033-09-15      | 5.8000%  | N/A     | $1660000.00        | $1791422.20        | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO | 2055-09-15      | 7.0000%  | N/A     | $1580000.00        | $1691042.40        | Corporate Debt Securities                         |
| NY COML MTG TR 2025-2 | 2047-02-12      | 5.6637%  | N/A     | $2012000.00        | $2132930.12        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15B-1B | 2064-10-25      | 7.6442%  | N/A     | $332655.00         | $294336.75         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM15  | 2065-07-25      | 0.0000%  | N/A     | $30847256.00       | $78982.58          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4A- | 2055-02-25      | 0.0000%  | N/A     | $128813404.00      | $227892.50         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4B- | 2055-02-25      | 7.1976%  | N/A     | $382402.00         | $329576.25         | Private Label Collateralized Mortgage Obligations |
| OHA CREDIT FUNDING LT | 2038-07-19      | 4.9476%  | N/A     | $5358399.00        | $5377926.84        | Asset-Backed Securities                           |
| ONEOK INC NEWSR GLBL  | 2030-11-01      | 5.8000%  | N/A     | $906000.00         | $966519.79         | Corporate Debt Securities                         |
| ONEOK INC NEWSR GLBL  | 2047-10-03      | 4.2000%  | N/A     | $311000.00         | $245833.06         | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2064-09-27      | 5.5000%  | N/A     | $403000.00         | $325330.48         | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2030-05-15      | 3.2500%  | N/A     | $194000.00         | $182170.04         | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2035-08-03      | 5.5000%  | N/A     | $978000.00         | $978647.11         | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2027-11-15      | 3.2500%  | N/A     | $2673000.00        | $2636088.10        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2026-07-15      | 2.6500%  | N/A     | $1237000.00        | $1229372.86        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2032-02-03      | 5.2500%  | N/A     | $734000.00         | $750759.06         | Corporate Debt Securities                         |
| ORANGE S A SR GLBL 14 | 2031-01-13      | 4.2500%  | N/A     | $1000.00           | $993.49            | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE IN | 2034-08-19      | 5.0000%  | N/A     | $1184000.00        | $1219071.40        | Corporate Debt Securities                         |
| OVINTIV INCSR GLBL NT | 2028-05-15      | 5.6500%  | N/A     | $2250000.00        | $2345806.88        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2052-03-01      | 5.2500%  | N/A     | $421000.00         | $378769.14         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2046-03-15      | 4.2500%  | N/A     | $2584000.00        | $2062387.30        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2029-01-15      | 6.1000%  | N/A     | $1330000.00        | $1397818.92        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2054-10-01      | 5.9000%  | N/A     | $996000.00         | $982287.85         | Corporate Debt Securities                         |
| PACIFICORP 1M GLBL BD | 2034-02-15      | 5.4500%  | N/A     | $84000.00          | $87466.61          | Corporate Debt Securities                         |
| PACIFICORP 1M GLBL BD | 2051-03-15      | 3.3000%  | N/A     | $99000.00          | $65199.92          | Corporate Debt Securities                         |
| PACIFICORP 1ST MTG 6. | 2038-07-15      | 6.3500%  | N/A     | $350000.00         | $369948.54         | Corporate Debt Securities                         |
| PECO ENERGY CAP TR II | 2028-04-06      | 7.3800%  | N/A     | $1400000.00        | $1489964.00        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2079-12-31      | 6.2500%  | N/A     | $4928000.00        | $5106750.88        | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL | 2026-04-18      | 3.0000%  | N/A     | $865000.00         | $870440.85         | Corporate Debt Securities                         |
| PROGRESS ENERGY INCSR | 2031-03-01      | 7.7500%  | N/A     | $923000.00         | $1085380.06        | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2032-03-15      | 3.0000%  | N/A     | $393000.00         | $367058.07         | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2032-01-15      | 2.2500%  | N/A     | $7000.00           | $6209.12           | Corporate Debt Securities                         |
| PROSUS N V SR GLBL RE | 2052-01-19      | 4.9870%  | N/A     | $300000.00         | $241468.14         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2036-12-14      | 5.7000%  | N/A     | $1212000.00        | $1290214.40        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCJR | 2052-03-01      | 5.1250%  | N/A     | $1380000.00        | $1393074.35        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2027-05-15      | 3.0000%  | N/A     | $800000.00         | $796712.00         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2026-09-15      | 2.2500%  | N/A     | $3440000.00        | $3435381.80        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2026-03-15      | 0.9500%  | N/A     | $989000.00         | $989012.36         | Corporate Debt Securities                         |
| QUALCOMM INC FR 3.25% | 2027-05-20      | 3.2500%  | N/A     | $5462000.00        | $5465874.99        | Corporate Debt Securities                         |
| REPUBLIC SVCS INCGLBL | 2034-04-01      | 5.0000%  | N/A     | $30000.00          | $31199.93          | Corporate Debt Securities                         |
| ROMANIAFR 6%052534    | 2034-05-25      | 6.0000%  | N/A     | $48000.00          | $49294.72          | Other Instrument                                  |
| ROYAL BK CDA ALT TIER | 2084-05-02      | 7.5000%  | N/A     | $1638000.00        | $1755875.94        | Corporate Debt Securities                         |
| ROYAL BK CDA ALT TIER | 2085-11-24      | 6.5000%  | N/A     | $50000.00          | $50356.83          | Corporate Debt Securities                         |
| ROYAL BK CDA FR 3.625 | 2027-05-04      | 3.6250%  | N/A     | $777000.00         | $782407.70         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.305 | 2031-11-03      | 4.3050%  | N/A     | $8235000.00        | $8291852.38        | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5%020 | 2033-02-01      | 5.0000%  | N/A     | $52000.00          | $54648.42          | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5%050 | 2033-05-02      | 5.0000%  | N/A     | $1637000.00        | $1697097.91        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUIS | 2036-01-15      | 5.3750%  | N/A     | $1000000.00        | $1004979.58        | Corporate Debt Securities                         |
| RTX CORPORATIONSR GLB | 2050-07-01      | 3.1250%  | N/A     | $100000.00         | $68104.74          | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GRO | 2032-04-08      | 4.7500%  | N/A     | $211000.00         | $208317.72         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC  | 2048-05-15      | 4.1500%  | N/A     | $187000.00         | $151764.68         | Corporate Debt Securities                         |
| SANTANDER DRIVE REC T | 2028-07-17      | 5.6100%  | N/A     | $2000.00           | $1038.83           | Asset-Backed Securities                           |
| SANTANDER UK GROUP HO | 2028-01-11      | 2.4690%  | N/A     | $893000.00         | $880197.13         | Corporate Debt Securities                         |
| SANTOS FINANCE LTD SR | 2031-04-29      | 3.6490%  | N/A     | $200000.00         | $189464.77         | Corporate Debt Securities                         |
| SHARP HEALTHCARE -202 | 2050-08-01      | 2.6800%  | N/A     | $5000.00           | $3157.73           | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPGL | 2031-01-15      | 4.3000%  | N/A     | $1000.00           | $999.47            | Corporate Debt Securities                         |
| SIXTH STR LENDING PAR | 2030-07-15      | 6.1250%  | N/A     | $1625000.00        | $1666343.39        | Corporate Debt Securities                         |
| SIXTH STREET SPECIALT | 2029-03-01      | 6.1250%  | N/A     | $2370000.00        | $2499048.15        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2036-02-01      | 5.6250%  | N/A     | $299000.00         | $311910.45         | Corporate Debt Securities                         |
| STATE STR CORP PERP G | 2099-01-01      | 6.7000%  | N/A     | $1419000.00        | $1483912.16        | Corporate Debt Securities                         |
| STATE STR CORP SR SB  | 2031-03-03      | 2.2000%  | N/A     | $20000.00          | $18192.07          | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN | 2027-06-11      | 1.4180%  | N/A     | $667000.00         | $661930.84         | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2032-05-15      | 5.1250%  | N/A     | $1446000.00        | $1501883.68        | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2056-01-15      | 5.7000%  | N/A     | $1497000.00        | $1482830.90        | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL | 2050-07-09      | 3.1750%  | N/A     | $285000.00         | $192495.29         | Corporate Debt Securities                         |
| TAPESTRY INC SR GLBL  | 2035-03-11      | 5.5000%  | N/A     | $1090000.00        | $1137160.06        | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2029-02-08      | 4.6000%  | N/A     | $67000.00          | $69911.67          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2032-09-03      | 4.6500%  | N/A     | $905000.00         | $928864.10         | Corporate Debt Securities                         |
| TRUIST FINL CORP PERP | 2079-12-31      | 5.1000%  | N/A     | $190000.00         | $195201.88         | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 9.2500%  | N/A     | $13110000.00       | $15606337.01       | Corporate Debt Securities                         |
| UBS GROUP AG FR 2.095 | 2032-02-11      | 2.0950%  | N/A     | $710000.00         | $637384.65         | Corporate Debt Securities                         |
| UNILEVER CAP CORPGLBL | 2027-08-12      | 4.2500%  | N/A     | $150000.00         | $154104.50         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2037-11-15      | 6.6250%  | N/A     | $23000.00          | $26115.86          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2048-12-15      | 4.4500%  | N/A     | $46000.00          | $38762.93          | Corporate Debt Securities                         |
| UNUM GROUP SR GLBL NT | 2049-12-15      | 4.5000%  | N/A     | $90000.00          | $73861.65          | Corporate Debt Securities                         |
| US BANCORP FR 4.967%0 | 2033-07-22      | 4.9670%  | N/A     | $516000.00         | $520176.39         | Corporate Debt Securities                         |
| USB REALTY CORP-A 6.0 | 2099-01-01      | 5.0808%  | N/A     | $10000000.00       | $8376170.00        | Corporate Debt Securities                         |
| VALE OVERSEAS LTDSR G | 2054-06-28      | 6.4000%  | N/A     | $1012000.00        | $1049007.72        | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTN | 2036-02-15      | 5.0000%  | N/A     | $200000.00         | $199925.56         | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2045-11-30      | 5.7500%  | N/A     | $87000.00          | $87549.99          | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2065-11-30      | 6.0000%  | N/A     | $5000.00           | $5014.30           | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2036-01-15      | 4.2720%  | N/A     | $189000.00         | $177675.12         | Corporate Debt Securities                         |
| VICI PPTYS INC SR GLB | 2026-09-01      | 4.5000%  | N/A     | $522000.00         | $532087.65         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SR | 2043-02-19      | 4.3750%  | N/A     | $20000.00          | $17590.12          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER | 2030-09-11      | 4.8500%  | N/A     | $1000.00           | $1027.39           | Corporate Debt Securities                         |
| WALMART INCSR GLBL FL | 2027-04-28      | 4.0863%  | N/A     | $73000.00          | $73302.75          | Corporate Debt Securities                         |
| WALMART INCSR GLBL NT | 2026-04-15      | 4.0000%  | N/A     | $548000.00         | $554574.17         | Corporate Debt Securities                         |
| WALMART INCSR GLBL NT | 2030-04-28      | 4.3500%  | N/A     | $95000.00          | $97586.53          | Corporate Debt Securities                         |
| WEBSTER FINL CORPSUB  | 2035-09-11      | 5.7840%  | N/A     | $2319000.00        | $2388274.71        | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC  | 2056-05-15      | 5.6250%  | N/A     | $1000.00           | $1018.28           | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 3 | 2041-04-30      | 3.0680%  | N/A     | $2942000.00        | $2301438.34        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2028-01-24      | 4.9000%  | N/A     | $1000.00           | $1009.36           | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2029-09-15      | 4.0780%  | N/A     | $1771000.00        | $1795886.98        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANC | 2031-06-15      | 3.0000%  | N/A     | $3184000.00        | $3112742.08        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPE | 2031-03-01      | 4.8000%  | N/A     | $238000.00         | $239679.49         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPE | 2035-12-15      | 5.5000%  | N/A     | $1045000.00        | $1050481.61        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD GLBL | 2054-09-12      | 5.7000%  | N/A     | $1693000.00        | $1638502.33        | Corporate Debt Securities                         |
| XCEL ENERGY INCGLBL N | 2032-06-01      | 4.6000%  | N/A     | $6000.00           | $6016.37           | Corporate Debt Securities                         |
| XYLEM INCSR GLBL NT 3 | 2031-01-30      | 2.2500%  | N/A     | $1172000.00        | $1061456.96        | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDING | 2034-09-15      | 5.2000%  | N/A     | $50000.00          | $51864.50          | Corporate Debt Securities                         |

### Security 76: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05FU3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AEGEA FIN S A R L S A | 2036-01-20      | 7.6250%  | N/A     | $2700000.00        | $2705820.75        | Corporate Debt Securities |
| APLD COMPUTECO LLC 1L | 2030-12-15      | 9.2500%  | N/A     | $73598000.00       | $77581573.53       | Corporate Debt Securities |
| ARBOR REALTY SENIOR I | 2030-07-15      | 7.8750%  | N/A     | $2675000.00        | $2450838.34        | Corporate Debt Securities |
| ASHTON WOODS USA LLC  | 2033-08-01      | 6.8750%  | N/A     | $2583000.00        | $2705297.16        | Corporate Debt Securities |
| ASURION LLC / ASURION | 2032-12-31      | 8.0000%  | N/A     | $8323000.00        | $8762380.42        | Corporate Debt Securities |
| BANCOLOMBIA S ALW TIE | 2034-12-24      | 8.6250%  | N/A     | $1867000.00        | $2008621.29        | Corporate Debt Securities |
| BEACH ACQUISITION BID | 2033-07-15      | 10.0000% | N/A     | $46857000.00       | $51776008.81       | Corporate Debt Securities |
| BEACON ROOFING SUPPLY | 2032-04-30      | 6.7500%  | N/A     | $7093000.00        | $7430662.27        | Corporate Debt Securities |
| BOMBARDIER INC SR 144 | 2029-02-01      | 7.5000%  | N/A     | $6962000.00        | $7502193.18        | Corporate Debt Securities |
| CASCADES INC SR GLBL  | 2030-07-15      | 6.7500%  | N/A     | $4984000.00        | $5179933.50        | Corporate Debt Securities |
| CENTENE CORP DEL SR G | 2029-12-15      | 4.6250%  | N/A     | $50000.00          | $48927.06          | Corporate Debt Securities |
| CHARTER COMMUNICATION | 2048-04-01      | 5.7500%  | N/A     | $100000.00         | $85768.69          | Corporate Debt Securities |
| CHARTER COMMUNICATION | 2028-03-15      | 4.2000%  | N/A     | $80000.00          | $80904.00          | Corporate Debt Securities |
| CINEMARK USA INC SR G | 2032-08-01      | 7.0000%  | N/A     | $95000.00          | $101554.58         | Corporate Debt Securities |
| CIPHER COMPUTE LLC SR | 2030-11-15      | 7.1250%  | N/A     | $34423000.00       | $35943793.80       | Corporate Debt Securities |
| CITIGROUP INCPERP JR  | 2099-01-01      | 7.6250%  | N/A     | $1000.00           | $1065.17           | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC  | 2034-01-15      | 7.6250%  | N/A     | $1212000.00        | $1274026.63        | Corporate Debt Securities |
| CONDUENT BUSINESS SVC | 2029-11-01      | 6.0000%  | N/A     | $48756000.00       | $40408160.20       | Corporate Debt Securities |
| CRESCENT ENERGY FINAN | 2030-10-15      | 9.7500%  | N/A     | $24783000.00       | $27064956.68       | Corporate Debt Securities |
| CRESCENT ENERGY FINAN | 2032-04-15      | 7.8750%  | N/A     | $410000.00         | $418162.59         | Corporate Debt Securities |
| ELDORADO INTL FIN GMB | 2032-12-01      | 8.5000%  | N/A     | $3500000.00        | $3681651.94        | Corporate Debt Securities |
| FLASH COMPUTE LLCSR S | 2030-12-31      | 7.2500%  | N/A     | $25399000.00       | $25558329.34       | Corporate Debt Securities |
| GETTY IMAGES INC 1LIE | 2030-11-15      | 10.5000% | N/A     | $37962000.00       | $39644665.65       | Corporate Debt Securities |
| GO DADDY OPER CO LLC  | 2029-03-01      | 3.5000%  | N/A     | $2302000.00        | $2222526.01        | Corporate Debt Securities |
| GOEASY LTD SR 144A NT | 2028-12-01      | 9.2500%  | N/A     | $5587000.00        | $5840704.12        | Corporate Debt Securities |
| GOEASY LTD SR 144A NT | 2030-10-01      | 7.3750%  | N/A     | $2440000.00        | $2407812.67        | Corporate Debt Securities |
| GOEASY LTD SR GLBL 14 | 2030-05-15      | 6.8750%  | N/A     | $11880000.00       | $11475164.25       | Corporate Debt Securities |
| GOEASY LTD SR GLBL 14 | 2031-02-15      | 6.8750%  | N/A     | $123000.00         | $119416.46         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/ | 2029-11-15      | 10.0000% | N/A     | $5803000.00        | $5973337.39        | Corporate Debt Securities |
| IRON MTN INC DEL SR G | 2029-02-15      | 7.0000%  | N/A     | $8275000.00        | $8772355.08        | Corporate Debt Securities |
| IRON MTN INC DEL SR G | 2030-07-15      | 5.2500%  | N/A     | $9316000.00        | $9240237.63        | Corporate Debt Securities |
| IRON MTN INC DEL SR G | 2032-07-15      | 5.6250%  | N/A     | $1997000.00        | $1981930.14        | Corporate Debt Securities |
| IRON MTN INC DEL SR G | 2028-07-15      | 5.0000%  | N/A     | $2455000.00        | $2454345.33        | Corporate Debt Securities |
| JEFFERSON CAPITAL HOL | 2030-05-15      | 8.2500%  | N/A     | $6315000.00        | $6769348.46        | Corporate Debt Securities |
| LGI HOMES INCSR GLBL  | 2032-11-15      | 7.0000%  | N/A     | $2000000.00        | $1984826.67        | Corporate Debt Securities |
| MILLICOM INTL CELLULA | 2031-04-27      | 4.5000%  | N/A     | $6000000.00        | $5637990.00        | Corporate Debt Securities |
| MINERAL RES LTDSR 144 | 2030-05-01      | 8.5000%  | N/A     | $7757000.00        | $8201894.12        | Corporate Debt Securities |
| NASSAU COS NEW YORKSR | 2030-07-15      | 7.8750%  | N/A     | $3550000.00        | $3394159.44        | Corporate Debt Securities |
| NOVA CHEMICALS CORP M | 2029-05-15      | 4.2500%  | N/A     | $5430000.00        | $5346129.13        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP  | 2036-09-15      | 6.4500%  | N/A     | $1074000.00        | $1171538.00        | Corporate Debt Securities |
| PARAMOUNT GLOBAL SR G | 2033-05-15      | 5.5000%  | N/A     | $10376000.00       | $9911760.47        | Corporate Debt Securities |
| PARAMOUNT GLOBAL SR G | 2036-04-30      | 6.8750%  | N/A     | $2599000.00        | $2582255.94        | Corporate Debt Securities |
| PROVIDENT FING TR IJR | 2038-03-15      | 7.4050%  | N/A     | $7000.00           | $7778.39           | Corporate Debt Securities |
| RLJ LODGING TR SR SEC | 2026-07-01      | 3.7500%  | N/A     | $3400000.00        | $3390958.83        | Corporate Debt Securities |
| SAMARCO MINERACAO SA  | 2031-06-30      | 9.5000%  | N/A     | $3479155.00        | $3515825.29        | Corporate Debt Securities |
| SIMPAR EUROPESR GLBL  | 2031-01-26      | 5.2000%  | N/A     | $20000000.00       | $16611555.56       | Corporate Debt Securities |
| STARWOOD PPTY TR INC  | 2028-10-15      | 5.2500%  | N/A     | $5294000.00        | $5414570.85        | Corporate Debt Securities |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $705000.00         | $721057.55         | Corporate Debt Securities |
| TRANSDIGM INC1LIEN GL | 2029-03-01      | 6.3750%  | N/A     | $16439000.00       | $17326466.26       | Corporate Debt Securities |
| TRANSDIGM INCSR SEC 1 | 2033-01-15      | 6.0000%  | N/A     | $12011000.00       | $12510297.27       | Corporate Debt Securities |
| TRANSDIGM INCSR SEC G | 2028-08-15      | 6.7500%  | N/A     | $5669000.00        | $5936959.46        | Corporate Debt Securities |
| TRAVEL PLUS LEISURE C | 2026-07-31      | 6.6250%  | N/A     | $1536000.00        | $1592916.48        | Corporate Debt Securities |
| VAMOS EUROPE SR REGS  | 2031-01-26      | 9.2000%  | N/A     | $100000.00         | $98915.56          | Corporate Debt Securities |
| VISTA OIL & GAS ARGEN | 2033-06-10      | 8.5000%  | N/A     | $200000.00         | $210231.11         | Corporate Debt Securities |
| XHR LP SR SEC GLBL 29 | 2029-06-01      | 4.8750%  | N/A     | $235000.00         | $233521.75         | Corporate Debt Securities |
| ZAYO ISSUER LLC 2025- | 2055-06-20      | 9.4890%  | N/A     | $10071089.00       | $10828493.64       | Asset-Backed Securities   |
| ZIGGO B V1LIEN GLBL 3 | 2030-01-15      | 4.8750%  | N/A     | $35222000.00       | $33792999.43       | Corporate Debt Securities |

### Security 77: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05G57
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 2017 HI IV T 4.68375  | 2050-06-15      | 4.6901%  | N/A     | $5042459.00        | $4498872.70        | Asset-Backed Securities   |
| AAG FH UK LTD & GLOBA | 2032-01-15      | 8.7500%  | N/A     | $11767000.00       | $11428296.71       | Corporate Debt Securities |
| BANC OF CALIF LOS ANG | 2031-05-01      | 3.2500%  | N/A     | $344000.00         | $326123.94         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIA | 2029-06-15      | 5.0000%  | N/A     | $13500000.00       | $13163445.00       | Corporate Debt Securities |
| BURFORD CAPITAL GLOBA | 2034-01-15      | 8.5000%  | N/A     | $1375000.00        | $1384929.79        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2030-03-01      | 4.7500%  | N/A     | $12000000.00       | $11579876.67       | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2026-05-01      | 5.5000%  | N/A     | $8074000.00        | $8183864.71        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2031-03-01      | 7.3750%  | N/A     | $12600000.00       | $13167810.25       | Corporate Debt Securities |
| CITIGROUP INCPERP JR  | 2099-01-01      | 7.6250%  | N/A     | $4775000.00        | $5086164.86        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER  | 2031-02-15      | 3.7500%  | N/A     | $70000.00          | $66761.63          | Corporate Debt Securities |
| CONDUENT BUSINESS SVC | 2029-11-01      | 6.0000%  | N/A     | $22408000.00       | $18571376.93       | Corporate Debt Securities |
| GEOPARK LTDSR REGS NT | 2030-01-31      | 8.7500%  | N/A     | $1200000.00        | $1164420.00        | Corporate Debt Securities |
| GRUPO TELEVISA S A B  | 2032-03-11      | 8.5000%  | N/A     | $128000.00         | $142991.29         | Corporate Debt Securities |
| GRUPO TELEVISA S A B  | 2049-05-24      | 5.2500%  | N/A     | $1000000.00        | $707325.00         | Corporate Debt Securities |
| HILTON DOMESTIC OPER  | 2032-02-15      | 3.6250%  | N/A     | $2919000.00        | $2756162.37        | Corporate Debt Securities |
| HUDBAY MINERALS INCSR | 2029-04-01      | 6.1250%  | N/A     | $539000.00         | $556181.45         | Corporate Debt Securities |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $20675000.00       | $20052716.96       | Corporate Debt Securities |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $19260000.00       | $19657184.00       | Corporate Debt Securities |
| MITER BRANDS ACQUISIT | 2032-04-01      | 6.7500%  | N/A     | $18836000.00       | $19806101.09       | Corporate Debt Securities |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $12606000.00       | $13431608.96       | Corporate Debt Securities |
| PARAMOUNT GLOBAL SR G | 2033-05-15      | 5.5000%  | N/A     | $1000.00           | $955.26            | Corporate Debt Securities |
| PITNEY BOWES INC SR G | 2029-03-15      | 7.2500%  | N/A     | $11947000.00       | $12403703.94       | Corporate Debt Securities |
| SAMARCO MINERACAO SA  | 2031-06-30      | 9.5000%  | N/A     | $5650664.00        | $5710222.00        | Corporate Debt Securities |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $12382000.00       | $11209053.14       | Corporate Debt Securities |
| SHACKLETON CLO 2014-V | 2031-05-07      | 10.2812% | N/A     | $2617792.00        | $2453969.00        | Asset-Backed Securities   |
| SHIFT4 PMTS LLC / SHI | 2032-08-15      | 6.7500%  | N/A     | $70000.00          | $73758.13          | Corporate Debt Securities |
| SHUTTERFLY FIN LLC SR | 2027-10-01      | 9.7500%  | N/A     | $9999228.00        | $10171506.37       | Corporate Debt Securities |
| SIX FLAGS ENTMT CORP/ | 2032-01-15      | 8.6250%  | N/A     | $25509000.00       | $26142473.50       | Corporate Debt Securities |
| STANDARD BLDG SOLUTIO | 2031-01-15      | 3.3750%  | N/A     | $559000.00         | $516424.46         | Corporate Debt Securities |
| SUBURBAN PROPANE PART | 2035-12-15      | 6.5000%  | N/A     | $466000.00         | $467011.74         | Corporate Debt Securities |
| TURNING PT BRANDS INC | 2032-03-15      | 7.6250%  | N/A     | $14484000.00       | $15950414.48       | Corporate Debt Securities |
| VERMILION ENERGY INC  | 2033-02-15      | 7.2500%  | N/A     | $10448000.00       | $10497305.85       | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN | 2029-05-15      | 5.5000%  | N/A     | $13091000.00       | $13089276.35       | Corporate Debt Securities |
| YUM BRANDS INC SR GLB | 2032-01-31      | 4.6250%  | N/A     | $631000.00         | $627042.49         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC | 2030-04-14      | 7.1250%  | N/A     | $150000.00         | $156115.38         | Corporate Debt Securities |

### Security 78: BNP PARIBAS SA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $26374000.00       | $27553709.02       | Corporate Debt Securities |

### Security 79: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05HT4
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 2017 C41 III 4.48573  | 2050-11-15      | 4.4820%  | N/A     | $18076000.00       | $16241132.00       | Asset-Backed Securities   |
| 2018 C46 III 4.95317  | 2051-08-15      | 4.9562%  | N/A     | $13088800.00       | $11433846.01       | Asset-Backed Securities   |
| 2018 H4 III 5.04754 1 | 2051-12-15      | 5.0550%  | N/A     | $12665600.00       | $11024709.57       | Asset-Backed Securities   |
| 2019 C52 IV 4.36776 1 | 2052-08-15      | 4.3673%  | N/A     | $20200000.00       | $16673546.59       | Asset-Backed Securities   |
| ALLO ISSUER LLC 2023- | 2053-06-20      | 12.1800% | N/A     | $5000000.00        | $5304306.67        | Asset-Backed Securities   |
| APIDOS CLO 2018-30RD- | 2031-10-20      | 9.4176%  | N/A     | $1985000.00        | $1991344.08        | Asset-Backed Securities   |
| ARES CLO LTD 2016-41R | 2034-04-17      | 10.6838% | N/A     | $4750000.00        | $4732575.02        | Asset-Backed Securities   |
| BLUEMOUNTAIN CLO 2013 | 2030-10-22      | 10.2308% | N/A     | $6950000.00        | $6880524.42        | Asset-Backed Securities   |
| CARLYLE US CLO 2024-4 | 2037-07-20      | 9.6176%  | N/A     | $8779900.00        | $8295816.39        | Asset-Backed Securities   |
| COULMBIA CENT CLO 201 | 2035-01-25      | 11.1996% | N/A     | $5000000.00        | $5169237.01        | Asset-Backed Securities   |
| DRYDEN CLO LTD 2020-8 | 2034-07-17      | 10.4292% | N/A     | $6000000.00        | $5878842.07        | Asset-Backed Securities   |
| EXETER AUTO REC TR 20 | 2031-01-15      | 9.9800%  | N/A     | $5691000.00        | $6182732.76        | Asset-Backed Securities   |
| EXETER AUTO RECV TR 2 | 2030-04-15      | 10.4500% | N/A     | $11278000.00       | $12018526.63       | Asset-Backed Securities   |
| EXETER AUTOMBL REC TR | 2032-09-15      | 7.4800%  | N/A     | $7773000.00        | $8109700.45        | Asset-Backed Securities   |
| EXETER AUTOMOBILE REC | 2030-01-15      | 9.0900%  | N/A     | $14949000.00       | $15218792.08       | Asset-Backed Securities   |
| EXTER AUTOMOBILE REC  | 2032-12-15      | 7.5200%  | N/A     | $6000000.00        | $6225134.00        | Asset-Backed Securities   |
| FORTRESS CRE BSL LTD  | 2031-07-23      | 10.3826% | N/A     | $8000000.00        | $7986070.75        | Asset-Backed Securities   |
| GALAXY XXIV 11.2061 1 | 2037-04-15      | 10.6222% | N/A     | $6017600.00        | $5981223.08        | Asset-Backed Securities   |
| HESS MIDSTREAM OPERAT | 2028-03-01      | 5.8750%  | N/A     | $11000.00          | $11467.90          | Corporate Debt Securities |
| INVESCO CLO LTD 2021- | 2034-07-17      | 10.0838% | N/A     | $12250000.00       | $11773126.90       | Asset-Backed Securities   |
| IVY HILL MID MKT CR F | 2036-04-20      | 11.5176% | N/A     | $5587800.00        | $5448101.32        | Asset-Backed Securities   |
| LCM LTD 2022-37E20340 | 2034-04-17      | 11.3022% | N/A     | $8000000.00        | $7256873.97        | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO L | 2030-09-30      | 6.1250%  | N/A     | $302000.00         | $307413.90         | Corporate Debt Securities |
| OZLM VI LTD2018-6D-S2 | 2031-04-17      | 9.9792%  | N/A     | $14875000.00       | $13924963.66       | Asset-Backed Securities   |
| OZLM XXII 2018-22D203 | 2031-01-17      | 9.2292%  | N/A     | $5816836.00        | $5438414.04        | Asset-Backed Securities   |
| PETROLEOS MEXICANOSFR | 2047-09-21      | 6.7500%  | N/A     | $899000.00         | $761504.69         | Corporate Debt Securities |
| SABRE FINL BORROWER L | 2029-06-15      | 11.1250% | N/A     | $773000.00         | $795306.10         | Corporate Debt Securities |
| SCULPTOR CLO LTD 2024 | 2037-07-20      | 10.3176% | N/A     | $16200000.00       | $15249303.13       | Asset-Backed Securities   |
| SOUND POINT CLO LTD 2 | 2032-01-26      | 10.8296% | N/A     | $6500000.00        | $6334921.40        | Asset-Backed Securities   |
| VERMILION ENERGY INC  | 2033-02-15      | 7.2500%  | N/A     | $1755000.00        | $1763282.14        | Corporate Debt Securities |

### Security 80: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05IB2
- **C.18 - Value (incl. sponsor support):** $463000000.00
- **C.18.a - Value (excl. sponsor support):** $463000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 522 FDG CLO LTD 2017- | 2034-10-20      | 5.1092%  | N/A     | $2000000.00        | $2006018.47        | Asset-Backed Securities                           |
| ABBVIE INC SR GLBL NT | 2035-03-15      | 4.5500%  | N/A     | $75000.00          | $75159.19          | Corporate Debt Securities                         |
| ADOBE INCSR GLBL NT 2 | 2027-04-04      | 4.8500%  | N/A     | $45000.00          | $46249.55          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO L | 2049-09-15      | 3.1500%  | N/A     | $400000.00         | $275053.00         | Corporate Debt Securities                         |
| AEP TRANSMISSION CO L | 2048-09-15      | 4.2500%  | N/A     | $79000.00          | $66596.80          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DE | 2029-02-28      | 4.1250%  | N/A     | $8724000.00        | $8698951.22        | Corporate Debt Securities                         |
| AFFILIATED MANAGERS G | 2036-02-15      | 5.5000%  | N/A     | $7000.00           | $7069.20           | Corporate Debt Securities                         |
| AFLAC INCSR GLBL NT3. | 2030-04-01      | 3.6000%  | N/A     | $150000.00         | $149073.00         | Corporate Debt Securities                         |
| AIRBUS GROUP SESR GLB | 2027-04-10      | 3.1500%  | N/A     | $1173000.00        | $1174601.15        | Corporate Debt Securities                         |
| AIRBUS GROUP SESR GLB | 2047-04-10      | 3.9500%  | N/A     | $790000.00         | $654356.56         | Corporate Debt Securities                         |
| ALABAMA PWR CO SR GLB | 2049-10-01      | 3.4500%  | N/A     | $1025000.00        | $748356.77         | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LT | 2054-11-26      | 5.6250%  | N/A     | $200000.00         | $206126.00         | Corporate Debt Securities                         |
| ALLINA HEALTH SYS-201 | 2049-04-15      | 3.8870%  | N/A     | $381000.00         | $296896.95         | Corporate Debt Securities                         |
| ALLY FINL INCSR NT 8% | 2031-11-01      | 8.0000%  | N/A     | $203000.00         | $233965.17         | Corporate Debt Securities                         |
| ALTRIA GROUP INC SR G | 2049-02-14      | 5.9500%  | N/A     | $200000.00         | $206177.22         | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2031-05-12      | 2.1000%  | N/A     | $845000.00         | $767074.10         | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2037-08-22      | 3.8750%  | N/A     | $27000.00          | $25167.43          | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2041-05-12      | 2.8750%  | N/A     | $669000.00         | $511276.00         | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2027-08-22      | 3.1500%  | N/A     | $927000.00         | $933113.56         | Corporate Debt Securities                         |
| AMEREN ILL CO1M GLBL  | 2032-09-01      | 3.8500%  | N/A     | $275000.00         | $269110.80         | Corporate Debt Securities                         |
| AMEREN ILL CO1M GLBL  | 2055-03-01      | 5.6250%  | N/A     | $899000.00         | $924173.12         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2026-11-04      | 1.6500%  | N/A     | $1459000.00        | $1441975.90        | Corporate Debt Securities                         |
| AMERIPRISE FINL INCSR | 2035-04-15      | 5.2000%  | N/A     | $338000.00         | $349811.97         | Corporate Debt Securities                         |
| AMPHENOL CORPSR GLBL  | 2033-02-15      | 4.4000%  | N/A     | $103000.00         | $102947.24         | Corporate Debt Securities                         |
| AMPHENOL CORPSR GLBL  | 2035-01-15      | 5.0000%  | N/A     | $61000.00          | $62067.70          | Corporate Debt Securities                         |
| ANALOG DEVICES INC SR | 2026-12-05      | 3.5000%  | N/A     | $298000.00         | $298949.79         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2059-01-23      | 5.8000%  | N/A     | $200000.00         | $204873.56         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2042-01-15      | 4.9500%  | N/A     | $3000000.00        | $2884327.50        | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD | 2030-02-13      | 2.5500%  | N/A     | $258000.00         | $245061.09         | Corporate Debt Securities                         |
| APA CORPORATIONGLBL N | 2055-02-15      | 6.7500%  | N/A     | $5000.00           | $5209.74           | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME | 2031-01-15      | 5.1500%  | N/A     | $1000.00           | $974.34            | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE L | 2029-02-26      | 4.8500%  | N/A     | $168000.00         | $175796.41         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE L | 2027-02-26      | 4.8000%  | N/A     | $4605000.00        | $4748645.30        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE L | 2026-05-28      | 1.2000%  | N/A     | $400000.00         | $397546.67         | Corporate Debt Securities                         |
| ASTRAZENECA PLCSR GLB | 2045-11-16      | 4.3750%  | N/A     | $100000.00         | $89140.31          | Corporate Debt Securities                         |
| ASTRAZENECA PLCSR GLB | 2037-09-15      | 6.4500%  | N/A     | $580000.00         | $671998.15         | Corporate Debt Securities                         |
| ASTRAZENECA PLCSR GLB | 2029-01-17      | 4.0000%  | N/A     | $53000.00          | $53219.66          | Corporate Debt Securities                         |
| ASTRAZENECA PLCSR GLB | 2026-04-08      | 0.7000%  | N/A     | $1051000.00        | $1047466.30        | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG144A | 2026-05-08      | 5.6200%  | N/A     | $305000.00         | $310020.64         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGFLT  | 2028-03-06      | 4.6520%  | N/A     | $854000.00         | $864069.81         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGSR S | 2026-06-29      | 1.6080%  | N/A     | $185000.00         | $183317.36         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGSR S | 2026-10-02      | 1.7300%  | N/A     | $2000.00           | $1982.12           | Corporate Debt Securities                         |
| ATMOS ENERGY CORP4.12 | 2049-03-15      | 4.1250%  | N/A     | $89000.00          | $72970.10          | Corporate Debt Securities                         |
| ATMOS ENERGY CORPSR G | 2048-10-01      | 4.3000%  | N/A     | $200000.00         | $169204.78         | Corporate Debt Securities                         |
| ATMOS ENERGY CORPSR G | 2056-01-15      | 5.4500%  | N/A     | $1000000.00        | $973500.83         | Corporate Debt Securities                         |
| ATMOS ENERGY CORPSR N | 2034-10-15      | 5.9500%  | N/A     | $1130000.00        | $1229727.21        | Corporate Debt Securities                         |
| AXA SA SB GLBL NT8.6% | 2030-12-15      | 8.6000%  | N/A     | $100000.00         | $118464.00         | Corporate Debt Securities                         |
| BAKER HUGHES HLDGS LL | 2026-12-15      | 2.0610%  | N/A     | $19302000.00       | $19067987.38       | Corporate Debt Securities                         |
| BANK 2019-BNK21A-5205 | 2052-10-18      | 2.8510%  | N/A     | $2109347.00        | $2008757.81        | Private Label Collateralized Mortgage Obligations |
| BANK IRELAND GROUP PL | 2030-03-20      | 5.6010%  | N/A     | $1035000.00        | $1095387.94        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2032-12-15      | 3.8030%  | N/A     | $1155000.00        | $1148351.53        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2030-01-22      | 4.0260%  | N/A     | $3000.00           | $2998.24           | Corporate Debt Securities                         |
| BANK NEW ZEALAND SR 1 | 2028-02-07      | 4.8460%  | N/A     | $385000.00         | $391568.10         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2031-08-01      | 2.1500%  | N/A     | $867000.00         | $781817.49         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-09-15      | 1.3000%  | N/A     | $1779000.00        | $1759920.23        | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2033-11-02      | 7.4370%  | N/A     | $200000.00         | $232403.87         | Corporate Debt Securities                         |
| BARCLAYS PLC SR GLBL  | 2029-11-11      | 4.4760%  | N/A     | $4753000.00        | $4879773.60        | Corporate Debt Securities                         |
| BATTALION CLO 0.01 20 | 2039-01-20      | 4.9291%  | N/A     | $1161497.00        | $1170561.92        | Asset-Backed Securities                           |
| BAYER US FIN II LLCSR | 2048-06-25      | 4.8750%  | N/A     | $820000.00         | $706478.86         | Corporate Debt Securities                         |
| BEIGNET INV LLCSR SEC | 2049-05-30      | 6.5810%  | N/A     | $345000.00         | $363131.19         | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR | 2057-08-17      | 5.6019%  | N/A     | $2727370.00        | $2850515.23        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PRTNR  | 2038-04-20      | 5.2176%  | N/A     | $216389.00         | $216724.26         | Asset-Backed Securities                           |
| BERKSHIRE HATHAWAY EN | 2036-04-01      | 6.1250%  | N/A     | $1542000.00        | $1705785.89        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY EN | 2049-01-15      | 4.4500%  | N/A     | $200000.00         | $167270.83         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FI | 2052-03-15      | 3.8500%  | N/A     | $952000.00         | $744775.78         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA  | 2033-09-08      | 5.2500%  | N/A     | $540000.00         | $570649.50         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA  | 2055-09-05      | 5.7500%  | N/A     | $1104000.00        | $1160988.17        | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN  | 2047-10-02      | 4.0000%  | N/A     | $3000.00           | $2407.02           | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN  | 2033-04-22      | 6.2000%  | N/A     | $42000.00          | $46088.61          | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN  | 2032-01-30      | 2.0000%  | N/A     | $77000.00          | $66218.46          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2034-11-22      | 6.0000%  | N/A     | $651000.00         | $654589.18         | Corporate Debt Securities                         |
| BLACKSTONE REG FINANC | 2036-02-15      | 4.9500%  | N/A     | $915000.00         | $918122.44         | Corporate Debt Securities                         |
| BMW US CAP LLC 144A N | 2026-08-12      | 1.2500%  | N/A     | $709000.00         | $703216.92         | Corporate Debt Securities                         |
| BMW US CAP LLC 144A N | 2034-04-02      | 5.1500%  | N/A     | $1526000.00        | $1580952.11        | Corporate Debt Securities                         |
| BMW US CAP LLC GLBL 1 | 2026-04-11      | 2.8000%  | N/A     | $2469000.00        | $2483290.02        | Corporate Debt Securities                         |
| BMW US CAP LLC GLBL 1 | 2035-08-11      | 5.2000%  | N/A     | $866000.00         | $895254.44         | Corporate Debt Securities                         |
| BMW US CAP LLC REGS N | 2026-08-12      | 1.2500%  | N/A     | $24000.00          | $23804.24          | Corporate Debt Securities                         |
| BMW US CAP LLC REGS N | 2028-08-14      | 3.9500%  | N/A     | $137000.00         | $139032.24         | Corporate Debt Securities                         |
| BMW US CAP LLC REGS N | 2029-04-02      | 4.9000%  | N/A     | $11000.00          | $11398.87          | Corporate Debt Securities                         |
| BMW US CAP LLC SR 144 | 2029-08-13      | 4.6500%  | N/A     | $28000.00          | $28946.42          | Corporate Debt Securities                         |
| BMW US CAP LLC SR 144 | 2026-08-13      | 4.6500%  | N/A     | $70000.00          | $71775.26          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2028-09-21      | 3.9370%  | N/A     | $5000.00           | $5074.84           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2050-02-24      | 3.0000%  | N/A     | $795000.00         | $534033.30         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $1000.00           | $766.91            | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2044-02-22      | 5.5000%  | N/A     | $100000.00         | $102892.89         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2048-02-20      | 4.5500%  | N/A     | $706000.00         | $623780.81         | Corporate Debt Securities                         |
| BROADCOM INC GLBL NT  | 2034-10-15      | 4.8000%  | N/A     | $2334000.00        | $2365392.30        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2033-04-15      | 3.4190%  | N/A     | $2655000.00        | $2489280.43        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2041-02-15      | 3.5000%  | N/A     | $1915000.00        | $1587270.09        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2036-11-15      | 3.1870%  | N/A     | $52000.00          | $44489.62          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC SR | 2034-01-05      | 6.3500%  | N/A     | $5000000.00        | $5439198.61        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2045-04-01      | 4.1500%  | N/A     | $200000.00         | $171069.61         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2027-12-01      | 6.8750%  | N/A     | $1762000.00        | $1867239.61        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2051-02-15      | 3.0500%  | N/A     | $371000.00         | $251270.57         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2043-03-15      | 4.4500%  | N/A     | $284000.00         | $257712.25         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2027-06-15      | 3.2500%  | N/A     | $1000000.00        | $998572.50         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2031-01-13      | 5.2450%  | N/A     | $18000.00          | $18618.60          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2028-01-13      | 4.3777%  | N/A     | $146000.00         | $146404.94         | Corporate Debt Securities                         |
| CANADIAN NATL RY CO3. | 2048-02-03      | 3.6500%  | N/A     | $331000.00         | $260032.22         | Corporate Debt Securities                         |
| CANADIAN NATL RY COSR | 2036-06-01      | 6.2000%  | N/A     | $1029000.00        | $1149795.45        | Corporate Debt Securities                         |
| CANADIAN NATL RY COSR | 2046-08-02      | 3.2000%  | N/A     | $2000.00           | $1486.72           | Corporate Debt Securities                         |
| CANADIAN NATL RY COSR | 2049-01-20      | 4.4500%  | N/A     | $70000.00          | $60330.63          | Corporate Debt Securities                         |
| CARLYLE US CLO 2024-6 | 2037-10-25      | 5.3680%  | N/A     | $3816716.00        | $3819259.64        | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2 | 2028-12-10      | 2.9500%  | N/A     | $7000.00           | $498.69            | Asset-Backed Securities                           |
| CENTERPOINT ENERGY HO | 2032-03-01      | 3.0000%  | N/A     | $323000.00         | $300812.05         | Corporate Debt Securities                         |
| CERBERUS LN FDG XLI L | 2035-07-16      | 7.2722%  | N/A     | $2251980.00        | $2260627.78        | Asset-Backed Securities                           |
| CHUBB INA HLDGS INCSR | 2035-08-15      | 4.9000%  | N/A     | $758000.00         | $778665.61         | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2026-02-28      | 2.9500%  | N/A     | $300000.00         | $303436.67         | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2027-02-26      | 4.8000%  | N/A     | $13000.00          | $13407.07          | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2036-09-11      | 5.1740%  | N/A     | $1000.00           | $1026.23           | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2032-11-03      | 2.5200%  | N/A     | $1243000.00        | $1120291.04        | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2036-03-27      | 5.3330%  | N/A     | $2703000.00        | $2812123.04        | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2029-03-04      | 4.7860%  | N/A     | $2461000.00        | $2542852.59        | Corporate Debt Securities                         |
| CK HUTCHISON INTL 19  | 2049-09-06      | 3.3750%  | N/A     | $306000.00         | $227333.52         | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2030-03-25      | 3.4500%  | N/A     | $1102000.00        | $1093083.90        | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2030-06-01      | 1.6500%  | N/A     | $527000.00         | $479082.09         | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2027-05-25      | 2.9000%  | N/A     | $875000.00         | $871479.10         | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2041-05-05      | 2.8750%  | N/A     | $2529000.00        | $1962398.27        | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2027-06-01      | 1.4500%  | N/A     | $885000.00         | $862305.40         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO  | 2027-08-15      | 3.1000%  | N/A     | $1167000.00        | $1174816.96        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTHGL | 2035-09-01      | 4.8250%  | N/A     | $1020000.00        | $1017766.91        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON C | 2053-02-01      | 5.3000%  | N/A     | $795000.00         | $779253.26         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON C | 2036-03-15      | 5.9000%  | N/A     | $24000.00          | $26281.08          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPAN | 2037-10-01      | 6.6000%  | N/A     | $941000.00         | $1075813.93        | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPAN | 2062-03-15      | 4.0250%  | N/A     | $1190000.00        | $886947.16         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2042-03-15      | 4.2000%  | N/A     | $169000.00         | $147395.04         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2057-11-15      | 4.0000%  | N/A     | $1146000.00        | $861234.28         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO1M | 2045-11-15      | 4.1000%  | N/A     | $351000.00         | $290649.65         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO1M | 2048-05-15      | 4.0500%  | N/A     | $533000.00         | $436525.67         | Corporate Debt Securities                         |
| CSL FIN PLCSR 144A NT | 2042-04-27      | 4.6250%  | N/A     | $10000.00          | $9168.18           | Corporate Debt Securities                         |
| CUMMINS INCSR GLBL NT | 2054-02-20      | 5.4500%  | N/A     | $1180000.00        | $1195673.02        | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2050-04-01      | 4.2500%  | N/A     | $265000.00         | $208453.93         | Corporate Debt Securities                         |
| DENSO CORP SR 144A NT | 2030-09-17      | 4.2820%  | N/A     | $902000.00         | $915655.93         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2031-12-10      | 4.4690%  | N/A     | $250000.00         | $251094.24         | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2037-11-15      | 6.6500%  | N/A     | $364000.00         | $419853.68         | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2027-03-23      | 3.7000%  | N/A     | $2323000.00        | $2350185.55        | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2041-02-15      | 6.1500%  | N/A     | $1597000.00        | $1774726.14        | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2037-03-01      | 6.1500%  | N/A     | $534000.00         | $600399.79         | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2040-05-13      | 3.5000%  | N/A     | $394000.00         | $332302.01         | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH | 2041-02-01      | 5.4500%  | N/A     | $41000.00          | $42503.00          | Corporate Debt Securities                         |
| DTE ELEC CO1M GLBL -C | 2055-05-15      | 5.8500%  | N/A     | $502000.00         | $524262.45         | Corporate Debt Securities                         |
| DTE ELEC CO1M GLBL -D | 2027-05-14      | 4.2500%  | N/A     | $1478000.00        | $1501015.74        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2030-03-15      | 4.8500%  | N/A     | $382000.00         | $399784.97         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2046-03-15      | 3.8750%  | N/A     | $380000.00         | $306945.47         | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC1M | 2035-12-01      | 4.8500%  | N/A     | $2000.00           | $2008.56           | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC1M | 2030-06-15      | 1.7500%  | N/A     | $132000.00         | $119377.83         | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC1M | 2046-10-01      | 3.4000%  | N/A     | $90000.00          | $66814.10          | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC1M | 2049-10-01      | 3.2500%  | N/A     | $711000.00         | $497510.20         | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC1M | 2055-05-15      | 5.9000%  | N/A     | $100000.00         | $104111.17         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS  | 2031-08-15      | 2.0000%  | N/A     | $1000000.00        | $898316.67         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS  | 2044-03-30      | 4.3750%  | N/A     | $125000.00         | $109681.67         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS  | 2027-03-06      | 4.3500%  | N/A     | $14000.00          | $14338.66          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS  | 2050-08-15      | 2.5000%  | N/A     | $959000.00         | $574285.96         | Corporate Debt Securities                         |
| DUKE UNIVERSITYSR GLB | 2055-10-01      | 2.8320%  | N/A     | $1000.00           | $642.36            | Corporate Debt Securities                         |
| ELEVATION CLO 2025-18 | 2038-03-29      | 4.9076%  | N/A     | $19724400.00       | $19794090.86       | Asset-Backed Securities                           |
| ELI LILLY & CO GLBL N | 2053-02-27      | 4.8750%  | N/A     | $18000.00          | $16793.98          | Corporate Debt Securities                         |
| ELI LILLY & CO GLBL N | 2029-02-09      | 4.5000%  | N/A     | $1507000.00        | $1566217.57        | Corporate Debt Securities                         |
| ELI LILLY & CO GLBL N | 2027-08-14      | 4.1500%  | N/A     | $1205000.00        | $1235867.41        | Corporate Debt Securities                         |
| ELI LILLY & CO SR GLB | 2027-05-15      | 3.1000%  | N/A     | $940000.00         | $938842.23         | Corporate Debt Securities                         |
| ELI LILLY & CO SR GLB | 2026-02-27      | 5.0000%  | N/A     | $1908000.00        | $1948373.28        | Corporate Debt Securities                         |
| EMD FINANCE LLCSR 144 | 2035-10-15      | 5.0000%  | N/A     | $225000.00         | $228072.00         | Corporate Debt Securities                         |
| EMERSON ELEC COSR GLB | 2051-12-21      | 2.8000%  | N/A     | $80000.00          | $51290.67          | Corporate Debt Securities                         |
| EMERSON ELEC COSR GLB | 2027-10-15      | 1.8000%  | N/A     | $30000.00          | $29190.90          | Corporate Debt Securities                         |
| EMERSON ELEC COSR GLB | 2035-03-15      | 5.0000%  | N/A     | $3000.00           | $3125.79           | Corporate Debt Securities                         |
| EMPOWER FINANCE 2020  | 2051-09-17      | 3.0750%  | N/A     | $1845000.00        | $1226907.32        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V. GL | 2029-06-26      | 5.1250%  | N/A     | $250000.00         | $257742.57         | Corporate Debt Securities                         |
| ENI SPAGLBL B 144A NT | 2040-10-01      | 5.7000%  | N/A     | $410000.00         | $416708.28         | Corporate Debt Securities                         |
| ENTERGY LA LLC 1M GLB | 2054-03-15      | 5.7000%  | N/A     | $215000.00         | $219376.33         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2036-01-15      | 5.2000%  | N/A     | $9000.00           | $9195.54           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2060-01-31      | 3.9500%  | N/A     | $1000.00           | $754.07            | Corporate Debt Securities                         |
| EQUITABLE AMER GLOBAL | 2032-09-15      | 4.7000%  | N/A     | $100000.00         | $101426.50         | Corporate Debt Securities                         |
| EQUITABLE HLDGS INCSR | 2029-02-15      | 4.5720%  | N/A     | $2197000.00        | $2249629.13        | Corporate Debt Securities                         |
| EQUITABLE HLDGS INCSR | 2033-01-11      | 5.5940%  | N/A     | $816000.00         | $854819.07         | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA6 | 2041-10-25      | 11.1973% | N/A     | $8071494.00        | $8424840.94        | Agency Collateralized Mortgage Obligation         |
| FIFTH THIRD BANCORPSR | 2037-01-29      | 5.1410%  | N/A     | $8650000.00        | $8616289.27        | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.8838%  | N/A     | $22727830.00       | $22720593.07       | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO1M | 2033-04-01      | 5.1000%  | N/A     | $174000.00         | $182845.87         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2036-02-15      | 4.7000%  | N/A     | $205000.00         | $204600.36         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2066-02-15      | 5.6000%  | N/A     | $203000.00         | $202446.94         | Corporate Debt Securities                         |
| FLORIDA PWR & LT COSR | 2026-05-15      | 4.4500%  | N/A     | $1135000.00        | $1147202.20        | Corporate Debt Securities                         |
| FLORIDA PWR & LT COSR | 2027-05-30      | 3.3000%  | N/A     | $3000.00           | $2998.95           | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERI | 2062-04-25      | 5.0000%  | N/A     | $13397.00          | $12499.65          | Agency Collateralized Mortgage Obligation         |
| GA GLOBAL FUNDING TRU | 2032-04-01      | 5.5000%  | N/A     | $4529000.00        | $4711928.83        | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP | 2026-06-01      | 1.1500%  | N/A     | $685000.00         | $680283.58         | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP | 2050-04-01      | 4.2500%  | N/A     | $1333000.00        | $1147124.63        | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2047-03-01      | 4.1500%  | N/A     | $180000.00         | $152956.15         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP P | 2029-06-01      | 3.3750%  | N/A     | $472000.00         | $465647.47         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA  | 2027-03-18      | 5.2830%  | N/A     | $1007000.00        | $1028057.38        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-09-10      | 1.5420%  | N/A     | $609000.00         | $603370.81         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2038-10-31      | 4.0170%  | N/A     | $56000.00          | $50832.46          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-10-21      | 1.9480%  | N/A     | $1223000.00        | $1211267.76        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2034-10-24      | 6.5610%  | N/A     | $56000.00          | $62979.62          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2036-01-28      | 5.5360%  | N/A     | $23000.00          | $23845.65          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-03-09      | 1.4310%  | N/A     | $1728000.00        | $1732794.77        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-06-05      | 3.6910%  | N/A     | $3000.00           | $3001.71           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2042-07-21      | 2.9080%  | N/A     | $949000.00         | $696164.57         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $22000.00          | $21930.48          | Corporate Debt Securities                         |
| GUARDIAN LIFE GLOBAL  | 2032-09-05      | 4.6730%  | N/A     | $100000.00         | $102193.18         | Corporate Debt Securities                         |
| HACKENSACK MERIDIAN H | 2048-07-01      | 4.2110%  | N/A     | $1000.00           | $836.56            | Corporate Debt Securities                         |
| HEALTH CARE SVC CORP  | 2054-06-15      | 5.8750%  | N/A     | $300000.00         | $294622.13         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLCSR G | 2035-02-15      | 5.3750%  | N/A     | $4000.00           | $4170.58           | Corporate Debt Securities                         |
| HEALTHPEAK PROPERTIES | 2027-02-01      | 1.3500%  | N/A     | $1208000.00        | $1184857.74        | Corporate Debt Securities                         |
| HESS CORPSR NT 5.6%41 | 2041-02-15      | 5.6000%  | N/A     | $929000.00         | $985563.71         | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2026-04-01      | 3.0000%  | N/A     | $303000.00         | $305592.67         | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2035-09-15      | 4.6500%  | N/A     | $1000000.00        | $1008647.50        | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2027-06-25      | 4.8750%  | N/A     | $9000.00           | $9182.88           | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2026-09-30      | 4.9500%  | N/A     | $31000.00          | $31728.50          | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2032-09-15      | 4.5000%  | N/A     | $47000.00          | $48331.75          | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2048-12-06      | 4.5000%  | N/A     | $41000.00          | $35839.74          | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2026-06-25      | 5.1500%  | N/A     | $910000.00         | $919579.52         | Corporate Debt Securities                         |
| HOME DEPOT INC SR NT  | 2043-04-01      | 4.2000%  | N/A     | $95000.00          | $84066.77          | Corporate Debt Securities                         |
| HONEYWELL INTL INC SR | 2029-09-01      | 4.8750%  | N/A     | $26000.00          | $27273.14          | Corporate Debt Securities                         |
| HONEYWELL INTL INC SR | 2030-02-01      | 4.7000%  | N/A     | $472000.00         | $493291.66         | Corporate Debt Securities                         |
| HONEYWELL INTL INC SR | 2050-06-01      | 2.8000%  | N/A     | $430000.00         | $287196.52         | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2060-02-15      | 3.1000%  | N/A     | $76000.00          | $44855.07          | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2053-02-10      | 5.7000%  | N/A     | $5188000.00        | $5059735.35        | Corporate Debt Securities                         |
| ISRAEL ST$GLBL BD 5.7 | 2054-03-12      | 5.7500%  | N/A     | $11746000.00       | $11588623.18       | Other Instrument                                  |
| KENVUE INC SR GLBL NT | 2028-03-22      | 5.0500%  | N/A     | $4000.00           | $4157.90           | Corporate Debt Securities                         |
| KENVUE INC SR GLBL NT | 2032-05-22      | 4.8500%  | N/A     | $50000.00          | $51474.06          | Corporate Debt Securities                         |
| KEYCORPFR 5.305%01283 | 2037-01-28      | 5.3050%  | N/A     | $3000000.00        | $3011894.17        | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPNT | 2037-08-01      | 6.6250%  | N/A     | $772000.00         | $913755.39         | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPSR | 2046-07-30      | 3.2000%  | N/A     | $20000.00          | $14362.80          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPSR | 2050-02-07      | 2.8750%  | N/A     | $79000.00          | $54077.55          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPSR | 2026-02-15      | 2.7500%  | N/A     | $765000.00         | $774014.89         | Corporate Debt Securities                         |
| KKR CLO LTD 2024-51B2 | 2037-10-20      | 5.5176%  | N/A     | $7000000.00        | $7037048.73        | Asset-Backed Securities                           |
| KKR GROUP FINANCE COM | 2044-06-01      | 5.1250%  | N/A     | $542000.00         | $508536.54         | Corporate Debt Securities                         |
| KLA CORP SR GLBL NT 3 | 2032-07-15      | 4.6500%  | N/A     | $188000.00         | $191376.01         | Corporate Debt Securities                         |
| KLA CORP SR GLBL NT 6 | 2062-07-15      | 5.2500%  | N/A     | $179000.00         | $168082.34         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO  | 2046-06-01      | 4.3750%  | N/A     | $1230000.00        | $1022339.27        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO  | 2049-10-01      | 4.8750%  | N/A     | $575000.00         | $503064.39         | Corporate Debt Securities                         |
| LAM RESEARCH CORPSR G | 2030-06-15      | 1.9000%  | N/A     | $979000.00         | $893361.98         | Corporate Debt Securities                         |
| LINDE INCSR GLBL NT 2 | 2050-08-10      | 2.0000%  | N/A     | $1672000.00        | $906398.63         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2027-08-07      | 5.9850%  | N/A     | $7000000.00        | $7270698.75        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP  | 2042-12-15      | 4.0700%  | N/A     | $76000.00          | $65864.45          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP  | 2062-06-15      | 4.3000%  | N/A     | $1343000.00        | $1078153.69        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP  | 2033-01-15      | 5.2500%  | N/A     | $347000.00         | $366264.57         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP  | 2046-05-15      | 4.7000%  | N/A     | $372000.00         | $341909.54         | Corporate Debt Securities                         |
| LOEWS CORP SR NT 4.12 | 2043-05-15      | 4.1250%  | N/A     | $10000000.00       | $8621237.50        | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC | 2040-11-15      | 5.1250%  | N/A     | $744000.00         | $736282.55         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMIT | 2028-06-21      | 4.0980%  | N/A     | $959000.00         | $962423.15         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMIT | 2034-06-15      | 5.8870%  | N/A     | $2000.00           | $2137.36           | Corporate Debt Securities                         |
| MADISON PK FDG LTD202 | 2034-10-19      | 4.7176%  | N/A     | $1900000.00        | $1899943.86        | Asset-Backed Securities                           |
| MAGNETITE LTD 2019-23 | 2035-01-25      | 5.0596%  | N/A     | $2319724.00        | $2322791.09        | Asset-Backed Securities                           |
| MARS INC SR GLBL 144A | 2030-03-01      | 4.8000%  | N/A     | $1082000.00        | $1127018.41        | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2033-03-09      | 4.8500%  | N/A     | $100000.00         | $104397.58         | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2034-05-09      | 4.8750%  | N/A     | $2000.00           | $2063.88           | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2028-02-26      | 3.5000%  | N/A     | $35000.00          | $35370.38          | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2027-03-26      | 3.3000%  | N/A     | $52000.00          | $52352.91          | Corporate Debt Securities                         |
| MEDTRONIC GLOBAL HLDG | 2033-03-30      | 4.5000%  | N/A     | $42000.00          | $42678.72          | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2029-08-01      | 4.8000%  | N/A     | $1226000.00        | $1278628.09        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2027-11-29      | 5.2500%  | N/A     | $372000.00         | $383854.09         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2028-02-22      | 3.7500%  | N/A     | $2169000.00        | $2195436.50        | Corporate Debt Securities                         |
| MERCK & CO INC 3.9%39 | 2039-03-07      | 3.9000%  | N/A     | $846000.00         | $766815.81         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2061-12-10      | 2.9000%  | N/A     | $251000.00         | $147145.68         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2027-06-10      | 1.7000%  | N/A     | $629000.00         | $614904.81         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2026-02-24      | 0.7500%  | N/A     | $2000.00           | $2002.18           | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2035-12-04      | 4.7500%  | N/A     | $1632000.00        | $1632830.51        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2029-03-15      | 3.8500%  | N/A     | $349000.00         | $350849.31         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2063-05-17      | 5.1500%  | N/A     | $185000.00         | $170888.77         | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2045-11-15      | 5.5000%  | N/A     | $1000.00           | $978.70            | Corporate Debt Securities                         |
| MICROSOFT CORP SR GLB | 2062-03-17      | 3.0410%  | N/A     | $3806000.00        | $2407579.71        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY CO | 2027-05-01      | 3.1000%  | N/A     | $1221000.00        | $1221688.51        | Corporate Debt Securities                         |
| MISSISSIPPI POWER CO  | 2051-07-30      | 3.1000%  | N/A     | $970000.00         | $643730.80         | Corporate Debt Securities                         |
| MITSUBISHI CORPSR 144 | 2028-09-09      | 4.0000%  | N/A     | $45000.00          | $45623.55          | Corporate Debt Securities                         |
| MITSUBISHI CORPSR 144 | 2029-07-02      | 5.0000%  | N/A     | $225000.00         | $231245.75         | Corporate Debt Securities                         |
| MITSUBISHI CORPSR REG | 2028-09-09      | 4.0000%  | N/A     | $220000.00         | $223048.47         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2027-07-20      | 1.5380%  | N/A     | $1126000.00        | $1113261.81        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2031-05-25      | 2.5910%  | N/A     | $529000.00         | $493492.56         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2032-07-09      | 2.2600%  | N/A     | $366000.00         | $326259.11         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2035-05-26      | 5.5790%  | N/A     | $461000.00         | $486921.21         | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE | 2046-07-15      | 4.2000%  | N/A     | $5104000.00        | $4146897.92        | Corporate Debt Securities                         |
| MONDELEZ INTL INCSR G | 2034-08-28      | 4.7500%  | N/A     | $292000.00         | $296577.26         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.4 | 2028-01-21      | 2.4750%  | N/A     | $1000.00           | $986.26            | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.2 | 2030-01-09      | 4.2380%  | N/A     | $3387000.00        | $3392951.71        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2031-11-19      | 4.4650%  | N/A     | $1000.00           | $1009.31           | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2028-11-17      | 4.5547%  | N/A     | $1204000.00        | $1218984.45        | Corporate Debt Securities                         |
| MORGAN STANLEY SR GLB | 2032-04-01      | 7.2500%  | N/A     | $700000.00         | $820886.69         | Corporate Debt Securities                         |
| MORGAN STANLEY VR 012 | 2030-01-09      | 4.4550%  | N/A     | $30300000.00       | $30317746.96       | Corporate Debt Securities                         |
| MPLX LPSR GLBL NT4.7% | 2048-04-15      | 4.7000%  | N/A     | $163000.00         | $138122.67         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2048-11-01      | 4.4000%  | N/A     | $1500000.00        | $1280966.67        | Corporate Debt Securities                         |
| NESTLE HLDGS INC SR 1 | 2030-09-12      | 5.0000%  | N/A     | $1247000.00        | $1320818.24        | Corporate Debt Securities                         |
| NETFLIX INC. SR GLBL  | 2029-11-15      | 5.3750%  | N/A     | $1100000.00        | $1153194.63        | Corporate Debt Securities                         |
| NETFLIX INC. SR GLBL  | 2029-05-15      | 6.3750%  | N/A     | $104000.00         | $112583.25         | Corporate Debt Securities                         |
| NEVADA POWER CO1MTG 6 | 2036-04-01      | 6.6500%  | N/A     | $1180000.00        | $1347963.49        | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CO | 2055-07-03      | 5.9960%  | N/A     | $2912000.00        | $2959544.22        | Corporate Debt Securities                         |
| NIKE INC SR GLBL NT 2 | 2026-11-01      | 2.3750%  | N/A     | $790000.00         | $786888.61         | Corporate Debt Securities                         |
| NOMURA HLDGS INC SR G | 2034-07-03      | 5.7830%  | N/A     | $965000.00         | $1022356.95        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORPSR | 2026-06-15      | 2.9000%  | N/A     | $1020000.00        | $1019862.30        | Corporate Debt Securities                         |
| NORTHERN STS PWR CO M | 2037-07-01      | 6.2000%  | N/A     | $258000.00         | $284420.35         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO M | 2051-06-01      | 2.6000%  | N/A     | $10000.00          | $6171.31           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2028-11-05      | 4.3388%  | N/A     | $1000.00           | $1015.76           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2055-11-05      | 5.3000%  | N/A     | $1000.00           | $985.10            | Corporate Debt Securities                         |
| OBRA CLO LTD 2025-3A2 | 2039-01-20      | 4.9589%  | N/A     | $2411890.00        | $2429796.85        | Asset-Backed Securities                           |
| OBX TRUST 2025-NQM15  | 2065-07-25      | 0.0000%  | N/A     | $12623727.00       | $32322.31          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4A- | 2055-02-25      | 0.0000%  | N/A     | $182879.00         | $323.54            | Private Label Collateralized Mortgage Obligations |
| OHA CR PARTNERS LTD 2 | 2038-01-19      | 5.3176%  | N/A     | $7605230.00        | $7634488.23        | Asset-Backed Securities                           |
| ONCOR ELEC DELIVERY C | 2052-09-15      | 4.9500%  | N/A     | $1100000.00        | $1003972.75        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY C | 2041-12-01      | 4.5500%  | N/A     | $261000.00         | $236851.48         | Corporate Debt Securities                         |
| ORANGE S A SR GLBL 14 | 2031-01-13      | 4.2500%  | N/A     | $1000.00           | $993.49            | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2052-03-01      | 5.2500%  | N/A     | $30000.00          | $26990.68          | Corporate Debt Securities                         |
| PACIFICORP 1M GLBL BD | 2029-02-15      | 5.1000%  | N/A     | $760000.00         | $794910.60         | Corporate Debt Securities                         |
| PECO ENERGY CO 1M GLB | 2050-06-15      | 2.8000%  | N/A     | $350000.00         | $221683.00         | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2026-11-10      | 5.1250%  | N/A     | $1608000.00        | $1641621.49        | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2029-07-29      | 2.6250%  | N/A     | $2000.00           | $1911.69           | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2027-02-07      | 4.4000%  | N/A     | $902000.00         | $927241.97         | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2032-07-18      | 3.9000%  | N/A     | $50000.00          | $49119.50          | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2026-02-13      | 4.5500%  | N/A     | $3416000.00        | $3487759.72        | Corporate Debt Securities                         |
| PFIZER INC SR GLBL NT | 2049-03-15      | 4.0000%  | N/A     | $10000.00          | $8178.70           | Corporate Debt Securities                         |
| PFIZER INC SR NT 7.2% | 2039-03-15      | 7.2000%  | N/A     | $1042000.00        | $1270719.00        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2044-11-10      | 4.2500%  | N/A     | $2048000.00        | $1765712.78        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2038-05-16      | 6.3750%  | N/A     | $1002000.00        | $1128376.42        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2034-02-13      | 5.2500%  | N/A     | $500000.00         | $528942.08         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2041-11-15      | 4.3750%  | N/A     | $5000.00           | $4499.82           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2029-11-17      | 5.6250%  | N/A     | $430000.00         | $456688.49         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2042-03-20      | 4.5000%  | N/A     | $94000.00          | $85973.34          | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP1L | 2037-08-15      | 6.4500%  | N/A     | $2616000.00        | $2980415.34        | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP1M | 2043-07-15      | 4.7500%  | N/A     | $1000.00           | $917.84            | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2030-03-26      | 3.2000%  | N/A     | $12000.00          | $11728.83          | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2033-06-15      | 4.9500%  | N/A     | $200000.00         | $205951.50         | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2027-01-15      | 2.4500%  | N/A     | $12000.00          | $11859.37          | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2035-01-31      | 5.0000%  | N/A     | $3000.00           | $3110.52           | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2028-09-15      | 3.8750%  | N/A     | $16000.00          | $16202.74          | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2032-01-15      | 2.2500%  | N/A     | $93000.00          | $82492.63          | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2033-06-15      | 4.7500%  | N/A     | $1258000.00        | $1274074.10        | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2034-01-15      | 5.1250%  | N/A     | $17000.00          | $17455.69          | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COL | 2051-01-15      | 2.7000%  | N/A     | $123000.00         | $74976.49          | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER C | 2031-05-01      | 2.3000%  | N/A     | $400000.00         | $364698.44         | Corporate Debt Securities                         |
| QUALCOMM INC SR GLBL  | 2035-05-20      | 5.0000%  | N/A     | $9000.00           | $9213.23           | Corporate Debt Securities                         |
| QUALCOMM INC SR GLBL  | 2030-05-20      | 2.1500%  | N/A     | $1115000.00        | $1032434.87        | Corporate Debt Securities                         |
| RAYMOND JAMES FINL IN | 2046-07-15      | 4.9500%  | N/A     | $167000.00         | $153685.51         | Corporate Debt Securities                         |
| REALTY INCOME CORP SR | 2030-01-15      | 3.4000%  | N/A     | $50000.00          | $48617.83          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING 14 | 2030-11-25      | 4.6000%  | N/A     | $99000.00          | $100006.39         | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING 14 | 2032-08-25      | 5.0000%  | N/A     | $100000.00         | $103152.78         | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD | 2051-11-02      | 2.7500%  | N/A     | $2063000.00        | $1296270.00        | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC | 2027-03-12      | 4.3750%  | N/A     | $800000.00         | $818904.67         | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC | 2042-08-21      | 4.1250%  | N/A     | $100000.00         | $87944.88          | Corporate Debt Securities                         |
| ROCKFORD TOWER CLO 20 | 2031-05-20      | 6.2006%  | N/A     | $267263.00         | $270771.87         | Asset-Backed Securities                           |
| SAN DIEGO GAS & ELEC  | 2035-04-15      | 5.4000%  | N/A     | $864000.00         | $905497.92         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPSR | 2031-05-13      | 2.3000%  | N/A     | $3000.00           | $2733.51           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPSR | 2026-02-13      | 3.4500%  | N/A     | $1000000.00        | $1015724.17        | Corporate Debt Securities                         |
| SCULPTOR CLO LTD 2021 | 2034-07-20      | 4.7276%  | N/A     | $2500000.00        | $2501608.08        | Asset-Backed Securities                           |
| SHELL FIN US INC SR G | 2035-05-11      | 4.1250%  | N/A     | $735000.00         | $712833.93         | Corporate Debt Securities                         |
| SHELL FIN US INC SR R | 2040-03-25      | 5.5000%  | N/A     | $687000.00         | $715130.74         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2026-05-10      | 2.8750%  | N/A     | $1254000.00        | $1258763.81        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2042-08-21      | 3.6250%  | N/A     | $919000.00         | $756677.41         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2041-11-26      | 2.8750%  | N/A     | $321000.00         | $238012.23         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2046-05-10      | 4.0000%  | N/A     | $98000.00          | $80946.91          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPSR | 2054-01-15      | 6.6500%  | N/A     | $5000.00           | $5638.55           | Corporate Debt Securities                         |
| SINOPEC GROUP OVERSEA | 2043-10-17      | 5.3750%  | N/A     | $360000.00         | $381491.45         | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS  | 2050-05-13      | 3.3500%  | N/A     | $557000.00         | $432496.73         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2055-03-01      | 5.9000%  | N/A     | $699000.00         | $694917.45         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2052-06-01      | 5.4500%  | N/A     | $366000.00         | $336717.05         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2053-03-01      | 5.7000%  | N/A     | $2000.00           | $1932.32           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2054-04-15      | 5.7500%  | N/A     | $100000.00         | $96592.08          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2031-06-01      | 5.4500%  | N/A     | $2844000.00        | $2965785.61        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2043-10-01      | 4.6500%  | N/A     | $1239000.00        | $1076233.60        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2047-04-01      | 4.0000%  | N/A     | $2435000.00        | $1880531.56        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2042-03-15      | 4.0500%  | N/A     | $423000.00         | $346529.00         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2049-03-01      | 4.8750%  | N/A     | $631000.00         | $546885.86         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2040-09-01      | 4.5000%  | N/A     | $359000.00         | $321568.87         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO | 2026-06-15      | 2.6000%  | N/A     | $1240000.00        | $1237941.60        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO | 2055-06-15      | 6.0000%  | N/A     | $100000.00         | $103632.00         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO | 2053-06-01      | 5.7500%  | N/A     | $62000.00          | $62571.86          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO | 2048-06-01      | 4.1250%  | N/A     | $217000.00         | $174433.37         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO | 2044-03-15      | 4.4500%  | N/A     | $55000.00          | $48167.76          | Corporate Debt Securities                         |
| SOUTHERN COSR GLBL NT | 2036-07-01      | 4.2500%  | N/A     | $3948000.00        | $3711726.46        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2030-01-13      | 4.5777%  | N/A     | $20000000.00       | $20077160.54       | Corporate Debt Securities                         |
| STATE STR CORP GLBL N | 2030-02-28      | 4.7290%  | N/A     | $25000.00          | $26072.42          | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2026-05-19      | 2.6500%  | N/A     | $148000.00         | $148270.31         | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2031-03-30      | 3.1520%  | N/A     | $1127000.00        | $1095710.72        | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2027-10-22      | 4.3300%  | N/A     | $3000.00           | $3062.21           | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2033-02-07      | 2.6230%  | N/A     | $19000.00          | $17397.63          | Corporate Debt Securities                         |
| STATE STR CORP SR SB  | 2031-03-03      | 2.2000%  | N/A     | $108000.00         | $98237.16          | Corporate Debt Securities                         |
| STELLANTIS FIN UW TR  | 2027-07-20      | 4.6300%  | N/A     | $2460330.00        | $1940749.98        | Asset-Backed Securities                           |
| STELLANTIS FINANCE US | 2030-03-18      | 5.7500%  | N/A     | $2697000.00        | $2838898.16        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2029-01-14      | 2.4720%  | N/A     | $620000.00         | $592421.57         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2031-09-17      | 2.2220%  | N/A     | $1270000.00        | $1138299.80        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2035-01-15      | 5.6320%  | N/A     | $1080000.00        | $1142550.00        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2031-07-09      | 5.4240%  | N/A     | $400000.00         | $419041.60         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2029-01-15      | 4.1080%  | N/A     | $791000.00         | $791444.28         | Corporate Debt Securities                         |
| SUTTER HEALTH2025A BD | 2032-08-15      | 5.2130%  | N/A     | $11000.00          | $11643.75          | Corporate Debt Securities                         |
| SUTTER HEALTHSR -2020 | 2050-08-15      | 3.3610%  | N/A     | $100000.00         | $71535.46          | Corporate Debt Securities                         |
| TARGET CORPSR GLBL NT | 2026-04-15      | 2.5000%  | N/A     | $68000.00          | $68312.23          | Corporate Debt Securities                         |
| TARGET CORPSR NT 4%42 | 2042-07-01      | 4.0000%  | N/A     | $1392000.00        | $1185472.05        | Corporate Debt Securities                         |
| TARGET CORPSR NT 6.5% | 2037-10-15      | 6.5000%  | N/A     | $350000.00         | $401627.92         | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2063-05-18      | 5.0500%  | N/A     | $18000.00          | $16480.80          | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2032-08-16      | 3.6500%  | N/A     | $63000.00          | $61794.67          | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR N | 2027-11-03      | 2.9000%  | N/A     | $22000.00          | $21913.28          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY | 2031-03-21      | 4.5500%  | N/A     | $120000.00         | $119862.90         | Corporate Debt Securities                         |
| THE CIGNA GROUPSR GLB | 2036-01-15      | 5.2500%  | N/A     | $1775000.00        | $1806501.81        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTI | 2028-10-15      | 1.7500%  | N/A     | $1075000.00        | $1021802.73        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTI | 2029-01-31      | 5.0000%  | N/A     | $405000.00         | $426975.30         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTI | 2033-08-10      | 5.0860%  | N/A     | $189000.00         | $200209.07         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-12-17      | 4.5680%  | N/A     | $2075000.00        | $2100431.66        | Corporate Debt Securities                         |
| TOTAL CAP INTL SR GLB | 2041-06-29      | 2.9860%  | N/A     | $1696000.00        | $1287554.49        | Corporate Debt Securities                         |
| TOTALENERGIES CAP USA | 2033-01-13      | 4.5690%  | N/A     | $604000.00         | $605719.94         | Corporate Debt Securities                         |
| TOYOTA MOTOR CORPSR G | 2029-07-02      | 2.7600%  | N/A     | $33000.00          | $31739.29          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORPSR G | 2027-06-30      | 4.1860%  | N/A     | $120000.00         | $121083.40         | Corporate Debt Securities                         |
| TRAVELERS COMPANIES I | 2048-03-07      | 4.0500%  | N/A     | $465000.00         | $384684.04         | Corporate Debt Securities                         |
| TRUIST BKSR -I FLT NT | 2029-01-27      | 4.3170%  | N/A     | $4720000.00        | $4723680.43        | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2026-04-15      | 4.1250%  | N/A     | $738000.00         | $747262.82         | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2032-02-11      | 2.0950%  | N/A     | $254000.00         | $228022.11         | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2033-08-12      | 6.5370%  | N/A     | $665000.00         | $749917.84         | Corporate Debt Securities                         |
| UNILEVER CAP CORPGLBL | 2027-08-12      | 4.2500%  | N/A     | $1326000.00        | $1362283.78        | Corporate Debt Securities                         |
| UNILEVER CAP CORPSR G | 2031-08-12      | 1.7500%  | N/A     | $1725000.00        | $1533329.50        | Corporate Debt Securities                         |
| UNITED PARCEL SVCS IN | 2026-11-15      | 2.4000%  | N/A     | $217000.00         | $215845.56         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS IN | 2064-05-22      | 5.6000%  | N/A     | $80000.00          | $78395.02          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS IN | 2038-01-15      | 6.2000%  | N/A     | $155000.00         | $171737.42         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2037-11-15      | 6.6250%  | N/A     | $10000.00          | $11354.72          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2029-01-15      | 4.2500%  | N/A     | $330000.00         | $332755.78         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2035-07-15      | 4.6250%  | N/A     | $45000.00          | $44227.22          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2064-04-15      | 5.5000%  | N/A     | $1237000.00        | $1178195.08        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2047-01-15      | 4.2000%  | N/A     | $410000.00         | $335724.40         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2048-06-15      | 4.2500%  | N/A     | $929000.00         | $763538.13         | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2035-04-02      | 5.2500%  | N/A     | $1563000.00        | $1610559.49        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC GL | 2063-02-10      | 5.7500%  | N/A     | $245000.00         | $242038.63         | Corporate Debt Securities                         |
| WALMART INCSR GLBL NT | 2026-04-15      | 4.0000%  | N/A     | $3811000.00        | $3856719.30        | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC  | 2056-05-15      | 5.6250%  | N/A     | $1264000.00        | $1287099.60        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2036-09-15      | 4.8920%  | N/A     | $11405000.00       | $11524125.23       | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL | 2026-12-11      | 5.2540%  | N/A     | $1776000.00        | $1808627.39        | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL | 2036-08-26      | 5.9500%  | N/A     | $1060000.00        | $1154501.94        | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL | 2026-08-07      | 5.4500%  | N/A     | $1442000.00        | $1489571.98        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPE | 2050-02-01      | 5.2500%  | N/A     | $13000.00          | $11514.54          | Corporate Debt Securities                         |
| WIND RIVER CLO LTD 20 | 2034-07-20      | 4.7776%  | N/A     | $800046.00         | $801363.77         | Asset-Backed Securities                           |
| WISCONSIN ELEC PWR CO | 2054-10-01      | 5.0500%  | N/A     | $1356000.00        | $1273016.94        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD GLBL | 2054-09-12      | 5.7000%  | N/A     | $2325000.00        | $2250158.25        | Corporate Debt Securities                         |

### Security 81: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05II7
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 280 PARK AVE 2017-280 | 2034-09-15      | 6.8000%  | N/A     | $116380.00         | $114740.71         | Private Label Collateralized Mortgage Obligations |
| 3M COFR 5.7%031537    | 2037-03-15      | 5.7000%  | N/A     | $9000.00           | $9681.98           | Corporate Debt Securities                         |
| AG TRUST 2024-NLPD204 | 2041-08-15      | 8.3345%  | N/A     | $101000.00         | $68924.20          | Private Label Collateralized Mortgage Obligations |
| ANTARES CLO LTD 2017- | 2037-01-21      | 7.4176%  | N/A     | $2621295.00        | $2596131.75        | Asset-Backed Securities                           |
| ARES STRATEGIC INCOME | 2031-01-15      | 5.1500%  | N/A     | $45000.00          | $43845.11          | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME | 2030-02-15      | 5.6000%  | N/A     | $126000.00         | $129215.10         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO | 2037-04-22      | 5.4192%  | N/A     | $250091.00         | $246240.67         | Asset-Backed Securities                           |
| BAIN CAPITAL CR CLO L | 2037-07-15      | 5.1922%  | N/A     | $789070.00         | $792276.32         | Asset-Backed Securities                           |
| BANK AMERICA CORPFXD/ | 2048-01-20      | 4.4430%  | N/A     | $149000.00         | $129438.41         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2031-07-28      | 1.8000%  | N/A     | $1000.00           | $879.35            | Corporate Debt Securities                         |
| BANK5 2024-5YR11 A-32 | 2057-11-19      | 5.8930%  | N/A     | $260000.00         | $274765.96         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR6A-3205 | 2057-05-17      | 6.2250%  | N/A     | $1200000.00        | $1270075.90        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 20 | 2063-01-25      | 6.1775%  | N/A     | $1817336.00        | $1836069.69        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 20 | 2063-01-25      | 6.1775%  | N/A     | $991764.00         | $701251.98         | Private Label Collateralized Mortgage Obligations |
| BATTALION CLO 0.01 20 | 2039-01-20      | 4.9291%  | N/A     | $1413114.00        | $1424142.67        | Asset-Backed Securities                           |
| BEAR STEARNS ALT-A 20 | 2036-08-25      | 4.1271%  | N/A     | $108447198.00      | $4035266.38        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR | 2057-07-17      | 6.1890%  | N/A     | $3000000.00        | $3183361.75        | Private Label Collateralized Mortgage Obligations |
| BLACKROCK INCGLBL NT  | 2055-01-08      | 5.3500%  | N/A     | $43000.00          | $41840.70          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2030-04-01      | 5.2500%  | N/A     | $2836000.00        | $2854389.10        | Corporate Debt Securities                         |
| CANYON CLO LTD 2022-2 | 2038-04-15      | 6.2722%  | N/A     | $500000.00         | $502291.71         | Asset-Backed Securities                           |
| CAPITAL ONE FINL CORP | 2026-07-28      | 3.7500%  | N/A     | $484000.00         | $483210.27         | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2 | 2028-12-10      | 2.9500%  | N/A     | $30000.00          | $2137.25           | Asset-Backed Securities                           |
| CHEVRON CORPORATIONSR | 2027-05-11      | 1.9950%  | N/A     | $955000.00         | $939421.96         | Corporate Debt Securities                         |
| CITGRP COML MTG TR 20 | 2048-11-13      | 4.4133%  | N/A     | $6000000.00        | $4458264.79        | Private Label Collateralized Mortgage Obligations |
| CITI GRP COML MTG TR  | 2045-09-12      | 5.2950%  | N/A     | $12000000.00       | $7167184.86        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2051-11-10      | 5.0661%  | N/A     | $3505247.00        | $2754871.87        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2025-4 | 2070-04-25      | 7.5269%  | N/A     | $928849.00         | $957051.96         | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-R0 | 2040-01-25      | 6.8118%  | N/A     | $23107.00          | $23499.98          | Agency Collateralized Mortgage Obligation         |
| COOPERATIEVE CENTRALE | 2031-01-14      | 4.1600%  | N/A     | $1000.00           | $999.80            | Corporate Debt Securities                         |
| CSMC 2022-NQM5 TRB-12 | 2067-05-25      | 5.1690%  | N/A     | $591038.00         | $564359.09         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OC112- | 2037-01-25      | 4.2671%  | N/A     | $45753.00          | $14881.79          | Private Label Collateralized Mortgage Obligations |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 4.9445%  | N/A     | $3902000.00        | $3871058.77        | Private Label Collateralized Mortgage Obligations |
| DTE ENERGY COSR GLBL  | 2034-06-01      | 5.8500%  | N/A     | $1075000.00        | $1155203.06        | Corporate Debt Securities                         |
| DUKE UNIVERSITYSR GLB | 2055-10-01      | 2.8320%  | N/A     | $1000.00           | $642.36            | Corporate Debt Securities                         |
| EFMT TRUST 2025-NQM1  | 2070-01-25      | 6.0230%  | N/A     | $2250000.00        | $1721221.82        | Private Label Collateralized Mortgage Obligations |
| FEDERAL HOME LOAN MOR | 2032-02-25      | 2.2500%  | N/A     | $10877000.00       | $9797756.87        | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2032-03-25      | 2.4000%  | N/A     | $55000.00          | $49864.12          | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2029-12-25      | 3.9500%  | N/A     | $1559666.00        | $325385.50         | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 4.8500%  | N/A     | $3999326.00        | $4103040.30        | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2034-03-25      | 3.5420%  | N/A     | $1000245.00        | $942255.07         | Agency Collateralized Mortgage Obligation         |
| FHLMC STACR 2019-FTR1 | 2048-01-27      | 12.1618% | N/A     | $5898860.00        | $7068198.72        | Agency Collateralized Mortgage Obligation         |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.8838%  | N/A     | $800447.00         | $800192.12         | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO1M | 2066-02-15      | 5.6000%  | N/A     | $1000000.00        | $997275.56         | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERI | 2061-11-25      | 4.5000%  | N/A     | $5516.00           | $5128.66           | Agency Collateralized Mortgage Obligation         |
| GCAT 2023-NQM3 TRUST  | 2068-08-25      | 7.4684%  | N/A     | $100000.00         | $101535.42         | Private Label Collateralized Mortgage Obligations |
| GRACE TR 2020-GRCE A2 | 2040-12-12      | 2.3470%  | N/A     | $2874645.00        | $2585201.71        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2012-B | 2034-11-07      | 2.9540%  | N/A     | $371000.00         | $311887.80         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-G | 2047-11-13      | 4.4918%  | N/A     | $2400000.00        | $968684.08         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-G | 2050-08-12      | 3.0000%  | N/A     | $5113615.00        | $3969564.66        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2036-12-19      | 4.2698%  | N/A     | $3297163.00        | $547766.08         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR1 | 2036-06-25      | 4.0789%  | N/A     | $2809000.00        | $201.88            | Private Label Collateralized Mortgage Obligations |
| INTEL CORP SR GLBL NT | 2052-08-05      | 4.9000%  | N/A     | $7543000.00        | $6552977.06        | Corporate Debt Securities                         |
| ISRAEL ST$GLBL BD 5.7 | 2054-03-12      | 5.7500%  | N/A     | $16326000.00       | $16107258.81       | Other Instrument                                  |
| J.P. MRG COMM TR 2022 | 2039-01-07      | 3.4496%  | N/A     | $6815000.00        | $5709462.66        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 202 | 2052-07-25      | 0.2244%  | N/A     | $55030407.00       | $268199.96         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 202 | 2053-06-25      | 5.3721%  | N/A     | $82370.00          | $73421.08          | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2050-09-16      | 4.4175%  | N/A     | $1045733.00        | $734249.43         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2049-12-17      | 3.0208%  | N/A     | $1561489.00        | $1083833.24        | Private Label Collateralized Mortgage Obligations |
| KAYNE CLO LTD 2021-10 | 2034-04-24      | 5.1026%  | N/A     | $529949.00         | $530930.56         | Asset-Backed Securities                           |
| MAGNETITE LIMITED 202 | 2037-07-15      | 6.7722%  | N/A     | $1000000.00        | $1007251.75        | Asset-Backed Securities                           |
| MAGNETITE LTD 2019-23 | 2035-01-25      | 5.0596%  | N/A     | $14218341.00       | $14237140.22       | Asset-Backed Securities                           |
| MCDONALDS CORP FR 3.6 | 2049-09-01      | 3.6250%  | N/A     | $93000.00          | $70322.27          | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2045-11-15      | 5.5000%  | N/A     | $1000.00           | $978.70            | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2030-11-15      | 4.2000%  | N/A     | $99000.00          | $99777.15          | Corporate Debt Securities                         |
| METLIFE INCEXT JR SB  | 2068-04-08      | 9.2500%  | N/A     | $868000.00         | $1064391.75        | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR  | 2034-11-15      | 6.1780%  | N/A     | $3701000.00        | $3599630.23        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 4.1 | 2029-10-18      | 4.1330%  | N/A     | $3348000.00        | $3382487.56        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.3 | 2041-01-18      | 5.3140%  | N/A     | $130000.00         | $129198.69         | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGA | 2036-12-15      | 4.2500%  | N/A     | $6130000.00        | $3035720.74        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 202 | 2064-11-25      | 7.1444%  | N/A     | $286744.00         | $286373.88         | Private Label Collateralized Mortgage Obligations |
| OAKTREE CLO LTD 2023- | 2038-07-20      | 5.0176%  | N/A     | $250010.00         | $251616.01         | Asset-Backed Securities                           |
| OBX TR 2024-NQM15A-12 | 2064-10-25      | 5.3160%  | N/A     | $2709154.00        | $1880928.99        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15A-IO | 2064-10-25      | 0.0000%  | N/A     | $209806000.00      | $308583.01         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15B-1A | 2064-10-25      | 6.9140%  | N/A     | $7691441.00        | $7211438.25        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15B-22 | 2064-10-25      | 7.6442%  | N/A     | $852000.00         | $707712.82         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15B-32 | 2064-10-25      | 7.6442%  | N/A     | $210000.00         | $139306.41         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3 A-IO | 2063-12-25      | 0.0000%  | N/A     | $219138560.00      | $183570.00         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3 B-22 | 2063-12-25      | 7.7147%  | N/A     | $4619000.00        | $4047355.50        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3 XS 2 | 2063-12-25      | 0.0000%  | N/A     | $9938240.00        | $203151.49         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM15  | 2065-07-25      | 0.0000%  | N/A     | $182965864.00      | $468473.29         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4A- | 2055-02-25      | 0.0000%  | N/A     | $77928575.00       | $137868.71         | Private Label Collateralized Mortgage Obligations |
| ORANGE S A SR GLBL 14 | 2031-01-13      | 4.2500%  | N/A     | $1000.00           | $993.49            | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE IN | 2029-06-01      | 3.9000%  | N/A     | $408000.00         | $407058.20         | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2027-10-15      | 3.0000%  | N/A     | $2075000.00        | $2071306.50        | Corporate Debt Securities                         |
| PMT LN TR 2025-J4B-12 | 2056-12-25      | 6.3476%  | N/A     | $360987.00         | $382782.71         | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TR 2025 | 2055-11-25      | 5.0270%  | N/A     | $564000.00         | $557754.09         | Asset-Backed Securities                           |
| SALUDA GRADE ALTERNAT | 2059-08-25      | 7.1438%  | N/A     | $273018.00         | $263770.27         | Private Label Collateralized Mortgage Obligations |
| SANTANDER BK NA 2023- | 2052-02-26      | 7.8473%  | N/A     | $5329573.00        | $3807069.63        | Private Label Collateralized Mortgage Obligations |
| SFO COMMERCIAL MTG TR | 2038-05-17      | 4.9445%  | N/A     | $4037000.00        | $4044095.50        | Private Label Collateralized Mortgage Obligations |
| STARWOOD RTL PPTY TR  | 2027-11-15      | 6.7500%  | N/A     | $9121647.00        | $4206334.85        | Private Label Collateralized Mortgage Obligations |
| TEXAS DEBT CAP CLO LT | 2037-01-26      | 5.5680%  | N/A     | $2023051.00        | $2009847.90        | Asset-Backed Securities                           |
| TORONTO DOMINION BK O | 2026-12-17      | 4.5680%  | N/A     | $40000.00          | $40490.25          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-3 | 2057-07-25      | 3.8515%  | N/A     | $4740941.00        | $4444341.04        | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLY COML MTG T | 2045-12-12      | 3.9854%  | N/A     | $25000.00          | $10402.26          | Private Label Collateralized Mortgage Obligations |
| UNITED AIRLINES PT CE | 2027-10-11      | 4.0000%  | N/A     | $1000.00           | $433.63            | Asset-Backed Securities                           |
| UNITED AIRLINES PT CE | 2031-09-01      | 3.5000%  | N/A     | $1000.00           | $649.23            | Asset-Backed Securities                           |
| VERIZON MASTER TR 202 | 2029-11-20      | 5.6700%  | N/A     | $850000.00         | $863593.20         | Asset-Backed Securities                           |
| VERUS SEC TRUST 2024- | 2069-06-25      | 8.0107%  | N/A     | $100453.00         | $102583.81         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZ TR 20 | 2069-08-25      | 7.9455%  | N/A     | $172093.00         | $174504.80         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR | 2045-04-25      | 4.6871%  | N/A     | $5422673.00        | $1609162.61        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2007-OA | 2047-07-25      | 4.4782%  | N/A     | $10896800.00       | $1412201.29        | Private Label Collateralized Mortgage Obligations |
| WAVE 2019-1 LLCA20440 | 2044-09-15      | 3.5970%  | N/A     | $260000.00         | $105210.08         | Asset-Backed Securities                           |
| WELLS FARGO & CO FR 5 | 2034-04-24      | 5.3890%  | N/A     | $558000.00         | $585822.25         | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2 | 2059-03-17      | 3.1230%  | N/A     | $3119914.00        | $2857101.02        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2057-09-17      | 3.7849%  | N/A     | $2699999.00        | $1025618.80        | Private Label Collateralized Mortgage Obligations |

### Security 82: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05IO4
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| AB BSL CLO 1 LTD SUB2 | 2033-01-15      | 0.0000%  | N/A     | $5000000.00        | $1975995.00        | Asset-Backed Securities |
| ACE SECS HEQ 2005-HE2 | 2035-04-25      | 4.9121%  | N/A     | $1936500.00        | $1778682.27        | Asset-Backed Securities |
| ACE SECS HEQ 2005-HE4 | 2035-07-25      | 5.7071%  | N/A     | $11000632.00       | $2626640.28        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2 | 2029-02-15      | 9.1700%  | N/A     | $4500000.00        | $4528628.25        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2 | 2035-06-25      | 5.5871%  | N/A     | $2500000.00        | $2186491.56        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2 | 2035-08-25      | 5.5121%  | N/A     | $11396733.00       | $9501259.66        | Asset-Backed Securities |
| APIDOS CLO XXVIIISUB2 | 2031-01-21      | 0.0000%  | N/A     | $2591447.00        | $855177.51         | Asset-Backed Securities |
| ARES CLO LTD 2019-51  | 2034-04-17      | 0.0000%  | N/A     | $4378142.00        | $1727264.58        | Asset-Backed Securities |
| ARES CLO LTD 2022-64  | 2035-04-16      | 0.0000%  | N/A     | $3472680.00        | $1458525.60        | Asset-Backed Securities |
| ARGENT SECS INC 2005- | 2036-02-25      | 4.5471%  | N/A     | $1531993.00        | $484637.49         | Asset-Backed Securities |
| ATLAS SR LN FUND LTD  | 2037-07-20      | 0.0000%  | N/A     | $4475000.00        | $1924250.00        | Asset-Backed Securities |
| BELLEMEADE RE 2023-1  | 2033-10-25      | 10.3973% | N/A     | $3900000.00        | $4162201.89        | Asset-Backed Securities |
| BELLEMEADE RE 2025-1  | 2035-10-25      | 8.7473%  | N/A     | $2300000.00        | $2338483.42        | Asset-Backed Securities |
| BELLEMEADE RE 2025-1  | 2035-10-25      | 7.5973%  | N/A     | $2200000.00        | $2228890.71        | Asset-Backed Securities |
| BRAVO MTG ASSET TR 20 | 2036-07-25      | 4.4621%  | N/A     | $47161364.00       | $7938159.83        | Asset-Backed Securities |
| BREX COML CHRG CRD TR | 2027-07-15      | 11.5900% | N/A     | $2640000.00        | $2656524.20        | Asset-Backed Securities |
| C-BASS TRUST 2006-CB8 | 2036-10-25      | 4.2471%  | N/A     | $10796000.00       | $5558306.95        | Asset-Backed Securities |
| CANYON CLO LTD 2016-2 | 2031-10-15      | 9.9338%  | N/A     | $1000000.00        | $948789.08         | Asset-Backed Securities |
| CARRINGTON MTG LN 200 | 2036-01-25      | 4.4621%  | N/A     | $418803.00         | $127765.91         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2 | 2030-04-10      | 10.4600% | N/A     | $2000000.00        | $2137358.22        | Asset-Backed Securities |
| CHERRY SECURITIZN TR  | 2032-04-15      | 12.2800% | N/A     | $4250000.00        | $4360532.58        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2 | 2037-01-25      | 4.3271%  | N/A     | $5815000.00        | $3798011.87        | Asset-Backed Securities |
| COLUMBIA CENT CLO LTD | 2036-07-25      | 0.0000%  | N/A     | $6029181.00        | $3999999.84        | Asset-Backed Securities |
| CROWN POINT CLO 2020- | 2032-07-14      | 0.0000%  | N/A     | $5000000.00        | $2482865.00        | Asset-Backed Securities |
| CWABS INC 2005-AB2 M- | 2035-08-25      | 4.5071%  | N/A     | $2359000.00        | $1000569.60        | Asset-Backed Securities |
| DRYDEN 113 CLO 0.0 20 | 2037-10-15      | 0.0000%  | N/A     | $3000000.00        | $2240376.00        | Asset-Backed Securities |
| EAGLE RE LTD 2023-1B- | 2033-09-26      | 10.5473% | N/A     | $1625000.00        | $1746727.00        | Asset-Backed Securities |
| FIGRE TR 2023-HE2CE 2 | 2053-05-25      | 5.1709%  | N/A     | $3497827.00        | $2358426.69        | Asset-Backed Securities |
| FIGRE TRUST 2024-HE1  | 2054-03-25      | 5.3829%  | N/A     | $1883641.00        | $3695270.76        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 20 | 2034-05-25      | 6.1121%  | N/A     | $5867000.00        | $3655187.74        | Asset-Backed Securities |
| FOUNDATION FIN TRUST  | 2052-08-15      | 8.4200%  | N/A     | $1435000.00        | $1466013.70        | Asset-Backed Securities |
| FOUNDATION FINANCE TR | 2052-04-15      | 8.3500%  | N/A     | $4650000.00        | $4735621.23        | Asset-Backed Securities |
| FOUNDATION FINANCE TR | 2050-04-15      | 8.3700%  | N/A     | $3984000.00        | $3814411.63        | Asset-Backed Securities |
| GOODLEAP HOME IMPRV S | 2049-06-21      | 8.1600%  | N/A     | $1895707.00        | $1790335.20        | Asset-Backed Securities |
| GS MTG BACKED SEC 202 | 2060-12-25      | 3.9316%  | N/A     | $54939931.00       | $36392762.68       | Asset-Backed Securities |
| GSAMP TRUST 2005-AHL2 | 2035-12-25      | 4.4471%  | N/A     | $12600000.00       | $5364069.71        | Asset-Backed Securities |
| GSAMP TRUST 2005-SD1  | 2034-12-25      | 6.4121%  | N/A     | $12228000.00       | $8266772.32        | Asset-Backed Securities |
| GSAMP TRUST 2006-HE5  | 2036-08-25      | 4.2371%  | N/A     | $6723000.00        | $3782722.16        | Asset-Backed Securities |
| GSAMP TRUST 2006-HE8  | 2037-01-26      | 4.1621%  | N/A     | $15000000.00       | $6141245.54        | Asset-Backed Securities |
| GSAMP TRUST 2006-SD2  | 2036-05-25      | 4.4921%  | N/A     | $10370795.00       | $4125994.60        | Asset-Backed Securities |
| GSAMP TRUST 2006-SD3  | 2036-06-25      | 4.4621%  | N/A     | $14131966.00       | $2071390.21        | Asset-Backed Securities |
| GULF STREAM MERI LTD  | 2035-07-16      | 0.0000%  | N/A     | $5000000.00        | $2150000.00        | Asset-Backed Securities |
| HALCYON LN ADV FDG 20 | 2027-04-20      | 9.5792%  | N/A     | $5000000.00        | $1375966.78        | Asset-Backed Securities |
| ICG US CLO 2016-1SUB  | 2028-07-31      | 0.0000%  | N/A     | $11250000.00       | $2457922.50        | Asset-Backed Securities |
| LONG BEACH MTG LN TR  | 2035-04-25      | 5.6621%  | N/A     | $16000000.00       | $7584800.66        | Asset-Backed Securities |
| MAGNETITE 50 LIMITED  | 2038-07-25      | 0.0000%  | N/A     | $4841748.00        | $3508519.43        | Asset-Backed Securities |
| MARLETTE FDG TR 2022- | 2032-11-15      | 7.8000%  | N/A     | $2770000.00        | $2471299.31        | Asset-Backed Securities |
| MARLETTE FDING TR 202 | 2033-06-15      | 7.9200%  | N/A     | $1730000.00        | $1771936.93        | Asset-Backed Securities |
| MASTR ABS TRUST 2006- | 2036-10-25      | 4.1771%  | N/A     | $9079900.00        | $4545508.86        | Asset-Backed Securities |
| METAL 2017-1 LTD A204 | 2042-10-15      | 4.5810%  | N/A     | $8400000.00        | $2356849.83        | Asset-Backed Securities |
| MORGAN STANLEY CAP 20 | 2034-07-25      | 9.0371%  | N/A     | $12638000.00       | $2304868.13        | Asset-Backed Securities |
| NEW RESI MTG TR 2019- | 2059-02-25      | 3.9584%  | N/A     | $6000000.00        | $4338166.31        | Asset-Backed Securities |
| NOMURA HEQ LN TR 2006 | 2035-11-25      | 4.4021%  | N/A     | $12514067.00       | $5405184.49        | Asset-Backed Securities |
| NOVASTAR HEQ LN TR 20 | 2035-10-25      | 4.7021%  | N/A     | $2462000.00        | $2307072.93        | Asset-Backed Securities |
| OAKTREE CLO 2020-1 SU | 2029-07-16      | 0.0000%  | N/A     | $7325001.00        | $3735750.51        | Asset-Backed Securities |
| OAKTREE CLO LTD 2021- | 2035-01-16      | 0.0000%  | N/A     | $16672556.00       | $8657708.21        | Asset-Backed Securities |
| OCP CLO LTD 2024-34SU | 2037-10-15      | 0.0000%  | N/A     | $3630967.00        | $2251199.54        | Asset-Backed Securities |
| OCTAGON INVT PRTNR 50 | 2033-10-17      | 0.0000%  | N/A     | $2000000.00        | $574726.00         | Asset-Backed Securities |
| OSD CLO LTD 2021-23SU | 2031-04-17      | 0.0000%  | N/A     | $2750000.00        | $1151873.25        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST  | 2033-01-18      | 11.6020% | N/A     | $35000000.00       | $35132527.16       | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST  | 2031-12-15      | 10.8950% | N/A     | $4274697.00        | $2379300.14        | Asset-Backed Securities |
| PAGAYA AI TECHNOLOGY  | 2040-10-26      | 3.6000%  | N/A     | $2332000.00        | $1864793.13        | Asset-Backed Securities |
| PAGAYA PT OF SALE HLD | 2034-01-20      | 11.2760% | N/A     | $3000000.00        | $3102873.67        | Asset-Backed Securities |
| PARK PLACE SECS 2005- | 2035-09-25      | 4.7021%  | N/A     | $17638150.00       | $9636399.24        | Asset-Backed Securities |
| PROG RES TR 2022-SFR1 | 2041-02-20      | 5.5200%  | N/A     | $2000000.00        | $1978733.33        | Asset-Backed Securities |
| PROG RES TR 2022-SFR1 | 2041-02-20      | 5.2500%  | N/A     | $2800000.00        | $2723090.07        | Asset-Backed Securities |
| PROSPER MARKETPLACE I | 2029-07-16      | 15.4900% | N/A     | $500000.00         | $506250.58         | Asset-Backed Securities |
| RADNOR RE LTD 2023-1  | 2033-07-25      | 9.5473%  | N/A     | $8500000.00        | $9089430.88        | Asset-Backed Securities |
| RASC SERIES TRUST 200 | 2036-06-25      | 4.2071%  | N/A     | $27743000.00       | $8561366.26        | Asset-Backed Securities |
| REGATTA FDG LTD 2021- | 2035-01-22      | 0.0000%  | N/A     | $6400000.00        | $2880000.00        | Asset-Backed Securities |
| REGATTA XI FDG 2018-1 | 2031-07-17      | 0.0000%  | N/A     | $15000000.00       | $2550000.00        | Asset-Backed Securities |
| RENAISSANCE HEQ 2005- | 2035-11-25      | 5.7560%  | N/A     | $4050000.00        | $1436797.34        | Asset-Backed Securities |
| REPUBLIC FINAN ISSUAN | 2037-11-20      | 8.8300%  | N/A     | $1750000.00        | $1801638.61        | Asset-Backed Securities |
| REPUBLIC FINAN ISSUAN | 2037-11-20      | 5.8600%  | N/A     | $1356000.00        | $1388766.08        | Asset-Backed Securities |
| RR 2 LTD 2017-2SUB NT | 2117-10-15      | 0.0000%  | N/A     | $11000000.00       | $2530000.00        | Asset-Backed Securities |
| RR LTD 2021-16 SUB203 | 2036-07-15      | 0.0000%  | N/A     | $3500000.00        | $1435000.00        | Asset-Backed Securities |
| SOTHEBY'S ARTFI MSTR  | 2031-12-22      | 7.9100%  | N/A     | $2000000.00        | $2020391.78        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2005- | 2035-12-25      | 4.6121%  | N/A     | $3586000.00        | $1744595.19        | Asset-Backed Securities |
| STEWART PARK CLO 2015 | 2026-04-15      | 0.0000%  | N/A     | $42000000.00       | $630000.00         | Asset-Backed Securities |
| STRUCTURED ASSET INV  | 2035-03-25      | 4.8071%  | N/A     | $18286143.00       | $9628702.80        | Asset-Backed Securities |
| STRUCTURED ASSET INV  | 2036-01-25      | 4.4021%  | N/A     | $40493518.00       | $7633961.61        | Asset-Backed Securities |
| STRUCTURED ASSET INV  | 2035-07-25      | 4.7621%  | N/A     | $10700000.00       | $8252753.23        | Asset-Backed Securities |
| STRUCTURED ASSET SECS | 2036-10-25      | 4.2671%  | N/A     | $10250421.00       | $1807179.54        | Asset-Backed Securities |
| SUNNOVA SOL ISSUER 20 | 2055-02-01      | 3.3500%  | N/A     | $4000000.00        | $2922350.56        | Asset-Backed Securities |
| SUNNOVA SOL V ISER LL | 2058-04-30      | 7.3500%  | N/A     | $1920000.00        | $1798310.16        | Asset-Backed Securities |
| TRALEE CLO VI LTD 201 | 2032-10-25      | 0.0000%  | N/A     | $12000000.00       | $2171700.00        | Asset-Backed Securities |
| TWIN HOSPITALITY I LL | 2054-10-26      | 11.0000% | N/A     | $22636000.00       | $18481655.16       | Asset-Backed Securities |
| UPGRADE RECEIVABLES T | 2031-02-18      | 8.9000%  | N/A     | $3500000.00        | $3611241.67        | Asset-Backed Securities |
| UPSTART SEC TRUST 202 | 2035-09-20      | 7.4100%  | N/A     | $4167000.00        | $4238694.63        | Asset-Backed Securities |
| UPSTART SECURITIZATI  | 2035-06-20      | 8.0000%  | N/A     | $4082000.00        | $4182777.32        | Asset-Backed Securities |
| WELLS FARGO HEQ 2005- | 2034-09-25      | 7.5371%  | N/A     | $2016000.00        | $1919002.76        | Asset-Backed Securities |
| WIND RIV 2021- 0.0 20 | 2037-07-20      | 0.0000%  | N/A     | $4650000.00        | $1860000.00        | Asset-Backed Securities |

### Security 83: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PBL9, C.4 - ISIN: US06054PBL94, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $129716808.00
- **C.18.a - Value (excl. sponsor support):** $129716808.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0TU003UW5
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BA ALTERNATIVE LN TR  | 2046-06-25      | 4.1371%  | N/A     | $29088000.00       | $1008353.17        | Private Label Collateralized Mortgage Obligations |
| BA ALTERNATIVE LN TR  | 2046-05-25      | 1.4129%  | N/A     | $29500000.00       | $50928.34          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK19C20610 | 2061-08-17      | 4.0314%  | N/A     | $3455000.00        | $2564738.22        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40F20640 | 2064-03-17      | 1.8895%  | N/A     | $8200000.00        | $4829948.61        | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TRUST 2012-R | 2036-11-26      | 3.4916%  | N/A     | $500000.00         | $125628.55         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2062-12-15      | 3.4041%  | N/A     | $4839000.00        | $146293.62         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2043-09-17      | 3.2448%  | N/A     | $8984000.00        | $4056301.74        | Private Label Collateralized Mortgage Obligations |
| BMD 2 RE-REMIC TR 201 | 2028-07-25      | 0.0000%  | N/A     | $6711600.00        | $5372360.62        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FD TR 2023- | 2063-10-25      | 8.2467%  | N/A     | $18195744.00       | $14960325.37       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2021 | 2060-03-25      | 0.0000%  | N/A     | $293273088.00      | $6622928.11        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2062-09-25      | 0.0000%  | N/A     | $301912576.00      | $1109449.91        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2024 | 2064-08-25      | 2.3863%  | N/A     | $325394560.00      | $10938452.79       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-09-25      | 0.2000%  | N/A     | $344501248.00      | $1424259.61        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026 | 2065-12-25      | 1.8903%  | N/A     | $401356288.00      | $15024254.99       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026 | 2065-12-25      | 6.9159%  | N/A     | $5619000.00        | $5597379.08        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FUNDING TR  | 2065-06-25      | 7.1541%  | N/A     | $8607000.00        | $8104635.69        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2064-06-25      | 8.0846%  | N/A     | $23132864.00       | $17311677.97       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDING TR 2 | 2063-06-25      | 0.6402%  | N/A     | $324040192.00      | $2775549.95        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 202 | 2063-09-25      | 0.5400%  | N/A     | $329878016.00      | $3622640.51        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 202 | 2063-09-25      | 7.8947%  | N/A     | $21772032.00       | $20438552.82       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBAX-V- | 2036-02-15      | 0.1304%  | N/A     | $50327552.00       | $42400.18          | Private Label Collateralized Mortgage Obligations |
| C-BASS CBO XV 2006-15 | 2041-02-19      | 7.4700%  | N/A     | $446000.00         | $25942.26          | Other Instrument                                  |
| CHASEFLEX TRUST 2005- | 2035-02-25      | 6.0000%  | N/A     | $1117000.00        | $189454.56         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 20 | 2048-06-12      | 3.6895%  | N/A     | $825000.00         | $156212.20         | Private Label Collateralized Mortgage Obligations |
| CLNY TRUST 2019-IKPR  | 2038-11-15      | 6.7610%  | N/A     | $3555000.00        | $3333939.73        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-02-12      | 3.4960%  | N/A     | $13498000.00       | $4087548.34        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-LC21 | 2048-07-10      | 3.2500%  | N/A     | $4250000.00        | $2752334.24        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2024-CBM  | 2041-12-12      | 7.9274%  | N/A     | $44782000.00       | $43964862.17       | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVN SEC 2 | 2042-07-25      | 9.2973%  | N/A     | $205994.00         | $219189.78         | Agency Collateralized Mortgage Obligation         |
| CSTL COMMERCIAL MTG 2 | 2041-11-13      | 6.9627%  | N/A     | $5000000.00        | $5171884.09        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2004-20T1M2 | 2034-09-25      | 6.0000%  | N/A     | $3550000.00        | $221671.61         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-54CB1- | 2035-11-25      | 1.0629%  | N/A     | $10909000.00       | $28482.15          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-561-A- | 2035-11-25      | 4.9471%  | N/A     | $55436000.00       | $1473052.90        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-39CB2- | 2037-01-25      | 2.7629%  | N/A     | $40021055.00       | $541929.36         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-11T1A- | 2037-05-25      | 1.6129%  | N/A     | $53000000.00       | $845943.27         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-2CB 1- | 2037-03-25      | 4.2871%  | N/A     | $13000000.00       | $587609.52         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2037-02-25      | 0.2500%  | N/A     | $86114303.00       | $15948.30          | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2037-03-25      | 1.6629%  | N/A     | $24709100.00       | $124077.86         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2003-44A-32 | 2033-10-25      | 5.0000%  | N/A     | $96000.00          | $85272.07          | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC | 2036-08-12      | 2.8330%  | N/A     | $1217500.00        | $205492.25         | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2 B-2206 | 2069-10-25      | 7.6319%  | N/A     | $533000.00         | $536259.77         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-NQM4 X20700 | 2070-09-25      | 0.0000%  | N/A     | $31618240.00       | $1007132.38        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC 2020-HQA5 | 2050-11-25      | 7.6973%  | N/A     | $1300000.00        | $1424611.83        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC TRUST 202 | 2042-03-25      | 8.9473%  | N/A     | $19610000.00       | $20533123.92       | Agency Collateralized Mortgage Obligation         |
| FHLMC STACR 2020-DNA1 | 2050-01-25      | 9.0618%  | N/A     | $2299570.00        | $2576410.32        | Agency Collateralized Mortgage Obligation         |
| FREDDIE MAC MSCR TR 2 | 2044-10-25      | 9.6966%  | N/A     | $4116000.00        | $4327580.82        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2 | 2045-07-25      | 5.3473%  | N/A     | $191000.00         | $188860.55         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2 | 2044-05-25      | 6.5473%  | N/A     | $375000.00         | $313575.47         | Private Label Collateralized Mortgage Obligations |
| GCAT 2020-NQM1 TRUST  | 2060-01-25      | 5.9528%  | N/A     | $8962672.00        | $7744957.12        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2022-INV3A-X- | 2052-08-25      | 0.0845%  | N/A     | $422675200.00      | $2372792.29        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2022-INV3B-52 | 2052-08-25      | 4.6000%  | N/A     | $1057000.00        | $803897.60         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV4B-42 | 2054-12-25      | 7.0317%  | N/A     | $198000.00         | $195426.47         | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV4B-62 | 2054-12-25      | 7.0317%  | N/A     | $3417300.00        | $2428684.69        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV5A-X- | 2055-12-25      | 0.1100%  | N/A     | $217632256.00      | $675140.37         | Private Label Collateralized Mortgage Obligations |
| GREENPOINT MTG FDG 20 | 2036-03-25      | 1.0000%  | N/A     | $679958.00         | $1809.54           | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORTR 2020 | 2036-12-15      | 7.9500%  | N/A     | $2170000.00        | $1483651.51        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2011-G | 2044-08-12      | 5.1413%  | N/A     | $5000000.00        | $4887213.17        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-G | 2047-09-12      | 3.5890%  | N/A     | $16115000.00       | $3430901.85        | Private Label Collateralized Mortgage Obligations |
| HAVN TR 2025-MOB E203 | 2035-10-15      | 8.7302%  | N/A     | $5000000.00        | $5006384.59        | Private Label Collateralized Mortgage Obligations |
| HOME RE 2023-1 LTD M- | 2033-10-25      | 8.2973%  | N/A     | $150000.00         | $113247.05         | Private Label Collateralized Mortgage Obligations |
| INDYMAC ARM TRUST 200 | 2031-08-25      | 0.0400%  | N/A     | $520087845.00      | $140.97            | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2005-AR18 | 2036-10-25      | 4.4071%  | N/A     | $123311000.00      | $5966441.01        | Private Label Collateralized Mortgage Obligations |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0955%  | N/A     | $10000000.00       | $9426231.17        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN COML TR 20 | 2041-10-10      | 2.6535%  | N/A     | $8800000.00        | $7061441.78        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN COML TR 20 | 2041-10-10      | 2.6535%  | N/A     | $7132000.00        | $5553064.82        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 202 | 2052-03-25      | 3.2908%  | N/A     | $2811000.00        | $2111514.01        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN ACCEPT 2005 | 2035-06-25      | 5.8213%  | N/A     | $16698700.00       | $295546.65         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2047-07-17      | 4.5182%  | N/A     | $4000000.00        | $1890495.20        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2022 | 2052-09-25      | 3.6611%  | N/A     | $4359000.00        | $3023830.33        | Private Label Collateralized Mortgage Obligations |
| LABL ESCROW ISSUER LL | 2027-07-15      | 0.0000%  | N/A     | $23000.00          | $1135.63           | Corporate Debt Securities                         |
| LAQ MTG TR 2023-LAQF2 | 2036-03-17      | 10.6153% | N/A     | $4792700.00        | $3447081.37        | Private Label Collateralized Mortgage Obligations |
| LCM XIV LIMITED 2013- | 2031-07-21      | 11.5392% | N/A     | $1000000.00        | $50875.50          | Asset-Backed Securities                           |
| LEHMAN MTG TR 2007-8  | 2037-09-25      | 0.0000%  | N/A     | $2769708.00        | $93846.84          | Private Label Collateralized Mortgage Obligations |
| MASTR ASSET SEC TR 20 | 2036-06-25      | 4.2871%  | N/A     | $49013000.00       | $955130.10         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR | 2054-10-19      | 2.4209%  | N/A     | $4000000.00        | $1827980.24        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2 | 2036-12-15      | 5.0955%  | N/A     | $2500000.00        | $294532.29         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015 | 2048-03-17      | 3.9911%  | N/A     | $5431000.00        | $4101573.03        | Private Label Collateralized Mortgage Obligations |
| NCMF TR 2025-MFS F203 | 2033-06-10      | 8.4370%  | N/A     | $4000000.00        | $4092349.89        | Private Label Collateralized Mortgage Obligations |
| NYMT LOAN TR 2024-BPL | 2039-09-25      | 5.6370%  | N/A     | $115000.00         | $114854.98         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-J2 TRUSTB-62 | 2055-09-25      | 6.5782%  | N/A     | $913501.00         | $544327.02         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST  | 2065-05-25      | 7.0848%  | N/A     | $274570.00         | $138286.14         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUSTA- | 2055-05-25      | 0.2100%  | N/A     | $286220999.00      | $586640.54         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2021-J2 B-5205 | 2051-07-25      | 2.6211%  | N/A     | $574000.00         | $140564.80         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM17B-1A | 2064-11-25      | 7.2930%  | N/A     | $11458000.00       | $11020635.73       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM17B-1B | 2064-11-25      | 7.2738%  | N/A     | $15792000.00       | $14155656.36       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM17B-22 | 2064-11-25      | 7.2738%  | N/A     | $5264000.00        | $4562216.59        | Private Label Collateralized Mortgage Obligations |
| PMT LN TR 2022-INV1A- | 2052-03-25      | 0.1900%  | N/A     | $419590144.00      | $3206298.40        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR  | 2051-04-25      | 2.3839%  | N/A     | $1317986.00        | $444533.61         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR  | 2051-04-25      | 2.3839%  | N/A     | $1053000.00        | $436727.95         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-12-25      | 2.7629%  | N/A     | $297531392.00      | $1849757.85        | Private Label Collateralized Mortgage Obligations |
| RALI TRUST 2005-QO4X- | 2045-12-25      | 2.2434%  | N/A     | $70512000.00       | $213036.57         | Private Label Collateralized Mortgage Obligations |
| RATE MORTGAGE TR2022- | 2052-01-25      | 0.0000%  | N/A     | $632108032.00      | $3698385.70        | Private Label Collateralized Mortgage Obligations |
| RATE MORTGAGE TRUST 2 | 2054-12-25      | 0.0000%  | N/A     | $365285376.00      | $328527.06         | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2021-J2A- | 2051-08-25      | 0.0000%  | N/A     | $401074688.00      | $3570400.17        | Private Label Collateralized Mortgage Obligations |
| RBSGC MTG LN TR 2007- | 2037-01-25      | 2.8629%  | N/A     | $207783000.00      | $5375536.00        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-02-25      | 3.9571%  | N/A     | $5400000.00        | $286090.51         | Private Label Collateralized Mortgage Obligations |
| STWD MTG TR 2021-HTS  | 2034-04-17      | 7.9455%  | N/A     | $2000000.00        | $2001818.83        | Private Label Collateralized Mortgage Obligations |
| TERWIN MTG TR 2005-2H | 2035-01-25      | 5.3621%  | N/A     | $11375000.00       | $3089135.89        | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLY COML MTG T | 2046-03-12      | 3.7555%  | N/A     | $1154000.00        | $647122.00         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION  | 2069-01-25      | 7.9090%  | N/A     | $2619000.00        | $2690441.45        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2004-A1 | 2034-10-25      | 0.0000%  | N/A     | $2028332.00        | $6904.10           | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2006-AR | 2036-11-25      | 3.9921%  | N/A     | $50000000.00       | $661215.87         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2038-04-15      | 11.1142% | N/A     | $5267000.00        | $5324204.47        | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022 | 2035-11-15      | 8.6102%  | N/A     | $56836500.00       | $50305299.41       | Private Label Collateralized Mortgage Obligations |

### Security 85: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0TU003V53
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MORTGAGE TRUST 20 | 2068-09-25      | 8.0479%  | N/A     | $6785000.00        | $6918382.45        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR 2023-NQM3  | 2068-07-25      | 8.0654%  | N/A     | $2800000.00        | $2847191.61        | Private Label Collateralized Mortgage Obligations |
| ALM I LTD 2020-1 SUB2 | 2029-10-15      | 0.0000%  | N/A     | $5000000.00        | $5.00              | Asset-Backed Securities                           |
| AMBIPAR LUX S A R LSR | 2033-02-05      | 0.0000%  | N/A     | $25975000.00       | $3761959.25        | Corporate Debt Securities                         |
| ANCHORAGE CAPITAL LTD | 2031-04-14      | 0.0000%  | N/A     | $2000000.00        | $2.00              | Asset-Backed Securities                           |
| BAMLL COML MTG SEC 20 | 2038-09-15      | 0.0458%  | N/A     | $260964352.00      | $5078.37           | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG SECS 2 | 2042-12-15      | 0.0000%  | N/A     | $234880920.00      | $234.88            | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMMORT 2025-1 | 2040-12-17      | 6.2810%  | N/A     | $2145000.00        | $2149682.71        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK10G20610 | 2061-02-17      | 3.4694%  | N/A     | $1302000.00        | $886881.39         | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK28X-J206 | 2063-03-16      | 1.5000%  | N/A     | $13855000.00       | $944610.80         | Private Label Collateralized Mortgage Obligations |
| BAYVIEW COML TR 2006- | 2036-12-25      | 0.0000%  | N/A     | $30342000.00       | $1.52              | Asset-Backed Securities                           |
| BAYVIEW COML TR 2007- | 2037-07-25      | 0.0000%  | N/A     | $6754000.00        | $0.49              | Asset-Backed Securities                           |
| BEAR STEARNS ALT-A 20 | 2034-02-25      | 4.1871%  | N/A     | $36634000.00       | $997575.98         | Private Label Collateralized Mortgage Obligations |
| BED BATH & BEYOND INC | 2044-08-01      | 0.0000%  | N/A     | $6087000.00        | $13488.79          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018 | 2051-10-12      | 1.5000%  | N/A     | $7558000.00        | $265575.52         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2022 | 2062-07-25      | 5.5476%  | N/A     | $25136840.00       | $14105190.30       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2063-01-25      | 0.1750%  | N/A     | $365477883.00      | $80289.15          | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-07-25      | 0.0000%  | N/A     | $503677951.00      | $16023243.97       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-02-25      | 1.5111%  | N/A     | $488579072.00      | $11785744.66       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2064-06-25      | 1.9068%  | N/A     | $413084671.00      | $10578420.11       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2064-06-25      | 0.2000%  | N/A     | $413084672.00      | $486807.56         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDING TR 2 | 2063-06-25      | 0.1500%  | N/A     | $324034559.00      | $139419.51         | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP E20390 | 2039-01-18      | 6.7202%  | N/A     | $10200000.00       | $10220319.21       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP X- | 2034-11-15      | 0.2382%  | N/A     | $64505000.00       | $76262.13          | Private Label Collateralized Mortgage Obligations |
| BXSC COMM MTG TR 2022 | 2035-03-15      | 9.0100%  | N/A     | $3664500.00        | $3568367.80        | Private Label Collateralized Mortgage Obligations |
| CASTLE AIR STR TR 201 | 2041-08-15      | 6.5000%  | N/A     | $250000.00         | $192060.54         | Asset-Backed Securities                           |
| CAYMAN ABSC NIMS 2005 | 2035-07-27      | 5.0500%  | N/A     | $3170000.00        | $99.43             | Asset-Backed Securities                           |
| CBG FLA REIT CORPPERP | 2049-05-29      | 0.0000%  | N/A     | $5000000.00        | $5.00              | Corporate Debt Securities                         |
| CITIMORTGAGE ALT LN T | 2036-10-25      | 2.7629%  | N/A     | $1999990.00        | $14002.79          | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2019-HR | 2039-11-25      | 13.0618% | N/A     | $4100000.00        | $4042207.81        | Agency Collateralized Mortgage Obligation         |
| CONN AVE SECS 2020-R0 | 2040-01-25      | 7.0618%  | N/A     | $9960000.00        | $10160839.81       | Agency Collateralized Mortgage Obligation         |
| CONN AVE SECS 2021-R0 | 2041-11-25      | 9.8973%  | N/A     | $18038000.00       | $18644071.33       | Agency Collateralized Mortgage Obligation         |
| CONNECT AVE SEC TRUST | 2044-02-25      | 7.3973%  | N/A     | $7350999.00        | $7717070.81        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2005-4II | 2035-06-25      | 1.1629%  | N/A     | $225000000.00      | $354400.45         | Private Label Collateralized Mortgage Obligations |
| CSMC SERIES 2009-3R4- | 2036-01-29      | 4.6546%  | N/A     | $2700000.00        | $652251.48         | Private Label Collateralized Mortgage Obligations |
| CWABS INC NIM 2006-24 | 2037-07-25      | 7.0000%  | N/A     | $500000.00         | $95.20             | Asset-Backed Securities                           |
| CWALT INC 2004-32CB2- | 2035-02-25      | 1.3129%  | N/A     | $128824000.00      | $76320.81          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-3CB 1- | 2035-03-25      | 3.3629%  | N/A     | $116305000.00      | $91668.20          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-8CB A- | 2037-05-25      | 1.7129%  | N/A     | $99998000.00       | $1006109.60        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-251-X2 | 2035-02-25      | 0.0000%  | N/A     | $400000000.00      | $71.61             | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-7 2-X2 | 2035-03-25      | 0.0000%  | N/A     | $88704000.00       | $6.98              | Private Label Collateralized Mortgage Obligations |
| ELEVATION CLO LTD 201 | 2030-10-25      | 0.0000%  | N/A     | $8500000.00        | $8.50              | Asset-Backed Securities                           |
| FARM MORGAGE TRUST 20 | 2054-07-25      | 5.5792%  | N/A     | $4100000.00        | $3246009.99        | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TRUST 2 | 2051-01-25      | 2.9568%  | N/A     | $12182800.00       | $7721555.14        | Private Label Collateralized Mortgage Obligations |
| FHLMCT SLSTT SERIES 2 | 2058-10-25      | 3.0000%  | N/A     | $13457408.00       | $5855401.06        | Agency Collateralized Mortgage Obligation         |
| FIGRE TRUST 2025-HE2  | 2055-03-25      | 5.7750%  | N/A     | $297000.00         | $245929.67         | Asset-Backed Securities                           |
| FREDDIE MAC SEASONED  | 2035-05-25      | 3.5000%  | N/A     | $16649728.00       | $10082183.97       | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2021-CM1B- | 2065-04-25      | 6.0828%  | N/A     | $5683984.00        | $4843550.19        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1  | 2054-01-25      | 7.1766%  | N/A     | $5095900.00        | $2719311.11        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV2  | 2054-06-25      | 0.1100%  | N/A     | $224204800.00      | $342878.18         | Private Label Collateralized Mortgage Obligations |
| GREENPOINT MTG FDG 20 | 2046-12-25      | 4.1871%  | N/A     | $6565000.00        | $2012796.43        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 20 | 2034-06-15      | 9.1156%  | N/A     | $43900000.00       | $43027598.13       | Private Label Collateralized Mortgage Obligations |
| GSMS TR 2024-FAIRF204 | 2041-07-15      | 10.8591% | N/A     | $47540000.00       | $47901854.85       | Private Label Collateralized Mortgage Obligations |
| GSR MTG LN TR 2006-10 | 2037-01-25      | 2.8629%  | N/A     | $38518500.00       | $301131.24         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CH COM TR 2 | 2029-09-17      | 6.8955%  | N/A     | $3800000.00        | $2632917.08        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE 2007- | 2051-02-15      | 6.3483%  | N/A     | $8309000.00        | $485708.08         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TRUST 2 | 2064-02-25      | 0.1900%  | N/A     | $338870272.00      | $624889.37         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 202 | 2036-12-15      | 5.3445%  | N/A     | $5000000.00        | $260144.75         | Private Label Collateralized Mortgage Obligations |
| JPMC COML MTG SEC TR  | 2041-01-15      | 7.9712%  | N/A     | $13365000.00       | $13459508.31       | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR  | 2052-11-18      | 1.4124%  | N/A     | $5587000.00        | $256101.31         | Private Label Collateralized Mortgage Obligations |
| LABL INC SR 144A NT 2 | 2029-11-01      | 0.0000%  | N/A     | $130000.00         | $8467.66           | Corporate Debt Securities                         |
| LABL INC SR SEC 144A  | 2028-11-01      | 0.0000%  | N/A     | $2558000.00        | $1211177.47        | Corporate Debt Securities                         |
| LCM XXIII LTD 2016-23 | 2029-10-22      | 0.0000%  | N/A     | $750000.00         | $75.00             | Asset-Backed Securities                           |
| LEHMAN MTG TR 2007-5  | 2036-08-25      | 3.9329%  | N/A     | $20560000.00       | $646453.49         | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2005- | 2035-11-25      | 4.1471%  | N/A     | $1522000.00        | $174175.24         | Private Label Collateralized Mortgage Obligations |
| LIGADO NETWORKS LLCSR | 2098-01-01      | 0.0000%  | N/A     | $12970000.00       | $972750.00         | Corporate Debt Securities                         |
| LOANCORE ISSUER LTD 2 | 2037-01-21      | 5.7030%  | N/A     | $1756000.00        | $1759317.82        | Private Label Collateralized Mortgage Obligations |
| LUMBERMENS MUT CAS CO | 2026-07-01      | 0.0000%  | N/A     | $1841000.00        | $1.84              | Corporate Debt Securities                         |
| MASTR ADJ MTG 2003-6  | 2034-01-25      | 4.3392%  | N/A     | $7100000.00        | $791755.34         | Private Label Collateralized Mortgage Obligations |
| MASTR ASSET TR 2003-1 | 2033-12-25      | 5.2500%  | N/A     | $37224448.00       | $13588.54          | Private Label Collateralized Mortgage Obligations |
| MASTR CI-9 NIM 2005-W | 2035-03-26      | 4.9400%  | N/A     | $300000.00         | $0.23              | Asset-Backed Securities                           |
| ML MTG INVESTORS NIM  | 2034-10-25      | 4.5000%  | N/A     | $461999.00         | $14.03             | Asset-Backed Securities                           |
| MLTI FMLY CONN AVE SE | 2049-10-25      | 9.3118%  | N/A     | $4640000.00        | $4736129.85        | Agency Collateralized Mortgage Obligation         |
| MORGAN STAN CAP I TR  | 2036-05-15      | 5.2955%  | N/A     | $4500000.00        | $353054.03         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPTAL | 2041-05-07      | 0.8553%  | N/A     | $116650000.00      | $3014907.54        | Private Label Collateralized Mortgage Obligations |
| MTN COML MTG TR 2022- | 2039-03-15      | 8.9752%  | N/A     | $708695.00         | $713080.87         | Private Label Collateralized Mortgage Obligations |
| MULTIFMLY CONN AVE SE | 2050-03-25      | 7.5618%  | N/A     | $1399000.00        | $1186073.79        | Agency Collateralized Mortgage Obligation         |
| NATIXIS COMM MTG SEC  | 2036-07-15      | 5.5600%  | N/A     | $5000000.00        | $4666748.34        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN 2019- | 2058-11-25      | 0.0000%  | N/A     | $2113588.00        | $641062.40         | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR | 2042-12-15      | 7.2199%  | N/A     | $21501000.00       | $21772671.24       | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST  | 2065-05-25      | 7.0848%  | N/A     | $1922000.00        | $1286806.34        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST  | 2065-05-25      | 0.2100%  | N/A     | $274467520.00      | $1094595.36        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST  | 2065-05-25      | 7.0848%  | N/A     | $6587000.00        | $5412960.94        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2021-INV1 A-IO | 2051-09-25      | 0.2100%  | N/A     | $32020000.00       | $264306.09         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM17A-IO | 2064-11-25      | 0.2100%  | N/A     | $619309056.00      | $974460.59         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM17XS 2 | 2064-11-25      | 0.0000%  | N/A     | $619309056.00      | $15058077.99       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-NQM2 A-12 | 2065-12-25      | 4.8180%  | N/A     | $4000000.00        | $4018040.67        | Private Label Collateralized Mortgage Obligations |
| OFFICE PPTYS INCOME T | 2029-03-31      | 0.0000%  | N/A     | $956000.00         | $977510.00         | Corporate Debt Securities                         |
| ONE NEW YORK PLAZATR  | 2036-01-15      | 6.5455%  | N/A     | $2180000.00        | $2068770.04        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR  | 2036-01-15      | 5.0455%  | N/A     | $9300000.00        | $9017299.37        | Private Label Collateralized Mortgage Obligations |
| PETROLEOS DE VENEZUEL | 2026-11-15      | 6.0000%  | N/A     | $3085370.00        | $937335.41         | Other Instrument                                  |
| PETROLEOS DE VENEZUEL | 2035-05-17      | 0.0000%  | N/A     | $22179584.00       | $8284074.62        | Other Instrument                                  |
| PMT LOAN TR 2025-CNF2 | 2056-12-25      | 6.0326%  | N/A     | $1757000.00        | $1344414.47        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2025-CNF2 | 2056-12-25      | 6.0326%  | N/A     | $1025612.00        | $1025461.70        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2025-CNF2 | 2056-12-25      | 6.0326%  | N/A     | $585000.00         | $416849.04         | Private Label Collateralized Mortgage Obligations |
| PRM7 TR 2025-PRM7F204 | 2042-11-13      | 7.8572%  | N/A     | $22320000.00       | $21949229.69       | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG 202 | 2036-01-25      | 0.1596%  | N/A     | $250283000.00      | $321590.17         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN  | 2049-12-25      | 0.1660%  | N/A     | $319193088.00      | $168426.73         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2037-03-25      | 2.9129%  | N/A     | $21460192.00       | $178383.03         | Private Label Collateralized Mortgage Obligations |
| RALI TRUST 2005-QO5X2 | 2046-01-25      | 1.6572%  | N/A     | $52000000.00       | $175761.13         | Private Label Collateralized Mortgage Obligations |
| RATE MORTGAGE TRUST 2 | 2054-07-25      | 0.0000%  | N/A     | $371760128.00      | $865526.44         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2037-09-25      | 0.3732%  | N/A     | $426147840.00      | $291476.48         | Private Label Collateralized Mortgage Obligations |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $299000.00         | $747.50            | Corporate Debt Securities                         |
| SALOMON BROS MTG SEC  | 2027-12-25      | 6.8200%  | N/A     | $9999993.00        | $17.39             | Asset-Backed Securities                           |
| SANTANDER BK NA 2023- | 2033-06-15      | 13.7520% | N/A     | $488000.00         | $484172.78         | Asset-Backed Securities                           |
| SCG MTG TRUST 2024-MS | 2041-04-15      | 7.6182%  | N/A     | $2500000.00        | $2506373.96        | Private Label Collateralized Mortgage Obligations |
| SCG MTG TRUST 2024-MS | 2041-04-15      | 9.6152%  | N/A     | $2740000.00        | $2749969.95        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUS | 2055-10-25      | 6.0607%  | N/A     | $1031540.00        | $606056.78         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-1 | 2055-11-25      | 6.1714%  | N/A     | $1744304.00        | $978500.20         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1 | 2056-01-25      | 5.2409%  | N/A     | $12426000.00       | $10652906.76       | Private Label Collateralized Mortgage Obligations |
| SMRT COML MTG TR 2022 | 2039-01-18      | 7.0310%  | N/A     | $4080840.00        | $4041783.28        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ADJ RATE 2 | 2036-03-25      | 5.1912%  | N/A     | $316918000.00      | $3395121.06        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-01-25      | 4.9121%  | N/A     | $499999.00         | $221214.12         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2034-09-25      | 0.5497%  | N/A     | $43861999.00       | $121573.43         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-10-25      | 4.2671%  | N/A     | $78029000.00       | $6040490.44        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SEC  | 2035-12-25      | 4.3421%  | N/A     | $174000.00         | $21.77             | Asset-Backed Securities                           |
| THUNDER BAY FDG LL 0. | 2026-03-19      | 0.0000%  | N/A     | $1453000.00        | $1451763.50        | Money Market                                      |
| TRAPEZA CDO XIII 2007 | 2042-11-09      | 0.0000%  | N/A     | $6000000.00        | $6.00              | Other Instrument                                  |
| VERUS SEC TR 2023-6B- | 2068-09-25      | 7.7684%  | N/A     | $5000000.00        | $5082659.47        | Private Label Collateralized Mortgage Obligations |
| VORTEX OPCO LLCSR SEC | 2030-04-30      | 0.0000%  | N/A     | $2510000.00        | $23443.40          | Corporate Debt Securities                         |
| VOYA CLO 2014-3SUB202 | 2026-07-27      | 0.0000%  | N/A     | $5000000.00        | $5.00              | Asset-Backed Securities                           |
| WASH MUT BK FA CA GLB | 2036-05-20      | 0.0000%  | N/A     | $6813000.00        | $6.81              | Corporate Debt Securities                         |
| WELLFLEET CLO 2017-1  | 2029-04-20      | 0.0000%  | N/A     | $1000000.00        | $100.00            | Asset-Backed Securities                           |
| WHITEHORSE IX LTD 201 | 2026-07-17      | 0.0000%  | N/A     | $7000000.00        | $7.00              | Asset-Backed Securities                           |

### Security 86: BPCE SA

- **C.1 - Title:** BPCE SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CBL4, C.4 - ISIN: US05571CBL46, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $99784720.00
- **C.18.a - Value (excl. sponsor support):** $99784720.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NBT2, C.4 - ISIN: US11042NBT28, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $50009973.00
- **C.18.a - Value (excl. sponsor support):** $50009973.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MB56, C.4 - ISIN: US11042MB564, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $99938380.00
- **C.18.a - Value (excl. sponsor support):** $99938380.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MDQ8, C.4 - ISIN: US11042MDQ87, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $163952750.00
- **C.18.a - Value (excl. sponsor support):** $163952750.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MDM7, C.4 - ISIN: US11042MDM73, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $79027531.25
- **C.18.a - Value (excl. sponsor support):** $79027531.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NBX3, C.4 - ISIN: US11042NBX30, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MF45, C.4 - ISIN: US11042MF458, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $29610069.00
- **C.18.a - Value (excl. sponsor support):** $29610069.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BB35, C.4 - ISIN: US12800BB351, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $104957464.50
- **C.18.a - Value (excl. sponsor support):** $104957464.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BF58, C.4 - ISIN: US13608BF580, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $220058986.80
- **C.18.a - Value (excl. sponsor support):** $220058986.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSY9, C.4 - ISIN: US13608CSY92, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $255076882.50
- **C.18.a - Value (excl. sponsor support):** $255076882.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSQ6, C.4 - ISIN: US13608CSQ68, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $63384353.50
- **C.18.a - Value (excl. sponsor support):** $63384353.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BDQ4, C.4 - ISIN: US13608BDQ41, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $189350046.50
- **C.18.a - Value (excl. sponsor support):** $189350046.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BFA7, C.4 - ISIN: US13608BFA70, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $124273989.00
- **C.18.a - Value (excl. sponsor support):** $124273989.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSW3, C.4 - ISIN: US13608CSW37, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $120118645.20
- **C.18.a - Value (excl. sponsor support):** $120118645.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSS2, C.4 - ISIN: US13608CSS25, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $63012741.75
- **C.18.a - Value (excl. sponsor support):** $63012741.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BKU7, C.4 - ISIN: US13608BKU79, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $116688336.00
- **C.18.a - Value (excl. sponsor support):** $116688336.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BG73, C.4 - ISIN: US13608BG737, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $222287882.20
- **C.18.a - Value (excl. sponsor support):** $222287882.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CST0, C.4 - ISIN: US13608CST08, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $100020439.00
- **C.18.a - Value (excl. sponsor support):** $100020439.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: ZS3MX5R
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG19, C.4 - ISIN: US12509TG193, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $83672827.00
- **C.18.a - Value (excl. sponsor support):** $83672827.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TB48, C.4 - ISIN: US12509TB483, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $49974535.00
- **C.18.a - Value (excl. sponsor support):** $49974535.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG27, C.4 - ISIN: US12509TG276, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $24607195.00
- **C.18.a - Value (excl. sponsor support):** $24607195.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: CHARTA LLC

- **C.1 - Title:** CHARTA LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115YAB9, C.4 - ISIN: US16115YAB92, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $100023110.00
- **C.18.a - Value (excl. sponsor support):** $100023110.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES I

- **C.1 - Title:** CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES I
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537BBB8, C.4 - ISIN: US16537BBB80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99876640.00
- **C.18.a - Value (excl. sponsor support):** $99876640.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES IV
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CB25, C.4 - ISIN: US16538CB252, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299908050.00
- **C.18.a - Value (excl. sponsor support):** $299908050.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2

- **C.1 - Title:** CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537MB24, C.4 - ISIN: US16537MB246, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $246949089.97
- **C.18.a - Value (excl. sponsor support):** $246949089.97
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537MB32, C.4 - ISIN: US16537MB329, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214912065.00
- **C.18.a - Value (excl. sponsor support):** $214912065.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537MB65, C.4 - ISIN: US16537MB659, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79950400.01
- **C.18.a - Value (excl. sponsor support):** $79950400.01
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KLK0, C.4 - ISIN: US16955KLK06, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $85002303.50
- **C.18.a - Value (excl. sponsor support):** $85002303.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KMH6, C.4 - ISIN: US16955KMH67, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $399999480.00
- **C.18.a - Value (excl. sponsor support):** $399999480.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16891NB22, C.4 - ISIN: US16891NB229, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $165949004.80
- **C.18.a - Value (excl. sponsor support):** $165949004.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KME3, C.4 - ISIN: US16955KME37, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $249999600.00
- **C.18.a - Value (excl. sponsor support):** $249999600.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3MVVY
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCZ8, C.4 - ISIN: US1730QPCZ86, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $160010864.00
- **C.18.a - Value (excl. sponsor support):** $160010864.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0VM002JX2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $3496.00           | $673014.96         | Equities                           |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $5000000.00        | $4975850.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-10      | 0.0000%  | N/A     | $8100000.00        | $8068126.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-03      | 0.0000%  | N/A     | $37400000.00       | $37279572.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.0000%  | N/A     | $1300000.00        | $1292148.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-24      | 0.0000%  | N/A     | $5000000.00        | $4845600.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-21      | 0.0000%  | N/A     | $14700000.00       | $14211372.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-05      | 0.0000%  | N/A     | $48200000.00       | $48034625.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-17      | 0.0000%  | N/A     | $14650000.00       | $14582024.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-04      | 0.0000%  | N/A     | $13000000.00       | $12839580.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-23      | 0.0000%  | N/A     | $14000000.00       | $13884360.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $13000.00          | $12658.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-21      | 0.0000%  | N/A     | $900000.00         | $890109.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-17      | 0.0000%  | N/A     | $32948000.00       | $32888034.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-26      | 0.0000%  | N/A     | $22000000.00       | $21878340.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-02      | 0.0000%  | N/A     | $32900000.00       | $32695691.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-05      | 0.0000%  | N/A     | $7000000.00        | $6934060.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-12      | 0.0000%  | N/A     | $37200000.00       | $37044504.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-07      | 0.0000%  | N/A     | $12500000.00       | $12416500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-19      | 0.0000%  | N/A     | $1680672100.00     | $1677277142.36     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $200.00            | $201.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-21      | 0.0000%  | N/A     | $33000000.00       | $32734020.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $24000000.00       | $23934696.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-05      | 0.0000%  | N/A     | $645500.00         | $645106.25         | U.S. Treasuries (including strips) |

### Security 121: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0VM002JY0
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $34.00             | $6545.34           | Equities                           |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $32430400.00       | $32848922.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $48036000.00       | $42432450.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $52400000.00       | $45709973.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $22800000.00       | $20466479.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $230000.00         | $201224.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $2500000.00        | $2188681.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $59464900.00       | $62182809.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $25300000.00       | $25537107.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $700000.00         | $695026.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $5400000.00        | $5393680.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $8000000.00        | $8260253.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $63550000.00       | $74643364.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $400000.00         | $408803.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $800000.00         | $838988.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $21600000.00       | $22087773.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $500000.00         | $518701.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $12250000.00       | $13246970.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $50000000.00       | $51577022.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $300.00            | $300.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $3284500.00        | $3375252.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $845100.00         | $865179.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $14100.00          | $17021.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $13550000.00       | $14002528.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $50571800.00       | $44122037.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $1709200.00        | $1750137.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $12880000.00       | $13325509.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $75000000.00       | $78357876.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $37060000.00       | $37256778.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $12800000.00       | $13151879.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $47469700.00       | $42648049.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $10400000.00       | $10589724.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $6000000.00        | $6003166.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $64400000.00       | $64439763.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $25000000.00       | $26276284.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $3100000.00        | $3187331.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $38850000.00       | $44069696.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $54215000.00       | $54317063.48       | U.S. Treasuries (including strips) |

### Security 122: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: AIT9967K7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| A10 NETWORKS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $268933.00         | $4762803.43        | Equities   |
| ALICO INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $4671.00           | $190810.35         | Equities   |
| ALIGHT INC COM CL A   | 2099-01-01      | 0.0000%  | N/A     | $111841.00         | $171116.73         | Equities   |
| AMERICAN HEALTHCARE R | 2099-01-01      | 0.0000%  | N/A     | $211774.00         | $9999968.28        | Equities   |
| ARROWHEAD PHARMACEUTI | 2099-01-01      | 0.0000%  | N/A     | $108799.00         | $7520186.88        | Equities   |
| ASPEN INSURANCE HOLDI | 2099-01-01      | 0.0000%  | N/A     | $267881.00         | $9999997.73        | Equities   |
| ATEA PHARMACEUTICALS  | 2099-01-01      | 0.0000%  | N/A     | $7149.00           | $27952.59          | Equities   |
| ATKORE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $142186.00         | $9999941.38        | Equities   |
| AVEPOINT INC COM CL A | 2099-01-01      | 0.0000%  | N/A     | $838926.00         | $9999997.92        | Equities   |
| AVIDITY BIOSCIENCES I | 2099-01-01      | 0.0000%  | N/A     | $137797.00         | $9999928.29        | Equities   |
| BLACKBAUD INCCOM      | 2099-01-01      | 0.0000%  | N/A     | $137221.00         | $7315251.51        | Equities   |
| BOWHEAD SPECIALTY HLD | 2099-01-01      | 0.0000%  | N/A     | $219494.00         | $5406137.22        | Equities   |
| BRAZE INCCOM CL A     | 2099-01-01      | 0.0000%  | N/A     | $458505.00         | $9999994.05        | Equities   |
| BYLINE BANCORP INC CO | 2099-01-01      | 0.0000%  | N/A     | $50569.00          | $1610116.96        | Equities   |
| CAPITAL ONE FINL CORP | 2099-01-01      | 4.2500%  | N/A     | $2850.00           | $47709.00          | Equities   |
| CHART INDS INC COM    | 2099-01-01      | 0.0000%  | N/A     | $48262.00          | $9999886.40        | Equities   |
| CLARUS CORP NEWCOM    | 2099-01-01      | 0.0000%  | N/A     | $57062.00          | $211129.40         | Equities   |
| CLEAR SECURE INC COM  | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $32.92             | Equities   |
| COLONY BANKCORP INCCO | 2099-01-01      | 0.0000%  | N/A     | $41355.00          | $805595.40         | Equities   |
| COMSTOCK RES INC COM  | 2099-01-01      | 0.0000%  | N/A     | $428265.00         | $9999987.75        | Equities   |
| CRA INTL INC COM      | 2099-01-01      | 0.0000%  | N/A     | $15407.00          | $2747838.45        | Equities   |
| CREDO TECHNOLOGY GROU | 2099-01-01      | 0.0000%  | N/A     | $77237.00          | $9999874.39        | Equities   |
| DESIGNER BRANDS INCCL | 2099-01-01      | 0.0000%  | N/A     | $217376.00         | $1352078.72        | Equities   |
| ENERGY SVCS ACQUISITI | 2099-01-01      | 0.0000%  | N/A     | $16285.00          | $150799.10         | Equities   |
| EVOLUS INC COM        | 2099-01-01      | 0.0000%  | N/A     | $1335974.00        | $6225638.84        | Equities   |
| FIRST CMNTY CORP S C  | 2099-01-01      | 0.0000%  | N/A     | $3405.00           | $98915.25          | Equities   |
| GAMBLING COM GROUP LI | 2099-01-01      | 0.0000%  | N/A     | $33465.00          | $160632.00         | Equities   |
| GOOSEHEAD INS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $28712.00          | $1800816.64        | Equities   |
| GREAT LAKES DREDGE &  | 2099-01-01      | 0.0000%  | N/A     | $20938.00          | $319723.26         | Equities   |
| INNOVIVA INC COM      | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $19.75             | Equities   |
| INTEGRA LIFESCIENCES  | 2099-01-01      | 0.0000%  | N/A     | $88003.00          | $975953.27         | Equities   |
| LIFE TIME GROUP HOLDI | 2099-01-01      | 0.0000%  | N/A     | $340831.00         | $9999981.54        | Equities   |
| LIFEMD INC COM        | 2099-01-01      | 0.0000%  | N/A     | $17941.00          | $60461.17          | Equities   |
| LINCOLN EDL SVCS CORP | 2099-01-01      | 0.0000%  | N/A     | $17665.00          | $470065.65         | Equities   |
| LINDBLAD EXPEDITIONS  | 2099-01-01      | 0.0000%  | N/A     | $1609.00           | $27063.38          | Equities   |
| LIVERAMP HLDGS INC CO | 2099-01-01      | 0.0000%  | N/A     | $61763.00          | $1494046.97        | Equities   |
| M-TRON INDS INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $1694.00           | $107619.82         | Equities   |
| MATRIX SVC COCOM      | 2099-01-01      | 0.0000%  | N/A     | $191591.00         | $2737835.39        | Equities   |
| MAXCYTE INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $141.00            | $138.28            | Equities   |
| MERCHANTS BANCORP IND | 2099-01-01      | 0.0000%  | N/A     | $8753.00           | $353971.32         | Equities   |
| MONRO INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $67289.00          | $1277818.11        | Equities   |
| NET POWER INCCOM CL A | 2099-01-01      | 0.0000%  | N/A     | $102515.00         | $246036.00         | Equities   |
| NETGEAR INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $16.00             | $334.08            | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $28668.00          | $5518876.68        | Equities   |
| OIL DRI CORP AMERCOM  | 2099-01-01      | 0.0000%  | N/A     | $8668.00           | $514012.40         | Equities   |
| OMADA HEALTH INC COM  | 2099-01-01      | 0.0000%  | N/A     | $87540.00          | $1316601.60        | Equities   |
| OPEN LENDING CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $9581.00           | $17533.23          | Equities   |
| OPTIMUM COMMUNICATION | 2099-01-01      | 0.0000%  | N/A     | $176226.00         | $281961.60         | Equities   |
| ORION S.A. COM        | 2099-01-01      | 0.0000%  | N/A     | $865801.00         | $5316018.14        | Equities   |
| PETCO HEALTH & WELLNE | 2099-01-01      | 0.0000%  | N/A     | $157201.00         | $438590.79         | Equities   |
| PIPER SANDLER COMPANI | 2099-01-01      | 0.0000%  | N/A     | $25473.00          | $8853395.88        | Equities   |
| RACKSPACE TECHNOLOGY  | 2099-01-01      | 0.0000%  | N/A     | $153753.00         | $97141.15          | Equities   |
| RIVERVIEW BANCORP INC | 2099-01-01      | 0.0000%  | N/A     | $95750.00          | $498857.50         | Equities   |
| SERVICE PPTYS TR COM  | 2099-01-01      | 0.0000%  | N/A     | $115070.00         | $228989.30         | Equities   |
| SHOPIFY INCCL A SUB V | 2099-01-01      | 0.0000%  | N/A     | $69618.00          | $9999929.52        | Equities   |
| STEWART INFORMATION S | 2099-01-01      | 0.0000%  | N/A     | $147253.00         | $9999951.23        | Equities   |
| TUTOR PERINI CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $61758.00          | $4931993.88        | Equities   |
| TXNM ENERGY INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $168804.00         | $9999948.96        | Equities   |
| VIAVI SOLUTIONS INCCO | 2099-01-01      | 0.0000%  | N/A     | $54642.00          | $1349657.40        | Equities   |
| WD 40 CO COM          | 2099-01-01      | 0.0000%  | N/A     | $8.00              | $1806.64           | Equities   |
| XENON PHARMACEUTICALS | 2099-01-01      | 0.0000%  | N/A     | $179717.00         | $7504981.92        | Equities   |
| ZENAS BIOPHARMA INCCO | 2099-01-01      | 0.0000%  | N/A     | $17499.00          | $365379.12         | Equities   |
| ZEVIA PBCCL A         | 2099-01-01      | 0.0000%  | N/A     | $48444.00          | $88168.08          | Equities   |

### Security 123: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIV9906J1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN SUPERCONDUCT | 2099-01-01      | 0.0000%  | N/A     | $29425.00          | $925416.25         | Equities   |
| ANIKA THERAPEUTICS IN | 2099-01-01      | 0.0000%  | N/A     | $43135.00          | $394685.25         | Equities   |
| ARVINAS INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $422744.00         | $5656314.72        | Equities   |
| ASPEN INSURANCE HOLDI | 2099-01-01      | 0.0000%  | N/A     | $267881.00         | $9999997.73        | Equities   |
| ATKORE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $142186.00         | $9999941.38        | Equities   |
| AURINIA PHARMACEUTICA | 2099-01-01      | 0.0000%  | N/A     | $319996.00         | $4687941.40        | Equities   |
| AVADEL PHARMACEUTICAL | 2099-01-01      | 0.0000%  | N/A     | $463821.00         | $9999980.76        | Equities   |
| AVEPOINT INC COM CL A | 2099-01-01      | 0.0000%  | N/A     | $794561.00         | $9471167.12        | Equities   |
| AVIDITY BIOSCIENCES I | 2099-01-01      | 0.0000%  | N/A     | $137797.00         | $9999928.29        | Equities   |
| BLUE BIRD CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $70591.00          | $3501313.60        | Equities   |
| BRAEMAR HOTELS & RESO | 2099-01-01      | 0.0000%  | N/A     | $30.00             | $81.90             | Equities   |
| BRAZE INCCOM CL A     | 2099-01-01      | 0.0000%  | N/A     | $458505.00         | $9999994.05        | Equities   |
| BRIDGEWATER BANCSHARE | 2099-01-01      | 0.0000%  | N/A     | $34145.00          | $654901.10         | Equities   |
| CANNAE HLDGS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $26754.00          | $389003.16         | Equities   |
| CERUS CORP COM        | 2099-01-01      | 0.0000%  | N/A     | $211076.00         | $489696.32         | Equities   |
| CHART INDS INC COM    | 2099-01-01      | 0.0000%  | N/A     | $48262.00          | $9999886.40        | Equities   |
| CLEANSPARK INC COM NE | 2099-01-01      | 0.0000%  | N/A     | $966.00            | $12161.94          | Equities   |
| CLEAR SECURE INC COM  | 2099-01-01      | 0.0000%  | N/A     | $36325.00          | $1195819.00        | Equities   |
| CLEARWATER PAPER CORP | 2099-01-01      | 0.0000%  | N/A     | $17610.00          | $302539.80         | Equities   |
| COGENT BIOSCIENCES IN | 2099-01-01      | 0.0000%  | N/A     | $265604.00         | $9999990.60        | Equities   |
| COMMUNITY HEALTH SYS  | 2099-01-01      | 0.0000%  | N/A     | $285892.00         | $906277.64         | Equities   |
| COMSTOCK RES INC COM  | 2099-01-01      | 0.0000%  | N/A     | $428265.00         | $9999987.75        | Equities   |
| CONNECTONE BANCORP IN | 2099-01-01      | 0.0000%  | N/A     | $257246.00         | $7102562.06        | Equities   |
| CREDO TECHNOLOGY GROU | 2099-01-01      | 0.0000%  | N/A     | $77237.00          | $9999874.39        | Equities   |
| DIGITALOCEAN HLDGS IN | 2099-01-01      | 0.0000%  | N/A     | $57781.00          | $3243247.53        | Equities   |
| DYNEX CAP INCCOM      | 2099-01-01      | 0.0000%  | N/A     | $685906.00         | $9993650.42        | Equities   |
| ENANTA PHARMACEUTICAL | 2099-01-01      | 0.0000%  | N/A     | $20350.00          | $262515.00         | Equities   |
| GREEN PLAINS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $6718.00           | $81220.62          | Equities   |
| HAEMONETICS CORP MASS | 2099-01-01      | 0.0000%  | N/A     | $4247.00           | $280132.12         | Equities   |
| INGLES MKTS INCCL A   | 2099-01-01      | 0.0000%  | N/A     | $13707.00          | $998692.02         | Equities   |
| INNOSPEC INC COM      | 2099-01-01      | 0.0000%  | N/A     | $20401.00          | $1660845.41        | Equities   |
| INNOVIVA INC COM      | 2099-01-01      | 0.0000%  | N/A     | $203401.00         | $4017169.75        | Equities   |
| INSTEEL INDS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $4983.00           | $163841.04         | Equities   |
| INTREPID POTASH INCCO | 2099-01-01      | 0.0000%  | N/A     | $30458.00          | $1024911.70        | Equities   |
| LENZ THERAPEUTICS INC | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $17.78             | Equities   |
| LIFE TIME GROUP HOLDI | 2099-01-01      | 0.0000%  | N/A     | $340831.00         | $9999981.54        | Equities   |
| MASTERCRAFT BOAT HLDG | 2099-01-01      | 0.0000%  | N/A     | $42.00             | $882.84            | Equities   |
| NETSTREIT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $535905.00         | $9999987.30        | Equities   |
| PAGAYA TECHNOLOGIES L | 2099-01-01      | 0.0000%  | N/A     | $109787.00         | $2212208.05        | Equities   |
| PLAYTIKA HLDG CORP CO | 2099-01-01      | 0.0000%  | N/A     | $221454.00         | $803878.02         | Equities   |
| SHOPIFY INCCL A SUB V | 2099-01-01      | 0.0000%  | N/A     | $69618.00          | $9999929.52        | Equities   |
| SITE CTRS CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $228005.00         | $1393110.55        | Equities   |
| SLIDE INS HLDGS INCCO | 2099-01-01      | 0.0000%  | N/A     | $362077.00         | $6068410.52        | Equities   |
| STEPAN COCOM          | 2099-01-01      | 0.0000%  | N/A     | $22055.00          | $1257135.00        | Equities   |
| TECNOGLASS INC ORD SH | 2099-01-01      | 0.0000%  | N/A     | $15717.00          | $766675.26         | Equities   |
| TUTOR PERINI CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $64904.00          | $5183233.44        | Equities   |
| TXNM ENERGY INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $168804.00         | $9999948.96        | Equities   |
| UPBOUND GROUP INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $261375.00         | $4861575.00        | Equities   |
| WD 40 CO COM          | 2099-01-01      | 0.0000%  | N/A     | $26734.00          | $6037339.22        | Equities   |

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

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GM74, C.4 - ISIN: US19648GM742, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GSG8, C.4 - ISIN: US19648GSG81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: COLORADO ST HSG & FIN AUTH

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2A9, C.4 - ISIN: US19648G2A90, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aaa; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: COLORADO ST HSG & FIN AUTH SF

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH SF
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GLY6, C.4 - ISIN: US19648GLY60, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: COMMERZBANK AKTIENGESELLSCHAFT

- **C.1 - Title:** COMMERZBANK AKTIENGESELLSCHAFT
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YMZ1, C.4 - ISIN: US20259YMZ15, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEM5, C.4 - ISIN: US20632CEM55, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $50004067.50
- **C.18.a - Value (excl. sponsor support):** $50004067.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: CONSTELLATION FUNDING COMPANY LLC

- **C.1 - Title:** CONSTELLATION FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038XGN3, C.4 - ISIN: US21038XGN30, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $157134352.00
- **C.18.a - Value (excl. sponsor support):** $157134352.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: CONSTELLATION FUNDING COMPANY LLC

- **C.1 - Title:** CONSTELLATION FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038XF20, C.4 - ISIN: US21038XF204, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $72062446.40
- **C.18.a - Value (excl. sponsor support):** $72062446.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687BEV9, C.4 - ISIN: US21687BEV99, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $59268678.00
- **C.18.a - Value (excl. sponsor support):** $59268678.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3S3, C.4 - ISIN: US21684X3S38, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $60011742.00
- **C.18.a - Value (excl. sponsor support):** $60011742.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3R5, C.4 - ISIN: US21684X3R54, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $100058450.00
- **C.18.a - Value (excl. sponsor support):** $100058450.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687BB26, C.4 - ISIN: US21687BB260, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $499848700.00
- **C.18.a - Value (excl. sponsor support):** $499848700.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: COOPERATIEVE RABOBANK U.A. LONDON BRANCH

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS2998754076, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: XE069F3
- **C.18 - Value (incl. sponsor support):** $59967642.00
- **C.18.a - Value (excl. sponsor support):** $59967642.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002HK9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 7-ELEVEN INC GLBL 144 | 2031-02-10      | 1.8000%  | N/A     | $4173000.00        | $3697319.73        | Corporate Debt Securities                         |
| AIRPORT AUTHORITY HON | 2032-01-12      | 2.5000%  | N/A     | $2261000.00        | $2067481.01        | Other Instrument                                  |
| ALIGNED DT CEN ISS LL | 2046-08-15      | 2.4820%  | N/A     | $55058.00          | $54246.51          | Asset-Backed Securities                           |
| AMERICAN HONDA FIN CO | 2030-03-05      | 4.8000%  | N/A     | $1833000.00        | $1905098.00        | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP | 2049-06-01      | 4.1500%  | N/A     | $7771000.00        | $6315891.04        | Corporate Debt Securities                         |
| AMPHENOL CORPSR GLBL  | 2028-06-12      | 4.3750%  | N/A     | $204000.00         | $207172.88         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2033-08-15      | 6.6250%  | N/A     | $348000.00         | $401273.44         | Corporate Debt Securities                         |
| ANTERO RESOURCES CORP | 2029-02-01      | 7.6250%  | N/A     | $1101000.00        | $1158189.46        | Corporate Debt Securities                         |
| ARES CLO LTD 2022-55R | 2037-10-15      | 5.0422%  | N/A     | $6839467.00        | $6872507.86        | Asset-Backed Securities                           |
| ARGENT SECS INC 2004- | 2034-10-25      | 3.7569%  | N/A     | $9917156.00        | $193528.96         | Asset-Backed Securities                           |
| AT&T INC 6.25%41      | 2041-03-29      | 6.2500%  | N/A     | $274000.00         | $293099.70         | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT 5 | 2055-09-15      | 3.5500%  | N/A     | $10143000.00       | $6893005.30        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT  | 2030-01-15      | 8.2500%  | N/A     | $176000.00         | $182643.56         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2031-04-29      | 2.5920%  | N/A     | $1524000.00        | $1431039.05        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2044-04-01      | 4.8750%  | N/A     | $157000.00         | $151934.33         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 5 | 2034-09-15      | 5.8720%  | N/A     | $6345000.00        | $6890796.90        | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN  | 2047-10-02      | 4.0000%  | N/A     | $2792000.00        | $2240136.38        | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDI | 2026-09-16      | 2.7500%  | N/A     | $6264000.00        | $6265980.12        | Corporate Debt Securities                         |
| BMW US CAP LLC GLBL 1 | 2027-08-11      | 4.1500%  | N/A     | $1525000.00        | $1559788.22        | Corporate Debt Securities                         |
| BNG BK N V SR -1682 1 | 2026-10-26      | 5.2500%  | N/A     | $1500000.00        | $1536882.50        | Other Instrument                                  |
| BNP PARIBASALT TIER I | 2099-01-01      | 4.6250%  | N/A     | $200000.00         | $199674.50         | Corporate Debt Securities                         |
| BNP PARIBASSNR NPF RE | 2031-05-09      | 5.0850%  | N/A     | $3356000.00        | $3464637.92        | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD  | 2027-09-18      | 3.5000%  | N/A     | $410000.00         | $412071.87         | Corporate Debt Securities                         |
| BOMBARDIER INC SR 144 | 2031-07-01      | 7.2500%  | N/A     | $122000.00         | $130579.07         | Corporate Debt Securities                         |
| BPCE FR 5.417%011337  | 2037-01-13      | 5.4170%  | N/A     | $2953000.00        | $2959402.19        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  | N/A     | $874000.00         | $890285.53         | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2028-01-13      | 4.6250%  | N/A     | $16881000.00       | $16931373.37       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2032-01-22      | 6.1250%  | N/A     | $1163000.00        | $1200415.00        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  | N/A     | $31656000.00       | $31600602.00       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2031-03-18      | 6.2500%  | N/A     | $7334000.00        | $7837234.63        | Other Instrument                                  |
| BRINKS COSR GLBL 144A | 2029-06-15      | 6.5000%  | N/A     | $150000.00         | $155937.75         | Corporate Debt Securities                         |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 5.9392%  | N/A     | $463500.00         | $283219.80         | Asset-Backed Securities                           |
| BURFORD CAPITAL GLOBA | 2031-07-01      | 9.2500%  | N/A     | $209000.00         | $217191.00         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2033-05-10      | 5.2680%  | N/A     | $88000.00          | $90769.95          | Corporate Debt Securities                         |
| CARRIAGE SVCS INCSR G | 2029-05-15      | 4.2500%  | N/A     | $137000.00         | $133130.32         | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPOR | 2054-03-15      | 6.2000%  | N/A     | $2490000.00        | $2765941.80        | Corporate Debt Securities                         |
| CENTERSQUARE ISSUER L | 2054-10-26      | 5.2000%  | N/A     | $2062170.00        | $2025294.73        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2018 | 2038-10-18      | 4.9376%  | N/A     | $2193883.00        | $2202157.37        | Asset-Backed Securities                           |
| CITIGROUP INCSR GLBL  | 2032-05-01      | 2.5610%  | N/A     | $1000.00           | $913.46            | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO  | 2045-08-15      | 4.0000%  | N/A     | $900000.00         | $785874.00         | Corporate Debt Securities                         |
| COLLEGE AVE STD LN LL | 2051-07-25      | 2.9200%  | N/A     | $1993825.00        | $831888.93         | Asset-Backed Securities                           |
| COMCAST CORP NEW SR G | 2028-02-15      | 3.1500%  | N/A     | $3029000.00        | $3028083.73        | Corporate Debt Securities                         |
| COMCAST CORP NEW SR N | 2039-07-01      | 6.5500%  | N/A     | $4328000.00        | $4751392.61        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY  | 2029-02-01      | 4.6250%  | N/A     | $160000.00         | $163719.44         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK | 2033-04-06      | 3.7580%  | N/A     | $349000.00         | $334708.57         | Corporate Debt Securities                         |
| CORPORACION ANDINA DE | 2026-04-01      | 4.7500%  | N/A     | $1000.00           | $1016.71           | Corporate Debt Securities                         |
| CROWN AMERS LLCSR GLB | 2033-06-01      | 5.8750%  | N/A     | $190000.00         | $196081.61         | Corporate Debt Securities                         |
| CWABS INC 2007-122-M- | 2037-09-25      | 4.7571%  | N/A     | $20000.00          | $17894.33          | Asset-Backed Securities                           |
| DB MASTER FIN LLC 201 | 2049-05-20      | 4.3520%  | N/A     | $322000.00         | $300787.71         | Asset-Backed Securities                           |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $290000.00         | $263550.71         | Corporate Debt Securities                         |
| EDISON INTLSR GLBL NT | 2029-11-15      | 6.9500%  | N/A     | $407000.00         | $440564.95         | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KO | 2028-09-22      | 4.1445%  | N/A     | $5243000.00        | $5274517.90        | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2030-09-22      | 3.7500%  | N/A     | $282000.00         | $282480.34         | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2026-12-29      | 1.1250%  | N/A     | $1000000.00        | $976458.75         | Other Instrument                                  |
| EXPORT-IMPORT BK INDI | 2031-01-13      | 2.2500%  | N/A     | $10000000.00       | $8997025.00        | Other Instrument                                  |
| FAIR ISAAC CORPSR GLB | 2026-05-15      | 5.2500%  | N/A     | $5000.00           | $5048.19           | Corporate Debt Securities                         |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $5336255.00        | $4483298.25        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE2  | 2055-03-25      | 6.0250%  | N/A     | $3000000.00        | $2475281.95        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE2  | 2055-03-25      | 5.9250%  | N/A     | $10976000.00       | $9080672.89        | Asset-Backed Securities                           |
| FLATIRON RR CLO 27 LT | 2037-10-18      | 5.0276%  | N/A     | $19407053.00       | $19514307.30       | Asset-Backed Securities                           |
| FMC CORP SR GLBL NT3. | 2026-10-01      | 3.2000%  | N/A     | $327000.00         | $327460.34         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2029-02-10      | 2.9000%  | N/A     | $18075000.00       | $17373951.08       | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2027-05-17      | 5.8500%  | N/A     | $600000.00         | $616789.50         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2026-06-10      | 6.9500%  | N/A     | $208000.00         | $211588.58         | Corporate Debt Securities                         |
| GCAT TR 2022-NQM5A-12 | 2067-08-25      | 5.7100%  | N/A     | $52530987.00       | $38318008.31       | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO  | 2034-01-07      | 6.1000%  | N/A     | $37000.00          | $39447.08          | Corporate Debt Securities                         |
| GM FINANCIAL REVOLVIN | 2037-03-11      | 4.5200%  | N/A     | $10000.00          | $10156.35          | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP I | 2045-10-21      | 4.7500%  | N/A     | $355000.00         | $325915.74         | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $10852786.00       | $7951815.58        | Agency Mortgage-Backed Securities                 |
| HANWHA FUTUREPROOF CO | 2028-04-30      | 4.7500%  | N/A     | $20000.00          | $20553.10          | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2079-12-31      | 6.0000%  | N/A     | $4911000.00        | $5025000.68        | Corporate Debt Securities                         |
| HUTCHISON WHAMPOASR G | 2027-08-01      | 7.5000%  | N/A     | $433000.00         | $470420.58         | Corporate Debt Securities                         |
| IDAHO PWR CO CALL 6.3 | 2037-06-15      | 6.3000%  | N/A     | $7011000.00        | $7689910.19        | Corporate Debt Securities                         |
| INDIAN RAILWAY FINANC | 2030-02-13      | 3.2490%  | N/A     | $7601000.00        | $7344859.60        | Other Instrument                                  |
| INDIANAPOLIS PWR & LT | 2035-08-15      | 5.0500%  | N/A     | $345000.00         | $355393.60         | Corporate Debt Securities                         |
| INDUSTRIAL BK KOREAVR | 2028-06-24      | 4.2630%  | N/A     | $1441000.00        | $1452544.93        | Other Instrument                                  |
| ING GROEP N.V. ALT TI | 2099-01-01      | 3.8750%  | N/A     | $1188000.00        | $1171730.67        | Corporate Debt Securities                         |
| INSIGHT ENTERPRISES I | 2032-05-15      | 6.6250%  | N/A     | $83000.00          | $86150.02          | Corporate Debt Securities                         |
| IQVIA INCSR GLBL 144A | 2027-05-15      | 5.0000%  | N/A     | $213000.00         | $215139.94         | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2032-07-15      | 5.6250%  | N/A     | $1437000.00        | $1426156.04        | Corporate Debt Securities                         |
| JACKSON NATL LIFE SHT | 2026-10-22      | 0.0000%  | N/A     | $4013522.00        | $3904378.28        | Money Market                                      |
| JGWPT XLII LLC 2018-2 | 2075-10-15      | 3.9600%  | N/A     | $900000.00         | $482554.22         | Asset-Backed Securities                           |
| JPMCC COML MTG SEC TR | 2049-08-17      | 3.4268%  | N/A     | $42296.00          | $30946.82          | Private Label Collateralized Mortgage Obligations |
| KEB HANA BANKFR 1.25% | 2026-12-16      | 1.2500%  | N/A     | $305000.00         | $298005.67         | Corporate Debt Securities                         |
| KOMATSU FINANCE AMERI | 2030-09-18      | 4.1960%  | N/A     | $5510000.00        | $5563476.39        | Corporate Debt Securities                         |
| KOREA GAS CORP FR 3.8 | 2027-07-13      | 3.8750%  | N/A     | $35000000.00       | $35041295.14       | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2028-03-12      | 4.1250%  | N/A     | $2332000.00        | $2378692.47        | Other Instrument                                  |
| KOREA NATIONAL OIL CO | 2027-03-27      | 3.3750%  | N/A     | $4612000.00        | $4633543.80        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-10-29      | 4.7500%  | N/A     | $224000.00         | $235759.32         | Other Instrument                                  |
| LONG BEACH MTG LN TR  | 2033-06-25      | 5.0171%  | N/A     | $1950573.00        | $103919.88         | Asset-Backed Securities                           |
| M/I HOMES INCSR NT 3. | 2030-02-15      | 3.9500%  | N/A     | $47000.00          | $46043.75          | Corporate Debt Securities                         |
| MARS INC SR 144A NT5. | 2065-05-01      | 5.8000%  | N/A     | $12280000.00       | $12594108.76       | Corporate Debt Securities                         |
| MARS INC SR GLBL 144A | 2039-04-01      | 3.8750%  | N/A     | $34000.00          | $30342.59          | Corporate Debt Securities                         |
| MASTR ASSET BKD SECS  | 2034-09-25      | 4.4871%  | N/A     | $3192263.00        | $48851.75          | Asset-Backed Securities                           |
| METLIFE REINS CO CHAR | 2042-12-31      | 4.5003%  | N/A     | $16200000.00       | $3656414.53        | Corporate Debt Securities                         |
| MFI LLC 2022-B1A20371 | 2037-11-20      | 5.7002%  | N/A     | $5224500.00        | $5234540.05        | Private Label Collateralized Mortgage Obligations |
| MISSION LANE CR MSTR  | 2030-12-16      | 4.7800%  | N/A     | $1515000.00        | $1522606.31        | Asset-Backed Securities                           |
| MISSION LN CR CD MT T | 2029-08-15      | 5.3574%  | N/A     | $30317000.00       | $30401591.37       | Asset-Backed Securities                           |
| MITSUBISHI UFJ FINANC | 2028-03-02      | 3.9610%  | N/A     | $8000.00           | $8135.23           | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT | 2031-03-15      | 3.5000%  | N/A     | $219000.00         | $164003.63         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC G | 2026-09-14      | 4.0000%  | N/A     | $4820000.00        | $4884400.56        | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2028-03-15      | 4.8750%  | N/A     | $79000.00          | $79054.61          | Corporate Debt Securities                         |
| NELNET STUDENT LN TR  | 2062-04-20      | 2.6800%  | N/A     | $3863600.00        | $3460952.78        | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 2.8500%  | N/A     | $416564.00         | $374735.00         | Asset-Backed Securities                           |
| NOVA CHEMICALS CORP M | 2027-06-01      | 5.2500%  | N/A     | $101000.00         | $102239.69         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2030-07-15      | 8.8750%  | N/A     | $886000.00         | $1025277.35        | Corporate Debt Securities                         |
| OHA CREDIT PARTNERS 2 | 2037-10-21      | 5.0497%  | N/A     | $6995406.00        | $7021445.85        | Asset-Backed Securities                           |
| ONEMAIN FIN CORP SR G | 2029-05-15      | 6.6250%  | N/A     | $4808000.00        | $5025956.66        | Corporate Debt Securities                         |
| PK ALIFT LN FDG LP 20 | 2039-10-15      | 5.4320%  | N/A     | $6384000.00        | $4328839.28        | Asset-Backed Securities                           |
| PK ALIFT LOAN6 FDG LP | 2042-11-15      | 5.8110%  | N/A     | $1428146.00        | $1317659.40        | Asset-Backed Securities                           |
| PMT LOAN TRUST 2013-J | 2043-09-25      | 3.5218%  | N/A     | $489495.00         | $59837.40          | Private Label Collateralized Mortgage Obligations |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $34107000.00       | $35308191.70       | Other Instrument                                  |
| POLAND REP GLBL NT 5. | 2027-11-16      | 5.5000%  | N/A     | $539000.00         | $559781.44         | Other Instrument                                  |
| POSCOGLBL REGS NT 27  | 2027-08-04      | 4.5000%  | N/A     | $300000.00         | $308160.00         | Corporate Debt Securities                         |
| PROGRESS RES TR 2022- | 2039-07-19      | 6.0350%  | N/A     | $6826000.00        | $6910332.00        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL  | 2039-06-17      | 6.6180%  | N/A     | $2495000.00        | $2515197.44        | Asset-Backed Securities                           |
| PRUDENTIAL FINL INCFR | 2028-03-27      | 3.8780%  | N/A     | $5000.00           | $5069.70           | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE  | 2034-03-05      | 6.4500%  | N/A     | $451000.00         | $382438.60         | Corporate Debt Securities                         |
| RESIDEO FDG INCSR GLB | 2032-07-15      | 6.5000%  | N/A     | $1461000.00        | $1487222.52        | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC | 2045-08-15      | 5.8500%  | N/A     | $3000.00           | $3047.11           | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC SR | 2031-12-13      | 2.0760%  | N/A     | $509000.00         | $454043.44         | Corporate Debt Securities                         |
| RXO INCGLBL 144A NT 2 | 2027-11-15      | 7.5000%  | N/A     | $324000.00         | $335451.78         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GRO | 2031-04-16      | 3.3500%  | N/A     | $8843000.00        | $8319032.60        | Corporate Debt Securities                         |
| SATURN OIL & GAS INC  | 2029-06-15      | 9.6250%  | N/A     | $55000.00          | $56958.07          | Corporate Debt Securities                         |
| SFO COMMERCIAL MTG TR | 2038-05-17      | 4.9445%  | N/A     | $128000.00         | $128224.97         | Private Label Collateralized Mortgage Obligations |
| SHIRE ACQUISITIONS IN | 2026-09-23      | 3.2000%  | N/A     | $8335000.00        | $8392002.14        | Corporate Debt Securities                         |
| SIRIUS XM RADIO INCSR | 2026-09-01      | 3.1250%  | N/A     | $2228000.00        | $2243003.41        | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 5.3750%  | N/A     | $315000.00         | $310643.55         | Corporate Debt Securities                         |
| SOFI PERSONAL LN TR 2 | 2031-02-12      | 6.0600%  | N/A     | $1116000.00        | $196410.08         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2007- | 2037-01-25      | 4.3121%  | N/A     | $2086537.00        | $1658868.34        | Asset-Backed Securities                           |
| SOUTHWEST GAS HLDGS I | 2043-10-01      | 4.8750%  | N/A     | $4765000.00        | $4309964.34        | Corporate Debt Securities                         |
| SPIRIT AIRLINES 2017- | 2031-08-15      | 3.3750%  | N/A     | $100000.00         | $57368.43          | Asset-Backed Securities                           |
| SWEDISH EXPT CR CORP  | 2027-08-04      | 3.8750%  | N/A     | $5070000.00        | $5197859.77        | Other Instrument                                  |
| SWITCH ABS ISSUER LLC | 2054-06-25      | 5.4360%  | N/A     | $41000.00          | $41074.29          | Asset-Backed Securities                           |
| TABERNA PREF FDG II 2 | 2035-11-05      | 4.5922%  | N/A     | $2857000.00        | $285411.57         | Other Instrument                                  |
| TEXAS ELEC MKT STABIL | 2044-02-01      | 4.9660%  | N/A     | $1449000.00        | $1461797.65        | Corporate Debt Securities                         |
| TEXAS ELEC MKT STABIL | 2048-08-01      | 5.0570%  | N/A     | $1701000.00        | $1644585.53        | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE 2 | 2064-01-25      | 5.8480%  | N/A     | $548000.00         | $305807.54         | Asset-Backed Securities                           |
| TRANSALTA CORP SR GLB | 2034-02-01      | 5.8750%  | N/A     | $311000.00         | $312231.99         | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 4.8750%  | N/A     | $4106000.00        | $4185081.56        | Corporate Debt Securities                         |
| UNILEVER CAP CORPSR G | 2028-03-22      | 3.5000%  | N/A     | $3566000.00        | $3587340.53        | Corporate Debt Securities                         |
| UNITED MEXICAN STATES | 2044-03-08      | 4.7500%  | N/A     | $908000.00         | $759983.39         | Other Instrument                                  |
| US BANCORP FR 3.15%04 | 2027-04-27      | 3.1500%  | N/A     | $782000.00         | $782694.03         | Corporate Debt Securities                         |
| US BANCORP FR 3.9%042 | 2028-04-26      | 3.9000%  | N/A     | $21000.00          | $21243.04          | Corporate Debt Securities                         |
| VAIL RESORTS INC SR G | 2030-07-15      | 5.6250%  | N/A     | $411000.00         | $418387.21         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2035-05-01      | 7.7500%  | N/A     | $233000.00         | $264494.55         | Corporate Debt Securities                         |
| VOTORANTIM CIMENTOS S | 2041-04-05      | 7.2500%  | N/A     | $2409000.00        | $2770252.97        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC | 2027-03-15      | 3.7550%  | N/A     | $1166000.00        | $1174839.74        | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2 | 2049-10-18      | 3.6210%  | N/A     | $1164575.00        | $1128244.82        | Private Label Collateralized Mortgage Obligations |
| WESTERN & SOUTHN FINL | 2033-07-15      | 5.7500%  | N/A     | $13519000.00       | $14151632.87       | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP  | 2026-02-15      | 4.7500%  | N/A     | $66000.00          | $67403.88          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD SR G | 2032-05-19      | 5.7000%  | N/A     | $500000.00         | $528375.83         | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN | 2042-07-31      | 8.9470%  | N/A     | $6530000.00        | $7395395.74        | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC | 2030-04-23      | 6.7500%  | N/A     | $175000.00         | $178548.56         | Corporate Debt Securities                         |

### Security 138: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002HY9
- **C.18 - Value (incl. sponsor support):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ADIENT GLOBAL HLDGS L | 2031-04-15      | 8.2500%  | N/A     | $8000.00           | $8594.74           | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS IN | 2030-04-15      | 3.9000%  | N/A     | $58000.00          | $54237.25          | Corporate Debt Securities                         |
| AEP TEX INCSR GLBL -N | 2029-05-15      | 5.4500%  | N/A     | $18000.00          | $18862.10          | Corporate Debt Securities                         |
| AIRPORT AUTHORITY HON | 2027-01-12      | 1.7500%  | N/A     | $200000.00         | $196353.00         | Other Instrument                                  |
| ALBERTSONS COS INC /  | 2030-02-15      | 4.8750%  | N/A     | $2964000.00        | $2992939.76        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP I | 2033-03-27      | 5.1250%  | N/A     | $2194000.00        | $2288452.61        | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL | 2052-02-28      | 3.9000%  | N/A     | $1059000.00        | $815617.09         | Corporate Debt Securities                         |
| APIDOS CLO 2020-32RA- | 2033-01-21      | 4.7676%  | N/A     | $250073.00         | $179138.42         | Asset-Backed Securities                           |
| ARGENT SECS INC 2004- | 2034-10-25      | 3.7569%  | N/A     | $125495.00         | $2448.98           | Asset-Backed Securities                           |
| ASCENT EDUCATION 2024 | 2050-10-25      | 6.9000%  | N/A     | $179000.00         | $183832.70         | Asset-Backed Securities                           |
| BANCO SANTANDER SA AL | 2099-01-01      | 4.7500%  | N/A     | $400000.00         | $402920.67         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2031-04-29      | 2.5920%  | N/A     | $7919000.00        | $7435956.84        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 5 | 2034-09-15      | 5.8720%  | N/A     | $15283000.00       | $16597643.66       | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2028-10-25      | 5.8020%  | N/A     | $84000.00          | $87957.31          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2028-06-09      | 4.4410%  | N/A     | $134000.00         | $135801.15         | Corporate Debt Securities                         |
| BAYER US FIN II LLCSR | 2064-07-15      | 4.7000%  | N/A     | $3730000.00        | $2896562.58        | Corporate Debt Securities                         |
| BBCMS TR 2017-C1 C205 | 2050-02-17      | 4.4410%  | N/A     | $1193717.00        | $1040107.67        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018 | 2051-01-18      | 3.8780%  | N/A     | $10007.00          | $9799.50           | Private Label Collateralized Mortgage Obligations |
| BHG SEC TR 2022-AE203 | 2035-02-20      | 4.3000%  | N/A     | $650000.00         | $633341.66         | Asset-Backed Securities                           |
| BHP BILLITON FIN USA  | 2055-09-05      | 5.7500%  | N/A     | $50000.00          | $52580.99          | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDI | 2028-04-13      | 5.3500%  | N/A     | $4000.00           | $4098.73           | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 8.5000%  | N/A     | $5553000.00        | $6158579.33        | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD  | 2026-04-27      | 3.8750%  | N/A     | $2310000.00        | $2332015.26        | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD  | 2027-09-18      | 3.5000%  | N/A     | $2383000.00        | $2395042.09        | Corporate Debt Securities                         |
| BOMBARDIER INC SR 144 | 2028-02-15      | 6.0000%  | N/A     | $2708000.00        | $2786098.72        | Corporate Debt Securities                         |
| BPCE FR 5.417%011337  | 2037-01-13      | 5.4170%  | N/A     | $155000.00         | $155336.04         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2033-10-20      | 6.0000%  | N/A     | $5002000.00        | $5132885.67        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2031-03-18      | 6.2500%  | N/A     | $22832000.00       | $24398655.73       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2032-01-22      | 6.1250%  | N/A     | $5623000.00        | $5803898.16        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2028-01-13      | 4.6250%  | N/A     | $396000.00         | $397181.68         | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  | N/A     | $16930000.00       | $16900372.50       | Other Instrument                                  |
| BUILDERS FIRSTSOURCE  | 2032-06-15      | 6.3750%  | N/A     | $64000.00          | $66510.64          | Corporate Debt Securities                         |
| BUNZL FIN PLC DISC CO | 2026-05-15      | 0.0000%  | N/A     | $14999397.00       | $14824399.04       | Money Market                                      |
| CAISSE CENTRALE DESJA | 2030-08-26      | 4.5650%  | N/A     | $3160000.00        | $3236055.06        | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD  | 2027-06-01      | 3.8500%  | N/A     | $6000.00           | $6027.90           | Corporate Debt Securities                         |
| CARS COM INC SR GLBL  | 2028-11-01      | 6.3750%  | N/A     | $172000.00         | $174543.95         | Corporate Debt Securities                         |
| CHILE REPGLBL NT 2.55 | 2033-07-27      | 2.5500%  | N/A     | $1747000.00        | $1508993.09        | Other Instrument                                  |
| CIFC FUNDING LTD 2018 | 2038-10-18      | 4.9376%  | N/A     | $2454587.00        | $2463844.63        | Asset-Backed Securities                           |
| COOPERATIEVE RABOBANK | 2033-04-06      | 3.7580%  | N/A     | $616000.00         | $590775.01         | Corporate Debt Securities                         |
| CORPORACION ANDINA DE | 2026-04-01      | 4.7500%  | N/A     | $2474000.00        | $2515343.98        | Corporate Debt Securities                         |
| CROWN CASTLE TOWERS 2 | 2048-07-15      | 4.2410%  | N/A     | $25000.00          | $25003.00          | Asset-Backed Securities                           |
| CVS HEALTH CORPSR GLB | 2026-02-20      | 5.0000%  | N/A     | $495000.00         | $506108.90         | Corporate Debt Securities                         |
| DBS GROUP HOLDINGS LT | 2028-03-21      | 4.2886%  | N/A     | $200000.00         | $201616.55         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $3066000.00        | $3265365.80        | Corporate Debt Securities                         |
| EMD FINANCE LLCSR 144 | 2028-08-15      | 4.1250%  | N/A     | $4128000.00        | $4217892.36        | Corporate Debt Securities                         |
| ENBRIDGE INC SR GLBL  | 2029-11-15      | 3.1250%  | N/A     | $297000.00         | $287092.20         | Corporate Debt Securities                         |
| EXCELERATE ENERGY LTD | 2030-05-15      | 8.0000%  | N/A     | $1382000.00        | $1500985.59        | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KO | 2028-09-22      | 4.1445%  | N/A     | $537000.00         | $540228.13         | Other Instrument                                  |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $204569.00         | $171870.32         | Asset-Backed Securities                           |
| FISERV INC SR GLBL NT | 2033-08-21      | 5.6250%  | N/A     | $81000.00          | $85365.39          | Corporate Debt Securities                         |
| FISERV INC SR GLBL NT | 2028-08-21      | 5.3750%  | N/A     | $171000.00         | $179555.06         | Corporate Debt Securities                         |
| FLATIRON RR CLO 27 LT | 2037-10-18      | 5.0276%  | N/A     | $2156832.00        | $2168751.87        | Asset-Backed Securities                           |
| FORD MOTOR CREDIT COM | 2033-11-07      | 7.1220%  | N/A     | $2371000.00        | $2604069.70        | Corporate Debt Securities                         |
| FORTRESS TRANSN & INF | 2028-05-01      | 5.5000%  | N/A     | $208000.00         | $210765.82         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC | 2031-01-15      | 6.7500%  | N/A     | $48000.00          | $50293.56          | Corporate Debt Securities                         |
| GLOBE LIFE INC        | 2026-03-26      | 0.0000%  | N/A     | $3324976.00        | $3304936.37        | Money Market                                      |
| GOLDMAN SACHS GROUP I | 2035-04-25      | 5.8510%  | N/A     | $270000.00         | $290349.94         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2030-07-23      | 5.0490%  | N/A     | $13000.00          | $13321.38          | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $1584927.00        | $1161272.99        | Agency Mortgage-Backed Securities                 |
| GUATEMALA REPSR GLBL  | 2036-06-13      | 6.6000%  | N/A     | $1051000.00        | $1130504.65        | Other Instrument                                  |
| GWT COMMERCIAL MTG 20 | 2041-05-15      | 5.8208%  | N/A     | $103000.00         | $103636.06         | Private Label Collateralized Mortgage Obligations |
| HANWHA ENERGY USA HLD | 2028-07-02      | 4.3750%  | N/A     | $366000.00         | $370184.40         | Corporate Debt Securities                         |
| HANWHA FUTUREPROOF CO | 2028-04-30      | 4.7500%  | N/A     | $257000.00         | $264107.34         | Corporate Debt Securities                         |
| HECLA MINING COMPANY  | 2028-02-15      | 7.2500%  | N/A     | $6000.00           | $6215.04           | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERAT | 2028-03-01      | 5.8750%  | N/A     | $676000.00         | $704754.32         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER  | 2029-05-01      | 3.7500%  | N/A     | $4740000.00        | $4653878.15        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 4 | 2030-09-18      | 4.5000%  | N/A     | $6443000.00        | $6552402.14        | Corporate Debt Securities                         |
| INDIAN RAILWAY FINANC | 2030-02-13      | 3.2490%  | N/A     | $540000.00         | $521802.95         | Other Instrument                                  |
| ING GROEP N.V. SR GLB | 2029-03-25      | 4.6845%  | N/A     | $9305000.00        | $9380572.14        | Corporate Debt Securities                         |
| J P MORGAN MTG TR 202 | 2054-10-25      | 6.0000%  | N/A     | $75057.00          | $77128.22          | Private Label Collateralized Mortgage Obligations |
| JGWPT XLI LLC 2018-1  | 2072-10-17      | 3.7400%  | N/A     | $270000.00         | $160149.64         | Asset-Backed Securities                           |
| JPMCC COML MTG SEC TR | 2049-08-17      | 3.4268%  | N/A     | $535147.00         | $391552.35         | Private Label Collateralized Mortgage Obligations |
| KINETIC ADV MASTER TR | 2029-10-15      | 5.9074%  | N/A     | $4400000.00        | $4444677.95        | Asset-Backed Securities                           |
| KOREA HOUSING FINANCE | 2030-01-21      | 5.1250%  | N/A     | $1550000.00        | $1608142.44        | Other Instrument                                  |
| KOREA HOUSING FINANCE | 2028-03-12      | 4.1250%  | N/A     | $6116000.00        | $6238457.61        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-10-29      | 4.7500%  | N/A     | $35000.00          | $36837.39          | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2036-04-18      | 0.0000%  | N/A     | $1422000.00        | $918526.68         | Other Instrument                                  |
| LIVE NATION ENTERTAIN | 2027-10-15      | 4.7500%  | N/A     | $205000.00         | $207631.00         | Corporate Debt Securities                         |
| M D C HLDGS INCCR SEN | 2031-01-15      | 2.5000%  | N/A     | $27000.00          | $24302.05          | Corporate Debt Securities                         |
| MCDONALDS CORP FR 5.1 | 2052-09-09      | 5.1500%  | N/A     | $3329000.00        | $3181661.23        | Corporate Debt Securities                         |
| METLIFE REINS CO CHAR | 2042-12-31      | 4.5003%  | N/A     | $6500000.00        | $1467079.91        | Corporate Debt Securities                         |
| MFI LLC 2022-B1A20371 | 2037-11-20      | 5.7002%  | N/A     | $201000.00         | $201386.27         | Private Label Collateralized Mortgage Obligations |
| MFI LLC 2022-B1B20371 | 2037-11-20      | 6.3802%  | N/A     | $1349500.00        | $1351955.42        | Private Label Collateralized Mortgage Obligations |
| MISSION LN CR CD MT T | 2029-08-15      | 5.3574%  | N/A     | $3934000.00        | $3944976.76        | Asset-Backed Securities                           |
| MISSION LN CR CD MT T | 2030-01-15      | 5.8800%  | N/A     | $579000.00         | $583550.94         | Asset-Backed Securities                           |
| MORGAN STANLEY FR 2.2 | 2032-07-21      | 2.2390%  | N/A     | $84000.00          | $74544.10          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.1 | 2026-07-27      | 3.1250%  | N/A     | $2071000.00        | $2064373.66        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.6 | 2027-01-20      | 3.6250%  | N/A     | $2000.00           | $1998.79           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.3 | 2041-01-18      | 5.3140%  | N/A     | $1414000.00        | $1405284.26        | Corporate Debt Securities                         |
| NASSAU COS NEW YORKSR | 2030-07-15      | 7.8750%  | N/A     | $1650000.00        | $1577567.06        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2031-02-07      | 5.0000%  | N/A     | $23000.00          | $24338.78          | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC G | 2026-09-14      | 4.0000%  | N/A     | $1529000.00        | $1549429.14        | Corporate Debt Securities                         |
| NESTLE HLDGS INC GLBL | 2029-10-01      | 4.2500%  | N/A     | $2345000.00        | $2397219.89        | Corporate Debt Securities                         |
| NOMURA HLDGS INC SR G | 2027-07-02      | 4.9368%  | N/A     | $300000.00         | $303785.21         | Corporate Debt Securities                         |
| NORDSTROM INCSR GLBL  | 2027-03-15      | 4.0000%  | N/A     | $186000.00         | $186680.76         | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD  | 2030-09-09      | 4.6740%  | N/A     | $1909000.00        | $1955935.63        | Corporate Debt Securities                         |
| OBX TR 2022-NQM1 A-12 | 2061-11-25      | 2.3050%  | N/A     | $100030.00         | $56049.33          | Private Label Collateralized Mortgage Obligations |
| OMERS FINANCE TRUSTSR | 2030-03-20      | 4.3750%  | N/A     | $2000000.00        | $2062977.22        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2030-11-15      | 7.1250%  | N/A     | $40000.00          | $42398.95          | Corporate Debt Securities                         |
| PERU REP GLBL BD 6.2% | 2055-06-30      | 6.2000%  | N/A     | $160000.00         | $164602.67         | Other Instrument                                  |
| PFIZER INVT ENTERPRIS | 2030-05-19      | 4.6500%  | N/A     | $22003000.00       | $22618442.25       | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRIS | 2063-05-19      | 5.3400%  | N/A     | $2258000.00        | $2133520.22        | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVER | 2049-12-01      | 5.2120%  | N/A     | $3158000.00        | $3097309.21        | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORPSR | 2033-07-01      | 6.2500%  | N/A     | $86000.00          | $92308.51          | Corporate Debt Securities                         |
| PK ALIFT LOAN3 LP 202 | 2039-09-15      | 5.8420%  | N/A     | $7771000.00        | $5506555.72        | Asset-Backed Securities                           |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $6513000.00        | $6742377.01        | Other Instrument                                  |
| POLAND REP GLBL NT 5. | 2027-11-16      | 5.5000%  | N/A     | $5130000.00        | $5327790.00        | Other Instrument                                  |
| PRKCM TR 2025-HOME1A- | 2060-02-25      | 6.0020%  | N/A     | $1326890.00        | $1150944.84        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES TR 2021- | 2041-01-17      | 3.3780%  | N/A     | $5000000.00        | $4780865.84        | Asset-Backed Securities                           |
| RAKUTEN GROUP INCSR 1 | 2029-04-15      | 9.7500%  | N/A     | $535000.00         | $613953.96         | Corporate Debt Securities                         |
| REC LTDFR 4.75%092729 | 2029-09-27      | 4.7500%  | N/A     | $4221000.00        | $4329518.39        | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA  | 2030-01-30      | 3.0000%  | N/A     | $2224000.00        | $1991592.00        | Other Instrument                                  |
| ROCHE HOLDINGS INC SR | 2031-12-13      | 2.0760%  | N/A     | $11083000.00       | $9886372.18        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS | 2055-04-15      | 7.1250%  | N/A     | $166000.00         | $177714.83         | Corporate Debt Securities                         |
| RWE FINANCE US LLC SR | 2034-04-16      | 5.8750%  | N/A     | $8520000.00        | $9112073.73        | Corporate Debt Securities                         |
| SBL HOLDINGS LLC CR S | 2031-02-18      | 5.0000%  | N/A     | $11300000.00       | $10750707.00       | Corporate Debt Securities                         |
| SERVICE CORP INTLSR G | 2029-06-01      | 5.1250%  | N/A     | $136000.00         | $137935.19         | Corporate Debt Securities                         |
| SHELL FIN US INC SR G | 2045-05-11      | 4.3750%  | N/A     | $89000.00          | $77787.84          | Corporate Debt Securities                         |
| SHINHAN BK REG S FR 3 | 2026-03-24      | 3.8750%  | N/A     | $425000.00         | $430445.31         | Corporate Debt Securities                         |
| SHINHAN BK REG S FR 4 | 2028-04-12      | 4.5000%  | N/A     | $1279000.00        | $1311205.22        | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GRO | 2028-07-24      | 5.0000%  | N/A     | $200000.00         | $204116.67         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPSR | 2031-02-01      | 2.2000%  | N/A     | $809000.00         | $740533.43         | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 4.7500%  | N/A     | $1766000.00        | $1782025.47        | Corporate Debt Securities                         |
| SOUTH JERSEY INDS INC | 2031-04-15      | 5.0200%  | N/A     | $14000.00          | $12331.27          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2040-03-15      | 5.5000%  | N/A     | $1294000.00        | $1293411.23        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2030-10-15      | 6.5000%  | N/A     | $111000.00         | $117801.90         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2027-01-15      | 4.3750%  | N/A     | $308000.00         | $306559.46         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2028-10-15      | 5.2500%  | N/A     | $156000.00         | $159552.90         | Corporate Debt Securities                         |
| STORE MSTR FDG I-VI 2 | 2046-10-20      | 3.9600%  | N/A     | $1350000.00        | $1082824.51        | Private Label Collateralized Mortgage Obligations |
| STORE MSTR FDG I-VII  | 2048-10-20      | 4.7400%  | N/A     | $100000.00         | $93381.44          | Private Label Collateralized Mortgage Obligations |
| SWITCH ABS ISSUER LLC | 2054-06-25      | 5.4360%  | N/A     | $110000.00         | $110199.32         | Asset-Backed Securities                           |
| TENET HEALTHCARE CORP | 2027-11-01      | 5.1250%  | N/A     | $100000.00         | $101264.01         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $3501000.00        | $3580741.11        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  | N/A     | $111637.00         | $108684.29         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-6 | 2058-03-25      | 3.7500%  | N/A     | $317603.00         | $273087.71         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-2 | 2058-12-25      | 3.7500%  | N/A     | $343088.00         | $290481.23         | Private Label Collateralized Mortgage Obligations |
| TRUIST FINL CORP FR 1 | 2027-03-02      | 1.2670%  | N/A     | $3049000.00        | $3057045.63        | Corporate Debt Securities                         |
| UBS GROUP AG FR 1.494 | 2027-08-10      | 1.4940%  | N/A     | $362000.00         | $359616.23         | Corporate Debt Securities                         |
| UNITED MEXICAN STATES | 2046-01-23      | 4.6000%  | N/A     | $1000000.00        | $779744.44         | Other Instrument                                  |
| UNITED OVERSEAS BK LT | 2031-10-14      | 2.0000%  | N/A     | $1000000.00        | $989488.89         | Corporate Debt Securities                         |
| UNITED STATES STL COR | 2029-03-01      | 6.8750%  | N/A     | $8000.00           | $8232.52           | Corporate Debt Securities                         |
| UNITED STATES STL COR | 2037-06-01      | 6.6500%  | N/A     | $80000.00          | $85051.89          | Corporate Debt Securities                         |
| VERSANT MEDIA GROUP I | 2031-01-30      | 7.2500%  | N/A     | $169000.00         | $176663.54         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR C | 2027-05-15      | 3.7500%  | N/A     | $5000.00           | $5028.31           | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER | 2028-11-13      | 4.7500%  | N/A     | $4188000.00        | $4279171.60        | Corporate Debt Securities                         |
| WELLS FARGO COML MTG  | 2042-10-15      | 5.2732%  | N/A     | $1486000.00        | $1491122.52        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-10-18      | 3.6210%  | N/A     | $78542.00          | $76091.80          | Private Label Collateralized Mortgage Obligations |
| WESTERN DIGITAL CORP  | 2026-02-15      | 4.7500%  | N/A     | $454000.00         | $463656.96         | Corporate Debt Securities                         |
| WHIRLPOOL CORP SR GLB | 2033-03-01      | 5.5000%  | N/A     | $237000.00         | $227018.48         | Corporate Debt Securities                         |

### Security 139: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002J76
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACADIA HEALTHCARE COM | 2029-04-15      | 5.0000%  | N/A     | $581000.00         | $564402.77         | Corporate Debt Securities                         |
| ADT SECURITY CORPORAT | 2033-10-15      | 5.8750%  | N/A     | $364000.00         | $369710.40         | Corporate Debt Securities                         |
| ADTALEM GLOBAL ED INC | 2028-03-01      | 5.5000%  | N/A     | $15000.00          | $15287.61          | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS IN | 2033-08-01      | 7.3750%  | N/A     | $188000.00         | $197705.60         | Corporate Debt Securities                         |
| AECOMSR GLBL 144A 33  | 2033-08-01      | 6.0000%  | N/A     | $176000.00         | $185529.23         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP I | 2028-04-01      | 4.2000%  | N/A     | $265000.00         | $269179.93         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP | 2049-06-01      | 4.1500%  | N/A     | $5734000.00        | $4660316.46        | Corporate Debt Securities                         |
| ARCOSA INC SR GLBL 14 | 2032-08-15      | 6.8750%  | N/A     | $7000.00           | $7584.15           | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT4. | 2030-02-15      | 4.3000%  | N/A     | $718000.00         | $732358.80         | Corporate Debt Securities                         |
| ATS CORPORATIONGLBL 1 | 2028-12-15      | 4.1250%  | N/A     | $600000.00         | $588771.75         | Corporate Debt Securities                         |
| AUTOZONE INC SR GLBL  | 2027-06-01      | 3.7500%  | N/A     | $757000.00         | $759593.36         | Corporate Debt Securities                         |
| AVIENT CORPORATION SR | 2030-08-01      | 7.1250%  | N/A     | $10000.00          | $10646.27          | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2040-04-23      | 4.0780%  | N/A     | $2944000.00        | $2645325.15        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2032-01-14      | 4.4390%  | N/A     | $4622000.00        | $4621458.71        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2031-02-14      | 5.1300%  | N/A     | $911000.00         | $958658.97         | Corporate Debt Securities                         |
| BAYER US FIN II LLCSR | 2064-07-15      | 4.7000%  | N/A     | $992000.00         | $770345.87         | Corporate Debt Securities                         |
| BELL CDA DISC COML    | 2026-04-07      | 0.0000%  | N/A     | $2147320.00        | $2131790.58        | Money Market                                      |
| BLOCK INCSR GLBL NT6. | 2032-05-15      | 6.5000%  | N/A     | $312000.00         | $328093.48         | Corporate Debt Securities                         |
| BOMBARDIER INC SR GLB | 2033-06-15      | 6.7500%  | N/A     | $8000.00           | $8506.38           | Corporate Debt Securities                         |
| BPCE FR 4.625%091228  | 2028-09-12      | 4.6250%  | N/A     | $758000.00         | $779147.57         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2031-09-12      | 3.7500%  | N/A     | $1222000.00        | $1148600.57        | Other Instrument                                  |
| BRIGHTSTAR LOTTERY PL | 2033-01-15      | 5.7500%  | N/A     | $1109000.00        | $1110572.01        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2035-11-15      | 3.1370%  | N/A     | $1158000.00        | $1005845.07        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2036-11-15      | 3.1870%  | N/A     | $931000.00         | $796535.28         | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2035-07-15      | 5.2000%  | N/A     | $1154000.00        | $1182153.75        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2033-04-15      | 3.4190%  | N/A     | $1190000.00        | $1115722.68        | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE  | 2035-05-15      | 6.7500%  | N/A     | $1511000.00        | $1610412.47        | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE  | 2030-03-01      | 5.0000%  | N/A     | $1412000.00        | $1436688.04        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2043-03-15      | 4.4500%  | N/A     | $75000.00          | $68057.81          | Corporate Debt Securities                         |
| CAPSTONE COPPER CORP  | 2033-03-31      | 6.7500%  | N/A     | $44000.00          | $46698.96          | Corporate Debt Securities                         |
| CARPENTER TECHNOLOGY  | 2034-03-01      | 5.6250%  | N/A     | $31000.00          | $31833.51          | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC | 2030-11-15      | 7.0500%  | N/A     | $234000.00         | $251282.66         | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET  | 2031-04-30      | 4.1250%  | N/A     | $1837000.00        | $1751216.69        | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET  | 2028-02-01      | 5.1250%  | N/A     | $23000.00          | $23565.86          | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2029-01-15      | 2.2500%  | N/A     | $297000.00         | $277869.49         | Corporate Debt Securities                         |
| CNX RES CORP SR GLBL  | 2032-03-01      | 7.2500%  | N/A     | $9000.00           | $9691.44           | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTHGL | 2035-09-01      | 4.8250%  | N/A     | $8470000.00        | $8451456.58        | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR  | 2036-06-01      | 6.3500%  | N/A     | $7255000.00        | $8019364.63        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY  | 2029-02-01      | 4.6250%  | N/A     | $8259000.00        | $8450993.07        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY  | 2031-03-01      | 3.7500%  | N/A     | $20063000.00       | $19648314.51       | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2029-06-01      | 5.4000%  | N/A     | $283000.00         | $295183.15         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NO | 2031-04-12      | 4.5000%  | N/A     | $1000.00           | $999.17            | Corporate Debt Securities                         |
| DAVITA INC SR GLBL 14 | 2033-07-15      | 6.7500%  | N/A     | $30000.00          | $30855.98          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2027-11-16      | 2.3110%  | N/A     | $174000.00         | $172327.93         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2031-09-18      | 3.5470%  | N/A     | $10190000.00       | $9834732.44        | Corporate Debt Securities                         |
| DIRECTV FING LLC / DI | 2030-02-01      | 8.8750%  | N/A     | $1526000.00        | $1613132.27        | Corporate Debt Securities                         |
| EDGEWELL PERSONAL CAR | 2029-04-01      | 4.1250%  | N/A     | $12000.00          | $11628.79          | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP | 2031-04-01      | 4.6250%  | N/A     | $168000.00         | $166968.18         | Corporate Debt Securities                         |
| ENERGY TRANSFER L PJR | 2054-10-01      | 7.1250%  | N/A     | $200000.00         | $211366.42         | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC  | 2036-01-15      | 4.9500%  | N/A     | $21000.00          | $21055.13          | Corporate Debt Securities                         |
| EUROPEAN INVT BK SR G | 2030-10-15      | 3.8750%  | N/A     | $5000000.00        | $5071760.42        | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KO | 2031-01-13      | 3.8750%  | N/A     | $1000.00           | $996.19            | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2028-09-22      | 4.1445%  | N/A     | $9175000.00        | $9230154.82        | Other Instrument                                  |
| FIRST CASH INC SR GLB | 2028-09-01      | 4.6250%  | N/A     | $452000.00         | $457465.75         | Corporate Debt Securities                         |
| FORD MTR COSR NT 4.75 | 2043-01-15      | 4.7500%  | N/A     | $421000.00         | $340192.91         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC | 2033-01-25      | 5.9000%  | N/A     | $237000.00         | $248966.00         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC | 2035-01-25      | 6.2500%  | N/A     | $800000.00         | $850854.44         | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORP | 2030-10-01      | 12.2500% | N/A     | $420000.00         | $481014.68         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC | 2029-02-01      | 9.2500%  | N/A     | $321000.00         | $351460.67         | Corporate Debt Securities                         |
| GOEASY LTD SR GLBL 14 | 2030-05-15      | 6.8750%  | N/A     | $786000.00         | $759215.41         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR  | 2030-07-15      | 6.6250%  | N/A     | $170000.00         | $174525.47         | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $2055698.00        | $2147433.51        | Agency Mortgage-Backed Securities                 |
| GRAY OAK PIPELINE LLC | 2027-10-15      | 3.4500%  | N/A     | $538000.00         | $536602.55         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER  | 2029-05-01      | 3.7500%  | N/A     | $200000.00         | $196366.17         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2029-06-19      | 4.5830%  | N/A     | $2785000.00        | $2824239.33        | Corporate Debt Securities                         |
| HUDBAY MINERALS INCSR | 2026-04-01      | 4.5000%  | N/A     | $225000.00         | $228340.13         | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2050-03-25      | 4.7500%  | N/A     | $1207000.00        | $1024263.89        | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2029-02-15      | 7.0000%  | N/A     | $8000.00           | $8480.83           | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $12000.00          | $11677.62          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY  | 2038-01-15      | 6.9500%  | N/A     | $3295000.00        | $3752694.72        | Corporate Debt Securities                         |
| KLA CORP CR SEN SR GL | 2034-11-01      | 5.6500%  | N/A     | $141000.00         | $151937.10         | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2031-01-15      | 3.8750%  | N/A     | $22489000.00       | $22291649.65       | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-10-29      | 4.7500%  | N/A     | $10000.00          | $10524.97          | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2033-07-15      | 4.1250%  | N/A     | $391000.00         | $392688.63         | Other Instrument                                  |
| LAMAR MEDIA CORP SR G | 2031-01-15      | 3.6250%  | N/A     | $209000.00         | $199570.53         | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LT | 2028-04-02      | 5.2500%  | N/A     | $1454000.00        | $1503768.00        | Corporate Debt Securities                         |
| LGI HOMES INCSR GLBL  | 2032-11-15      | 7.0000%  | N/A     | $1630000.00        | $1617633.73        | Corporate Debt Securities                         |
| LINCOLN FINL GLOBAL F | 2029-01-12      | 4.2000%  | N/A     | $39000.00          | $39021.84          | Corporate Debt Securities                         |
| MARS INC SR 144A NT 3 | 2033-04-20      | 4.7500%  | N/A     | $11115000.00       | $11342462.30       | Corporate Debt Securities                         |
| MASTERBRAND INCSR GLB | 2032-07-15      | 7.0000%  | N/A     | $779000.00         | $810624.80         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2033-05-17      | 4.5000%  | N/A     | $30000.00          | $30461.85          | Corporate Debt Securities                         |
| MIDCONTINENT COMM/FIN | 2032-08-15      | 8.0000%  | N/A     | $519000.00         | $525568.81         | Corporate Debt Securities                         |
| MINERAL RES LTDSR 144 | 2031-04-01      | 7.0000%  | N/A     | $12000.00          | $12869.87          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2027-07-25      | 3.2870%  | N/A     | $242000.00         | $240213.20         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.6 | 2031-01-22      | 2.6990%  | N/A     | $220000.00         | $206722.95         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.3 | 2041-01-18      | 5.3140%  | N/A     | $1000.00           | $993.84            | Corporate Debt Securities                         |
| MOZART DEBT MERGER SU | 2029-10-01      | 5.2500%  | N/A     | $100000.00         | $101816.42         | Corporate Debt Securities                         |
| MURPHY OIL CORPSR GLB | 2034-02-15      | 6.5000%  | N/A     | $50000.00          | $50162.19          | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2027-03-15      | 5.0000%  | N/A     | $185000.00         | $187586.30         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2030-09-30      | 6.1250%  | N/A     | $307000.00         | $312503.53         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2028-09-29      | 5.6250%  | N/A     | $1501000.00        | $1533626.11        | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD  | 2031-09-22      | 2.0800%  | N/A     | $1300000.00        | $1146672.22        | Corporate Debt Securities                         |
| NOVELIS CORP SR GLBL  | 2030-01-30      | 6.8750%  | N/A     | $367000.00         | $381265.29         | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2034-11-01      | 6.2500%  | N/A     | $25000.00          | $26013.78          | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2029-02-15      | 3.3750%  | N/A     | $13000.00          | $12656.39          | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2034-01-15      | 5.7500%  | N/A     | $19000.00          | $19442.87          | Corporate Debt Securities                         |
| OHA CREDIT PARTNERS 2 | 2037-10-21      | 5.0497%  | N/A     | $8719378.00        | $8751835.20        | Asset-Backed Securities                           |
| OPEN TEXT CORP SR GLB | 2029-12-01      | 3.8750%  | N/A     | $392000.00         | $366716.27         | Corporate Debt Securities                         |
| ORGANON & CO SR GLBL  | 2031-04-30      | 5.1250%  | N/A     | $639000.00         | $588642.01         | Corporate Debt Securities                         |
| PATRICK INDS INC SR G | 2032-11-01      | 6.3750%  | N/A     | $15000.00          | $15605.86          | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF | 2030-09-15      | 7.8750%  | N/A     | $310000.00         | $319628.99         | Corporate Debt Securities                         |
| PEACEHEALTHSR GLBL -2 | 2032-11-15      | 4.8550%  | N/A     | $2550000.00        | $2593081.19        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2034-02-15      | 6.7500%  | N/A     | $222000.00         | $235595.28         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2033-02-15      | 6.8750%  | N/A     | $19000.00          | $20357.37          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2029-02-15      | 4.2500%  | N/A     | $12000.00          | $11957.99          | Corporate Debt Securities                         |
| PERU REP GLBL BD 5.5% | 2036-03-30      | 5.5000%  | N/A     | $164000.00         | $171984.07         | Other Instrument                                  |
| PFIZER INVT ENTERPRIS | 2030-05-19      | 4.6500%  | N/A     | $500000.00         | $513985.42         | Corporate Debt Securities                         |
| PG&E CORPJR SB GLBL N | 2055-03-15      | 7.3750%  | N/A     | $31000.00          | $32874.45          | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVER | 2049-12-01      | 5.2120%  | N/A     | $7279000.00        | $7139111.37        | Corporate Debt Securities                         |
| PHILLIPS 66 CO SR GLB | 2031-06-15      | 5.2500%  | N/A     | $593000.00         | $617765.16         | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORPSR | 2032-03-01      | 3.5000%  | N/A     | $110000.00         | $103284.07         | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORPSR | 2033-07-01      | 6.2500%  | N/A     | $110000.00         | $118069.02         | Corporate Debt Securities                         |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $1000.00           | $1035.22           | Other Instrument                                  |
| PROLOGIS TA US LOG FD | 2034-04-01      | 5.5000%  | N/A     | $3519000.00        | $3717931.03        | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COL | 2041-08-15      | 4.7500%  | N/A     | $3628000.00        | $3422041.46        | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC | 2032-08-15      | 5.7500%  | N/A     | $380000.00         | $397082.58         | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC | 2033-08-15      | 6.2500%  | N/A     | $1683000.00        | $1785588.67        | Corporate Debt Securities                         |
| ROLLER BEARING CO AME | 2029-10-15      | 4.3750%  | N/A     | $1459000.00        | $1453967.06        | Corporate Debt Securities                         |
| ROYAL BK CDA EXTND GL | 2029-04-28      | 4.5563%  | N/A     | $7747000.00        | $7801797.17        | Corporate Debt Securities                         |
| ROYAL BK CDA VR 01242 | 2029-01-24      | 4.4870%  | N/A     | $6000.00           | $6016.30           | Corporate Debt Securities                         |
| SABRE GLBL INC SR SEC | 2030-07-15      | 11.1250% | N/A     | $1515000.00        | $1226597.66        | Corporate Debt Securities                         |
| SERVICE CORP INTLSR G | 2029-06-01      | 5.1250%  | N/A     | $171000.00         | $173433.21         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN | 2028-05-03      | 5.4500%  | N/A     | $200000.00         | $207666.17         | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIO | 2031-10-15      | 3.8750%  | N/A     | $15000.00          | $14192.73          | Corporate Debt Securities                         |
| STERIGENICS-NORDION H | 2031-06-01      | 7.3750%  | N/A     | $342000.00         | $363637.25         | Corporate Debt Securities                         |
| STORE MSTR FDG I-VII  | 2048-10-20      | 4.7400%  | N/A     | $100000.00         | $93381.44          | Private Label Collateralized Mortgage Obligations |
| SUNOCO LP/SUNOCO FIN  | 2033-07-01      | 6.2500%  | N/A     | $9000.00           | $9278.68           | Corporate Debt Securities                         |
| TALOS PRODTN INC 2LIE | 2031-02-01      | 9.3750%  | N/A     | $624000.00         | $690371.50         | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED | 2028-06-01      | 4.2500%  | N/A     | $649000.00         | $644285.20         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2031-05-15      | 6.7500%  | N/A     | $12000.00          | $12631.59          | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2030-06-15      | 6.1250%  | N/A     | $26000.00          | $26704.76          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2029-04-05      | 4.9940%  | N/A     | $60000.00          | $62514.78          | Corporate Debt Securities                         |
| TRANSALTA CORP SR NT  | 2040-03-15      | 6.5000%  | N/A     | $50000.00          | $51281.25          | Corporate Debt Securities                         |
| TRIMAS CORPSR GLBL 14 | 2029-04-15      | 4.1250%  | N/A     | $563000.00         | $555479.02         | Corporate Debt Securities                         |
| TRUIST FINL CORP FR 5 | 2031-05-20      | 5.0710%  | N/A     | $1194000.00        | $1235061.99        | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 4.8750%  | N/A     | $211000.00         | $215063.86         | Corporate Debt Securities                         |
| UNITED MEXICAN STATES | 2034-02-12      | 3.5000%  | N/A     | $250000.00         | $219083.33         | Other Instrument                                  |
| UNITED MEXICAN STATES | 2051-04-27      | 5.0000%  | N/A     | $250000.00         | $203004.17         | Other Instrument                                  |
| VERIZON COMMUNICATION | 2035-04-02      | 5.2500%  | N/A     | $236000.00         | $243181.09         | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2035-02-15      | 4.7800%  | N/A     | $980000.00         | $984741.57         | Corporate Debt Securities                         |
| VERSANT MEDIA GROUP I | 2031-01-30      | 7.2500%  | N/A     | $111000.00         | $116033.45         | Corporate Debt Securities                         |
| VIASAT INC 1LIEN GLBL | 2027-04-15      | 5.6250%  | N/A     | $316000.00         | $320770.41         | Corporate Debt Securities                         |
| WILLIAMS COS INC SR G | 2030-06-30      | 4.6250%  | N/A     | $647000.00         | $656222.45         | Corporate Debt Securities                         |
| WINNEBAGO INDS INC 1L | 2028-07-15      | 6.2500%  | N/A     | $263000.00         | $263471.87         | Corporate Debt Securities                         |
| WOLVERINE WORLD WIDE  | 2029-08-15      | 4.0000%  | N/A     | $10000.00          | $9540.23           | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURESR | 2031-01-15      | 8.3750%  | N/A     | $213000.00         | $224604.15         | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC | 2030-04-23      | 6.7500%  | N/A     | $635000.00         | $647876.21         | Corporate Debt Securities                         |

### Security 140: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002JB7
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AASET TR 2021-1A20411 | 2041-11-16      | 2.9500%  | N/A     | $577000.00         | $213403.41         | Asset-Backed Securities                           |
| ADAPTHEALTH LLCSR GLB | 2030-03-01      | 5.1250%  | N/A     | $533000.00         | $527830.86         | Corporate Debt Securities                         |
| ADTALEM GLOBAL ED INC | 2028-03-01      | 5.5000%  | N/A     | $16000.00          | $16306.78          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DE | 2030-11-15      | 4.3750%  | N/A     | $100000.00         | $100916.18         | Corporate Debt Securities                         |
| ALLEGIANT TRAVEL COSR | 2027-08-15      | 7.2500%  | N/A     | $448000.00         | $467926.67         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2029-05-03      | 4.0500%  | N/A     | $314000.00         | $318090.64         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2029-07-20      | 4.4678%  | N/A     | $236000.00         | $236913.14         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CO | 2028-09-01      | 4.2500%  | N/A     | $173000.00         | $176891.83         | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P | 2028-06-01      | 9.3750%  | N/A     | $3575000.00        | $3751978.89        | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 3 | 2032-02-22      | 3.3500%  | N/A     | $1610000.00        | $1540838.87        | Corporate Debt Securities                         |
| AMPHENOL CORPSR GLBL  | 2028-06-12      | 4.3750%  | N/A     | $708000.00         | $719011.76         | Corporate Debt Securities                         |
| AMPHENOL CORPSR GLBL  | 2054-11-15      | 5.3750%  | N/A     | $100000.00         | $98844.79          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2030-06-01      | 3.5000%  | N/A     | $94000.00          | $92415.73          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2033-08-15      | 6.6250%  | N/A     | $14000.00          | $16143.18          | Corporate Debt Securities                         |
| APIDOS CLO 2020-32RA- | 2033-01-21      | 4.7676%  | N/A     | $4915512.00        | $3521200.04        | Asset-Backed Securities                           |
| ARBOR REALTY SENIOR I | 2028-12-15      | 8.5000%  | N/A     | $125000.00         | $122767.36         | Corporate Debt Securities                         |
| ARES CLO LTD 2022-55R | 2037-10-15      | 5.0422%  | N/A     | $17788409.00       | $17874343.24       | Asset-Backed Securities                           |
| ARES LVII CL 4.66191  | 2038-10-25      | 4.8980%  | N/A     | $5298657.00        | $5305726.60        | Asset-Backed Securities                           |
| ASTRAZENECA PLCNT 3.1 | 2027-06-12      | 3.1250%  | N/A     | $18000.00          | $17953.14          | Corporate Debt Securities                         |
| ASTRAZENECA PLCSR GLB | 2037-09-15      | 6.4500%  | N/A     | $191000.00         | $221295.94         | Corporate Debt Securities                         |
| AT&T INC SR NT 4.3%42 | 2042-12-15      | 4.3000%  | N/A     | $1000.00           | $851.88            | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT  | 2030-01-15      | 8.2500%  | N/A     | $156000.00         | $161888.61         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT  | 2031-02-15      | 8.0000%  | N/A     | $110000.00         | $114473.33         | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2028-08-08      | 5.5880%  | N/A     | $200000.00         | $212539.64         | Corporate Debt Securities                         |
| BANK 2020-BNK26B20630 | 2063-03-16      | 2.9090%  | N/A     | $274537.00         | $239568.77         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORPFR 1 | 2027-07-22      | 1.7340%  | N/A     | $197000.00         | $194966.04         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2032-07-21      | 2.2990%  | N/A     | $42000.00          | $37603.64          | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2031-04-29      | 2.5920%  | N/A     | $23000.00          | $21597.05          | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 3 | 2029-03-05      | 3.9700%  | N/A     | $4166000.00        | $4224950.06        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2028-07-22      | 4.9480%  | N/A     | $140000.00         | $142067.74         | Corporate Debt Securities                         |
| BANK AMERICA CORPSR N | 2028-07-21      | 3.5930%  | N/A     | $34000.00          | $33817.02          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2026-05-04      | 2.8000%  | N/A     | $178000.00         | $178717.14         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2032-07-22      | 5.0600%  | N/A     | $301000.00         | $311434.00         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2032-02-02      | 2.4500%  | N/A     | $6000.00           | $5441.42           | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2028-11-02      | 7.3850%  | N/A     | $824000.00         | $884186.79         | Corporate Debt Securities                         |
| BAXTER INTL INCCR SEN | 2029-02-15      | 4.4500%  | N/A     | $3402000.00        | $3434462.64        | Corporate Debt Securities                         |
| BAYER CORP            | 2026-12-10      | 0.0000%  | N/A     | $85970.00          | $83126.54          | Money Market                                      |
| BELL CDA DISC COML    | 2026-04-07      | 0.0000%  | N/A     | $2013567.00        | $1999004.88        | Money Market                                      |
| BERKSHIRE HATHAWAY FI | 2048-08-15      | 4.2000%  | N/A     | $616000.00         | $525491.12         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY IN | 2043-02-11      | 4.5000%  | N/A     | $2026000.00        | $1935974.69        | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 4.6250%  | N/A     | $900000.00         | $898535.25         | Corporate Debt Securities                         |
| BOMBARDIER INC SR 144 | 2031-07-01      | 7.2500%  | N/A     | $13000.00          | $13914.16          | Corporate Debt Securities                         |
| BPCE FR 4.76%011332   | 2032-01-13      | 4.7600%  | N/A     | $430000.00         | $430760.14         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2028-01-13      | 4.6250%  | N/A     | $2321000.00        | $2327925.93        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2031-09-12      | 3.7500%  | N/A     | $6519000.00        | $6127436.27        | Other Instrument                                  |
| BRINKER INTL INC SR G | 2030-07-15      | 8.2500%  | N/A     | $6000.00           | $6357.35           | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2026-09-15      | 3.4590%  | N/A     | $4000.00           | $4044.01           | Corporate Debt Securities                         |
| BROOKFIELD FIN INC GL | 2051-03-30      | 3.5000%  | N/A     | $5535000.00        | $3934591.65        | Corporate Debt Securities                         |
| BROWN & BROWN INCSR G | 2031-03-15      | 2.3750%  | N/A     | $18000.00          | $16344.11          | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL1 | 2039-07-15      | 5.9742%  | N/A     | $2835500.00        | $2842529.90        | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 5.9392%  | N/A     | $1923500.00        | $1175346.91        | Asset-Backed Securities                           |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 6.9452%  | N/A     | $1818000.00        | $1826824.26        | Asset-Backed Securities                           |
| BUILDERS FIRSTSOURCE  | 2030-03-01      | 5.0000%  | N/A     | $83000.00          | $84451.21          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE  | 2035-05-15      | 6.7500%  | N/A     | $40000.00          | $42631.70          | Corporate Debt Securities                         |
| CADENCE DESIGN SYSTEM | 2034-09-10      | 4.7000%  | N/A     | $115000.00         | $116814.44         | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT | 2032-02-15      | 6.5000%  | N/A     | $339000.00         | $357157.41         | Corporate Debt Securities                         |
| CANYON CLO LTD 2025-2 | 2038-10-15      | 5.4193%  | N/A     | $4804498.00        | $4921322.00        | Asset-Backed Securities                           |
| CAPITAL ONE FINL CORP | 2029-06-08      | 6.3120%  | N/A     | $717000.00         | $756669.70         | Corporate Debt Securities                         |
| CARGILL INCSR REGS NT | 2032-06-22      | 4.0000%  | N/A     | $792000.00         | $774577.76         | Corporate Debt Securities                         |
| CARS-DB4 LLP 2020-1B- | 2050-02-15      | 4.5200%  | N/A     | $4867220.00        | $4782205.89        | Private Label Collateralized Mortgage Obligations |
| CENTENE CORP DEL SR G | 2029-12-15      | 4.6250%  | N/A     | $125000.00         | $122317.66         | Corporate Debt Securities                         |
| CENTRAL AMER BK FOR E | 2027-01-25      | 5.0000%  | N/A     | $611000.00         | $618909.06         | Corporate Debt Securities                         |
| CHURCHILL DOWNS INCSR | 2031-05-01      | 6.7500%  | N/A     | $248000.00         | $259471.86         | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2036-03-27      | 5.3330%  | N/A     | $6000.00           | $6242.23           | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2032-05-01      | 2.5610%  | N/A     | $587000.00         | $536201.82         | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2027-06-09      | 1.4620%  | N/A     | $14000.00          | $13899.92          | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2030-03-20      | 3.9800%  | N/A     | $20000.00          | $20127.24          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2040-10-01      | 6.2500%  | N/A     | $182000.00         | $162920.89         | Corporate Debt Securities                         |
| CNA FINL CORPSR GLBL  | 2034-02-15      | 5.1250%  | N/A     | $315000.00         | $324733.37         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY  | 2029-02-01      | 4.6250%  | N/A     | $1647000.00        | $1685287.03        | Corporate Debt Securities                         |
| CORPORACION ANDINA DE | 2026-04-01      | 4.7500%  | N/A     | $1159000.00        | $1178368.50        | Corporate Debt Securities                         |
| CRANE NXT CO SR SEC G | 2036-11-15      | 6.5500%  | N/A     | $280000.00         | $304120.83         | Corporate Debt Securities                         |
| CRIBS MTG TR 2025-RTL | 2040-05-25      | 5.8110%  | N/A     | $15000565.00       | $15140416.51       | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE TOWERS 2 | 2048-07-15      | 4.2410%  | N/A     | $3230000.00        | $3230387.87        | Asset-Backed Securities                           |
| CVR ENERGY INC SR GLB | 2029-01-15      | 8.5000%  | N/A     | $886000.00         | $959173.26         | Corporate Debt Securities                         |
| DAVITA INC SR GLBL 14 | 2032-09-01      | 6.8750%  | N/A     | $98000.00          | $103625.68         | Corporate Debt Securities                         |
| DB MASTER FINANCE LLC | 2051-11-20      | 2.7910%  | N/A     | $287000.00         | $246654.03         | Asset-Backed Securities                           |
| DEVON ENERGY CORP NEW | 2041-07-15      | 5.6000%  | N/A     | $10000.00          | $9818.33           | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2050-03-23      | 4.7000%  | N/A     | $2000.00           | $1825.34           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW  | 2045-12-15      | 4.8000%  | N/A     | $34000.00          | $30337.86          | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $16000.00          | $17040.40          | Corporate Debt Securities                         |
| EL SALVADOR REPGLBL R | 2041-02-01      | 7.6250%  | N/A     | $319000.00         | $329499.31         | Other Instrument                                  |
| EL SALVADOR REPSR AMZ | 2030-04-17      | 9.2500%  | N/A     | $1435000.00        | $1595282.72        | Other Instrument                                  |
| ELANCO ANIMAL HEALTH  | 2028-08-28      | 6.6500%  | N/A     | $31000.00          | $33114.13          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE | 2038-09-21      | 4.8750%  | N/A     | $200000.00         | $190745.75         | Corporate Debt Securities                         |
| ELEMENT SOLUTIONS INC | 2028-09-01      | 3.8750%  | N/A     | $40000.00          | $39638.73          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2044-01-15      | 5.1000%  | N/A     | $1377000.00        | $1294359.35        | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2045-12-15      | 6.1250%  | N/A     | $437000.00         | $439004.19         | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC  | 2036-01-15      | 4.9500%  | N/A     | $8505000.00        | $8527325.63        | Corporate Debt Securities                         |
| EQUINOR ASASR GLBL NT | 2035-06-03      | 5.1250%  | N/A     | $1108000.00        | $1147128.56        | Corporate Debt Securities                         |
| EVERGY KANS CENT INC  | 2043-04-01      | 4.1000%  | N/A     | $3800000.00        | $3246844.56        | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KO | 2031-01-13      | 3.8750%  | N/A     | $3046000.00        | $3034394.32        | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2027-01-11      | 4.6250%  | N/A     | $17413000.00       | $17590977.79       | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2028-09-22      | 4.1445%  | N/A     | $1934000.00        | $1945626.09        | Other Instrument                                  |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $1936697.00        | $1627131.81        | Asset-Backed Securities                           |
| FIP MSTR FDG 2023-1 L | 2053-03-15      | 6.9700%  | N/A     | $1853570.00        | $1858094.78        | Private Label Collateralized Mortgage Obligations |
| GE AEROSPACE VR 05050 | 2026-05-05      | 4.5422%  | N/A     | $561000.00         | $567693.19         | Corporate Debt Securities                         |
| GENERAL MTRS COSR GLB | 2029-10-15      | 5.4000%  | N/A     | $1081000.00        | $1136206.67        | Corporate Debt Securities                         |
| GENERAL MTRS COSR GLB | 2043-10-02      | 6.2500%  | N/A     | $31000.00          | $32401.70          | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL HOL | 2034-02-01      | 5.5000%  | N/A     | $584000.00         | $585792.23         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC | 2029-08-15      | 4.3750%  | N/A     | $145000.00         | $145133.70         | Corporate Debt Securities                         |
| GOEASY LTD SR 144A NT | 2030-10-01      | 7.3750%  | N/A     | $36000.00          | $35525.11          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $801000.00         | $798468.84         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-03-15      | 3.6150%  | N/A     | $45000.00          | $45399.88          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-10-21      | 2.6500%  | N/A     | $77000.00          | $70149.89          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2041-02-01      | 6.2500%  | N/A     | $15000.00          | $16365.60          | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $345743.00         | $361194.26         | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $17500087.00       | $12822280.33       | Agency Mortgage-Backed Securities                 |
| GUATEMALA REPGLBL REG | 2029-08-10      | 5.2500%  | N/A     | $412000.00         | $424986.93         | Other Instrument                                  |
| HANOVER INS GROUP INC | 2035-09-01      | 5.5000%  | N/A     | $289000.00         | $300323.50         | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2052-04-15      | 3.6250%  | N/A     | $2340000.00        | $1754515.43        | Corporate Debt Securities                         |
| HOTWIRE FUNDING LLC 2 | 2051-11-20      | 2.3110%  | N/A     | $2108888.00        | $2070147.61        | Asset-Backed Securities                           |
| HSBC HLDGS PLC SR GLB | 2028-09-22      | 2.0130%  | N/A     | $641000.00         | $624486.13         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P  | 2028-02-15      | 5.9500%  | N/A     | $6000.00           | $6067.75           | Corporate Debt Securities                         |
| HUTCHISON WHAMPOASR G | 2027-08-01      | 7.5000%  | N/A     | $100000.00         | $108642.17         | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2050-03-25      | 4.7500%  | N/A     | $6000.00           | $5091.62           | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2032-09-30      | 7.8750%  | N/A     | $2000000.00        | $1807677.50        | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2027-09-15      | 4.8750%  | N/A     | $101000.00         | $102785.81         | Corporate Debt Securities                         |
| JGWPT XLII LLC 2018-2 | 2075-10-15      | 3.9600%  | N/A     | $1700000.00        | $911491.30         | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2018 | 2049-02-25      | 4.0000%  | N/A     | $1000000.00        | $82827.36          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2024 | 2055-06-25      | 6.0000%  | N/A     | $361905.00         | $254181.53         | Private Label Collateralized Mortgage Obligations |
| KEYCORPFR 2.25%040627 | 2027-04-06      | 2.2500%  | N/A     | $5000.00           | $4932.52           | Corporate Debt Securities                         |
| KEYCORPFR 2.55%100129 | 2029-10-01      | 2.5500%  | N/A     | $2000.00           | $1908.80           | Corporate Debt Securities                         |
| KEYCORPFR 4.789%06013 | 2033-06-01      | 4.7890%  | N/A     | $13000.00          | $13082.27          | Corporate Debt Securities                         |
| KONTOOR BRANDS INC SR | 2029-11-15      | 4.1250%  | N/A     | $226000.00         | $216147.25         | Corporate Debt Securities                         |
| KOREA DEV BK SR GLBL  | 2030-02-03      | 4.6189%  | N/A     | $600000.00         | $613133.87         | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2030-09-17      | 3.8750%  | N/A     | $157000.00         | $157346.34         | Other Instrument                                  |
| KOREA HOUSING FINANCE | 2031-01-15      | 3.8750%  | N/A     | $77000.00          | $76324.29          | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2036-04-18      | 0.0000%  | N/A     | $2000.00           | $1291.88           | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-10-29      | 4.7500%  | N/A     | $2098000.00        | $2208138.59        | Other Instrument                                  |
| L3HARRIS TECHNOLOGIES | 2053-07-31      | 5.6000%  | N/A     | $1236000.00        | $1273450.80        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP  | 2029-08-08      | 3.9000%  | N/A     | $145000.00         | $143924.58         | Corporate Debt Securities                         |
| LGI HOMES INCSR GLBL  | 2032-11-15      | 7.0000%  | N/A     | $50000.00          | $49620.67          | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2031-11-04      | 4.4250%  | N/A     | $195000.00         | $196466.56         | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2027-04-01      | 3.3500%  | N/A     | $40000.00          | $40188.14          | Corporate Debt Securities                         |
| LYRA MUSIC ASSETS 202 | 2064-12-20      | 5.7600%  | N/A     | $1029000.00        | $967851.47         | Asset-Backed Securities                           |
| MACQUARIE GROUP LIMIT | 2033-06-21      | 4.4420%  | N/A     | $599000.00         | $591843.25         | Corporate Debt Securities                         |
| MARS INC SR 144A NT 3 | 2033-04-20      | 4.7500%  | N/A     | $62000.00          | $63268.80          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS  | 2027-11-08      | 4.5079%  | N/A     | $403000.00         | $409088.48         | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2028-01-15      | 4.1000%  | N/A     | $6000.00           | $6054.41           | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2031-11-18      | 2.0000%  | N/A     | $14000.00          | $12512.08          | Corporate Debt Securities                         |
| MCDONALDS CORP FR 5%0 | 2029-05-17      | 5.0000%  | N/A     | $3000.00           | $3117.09           | Corporate Debt Securities                         |
| MEITUANSR GLBL REGS 3 | 2031-05-05      | 4.5000%  | N/A     | $4897000.00        | $4896926.55        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2039-06-30      | 5.8500%  | N/A     | $1522000.00        | $1644345.97        | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2062-08-15      | 4.6500%  | N/A     | $14168000.00       | $11648965.02       | Corporate Debt Securities                         |
| METLIFE INCSR NT6.375 | 2034-06-15      | 6.3750%  | N/A     | $7000.00           | $7842.79           | Corporate Debt Securities                         |
| MF1 2024-FL14 LLCA-S2 | 2039-03-21      | 5.9154%  | N/A     | $10570311.00       | $10608035.88       | Private Label Collateralized Mortgage Obligations |
| MF1 2024-FL14 LLCB203 | 2039-03-21      | 6.3644%  | N/A     | $9888976.00        | $9927109.29        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2024-FL16B203 | 2039-11-18      | 5.8174%  | N/A     | $695271.00         | $677793.09         | Private Label Collateralized Mortgage Obligations |
| MIDAMERICAN ENERGY CO | 2034-01-15      | 5.3500%  | N/A     | $291000.00         | $303987.09         | Corporate Debt Securities                         |
| MISSION LN CR CD MT T | 2029-08-15      | 5.3574%  | N/A     | $351000.00         | $351979.37         | Asset-Backed Securities                           |
| MITSUBISHI UFJ FINANC | 2031-09-12      | 4.5270%  | N/A     | $12000.00          | $12256.96          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2028-09-11      | 4.0500%  | N/A     | $23000.00          | $23416.93          | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2031-09-08      | 1.9790%  | N/A     | $735000.00         | $665252.95         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.6 | 2031-01-22      | 2.6990%  | N/A     | $3384000.00        | $3179774.85        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.2 | 2042-04-22      | 3.2170%  | N/A     | $32000.00          | $25214.00          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.6 | 2027-01-20      | 3.6250%  | N/A     | $7708000.00        | $7703351.65        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.4 | 2035-01-18      | 5.4660%  | N/A     | $6407000.00        | $6646890.89        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 6.2 | 2026-08-09      | 6.2500%  | N/A     | $250000.00         | $260551.88         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 6.4 | 2029-11-01      | 6.4070%  | N/A     | $1097000.00        | $1177826.44        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2031-11-19      | 4.4650%  | N/A     | $1378000.00        | $1390823.63        | Corporate Debt Securities                         |
| MORGAN STANLEY RES MT | 2053-11-25      | 6.5000%  | N/A     | $1473520.00        | $899477.19         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RESIDE | 2054-02-25      | 6.5000%  | N/A     | $6854425.00        | $3171519.29        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY RES MTG  | 2069-11-25      | 5.9410%  | N/A     | $801018.00         | $663327.25         | Private Label Collateralized Mortgage Obligations |
| MOZART DEBT MERGER SU | 2029-04-01      | 3.8750%  | N/A     | $1583000.00        | $1569479.64        | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT | 2031-03-15      | 3.5000%  | N/A     | $91000.00          | $68147.63          | Corporate Debt Securities                         |
| NASDAQ INC CR SEN SR  | 2034-02-15      | 5.5500%  | N/A     | $6000.00           | $6436.73           | Corporate Debt Securities                         |
| NASDAQ INC CR SEN SR  | 2026-06-30      | 3.8500%  | N/A     | $9000.00           | $9026.63           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2030-12-10      | 4.3000%  | N/A     | $1465000.00        | $1471595.76        | Corporate Debt Securities                         |
| NESTLE HLDGS INC GLBL | 2029-10-01      | 4.2500%  | N/A     | $409000.00         | $418107.86         | Corporate Debt Securities                         |
| NEW YORK LIFE INSSUB  | 2039-11-15      | 6.7500%  | N/A     | $2325000.00        | $2677801.31        | Corporate Debt Securities                         |
| NEWCASTLE COAL INFRAS | 2031-05-12      | 4.7000%  | N/A     | $622000.00         | $598148.29         | Corporate Debt Securities                         |
| NEWELL BRANDS INCSR G | 2027-09-15      | 6.3750%  | N/A     | $23000.00          | $23723.49          | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $1100000.00        | $1058013.31        | Corporate Debt Securities                         |
| NOMURA HLDGS INC SR G | 2031-07-14      | 2.6080%  | N/A     | $280000.00         | $253329.75         | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE | 2059-09-30      | 3.6250%  | N/A     | $1000.00           | $712.29            | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2028-01-15      | 5.7500%  | N/A     | $45000.00          | $45134.81          | Corporate Debt Securities                         |
| NTT FINANCE CORP SR G | 2026-04-03      | 1.1620%  | N/A     | $887000.00         | $885719.62         | Corporate Debt Securities                         |
| NUTRIEN LTDSR GLBL NT | 2034-06-21      | 5.4000%  | N/A     | $6000.00           | $6227.58           | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2030-07-15      | 8.8750%  | N/A     | $144000.00         | $166636.50         | Corporate Debt Securities                         |
| OESTERREICHESCHE KONT | 2028-05-28      | 4.0000%  | N/A     | $2090000.00        | $2120595.28        | Other Instrument                                  |
| OHA CREDIT PARTNERS 2 | 2037-10-21      | 5.0497%  | N/A     | $3720098.00        | $3733945.77        | Asset-Backed Securities                           |
| ONCOR ELEC DELIVERY C | 2054-06-15      | 5.5500%  | N/A     | $792000.00         | $780133.86         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP SR G | 2027-01-15      | 3.5000%  | N/A     | $207000.00         | $204602.60         | Corporate Debt Securities                         |
| ONEOK INC NEWSR NT 5. | 2043-10-15      | 5.1500%  | N/A     | $1325000.00        | $1232463.10        | Corporate Debt Securities                         |
| ORANGE S A SR GLBL 14 | 2033-01-13      | 4.7500%  | N/A     | $1833000.00        | $1833812.12        | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP /  | 2029-01-15      | 4.2500%  | N/A     | $100000.00         | $97694.08          | Corporate Debt Securities                         |
| OWL ROCK CLO 2025-10R | 2037-04-20      | 5.0576%  | N/A     | $9505328.00        | $9502047.68        | Asset-Backed Securities                           |
| PAYPAL HLDGS INC SR G | 2027-06-01      | 3.9000%  | N/A     | $2482000.00        | $2501636.76        | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2047-05-02      | 4.0000%  | N/A     | $14000.00          | $11625.71          | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2045-07-17      | 4.6000%  | N/A     | $1108000.00        | $1021809.91        | Corporate Debt Securities                         |
| PERU REP SR GLBL AMZ  | 2037-03-14      | 6.5500%  | N/A     | $500000.00         | $562422.22         | Other Instrument                                  |
| PHILIP MORRIS INTL IN | 2038-05-16      | 6.3750%  | N/A     | $57000.00          | $64189.08          | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORPSR | 2032-03-01      | 3.5000%  | N/A     | $170000.00         | $159620.84         | Corporate Debt Securities                         |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $4782000.00        | $4950414.07        | Other Instrument                                  |
| POLARIS INCSR GLBL NT | 2031-03-01      | 5.6000%  | N/A     | $8000.00           | $8220.30           | Corporate Debt Securities                         |
| POST HLDGS INC SR GLB | 2031-09-15      | 4.5000%  | N/A     | $508000.00         | $490369.86         | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP1M | 2041-07-15      | 5.2000%  | N/A     | $7577000.00        | $7403916.06        | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL | 2031-01-13      | 4.4500%  | N/A     | $2400000.00        | $2401107.33        | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2031-03-15      | 1.6250%  | N/A     | $13000.00          | $11455.00          | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2030-10-15      | 1.2500%  | N/A     | $51000.00          | $44854.29          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2028-03-27      | 3.8780%  | N/A     | $45000.00          | $45627.29          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2037-12-01      | 6.6250%  | N/A     | $2026000.00        | $2320069.12        | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER C | 2035-07-01      | 5.0000%  | N/A     | $21000.00          | $21410.29          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2039-11-01      | 5.3750%  | N/A     | $1975000.00        | $2021013.93        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2035-07-01      | 5.2500%  | N/A     | $775000.00         | $796838.85         | Corporate Debt Securities                         |
| PUGET ENERGY INC SR S | 2035-06-01      | 5.4830%  | N/A     | $1583000.00        | $1638192.92        | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC | 2032-08-15      | 5.7500%  | N/A     | $231000.00         | $241384.41         | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2031-03-01      | 3.8750%  | N/A     | $81000.00          | $78010.14          | Corporate Debt Securities                         |
| RAYMOND JAMES FINL IN | 2030-04-01      | 4.6500%  | N/A     | $5000.00           | $5160.15           | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2 | 2044-07-25      | 6.5900%  | N/A     | $3626392.00        | $3716365.00        | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES8 | 2044-10-25      | 5.4896%  | N/A     | $10000000.00       | $7388843.11        | Asset-Backed Securities                           |
| READY CAPITAL MTG TR  | 2054-02-25      | 4.0229%  | N/A     | $8928359.00        | $7545687.26        | Private Label Collateralized Mortgage Obligations |
| REINSURANCE GROUP AME | 2033-09-15      | 6.0000%  | N/A     | $5000.00           | $5451.65           | Corporate Debt Securities                         |
| RITHM CAPITAL CORP SR | 2030-07-15      | 8.0000%  | N/A     | $75000.00          | $77388.25          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS | 2055-04-15      | 7.1250%  | N/A     | $24000.00          | $25693.71          | Corporate Debt Securities                         |
| ROYAL BK CDA EXTND GL | 2029-04-28      | 4.5563%  | N/A     | $3611000.00        | $3636541.83        | Corporate Debt Securities                         |
| ROYAL BK CDA FR 2.3%1 | 2031-11-03      | 2.3000%  | N/A     | $35000.00          | $31717.29          | Corporate Debt Securities                         |
| S&P GLOBAL INC SR GLB | 2032-03-01      | 2.9000%  | N/A     | $80000.00          | $74561.82          | Corporate Debt Securities                         |
| SABRE GLBL INC SR SEC | 2030-07-15      | 11.1250% | N/A     | $1990000.00        | $1611174.48        | Corporate Debt Securities                         |
| SABRE GLBL INC SR SEC | 2029-11-15      | 10.7500% | N/A     | $948000.00         | $789869.65         | Corporate Debt Securities                         |
| SALLY HLDGS LLCSR GLB | 2032-03-01      | 6.7500%  | N/A     | $2232000.00        | $2384283.78        | Corporate Debt Securities                         |
| SANTOS FINANCE LTD SR | 2035-11-13      | 5.7500%  | N/A     | $91000.00          | $92596.92          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPSR | 2026-08-24      | 5.8750%  | N/A     | $89000.00          | $92148.67          | Corporate Debt Securities                         |
| SERVICE CORP INTLSR G | 2029-06-01      | 5.1250%  | N/A     | $16000.00          | $16227.67          | Corporate Debt Securities                         |
| SG RESDTL MRTG TR 202 | 2062-08-25      | 5.3530%  | N/A     | $2325690.00        | $1681003.40        | Private Label Collateralized Mortgage Obligations |
| SHELL INTERNATIONAL F | 2035-05-11      | 4.1250%  | N/A     | $50000.00          | $49852.60          | Corporate Debt Securities                         |
| SK HYNIX INC SR REGS  | 2029-01-16      | 5.5000%  | N/A     | $1304000.00        | $1354984.95        | Corporate Debt Securities                         |
| SNAP INC SR GLBL 144A | 2034-03-15      | 6.8750%  | N/A     | $12000.00          | $12697.96          | Corporate Debt Securities                         |
| SOFTBANK CORPSR GLBL  | 2030-07-09      | 4.6990%  | N/A     | $257000.00         | $258429.20         | Corporate Debt Securities                         |
| SONIC AUTOMOTIVE INC  | 2031-11-15      | 4.8750%  | N/A     | $11000.00          | $10706.92          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2053-12-01      | 5.8750%  | N/A     | $4000000.00        | $3891633.89        | Corporate Debt Securities                         |
| STARBUCKS CORP SR GLB | 2028-05-15      | 4.5000%  | N/A     | $4266000.00        | $4350445.47        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2027-01-15      | 4.3750%  | N/A     | $167000.00         | $166218.93         | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2029-02-20      | 4.5300%  | N/A     | $387000.00         | $399137.61         | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2033-02-07      | 2.6230%  | N/A     | $80000.00          | $73253.20          | Corporate Debt Securities                         |
| STORE MSTR FDG I-VII  | 2048-10-20      | 4.7400%  | N/A     | $1421540.00        | $1327454.49        | Private Label Collateralized Mortgage Obligations |
| SUNOCO LP/SUNOCO FIN  | 2029-10-01      | 4.5000%  | N/A     | $857000.00         | $852025.12         | Corporate Debt Securities                         |
| SWEDBANK ABFR 5.083%0 | 2030-05-21      | 5.0830%  | N/A     | $15457000.00       | $16034974.58       | Corporate Debt Securities                         |
| SWEDISH EXPT CR CORP  | 2027-05-05      | 4.8492%  | N/A     | $5065000.00        | $5171219.58        | Other Instrument                                  |
| T MOBILE USA INC SR G | 2027-04-15      | 3.7500%  | N/A     | $2458000.00        | $2477805.34        | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2026-04-15      | 2.6250%  | N/A     | $24000.00          | $24117.51          | Corporate Debt Securities                         |
| TALOS PRODTN INC 2LIE | 2031-02-01      | 9.3750%  | N/A     | $2491000.00        | $2755954.18        | Corporate Debt Securities                         |
| TEMASEK FINL LTD FR 2 | 2061-08-02      | 2.7500%  | N/A     | $1250000.00        | $777450.00         | Other Instrument                                  |
| TENET HEALTHCARE CORP | 2031-11-15      | 6.8750%  | N/A     | $12000.00          | $13309.24          | Corporate Debt Securities                         |
| TEXAS ELEC MKT STABIL | 2048-08-01      | 5.0570%  | N/A     | $1557000.00        | $1505361.36        | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-09-15      | 4.6930%  | N/A     | $78000.00          | $80282.18          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-09-10      | 4.2795%  | N/A     | $9000.00           | $9075.12           | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2028-10-13      | 4.1090%  | N/A     | $427000.00         | $432725.52         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-04-05      | 4.3977%  | N/A     | $599000.00         | $603428.49         | Corporate Debt Securities                         |
| TOWD POINT MTG TR 202 | 2068-07-25      | 3.2500%  | N/A     | $349404.00         | $304635.93         | Asset-Backed Securities                           |
| TOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  | N/A     | $3114921.00        | $3032533.93        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-2 | 2058-03-25      | 3.5000%  | N/A     | $6695982.00        | $6126063.16        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-4 | 2058-06-25      | 3.0000%  | N/A     | $1148256.00        | $886467.03         | Private Label Collateralized Mortgage Obligations |
| TOYOTA MOTOR CORPSR G | 2028-07-13      | 5.1180%  | N/A     | $14000.00          | $14441.52          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2030-01-09      | 4.9500%  | N/A     | $39000.00          | $40273.25          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2028-04-06      | 1.9000%  | N/A     | $64000.00          | $61886.51          | Corporate Debt Securities                         |
| TRINITY INDS INC SR G | 2028-07-15      | 7.7500%  | N/A     | $175000.00         | $181084.60         | Corporate Debt Securities                         |
| TRTX ISSUER LTD 2025- | 2042-09-18      | 5.7217%  | N/A     | $291896.00         | $291457.06         | Private Label Collateralized Mortgage Obligations |
| TSMC ARIZ CORP SR GLB | 2051-10-25      | 3.2500%  | N/A     | $4800000.00        | $3703374.67        | Corporate Debt Securities                         |
| UNITED RENTALS NORTH  | 2030-07-15      | 4.0000%  | N/A     | $356000.00         | $344218.77         | Corporate Debt Securities                         |
| US BANCORP FR 2.677%0 | 2033-01-27      | 2.6770%  | N/A     | $22000.00          | $19842.75          | Corporate Debt Securities                         |
| US BANCORP FR 3.9%042 | 2028-04-26      | 3.9000%  | N/A     | $1000.00           | $1011.57           | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2041-09-03      | 2.8500%  | N/A     | $147000.00         | $107455.16         | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2033-01-15      | 6.7500%  | N/A     | $777000.00         | $775257.58         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER | 2028-11-13      | 4.7500%  | N/A     | $1726000.00        | $1763574.54        | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $55000.00          | $56535.78          | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2051-04-04      | 5.0130%  | N/A     | $3285000.00        | $3074408.51        | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2 | 2049-10-18      | 3.6210%  | N/A     | $1095930.00        | $1061741.28        | Private Label Collateralized Mortgage Obligations |
| WESCO DISTR INCSR GLB | 2033-03-15      | 6.3750%  | N/A     | $109000.00         | $116168.52         | Corporate Debt Securities                         |
| WORKDAY INCSR GLBL NT | 2032-04-01      | 3.8000%  | N/A     | $259000.00         | $250655.31         | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2032-04-01      | 5.3750%  | N/A     | $12000.00          | $12364.17          | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2032-01-31      | 4.6250%  | N/A     | $116000.00         | $115272.47         | Corporate Debt Securities                         |

### Security 141: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002JE1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACADIA HEALTHCARE COM | 2033-03-15      | 7.3750%  | N/A     | $109000.00         | $110170.25         | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS IN | 2033-08-01      | 7.3750%  | N/A     | $22000.00          | $23135.76          | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS IN | 2032-03-15      | 3.5000%  | N/A     | $88000.00          | $77131.56          | Corporate Debt Securities                         |
| AES CORP JR SB GLBL N | 2055-01-15      | 7.6000%  | N/A     | $18000.00          | $18329.34          | Corporate Debt Securities                         |
| AES CORP JR SB GLBL N | 2055-07-15      | 6.9500%  | N/A     | $11000.00          | $10799.20          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER L | 2028-04-15      | 6.7500%  | N/A     | $3091000.00        | $3205482.91        | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER L | 2027-10-15      | 4.2500%  | N/A     | $3433000.00        | $3435011.17        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CO | 2028-03-03      | 4.5359%  | N/A     | $307000.00         | $309920.42         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CO | 2032-07-09      | 5.1500%  | N/A     | $196000.00         | $202000.38         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CO | 2031-07-10      | 5.0500%  | N/A     | $1202000.00        | $1237778.20        | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P | 2030-06-01      | 9.5000%  | N/A     | $6000.00           | $6540.30           | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV  | 2046-02-01      | 4.9000%  | N/A     | $100000.00         | $94965.39          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LL | 2046-02-01      | 4.9000%  | N/A     | $204000.00         | $193792.63         | Corporate Debt Securities                         |
| APLD COMPUTECO LLC 1L | 2030-12-15      | 9.2500%  | N/A     | $5000000.00        | $5270630.56        | Corporate Debt Securities                         |
| ASCENT EDUCATION 2024 | 2050-10-25      | 6.9000%  | N/A     | $3856000.00        | $3960105.57        | Asset-Backed Securities                           |
| ASIAN INFRASTRUCTURE  | 2030-01-16      | 4.5000%  | N/A     | $4845000.00        | $4991028.30        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT  | 2032-06-15      | 8.3750%  | N/A     | $752000.00         | $780785.62         | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA  | 2029-03-13      | 5.3810%  | N/A     | $10600000.00       | $11196119.56       | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 1 | 2027-03-11      | 1.6580%  | N/A     | $7000.00           | $7025.56           | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2026-12-11      | 5.2660%  | N/A     | $12000.00          | $12232.65          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2030-01-22      | 4.2869%  | N/A     | $1005000.00        | $1006076.17        | Corporate Debt Securities                         |
| BAYER CORP            | 2026-12-10      | 0.0000%  | N/A     | $1801082.00        | $1741511.21        | Money Market                                      |
| BAYER US FIN II LLCSR | 2064-07-15      | 4.7000%  | N/A     | $4061000.00        | $3153603.39        | Corporate Debt Securities                         |
| BELL CDA DISC COML    | 2026-04-07      | 0.0000%  | N/A     | $941.00            | $934.19            | Money Market                                      |
| BLACKSTONE SECD LENDI | 2026-09-16      | 2.7500%  | N/A     | $3203000.00        | $3204012.50        | Corporate Debt Securities                         |
| BNP PARIBASFR 5.894%1 | 2034-12-05      | 5.8940%  | N/A     | $1580000.00        | $1692061.06        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2034-04-10      | 4.9890%  | N/A     | $405000.00         | $419055.19         | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDI | 2035-06-15      | 8.3750%  | N/A     | $125000.00         | $129929.84         | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDI | 2031-05-15      | 6.7500%  | N/A     | $536000.00         | $559530.40         | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2028-04-15      | 4.8000%  | N/A     | $6978000.00        | $7207366.86        | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANA | 2035-04-24      | 5.7950%  | N/A     | $3547000.00        | $3758093.79        | Corporate Debt Securities                         |
| BROWN & BROWN INCSR G | 2031-03-15      | 2.3750%  | N/A     | $9000.00           | $8172.06           | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE  | 2032-06-15      | 6.3750%  | N/A     | $12000.00          | $12470.75          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE  | 2034-03-01      | 6.3750%  | N/A     | $18000.00          | $19123.12          | Corporate Debt Securities                         |
| CADENCE DESIGN SYSTEM | 2034-09-10      | 4.7000%  | N/A     | $827000.00         | $840048.22         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2028-01-31      | 3.8000%  | N/A     | $1489000.00        | $1509280.18        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2026-03-02      | 0.9000%  | N/A     | $46000.00          | $46044.62          | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2030-10-15      | 3.0000%  | N/A     | $900000.00         | $812043.00         | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2028-07-15      | 2.4500%  | N/A     | $900000.00         | $847044.75         | Corporate Debt Securities                         |
| CENTURY COMMUNITIES I | 2033-09-15      | 6.6250%  | N/A     | $9000.00           | $9335.12           | Corporate Debt Securities                         |
| CHART INDS INC SR SEC | 2030-01-01      | 7.5000%  | N/A     | $2564000.00        | $2684896.87        | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2031-04-01      | 2.8000%  | N/A     | $162000.00         | $146270.70         | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2045-10-23      | 6.4840%  | N/A     | $6675000.00        | $6263558.19        | Corporate Debt Securities                         |
| CK HUTCHISON INTLSR G | 2028-04-21      | 4.7500%  | N/A     | $600000.00         | $616477.50         | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR | 2033-03-15      | 7.5000%  | N/A     | $202000.00         | $221932.69         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2029-11-01      | 6.8750%  | N/A     | $23000.00          | $24255.72          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2040-10-01      | 6.2500%  | N/A     | $110000.00         | $98468.67          | Corporate Debt Securities                         |
| COINBASE GLOBAL INCSR | 2031-10-01      | 3.6250%  | N/A     | $21000.00          | $18862.47          | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2030-10-01      | 4.4620%  | N/A     | $580000.00         | $587049.68         | Corporate Debt Securities                         |
| COMMONWEALTH BK AUSTR | 2026-03-13      | 5.3160%  | N/A     | $432000.00         | $441495.50         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2037-08-15      | 6.3000%  | N/A     | $6157000.00        | $7008728.60        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK | 2028-04-06      | 3.6490%  | N/A     | $269000.00         | $270946.26         | Corporate Debt Securities                         |
| CORPORACION NACIONAL  | 2036-01-26      | 6.4400%  | N/A     | $17977000.00       | $19312790.97       | Corporate Debt Securities                         |
| CUBESMART L PSR GLBL  | 2032-02-15      | 2.5000%  | N/A     | $2770000.00        | $2487012.18        | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NO | 2031-04-12      | 4.5000%  | N/A     | $1489000.00        | $1487764.13        | Corporate Debt Securities                         |
| DAVITA INC SR GLBL 14 | 2030-06-01      | 4.6250%  | N/A     | $47000.00          | $45638.87          | Corporate Debt Securities                         |
| DENTSPLY SIRONA INCJR | 2055-09-12      | 8.3750%  | N/A     | $13000.00          | $13315.43          | Corporate Debt Securities                         |
| DNB BANK ASA FR 4.384 | 2031-11-04      | 4.3840%  | N/A     | $165000.00         | $165950.88         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW  | 2027-08-15      | 3.1500%  | N/A     | $12395000.00       | $12426948.11       | Corporate Debt Securities                         |
| ELM ROAD GENERATING S | 2041-01-19      | 5.8480%  | N/A     | $57000.00          | $59918.22          | Corporate Debt Securities                         |
| ENBRIDGE U S INC DISC | 2026-03-06      | 0.0000%  | N/A     | $149935.00         | $149355.35         | Money Market                                      |
| EVERGY KANS CENT INC  | 2045-12-01      | 4.2500%  | N/A     | $3105000.00        | $2610079.39        | Corporate Debt Securities                         |
| EXETER AUTO REC TR 20 | 2033-04-15      | 6.9900%  | N/A     | $2708000.00        | $2745981.05        | Asset-Backed Securities                           |
| EXPORT IMPORT BANK KO | 2031-01-13      | 3.8750%  | N/A     | $112000.00         | $111573.26         | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2028-09-22      | 4.1445%  | N/A     | $15193000.00       | $15284331.57       | Other Instrument                                  |
| FMG RESOURCES AUGUST  | 2032-04-15      | 6.1250%  | N/A     | $8318000.00        | $8808134.68        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2027-05-17      | 5.8500%  | N/A     | $600000.00         | $616789.50         | Corporate Debt Securities                         |
| FORTREA HLDGS INC1LIE | 2030-07-01      | 7.5000%  | N/A     | $9000.00           | $9211.97           | Corporate Debt Securities                         |
| FORVIA SESR GLBL 144A | 2033-09-15      | 6.7500%  | N/A     | $198000.00         | $207795.56         | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRU | 2032-01-06      | 2.9000%  | N/A     | $4331000.00        | $3862573.48        | Corporate Debt Securities                         |
| GAP INCSR GLBL 144A 2 | 2029-10-01      | 3.6250%  | N/A     | $232000.00         | $223231.01         | Corporate Debt Securities                         |
| GE AEROSPACE VR 05050 | 2026-05-05      | 4.5422%  | N/A     | $248000.00         | $250958.84         | Corporate Debt Securities                         |
| GEN DIGITAL INCSR GLB | 2027-09-30      | 6.7500%  | N/A     | $30000.00          | $31041.30          | Corporate Debt Securities                         |
| GENPACT UK FINCO PLCG | 2030-11-18      | 4.9500%  | N/A     | $8386000.00        | $8476736.52        | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL HOL | 2034-02-01      | 5.5000%  | N/A     | $2500000.00        | $2507672.22        | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC | 2029-08-15      | 4.3750%  | N/A     | $6000.00           | $6005.53           | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP I | 2038-05-15      | 6.3750%  | N/A     | $6000.00           | $6799.87           | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP P | 2029-06-01      | 3.3750%  | N/A     | $5282000.00        | $5210910.88        | Corporate Debt Securities                         |
| GOEASY LTD SR 144A NT | 2028-12-01      | 9.2500%  | N/A     | $14000.00          | $14635.74          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2036-10-21      | 4.9390%  | N/A     | $14509000.00       | $14533697.95       | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR  | 2030-07-15      | 6.6250%  | N/A     | $15000.00          | $15399.31          | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $402045.00         | $412317.18         | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $15850.00          | $11613.26          | Agency Mortgage-Backed Securities                 |
| HANWHA FUTUREPROOF CO | 2028-04-30      | 4.7500%  | N/A     | $27500000.00       | $28260512.50       | Corporate Debt Securities                         |
| HERC HLDGS INC SR GLB | 2034-03-15      | 6.0000%  | N/A     | $1620000.00        | $1639607.40        | Corporate Debt Securities                         |
| HERSHEY CO SR GLBL NT | 2032-02-24      | 4.9500%  | N/A     | $3664000.00        | $3865959.68        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER  | 2034-03-31      | 5.5000%  | N/A     | $112000.00         | $113491.72         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2026-05-15      | 3.3000%  | N/A     | $141000.00         | $141791.72         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2039-05-15      | 4.1500%  | N/A     | $204000.00         | $183729.71         | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2029-02-15      | 7.0000%  | N/A     | $20000.00          | $21202.07          | Corporate Debt Securities                         |
| JACKSON NATL LIFE SHT | 2026-07-13      | 0.0000%  | N/A     | $389.00            | $382.40            | Money Market                                      |
| JOHNSON CONTROLS INTE | 2064-07-02      | 4.9500%  | N/A     | $5860000.00        | $5102770.80        | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIE | 2027-06-28      | 4.0000%  | N/A     | $546000.00         | $551091.75         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-10-29      | 4.7500%  | N/A     | $1212000.00        | $1275626.30        | Other Instrument                                  |
| LAMB WESTON HLDGS INC | 2032-01-31      | 4.3750%  | N/A     | $14000.00          | $13632.43          | Corporate Debt Securities                         |
| LEVI STRAUSS & CO NEW | 2031-03-01      | 3.5000%  | N/A     | $8000.00           | $7602.69           | Corporate Debt Securities                         |
| LIBERTY UTILS CO DISC | 2026-03-31      | 0.0000%  | N/A     | $2367423.00        | $2352060.79        | Money Market                                      |
| LIBERTY UTILS CO DISC | 2026-03-06      | 0.0000%  | N/A     | $943.00            | $939.38            | Money Market                                      |
| LIVE NATION ENTERTAIN | 2028-01-15      | 3.7500%  | N/A     | $10000.00          | $9842.73           | Corporate Debt Securities                         |
| MANULIFE FINL CORP SR | 2027-05-19      | 2.4840%  | N/A     | $728000.00         | $718709.99         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS  | 2039-03-15      | 4.7500%  | N/A     | $32000.00          | $31258.32          | Corporate Debt Securities                         |
| MET TOWER GLOBAL FUND | 2028-01-14      | 4.8000%  | N/A     | $200000.00         | $203666.67         | Corporate Debt Securities                         |
| MISSION LANE CR MSTR  | 2030-12-16      | 4.7800%  | N/A     | $36032000.00       | $36212904.64       | Asset-Backed Securities                           |
| MONTANA-DAKOTA UTILS  | 2026-03-05      | 0.0000%  | N/A     | $1868095.00        | $1861117.67        | Money Market                                      |
| MORGAN STANLEY FR 5.6 | 2030-04-18      | 5.6560%  | N/A     | $707000.00         | $747203.79         | Corporate Debt Securities                         |
| MOZART DEBT MERGER SU | 2029-04-01      | 3.8750%  | N/A     | $4463000.00        | $4424881.64        | Corporate Debt Securities                         |
| MURPHY OIL CORPCR SEN | 2042-12-01      | 5.8750%  | N/A     | $14000.00          | $12416.30          | Corporate Debt Securities                         |
| MURPHY OIL USA INC SR | 2031-02-15      | 3.7500%  | N/A     | $1016000.00        | $972024.98         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2027-12-10      | 3.9500%  | N/A     | $80000.00          | $80592.49          | Corporate Debt Securities                         |
| NATIONSTAR HEQ LN TR  | 2036-09-25      | 4.4471%  | N/A     | $120020.00         | $108154.48         | Asset-Backed Securities                           |
| NAVIENT CORPORATIONSR | 2030-07-25      | 9.3750%  | N/A     | $4587000.00        | $4947180.80        | Corporate Debt Securities                         |
| NESTLE HLDGS INC GLBL | 2029-10-01      | 4.2500%  | N/A     | $1300000.00        | $1328949.19        | Corporate Debt Securities                         |
| NEW RES MTG LN TR 202 | 2039-09-25      | 5.4430%  | N/A     | $450000.00         | $453914.09         | Private Label Collateralized Mortgage Obligations |
| NEWELL BRANDS INCSR G | 2027-09-15      | 6.3750%  | N/A     | $16000.00          | $16503.30          | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $3570000.00        | $3433734.09        | Corporate Debt Securities                         |
| NORDSTROM INCSR GLBL  | 2027-03-15      | 4.0000%  | N/A     | $178000.00         | $178651.48         | Corporate Debt Securities                         |
| NORTH HAVEN PRIVATE I | 2030-02-01      | 5.7500%  | N/A     | $10000.00          | $10244.10          | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2045-11-05      | 5.2000%  | N/A     | $1081000.00        | $1070003.83        | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2033-02-01      | 6.0000%  | N/A     | $1778000.00        | $1864772.33        | Corporate Debt Securities                         |
| NYU HOSPS CTR-2013A B | 2043-07-01      | 5.7500%  | N/A     | $2484000.00        | $2554898.19        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY C | 2040-09-30      | 5.2500%  | N/A     | $57000.00          | $57436.05          | Corporate Debt Securities                         |
| ONEOK PARTNERS LPSR N | 2041-02-01      | 6.1250%  | N/A     | $9672000.00        | $10335642.94       | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2030-04-01      | 2.9500%  | N/A     | $18713000.00       | $17462436.20       | Corporate Debt Securities                         |
| PERU REP GLBL BD 3%34 | 2034-01-15      | 3.0000%  | N/A     | $670000.00         | $582364.00         | Other Instrument                                  |
| PFIZER INVT ENTERPRIS | 2063-05-19      | 5.3400%  | N/A     | $10624000.00       | $10038316.59       | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2026-03-27      | 0.0000%  | N/A     | $1400000.00        | $1391761.00        | Money Market                                      |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $10661000.00       | $11036462.65       | Other Instrument                                  |
| PPL ELEC UTILS CORP1M | 2039-05-15      | 6.2500%  | N/A     | $24000.00          | $26591.78          | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARV | 2039-01-15      | 6.5000%  | N/A     | $772000.00         | $883429.19         | Corporate Debt Securities                         |
| PROGRESS RESIDENTIAL  | 2039-06-17      | 6.6180%  | N/A     | $2214000.00        | $2231922.70        | Asset-Backed Securities                           |
| PUBLIC SVC ELEC & GAS | 2042-09-01      | 3.6500%  | N/A     | $4079000.00        | $3328329.17        | Corporate Debt Securities                         |
| RANGE RES CORP SR GLB | 2030-02-15      | 4.7500%  | N/A     | $10000.00          | $10095.31          | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP F | 2029-02-15      | 4.5000%  | N/A     | $2000000.00        | $2017070.00        | Corporate Debt Securities                         |
| RITHM CAPITAL CORP SR | 2030-07-15      | 8.0000%  | N/A     | $94000.00          | $96993.27          | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5%050 | 2033-05-02      | 5.0000%  | N/A     | $10035000.00       | $10403407.15       | Corporate Debt Securities                         |
| ROYAL BK CDA VR 11032 | 2028-11-03      | 4.5422%  | N/A     | $327000.00         | $331147.13         | Corporate Debt Securities                         |
| RTX CORPORATIONGLBL N | 2047-04-15      | 4.3500%  | N/A     | $1200000.00        | $1036941.00        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC  | 2035-05-15      | 5.3500%  | N/A     | $2099000.00        | $2184420.55        | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CO | 2027-02-15      | 3.8750%  | N/A     | $290000.00         | $292876.92         | Corporate Debt Securities                         |
| SEALED AIR CORP / SEA | 2032-07-15      | 6.5000%  | N/A     | $120000.00         | $124947.40         | Corporate Debt Securities                         |
| SENSATA TECHNOLOGIES  | 2030-02-15      | 4.3750%  | N/A     | $100000.00         | $99933.21          | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GRO | 2099-01-01      | 2.8750%  | N/A     | $17524000.00       | $17535551.24       | Corporate Debt Securities                         |
| SM ENERGY COMPANYSR G | 2032-08-01      | 7.0000%  | N/A     | $15000.00          | $15578.63          | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIO | 2031-10-15      | 3.8750%  | N/A     | $2565000.00        | $2426957.04        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2028-10-15      | 5.2500%  | N/A     | $14000.00          | $14318.85          | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2030-10-15      | 6.5000%  | N/A     | $100000.00         | $106127.83         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2029-07-09      | 4.8468%  | N/A     | $250000.00         | $253762.80         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK | 2030-03-13      | 4.6879%  | N/A     | $400000.00         | $407986.97         | Corporate Debt Securities                         |
| TABERNA PREF FDG II 2 | 2035-11-05      | 4.5922%  | N/A     | $1270000.00        | $126871.79         | Other Instrument                                  |
| TELUS CORPORATIONJR S | 2055-10-15      | 6.6250%  | N/A     | $14000.00          | $14584.82          | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2031-11-15      | 6.8750%  | N/A     | $134000.00         | $148619.79         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2029-06-01      | 4.2500%  | N/A     | $22000.00          | $21795.52          | Corporate Debt Securities                         |
| TEXAS ELEC MKT STABIL | 2044-02-01      | 4.9660%  | N/A     | $11586000.00       | $11688328.20       | Corporate Debt Securities                         |
| TEXTRON INCSR GLBL NT | 2036-03-15      | 4.9500%  | N/A     | $5400000.00        | $5417253.00        | Corporate Debt Securities                         |
| TIME WARNER CABLE INC | 2040-11-15      | 5.8750%  | N/A     | $7233000.00        | $6629113.82        | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2031-01-13      | 4.4110%  | N/A     | $30000.00          | $30142.89          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2032-01-30      | 5.2980%  | N/A     | $18000.00          | $18787.68          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2031-01-10      | 1.6500%  | N/A     | $596000.00         | $528304.33         | Corporate Debt Securities                         |
| TRANSALTA CORP SR NT  | 2040-03-15      | 6.5000%  | N/A     | $102000.00         | $104613.75         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH  | 2027-11-15      | 3.8750%  | N/A     | $2772000.00        | $2769984.53        | Corporate Debt Securities                         |
| UNITED STATES STL COR | 2037-06-01      | 6.6500%  | N/A     | $58000.00          | $61662.62          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2049-08-15      | 3.7000%  | N/A     | $70000.00          | $53000.38          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2054-07-15      | 5.6250%  | N/A     | $1225000.00        | $1202011.34        | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME | 2045-02-15      | 3.4380%  | N/A     | $110000.00         | $86653.33          | Corporate Debt Securities                         |
| US FOODS INC SR GLBL  | 2028-09-15      | 6.8750%  | N/A     | $1232000.00        | $1300685.54        | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2033-05-01      | 7.5000%  | N/A     | $707000.00         | $789295.98         | Corporate Debt Securities                         |
| VERMILION ENERGY INC  | 2030-05-01      | 6.8750%  | N/A     | $5000.00           | $5076.98           | Corporate Debt Securities                         |
| VERSANT MEDIA GROUP I | 2031-01-30      | 7.2500%  | N/A     | $2900000.00        | $3031504.53        | Corporate Debt Securities                         |
| VICTORIAS SECRET AND  | 2029-07-15      | 4.6250%  | N/A     | $17000.00          | $16642.95          | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2031-07-15      | 4.7500%  | N/A     | $1624000.00        | $1489385.29        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL SR | 2031-03-15      | 1.5000%  | N/A     | $3000.00           | $2640.05           | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 6 | 2034-10-23      | 6.4910%  | N/A     | $904000.00         | $1012163.27        | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED SR | 2029-02-28      | 5.1950%  | N/A     | $360000.00         | $379254.40         | Corporate Debt Securities                         |
| WHIRLPOOL CORP SR GLB | 2033-03-01      | 5.5000%  | N/A     | $1494000.00        | $1431078.53        | Corporate Debt Securities                         |
| WOORI BK KOREA FR 5.1 | 2028-08-06      | 5.1250%  | N/A     | $2043000.00        | $2087476.11        | Corporate Debt Securities                         |
| WYETHSR GLBL NT 37    | 2037-04-01      | 5.9500%  | N/A     | $733000.00         | $804590.68         | Corporate Debt Securities                         |
| WYETHSR GLBL NT 6%36  | 2036-02-15      | 6.0000%  | N/A     | $56000.00          | $62186.88          | Corporate Debt Securities                         |

### Security 142: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002JF8
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ADVANCE AUTO PARTS IN | 2030-08-01      | 7.0000%  | N/A     | $117000.00         | $123024.59         | Corporate Debt Securities |
| ALBERTSONS COS INC /  | 2028-02-15      | 6.5000%  | N/A     | $2597000.00        | $2715791.11        | Corporate Debt Securities |
| ARCOSA INC SR GLBL 14 | 2032-08-15      | 6.8750%  | N/A     | $70000.00          | $75841.53          | Corporate Debt Securities |
| B & G FOODS INCSR SEC | 2028-09-15      | 8.0000%  | N/A     | $16000.00          | $15741.44          | Corporate Debt Securities |
| BAYER CORP            | 2026-12-10      | 0.0000%  | N/A     | $415.00            | $401.27            | Money Market              |
| BRISTOL-MYERS SQUIBB  | 2054-02-22      | 5.5500%  | N/A     | $5218000.00        | $5248151.34        | Corporate Debt Securities |
| CLEAN HARBORS INCSR G | 2033-10-15      | 5.7500%  | N/A     | $48000.00          | $49871.48          | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR | 2033-03-15      | 7.5000%  | N/A     | $151000.00         | $165900.18         | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR | 2030-04-01      | 7.8750%  | N/A     | $170000.00         | $183170.11         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC  | 2029-11-01      | 6.8750%  | N/A     | $82000.00          | $86476.92          | Corporate Debt Securities |
| DARLING INGREDIENTS I | 2030-06-15      | 6.0000%  | N/A     | $18000.00          | $18378.18          | Corporate Debt Securities |
| EDISON INTLJR SB GLBL | 2053-06-15      | 8.1250%  | N/A     | $117000.00         | $122423.68         | Corporate Debt Securities |
| GOEASY LTD SR 144A NT | 2030-10-01      | 7.3750%  | N/A     | $170000.00         | $167757.44         | Corporate Debt Securities |
| HOWARD HUGHES HOLDING | 2029-02-01      | 4.1250%  | N/A     | $166000.00         | $163898.51         | Corporate Debt Securities |
| IRON MTN INC DEL SR G | 2032-07-15      | 5.6250%  | N/A     | $170000.00         | $168717.14         | Corporate Debt Securities |
| JACKSON NATL LIFE SHT | 2026-10-22      | 0.0000%  | N/A     | $512.00            | $498.08            | Money Market              |
| KREDITANSTALT FUR WIE | 2033-07-15      | 4.1250%  | N/A     | $2000.00           | $2008.64           | Other Instrument          |
| LAMB WESTON HLDGS INC | 2032-01-31      | 4.3750%  | N/A     | $63000.00          | $61345.94          | Corporate Debt Securities |
| LG ENERGY SOLUTION LT | 2027-07-02      | 5.3750%  | N/A     | $208000.00         | $211912.60         | Corporate Debt Securities |
| M & T BK CORPFR 5.385 | 2036-01-16      | 5.3850%  | N/A     | $2609000.00        | $2656964.29        | Corporate Debt Securities |
| MATADOR RES CO SR GLB | 2033-04-15      | 6.2500%  | N/A     | $170000.00         | $174724.16         | Corporate Debt Securities |
| MGM RESORTS INTERNATI | 2027-04-15      | 5.5000%  | N/A     | $160000.00         | $163753.87         | Corporate Debt Securities |
| MGM RESORTS INTERNATI | 2029-09-15      | 6.1250%  | N/A     | $125000.00         | $130709.84         | Corporate Debt Securities |
| MGM RESORTS INTERNATI | 2028-10-15      | 4.7500%  | N/A     | $103000.00         | $104262.18         | Corporate Debt Securities |
| MOZART DEBT MERGER SU | 2029-04-01      | 3.8750%  | N/A     | $13980000.00       | $13860597.21       | Corporate Debt Securities |
| SM ENERGY COMPANYSR G | 2032-08-01      | 7.0000%  | N/A     | $70000.00          | $72700.29          | Corporate Debt Securities |
| SNAP INC SR GLBL 144A | 2034-03-15      | 6.8750%  | N/A     | $3000.00           | $3174.49           | Corporate Debt Securities |
| UNDER ARMOUR INC SR G | 2026-06-15      | 3.2500%  | N/A     | $20000.00          | $19970.25          | Corporate Debt Securities |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UBL6, C.4 - ISIN: US22533UBL61, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $63864755.20
- **C.18.a - Value (excl. sponsor support):** $63864755.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UB44, C.4 - ISIN: US22533UB448, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $369813557.00
- **C.18.a - Value (excl. sponsor support):** $369813557.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UGX5, C.4 - ISIN: US22533UGX54, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $245323525.00
- **C.18.a - Value (excl. sponsor support):** $245323525.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XJ58, C.4 - ISIN: US22532XJ587, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $50038085.00
- **C.18.a - Value (excl. sponsor support):** $50038085.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UDL4, C.4 - ISIN: US22533UDL44, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $297576360.00
- **C.18.a - Value (excl. sponsor support):** $297576360.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UE66, C.4 - ISIN: US22533UE665, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $44561992.50
- **C.18.a - Value (excl. sponsor support):** $44561992.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JN76, C.4 - ISIN: US22536JN761, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $55035354.00
- **C.18.a - Value (excl. sponsor support):** $55035354.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UKP7, C.4 - ISIN: US22533UKP74, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $127441005.10
- **C.18.a - Value (excl. sponsor support):** $127441005.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JA62, C.4 - ISIN: US22536JA628, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $163211459.90
- **C.18.a - Value (excl. sponsor support):** $163211459.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ZS3MX5V
- **C.18 - Value (incl. sponsor support):** $246265000.00
- **C.18.a - Value (excl. sponsor support):** $246265000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 153: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3097925138, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: O819D51
- **C.18 - Value (incl. sponsor support):** $266154040.60
- **C.18.a - Value (excl. sponsor support):** $266154040.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3114897476, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: OB2BF78
- **C.18 - Value (incl. sponsor support):** $131109201.60
- **C.18.a - Value (excl. sponsor support):** $131109201.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ZS3MDQG
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 156: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ZS3MHN4
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3168817008, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: P091725
- **C.18 - Value (incl. sponsor support):** $182994933.00
- **C.18.a - Value (excl. sponsor support):** $182994933.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3196125994, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: P43083E
- **C.18 - Value (incl. sponsor support):** $273231970.00
- **C.18.a - Value (excl. sponsor support):** $273231970.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3286698207, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: YEFC1B0
- **C.18 - Value (incl. sponsor support):** $136077424.00
- **C.18.a - Value (excl. sponsor support):** $136077424.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3144954032, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: OE61D68
- **C.18 - Value (incl. sponsor support):** $99968930.00
- **C.18.a - Value (excl. sponsor support):** $99968930.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3233962722, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: Y5707F1
- **C.18 - Value (incl. sponsor support):** $227519220.00
- **C.18.a - Value (excl. sponsor support):** $227519220.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3237432664, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: Y5C327E
- **C.18 - Value (incl. sponsor support):** $74751990.00
- **C.18.a - Value (excl. sponsor support):** $74751990.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3274469595, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: YCA2B55
- **C.18 - Value (incl. sponsor support):** $206410029.00
- **C.18.a - Value (excl. sponsor support):** $206410029.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3284959379, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: YE98328
- **C.18 - Value (incl. sponsor support):** $246095600.00
- **C.18.a - Value (excl. sponsor support):** $246095600.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536MG69, C.4 - ISIN: US22536MG694, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $127865010.00
- **C.18.a - Value (excl. sponsor support):** $127865010.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536MH35, C.4 - ISIN: US22536MH353, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $196177700.00
- **C.18.a - Value (excl. sponsor support):** $196177700.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EBA0, C.4 - ISIN: US23305EBA01, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $99888260.00
- **C.18.a - Value (excl. sponsor support):** $99888260.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EC35, C.4 - ISIN: US23305EC350, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $199345540.00
- **C.18.a - Value (excl. sponsor support):** $199345540.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3MHM6
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3MHMZ
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3MQSN
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BP4, C.4 - ISIN: US2332K1BP40, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $51875064.80
- **C.18.a - Value (excl. sponsor support):** $51875064.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K4PY4, C.4 - ISIN: US2332K4PY40, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $54006793.20
- **C.18.a - Value (excl. sponsor support):** $54006793.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CJ7, C.4 - ISIN: US2332K1CJ70, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $39810940.00
- **C.18.a - Value (excl. sponsor support):** $39810940.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1B90, C.4 - ISIN: US2332K1B909, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $145854394.20
- **C.18.a - Value (excl. sponsor support):** $145854394.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1K90, C.4 - ISIN: US2332K1K900, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $292381980.00
- **C.18.a - Value (excl. sponsor support):** $292381980.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HWJ3, C.4 - ISIN: US23345HWJ30, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $100009780.00
- **C.18.a - Value (excl. sponsor support):** $100009780.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BH2, C.4 - ISIN: US2332K1BH24, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $181672582.00
- **C.18.a - Value (excl. sponsor support):** $181672582.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1DN7, C.4 - ISIN: US2332K1DN73, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $136852957.80
- **C.18.a - Value (excl. sponsor support):** $136852957.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1JV3, C.4 - ISIN: US2332K1JV36, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $292674630.00
- **C.18.a - Value (excl. sponsor support):** $292674630.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CH1, C.4 - ISIN: US2332K1CH15, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $99537480.00
- **C.18.a - Value (excl. sponsor support):** $99537480.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WB30, C.4 - ISIN: US23343WB306, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $179926884.00
- **C.18.a - Value (excl. sponsor support):** $179926884.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WBK2, C.4 - ISIN: US23343WBK27, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $149693115.00
- **C.18.a - Value (excl. sponsor support):** $149693115.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WB48, C.4 - ISIN: US23343WB488, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $224885722.50
- **C.18.a - Value (excl. sponsor support):** $224885722.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WBP1, C.4 - ISIN: US23343WBP14, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $68830128.90
- **C.18.a - Value (excl. sponsor support):** $68830128.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT-AM-MAIN - LONDON

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT-AM-MAIN - LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3282847402, C.3 - LEI: 529900HNOAA1KXQJUQ27, C.5 - Other ID: YE35663
- **C.18 - Value (incl. sponsor support):** $392826760.00
- **C.18.a - Value (excl. sponsor support):** $392826760.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: ECMC GROUP INC FLOAT 12/01/50

- **C.1 - Title:** ECMC GROUP INC FLOAT 12/01/50
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAA2, C.4 - ISIN: US26828NAA28, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $76318000.00
- **C.18.a - Value (excl. sponsor support):** $76318000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: NR
- **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 188: FAIRWAY FINANCE COMPANY LLC

- **C.1 - Title:** FAIRWAY FINANCE COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WCC1, C.4 - ISIN: US30601WCC10, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $45803156.80
- **C.18.a - Value (excl. sponsor support):** $45803156.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GGH0, C.4 - ISIN: US31428GGH02, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $201496693.50
- **C.18.a - Value (excl. sponsor support):** $201496693.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GMJ9, C.4 - ISIN: US31428GMJ93, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $193534020.00
- **C.18.a - Value (excl. sponsor support):** $193534020.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MC90, C.4 - ISIN: US31849MC905, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $79687496.00
- **C.18.a - Value (excl. sponsor support):** $79687496.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MDV0, C.4 - ISIN: US31849MDV00, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $183282682.00
- **C.18.a - Value (excl. sponsor support):** $183282682.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGA3, C.4 - ISIN: US31849MGA36, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $255672534.00
- **C.18.a - Value (excl. sponsor support):** $255672534.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MG70, C.4 - ISIN: US31849MG708, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $344275435.00
- **C.18.a - Value (excl. sponsor support):** $344275435.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MBT7, C.4 - ISIN: US31849MBT71, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $618221220.00
- **C.18.a - Value (excl. sponsor support):** $618221220.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MF22, C.4 - ISIN: US31849MF221, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $74041627.50
- **C.18.a - Value (excl. sponsor support):** $74041627.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: FIRST ABU DHABI BANK USA N.V.

- **C.1 - Title:** FIRST ABU DHABI BANK USA N.V.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3MX18
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005VR1
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 3.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $349380000.00      | $366407167.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $333104900.00      | $335437254.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $505000000.00      | $356507735.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $292000000.00      | $352508591.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $219144600.00      | $224098401.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $356000000.00      | $343545566.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $335000000.00      | $332619953.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $429532000.00      | $337055198.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $329430000.00      | $332378176.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $557000000.00      | $354509995.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $334800000.00      | $333037879.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $4119600.00        | $3894086.88        | U.S. Treasuries (including strips) |

### Security 199: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005VT7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $15995775.00       | $14994817.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $227192507.00      | $193126906.56      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $3494.00           | $258.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.5000%  | N/A     | $1901.00           | $6.38              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $152.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $1011.00           | $157.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $1023.00           | $205.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $2541.00           | $3.99              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $5695.00           | $63.78             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $1264.00           | $23.13             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1024.00           | $620.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $14906136.00       | $11111712.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $27645920.00       | $24447025.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $19090160.00       | $16779269.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0000%  | N/A     | $1000.00           | $16.24             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1040.00           | $891.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $829.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $89556577.00       | $47476127.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $733.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $15189101.00       | $14147604.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.0000%  | N/A     | $1000.00           | $833.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $502372352.00      | $263910792.80      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $171552712.00      | $106414665.48      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $95936320.00       | $48804270.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $252194054.00      | $151416441.88      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $8033659.00        | $6916436.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $328591982.00      | $161615653.89      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $30245504.00       | $29342589.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1001.00           | $510.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $236002053.00      | $132158886.54      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $628.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $88070600.00       | $49189136.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $597586747.00      | $325531920.37      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $7781555.00        | $3935131.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $822.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $23512320.00       | $19909664.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $153551349.00      | $150710795.81      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $57119840.00       | $52942336.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $1083.00           | $152.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $2172.00           | $0.89              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $30002496.00       | $26019090.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $198029212.00      | $189091810.89      | Agency Mortgage-Backed Securities |

### Security 200: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005IW2
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $151330600.00      | $155402464.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $177059500.00      | $181197628.40      | U.S. Treasuries (including strips) |

### Security 201: GLENCOVE FUNDING LLC

- **C.1 - Title:** GLENCOVE FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37828XC98, C.4 - ISIN: US37828XC983, C.3 - LEI: 5493005GLCPFS0U8NK07
- **C.18 - Value (incl. sponsor support):** $50798917.20
- **C.18.a - Value (excl. sponsor support):** $50798917.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: GOLDMAN SACHS & CO LLC (NON-TRAD REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO LLC (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GSC01E02
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACE SECS HEQ 2003-OP1 | 2033-12-25      | 4.8371%  | N/A     | $3688000.00        | $520549.35         | Asset-Backed Securities                           |
| ACTIVISION BLIZZARD I | 2027-06-15      | 3.4000%  | N/A     | $29000.00          | $28474.23          | Corporate Debt Securities                         |
| AIR CANADA 2020-1C202 | 2026-07-15      | 10.5000% | N/A     | $4870000.00        | $5029333.41        | Asset-Backed Securities                           |
| ALLERGAN FDG SCS SR N | 2035-03-15      | 4.5500%  | N/A     | $75000.00          | $69165.19          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER L | 2029-11-01      | 5.8750%  | N/A     | $90000.00          | $91027.29          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER L | 2027-10-15      | 4.2500%  | N/A     | $1753000.00        | $1754026.97        | Corporate Debt Securities                         |
| ALTERYX INCSR GLBL 14 | 2028-03-15      | 8.7500%  | N/A     | $100000.00         | $103281.25         | Corporate Debt Securities                         |
| AMBIPAR LUX S A R LRE | 2031-02-06      | 0.0000%  | N/A     | $4957000.00        | $954222.50         | Corporate Debt Securities                         |
| AMBIPAR LUX S A R LSR | 2033-02-05      | 0.0000%  | N/A     | $5821000.00        | $843055.43         | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2 | 2035-08-25      | 4.8371%  | N/A     | $350000.00         | $65214.02          | Asset-Backed Securities                           |
| ARBOR REALTY TRUST IN | 2027-03-15      | 4.5000%  | N/A     | $78000.00          | $75884.25          | Corporate Debt Securities                         |
| ARMOR HOLDCO INC SR 1 | 2029-11-15      | 8.5000%  | N/A     | $1069000.00        | $1092174.14        | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS  | 2029-09-30      | 11.1750% | N/A     | $287562.00         | $221225.04         | Corporate Debt Securities                         |
| ASSET BACKED FDG 2004 | 2033-11-25      | 4.5671%  | N/A     | $3300000.00        | $213671.59         | Asset-Backed Securities                           |
| ATLAS SENIOR LN FND 2 | 2031-10-24      | 9.8796%  | N/A     | $2200000.00        | $1873713.02        | Asset-Backed Securities                           |
| BAFFINLAND IRON MINES | 2026-07-15      | 8.7500%  | N/A     | $7000000.00        | $6127980.83        | Corporate Debt Securities                         |
| BAMLL COML MTG TR 201 | 2048-09-17      | 4.1989%  | N/A     | $2000000.00        | $1842634.94        | Private Label Collateralized Mortgage Obligations |
| BANCO BRADESCO SA GRA | 2030-01-22      | 6.5000%  | N/A     | $200000.00         | $209629.49         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2027-04-27      | 0.0000%  | N/A     | $49000.00          | $53932.73          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-06-25      | 0.0000%  | N/A     | $23000.00          | $30495.38          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-04-30      | 0.0000%  | N/A     | $60000.00          | $96098.28          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-05-05      | 0.0000%  | N/A     | $5000.00           | $5470.10           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-22      | 10.6008% | N/A     | $15000.00          | $15000.00          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-02-04      | 0.0000%  | N/A     | $44000.00          | $50472.58          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-22      | 12.5004% | N/A     | $14000.00          | $14000.00          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-12-02      | 0.0000%  | N/A     | $6000.00           | $6162.22           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-08      | 0.0000%  | N/A     | $56000.00          | $71089.37          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-08-09      | 0.0000%  | N/A     | $22000.00          | $21898.80          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-04-30      | 0.0000%  | N/A     | $133000.00         | $179419.93         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-19      | 0.0000%  | N/A     | $264000.00         | $281270.35         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-02      | 0.0000%  | N/A     | $8000.00           | $8236.95           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-12-02      | 0.0000%  | N/A     | $14000.00          | $17739.68          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-03-29      | 0.0000%  | N/A     | $93000.00          | $135031.72         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-11-04      | 0.0000%  | N/A     | $75000.00          | $82536.30          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-09-01      | 0.0000%  | N/A     | $10000.00          | $9730.87           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-05      | 0.0000%  | N/A     | $25000.00          | $26328.28          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-09-24      | 12.5004% | N/A     | $75000.00          | $75000.00          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-04-03      | 0.0000%  | N/A     | $21000.00          | $26469.62          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-04-05      | 0.0000%  | N/A     | $16000.00          | $17415.90          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-08      | 11.3508% | N/A     | $21000.00          | $19689.77          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-05      | 0.0000%  | N/A     | $70000.00          | $78065.75          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-29      | 0.0000%  | N/A     | $10000.00          | $14110.12          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-12-01      | 0.0000%  | N/A     | $30000.00          | $30676.71          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-06-08      | 0.0000%  | N/A     | $8000.00           | $9627.39           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-04-30      | 0.0000%  | N/A     | $40000.00          | $57509.00          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-06-04      | 0.0000%  | N/A     | $44000.00          | $46519.57          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-08-30      | 0.0000%  | N/A     | $11000.00          | $11162.95          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-06-25      | 0.0000%  | N/A     | $98000.00          | $143937.99         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-05-04      | 0.0000%  | N/A     | $35000.00          | $41108.10          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-12-08      | 0.0000%  | N/A     | $24000.00          | $24276.82          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-03-26      | 0.0000%  | N/A     | $27000.00          | $38097.32          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-08-05      | 0.0000%  | N/A     | $26000.00          | $29311.39          | Corporate Debt Securities                         |
| BATTALION CLO 2018-12 | 2031-05-19      | 10.2034% | N/A     | $5465000.00        | $4277748.95        | Asset-Backed Securities                           |
| BAUSCH HEALTH COS INC | 2028-06-01      | 4.8750%  | N/A     | $134000.00         | $125113.06         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC | 2028-09-30      | 11.0000% | N/A     | $52000.00          | $55856.67          | Corporate Debt Securities                         |
| BBAM US CLO LTD 2025- | 2038-07-26      | 9.1680%  | N/A     | $3000000.00        | $3061586.01        | Asset-Backed Securities                           |
| BBCMS MORTGAGE TRUST  | 2057-07-17      | 4.0000%  | N/A     | $298000.00         | $218903.12         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2056-12-15      | 5.0000%  | N/A     | $254000.00         | $156667.65         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2057-07-17      | 4.0000%  | N/A     | $298000.00         | $207928.97         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2057-07-17      | 4.0000%  | N/A     | $298000.00         | $180144.94         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2020-C8  | 2053-10-20      | 2.0000%  | N/A     | $390000.00         | $255495.28         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2020-C8  | 2053-10-20      | 2.0000%  | N/A     | $390000.00         | $230481.85         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2021-C11 | 2054-09-17      | 1.5099%  | N/A     | $443000.00         | $28902.78          | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2024-5C3 | 2057-12-17      | 4.2500%  | N/A     | $396000.00         | $280871.16         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2024-5C3 | 2057-12-17      | 4.2500%  | N/A     | $594000.00         | $449268.10         | Private Label Collateralized Mortgage Obligations |
| BCP TR 2021-330N A203 | 2038-06-15      | 4.5945%  | N/A     | $8900000.00        | $7998556.09        | Private Label Collateralized Mortgage Obligations |
| BEASLEY MEZZANINE HOL | 2028-08-01      | 9.2000%  | N/A     | $248000.00         | $105584.62         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021 | 2054-06-17      | 1.5000%  | N/A     | $2509000.00        | $160614.47         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2022-C1 E2 | 2055-02-18      | 2.0000%  | N/A     | $735000.00         | $450710.17         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2022-C1 X- | 2055-02-18      | 1.7594%  | N/A     | $4405000.00        | $409538.43         | Private Label Collateralized Mortgage Obligations |
| BRASKEM AMERICA FINAN | 2041-07-22      | 7.1250%  | N/A     | $1269000.00        | $475676.19         | Corporate Debt Securities                         |
| BRASKEM IDESA S A P I | 2032-02-20      | 0.0000%  | N/A     | $1900000.00        | $1338942.67        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V  | 2050-01-31      | 5.8750%  | N/A     | $2612000.00        | $1046432.50        | Corporate Debt Securities                         |
| BSST MORTGAGE TRUST 2 | 2036-03-17      | 5.7455%  | N/A     | $2150000.00        | $841242.86         | Private Label Collateralized Mortgage Obligations |
| CALUMET SPECIALTY PRO | 2028-07-15      | 9.7500%  | N/A     | $8000.00           | $8274.50           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2028-01-18      | 0.0000%  | N/A     | $149000.00         | $151957.80         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK  | 2026-12-21      | 0.0000%  | N/A     | $74000.00          | $76746.44          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK  | 2027-03-10      | 0.0000%  | N/A     | $158000.00         | $162758.80         | Corporate Debt Securities                         |
| CARLYLE GLBL MKT STRT | 2032-07-20      | 10.6292% | N/A     | $2000000.00        | $1990765.13        | Asset-Backed Securities                           |
| CARVANA CO SR GLBL 14 | 2029-09-01      | 4.8750%  | N/A     | $49000.00          | $46093.18          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2029-06-01      | 5.3750%  | N/A     | $156781000.00      | $155419988.49      | Corporate Debt Securities                         |
| CENTERFIELD MEDIA PAR | 2026-08-01      | 6.6250%  | N/A     | $89166000.00       | $90039021.83       | Corporate Debt Securities                         |
| CENTEX HM EQ LN TR 20 | 2035-01-25      | 4.9871%  | N/A     | $111000.00         | $19451.19          | Asset-Backed Securities                           |
| CF MTG2019-CF1 TRE205 | 2052-05-17      | 3.0000%  | N/A     | $551759.00         | $389668.02         | Private Label Collateralized Mortgage Obligations |
| CIMAREX ENERGY CORPSR | 2027-05-15      | 3.9000%  | N/A     | $40000.00          | $39610.20          | Corporate Debt Securities                         |
| CIMAREX ENERGY CORPSR | 2029-03-15      | 4.3750%  | N/A     | $659000.00         | $651313.59         | Corporate Debt Securities                         |
| CITGRP COML MTG TR 20 | 2047-07-12      | 4.5994%  | N/A     | $2000000.00        | $828684.79         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 20 | 2047-10-11      | 4.2510%  | N/A     | $50000.00          | $43921.22          | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 20 | 2047-10-11      | 4.3450%  | N/A     | $15053000.00       | $5501447.42        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2072-12-16      | 2.7500%  | N/A     | $533727.00         | $326852.43         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2072-12-16      | 2.7500%  | N/A     | $587119.00         | $343351.46         | Private Label Collateralized Mortgage Obligations |
| CLARIVATE SCIENCE HOL | 2029-07-01      | 4.8750%  | N/A     | $60000.00          | $52845.75          | Corporate Debt Securities                         |
| CMG MEDIA CORP SR GLB | 2027-12-15      | 8.8750%  | N/A     | $2000000.00        | $1842187.50        | Corporate Debt Securities                         |
| COMM MTG TR 2013-CCRE | 2046-10-15      | 4.3000%  | N/A     | $7000000.00        | $4250730.10        | Private Label Collateralized Mortgage Obligations |
| COMMUNITY HEALTH SYS  | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $99882.00          | Corporate Debt Securities                         |
| CONUMA RES LTD SR SEC | 2028-05-01      | 13.1250% | N/A     | $15000.00          | $14613.12          | Corporate Debt Securities                         |
| CSAIL COML MTG TR 201 | 2049-01-15      | 4.9276%  | N/A     | $5742000.00        | $4818597.08        | Private Label Collateralized Mortgage Obligations |
| CSC HLDGS LLCSR GLBL  | 2028-04-01      | 7.5000%  | N/A     | $23165000.00       | $14203040.63       | Corporate Debt Securities                         |
| CUMULUS MEDIA NEW HLD | 2029-07-01      | 8.0000%  | N/A     | $1592000.00        | $461680.00         | Corporate Debt Securities                         |
| CWABS INC 2005-16MV-2 | 2036-04-25      | 4.4746%  | N/A     | $325000.00         | $46797.82          | Asset-Backed Securities                           |
| CWALT INC 2004-14T2A- | 2034-08-25      | 5.5000%  | N/A     | $1486000.00        | $122682.90         | Private Label Collateralized Mortgage Obligations |
| DISH DBS CORPORATION  | 2026-12-01      | 5.2500%  | N/A     | $50406000.00       | $49347684.03       | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2026-07-01      | 7.7500%  | N/A     | $12327000.00       | $12159143.93       | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2028-07-01      | 7.3750%  | N/A     | $949000.00         | $913271.07         | Corporate Debt Securities                         |
| DONNELLEY R R & SONS  | 2029-04-15      | 8.5000%  | N/A     | $420000.00         | $416466.40         | Corporate Debt Securities                         |
| DONNELLEY R R & SONS  | 2029-08-01      | 10.8750% | N/A     | $30261000.00       | $32607828.81       | Corporate Debt Securities                         |
| DRYDEN LOAN FUND 2016 | 2030-10-15      | 9.7838%  | N/A     | $10331500.00       | $9777386.36        | Asset-Backed Securities                           |
| EL SALVADOR REPSR AMZ | 2030-04-17      | 0.2500%  | N/A     | $2825000.00        | $79708.16          | Other Instrument                                  |
| EXETER AUTO REC TR 20 | 2031-10-15      | 7.9800%  | N/A     | $2000000.00        | $2117378.00        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 20 | 2031-10-15      | 7.8400%  | N/A     | $4600000.00        | $4864967.67        | Asset-Backed Securities                           |
| EXETER AUTOMBL REC TR | 2032-09-15      | 7.4800%  | N/A     | $2000000.00        | $2086633.33        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE REC | 2030-01-15      | 9.0900%  | N/A     | $2000000.00        | $2036095.00        | Asset-Backed Securities                           |
| FIRST REP BK SAN FRAN | 2047-02-13      | 4.6250%  | N/A     | $55125000.00       | $1188211.72        | Corporate Debt Securities                         |
| FIRST REP BK SAN FRAN | 2046-08-01      | 4.3750%  | N/A     | $45585000.00       | $996190.53         | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2 | 2028-03-15      | 3.6400%  | N/A     | $295000.00         | $286904.81         | Asset-Backed Securities                           |
| GE-WMC ASSET-BCKD PTC | 2035-10-25      | 4.4471%  | N/A     | $3100000.00        | $156670.87         | Asset-Backed Securities                           |
| GLS AUTO RECV ISSUER  | 2031-06-16      | 7.2500%  | N/A     | $4187000.00        | $4321808.14        | Asset-Backed Securities                           |
| HIGHTOWER HOLDING LLC | 2029-04-15      | 6.7500%  | N/A     | $3549000.00        | $3611808.43        | Corporate Debt Securities                         |
| HUGHES SATELLITE S SR | 2026-08-01      | 6.6250%  | N/A     | $2390000.00        | $2173611.72        | Corporate Debt Securities                         |
| ILLUMINATE BUYER LLC  | 2028-07-01      | 9.0000%  | N/A     | $281000.00         | $283602.06         | Corporate Debt Securities                         |
| IMPERIAL FUND MTG TR  | 2055-10-25      | 5.7126%  | N/A     | $3093000.00        | $3098968.99        | Private Label Collateralized Mortgage Obligations |
| JELD-WEN INC SR GLBL  | 2027-12-15      | 4.8750%  | N/A     | $4257000.00        | $3769972.59        | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS  | 2030-05-07      | 3.9054%  | N/A     | $5500000.00        | $3584388.14        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 20 | 2047-09-17      | 4.5132%  | N/A     | $8000000.00        | $7589085.29        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2049-01-15      | 4.7606%  | N/A     | $130000.00         | $121429.74         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2050-03-17      | 4.0088%  | N/A     | $3650000.00        | $3068683.89        | Private Label Collateralized Mortgage Obligations |
| KANSAS CITY SOUTHN RY | 2045-08-15      | 4.9500%  | N/A     | $100000.00         | $83862.75          | Corporate Debt Securities                         |
| KOBE US MIDCO 2 INCOR | 2026-11-01      | 9.2500%  | N/A     | $2232000.00        | $1909181.50        | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLCSR | 2029-02-15      | 7.2500%  | N/A     | $490000.00         | $524779.79         | Corporate Debt Securities                         |
| LCM LTD 2018-28E20301 | 2030-10-21      | 9.6792%  | N/A     | $3550000.00        | $1783160.30        | Asset-Backed Securities                           |
| LCM XVI LTD 2014-16R  | 2031-10-15      | 10.3138% | N/A     | $2000000.00        | $1524034.83        | Asset-Backed Securities                           |
| LIFEPOINT HEALTH INC  | 2032-06-01      | 10.0000% | N/A     | $17183000.00       | $18437339.91       | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR  | 2034-06-25      | 4.5821%  | N/A     | $225000.00         | $8861.80           | Asset-Backed Securities                           |
| MARBLE POINT CLO LTD  | 2034-10-17      | 11.1292% | N/A     | $4370000.00        | $4266961.76        | Asset-Backed Securities                           |
| MARCOBRE SAC SR REGS  | 2036-01-22      | 5.7500%  | N/A     | $1003000.00        | $999266.61         | Corporate Debt Securities                         |
| MARLETTE FUNDING TRUS | 2032-04-15      | 0.0000%  | N/A     | $5000.00           | $24158.89          | Corporate Debt Securities                         |
| MBIA GLOBAL FDG LLC M | 2031-12-15      | 0.0000%  | N/A     | $16720000.00       | $8694881.01        | Corporate Debt Securities                         |
| MIWD HOLDCO II LLC /  | 2030-02-01      | 5.5000%  | N/A     | $50000.00          | $49840.36          | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I  | 2033-08-15      | 4.9780%  | N/A     | $2025000.00        | $1068493.95        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR | 2054-05-15      | 2.5000%  | N/A     | $831000.00         | $464770.73         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CP I T | 2055-04-16      | 2.5000%  | N/A     | $637000.00         | $329265.23         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FIN LL | 2027-12-10      | 0.0000%  | N/A     | $12000.00          | $12739.20          | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS | 2028-09-01      | 5.5000%  | N/A     | $234000.00         | $186676.75         | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2012 | 2045-11-17      | 4.5360%  | N/A     | $1460000.00        | $671740.95         | Private Label Collateralized Mortgage Obligations |
| MUVICO LLC 1LIEN GLBL | 2029-02-19      | 15.0000% | N/A     | $2499400.00        | $2576806.42        | Corporate Debt Securities                         |
| NATIONAL BK CDA STRUC | 2027-04-27      | 0.0000%  | N/A     | $50000.00          | $58286.80          | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE  | 2028-07-15      | 9.7500%  | N/A     | $113000.00         | $114024.06         | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIEL | 2031-07-15      | 4.7500%  | N/A     | $393000.00         | $192499.72         | Corporate Debt Securities                         |
| OCTAGON INV PART LTD  | 2031-01-27      | 9.0796%  | N/A     | $2080500.00        | $2020454.37        | Asset-Backed Securities                           |
| OCTAGON INV PART LTD  | 2031-01-27      | 9.0796%  | N/A     | $3000000.00        | $2852474.54        | Asset-Backed Securities                           |
| OSCAR ACQUISITIONCO L | 2030-04-15      | 9.5000%  | N/A     | $69000.00          | $42135.43          | Corporate Debt Securities                         |
| OT MERGER CORPORATION | 2029-10-15      | 7.8750%  | N/A     | $359000.00         | $94050.37          | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS I | 2030-12-31      | 8.7500%  | N/A     | $1555262.00        | $1589834.61        | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS  | 2029-12-15      | 3.1500%  | N/A     | $132000.00         | $123021.03         | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS  | 2045-02-15      | 4.6800%  | N/A     | $100000.00         | $77420.00          | Corporate Debt Securities                         |
| PM GENERAL PURCHASER  | 2028-10-01      | 9.5000%  | N/A     | $16098000.00       | $14980306.92       | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC | 2031-09-01      | 5.8750%  | N/A     | $9592000.00        | $6515998.81        | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS IN | 2030-02-15      | 9.7810%  | N/A     | $140243.00         | $145787.27         | Corporate Debt Securities                         |
| RCKT MTG TR 2024-CES9 | 2044-12-25      | 7.6690%  | N/A     | $669000.00         | $630452.76         | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES9 | 2044-12-25      | 8.6590%  | N/A     | $386000.00         | $324371.36         | Asset-Backed Securities                           |
| RIVERS ENT BOR LLC/FI | 2033-02-01      | 6.6250%  | N/A     | $11000.00          | $11577.40          | Corporate Debt Securities                         |
| RRD PARENT INC PERP J | 2099-01-01      | 12.0000% | N/A     | $1002000.00        | $1192470.18        | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $8676302.00        | $21690.76          | Corporate Debt Securities                         |
| SERVICE PPTYS TR 1LIE | 2031-11-15      | 8.6250%  | N/A     | $119000.00         | $127144.21         | Corporate Debt Securities                         |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $5387000.00        | $4876689.49        | Corporate Debt Securities                         |
| SERVICE PPTYS TR SR G | 2029-10-01      | 4.9500%  | N/A     | $184000.00         | $165398.06         | Corporate Debt Securities                         |
| SHACKLETON CLO 2014-V | 2031-05-07      | 10.2812% | N/A     | $7200000.00        | $6749419.65        | Asset-Backed Securities                           |
| SHACKLETON CLO LTD 20 | 2031-04-14      | 9.7634%  | N/A     | $1850000.00        | $1847052.02        | Asset-Backed Securities                           |
| SIGNAL PARENT INCORPO | 2029-04-01      | 6.1250%  | N/A     | $409000.00         | $171880.83         | Corporate Debt Securities                         |
| SLM PRIVATE ST LN TR  | 2032-06-15      | 4.7348%  | N/A     | $4492000.00        | $240347.96         | Asset-Backed Securities                           |
| SOUND PNT CLO LTD 202 | 2035-04-25      | 10.3680% | N/A     | $3000000.00        | $2744316.01        | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2 | 2032-01-26      | 10.8296% | N/A     | $5250000.00        | $5116667.29        | Asset-Backed Securities                           |
| SPIRIT AIRLINES INC 2 | 2029-10-01      | 4.1000%  | N/A     | $486000.00         | $220760.51         | Asset-Backed Securities                           |
| STRUCTURED ASSET MTG  | 2047-09-25      | 4.1471%  | N/A     | $2500000.00        | $219427.80         | Private Label Collateralized Mortgage Obligations |
| TEINE ENERGY LTD SR 1 | 2029-04-15      | 6.8750%  | N/A     | $688000.00         | $701114.71         | Corporate Debt Securities                         |
| TIAA CLO III LTD E203 | 2031-01-16      | 9.8327%  | N/A     | $1000000.00        | $1000073.84        | Asset-Backed Securities                           |
| TKC HOLDINGS INCORPOR | 2029-05-15      | 10.5000% | N/A     | $172000.00         | $180544.10         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-02-10      | 0.0000%  | N/A     | $150000.00         | $151582.80         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-02-12      | 0.0000%  | N/A     | $150000.00         | $150533.10         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-04-29      | 0.0000%  | N/A     | $90000.00          | $97712.82          | Corporate Debt Securities                         |
| TOWD POINT MTG TR 202 | 2065-06-25      | 8.0068%  | N/A     | $625000.00         | $623446.23         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-05-25      | 6.8720%  | N/A     | $655000.00         | $670642.56         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-06-25      | 8.0068%  | N/A     | $346000.00         | $338536.08         | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR  | 2030-07-15      | 8.6400%  | N/A     | $3000000.00        | $476124.00         | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR  | 2031-04-15      | 6.8400%  | N/A     | $380000.00         | $48773.00          | Asset-Backed Securities                           |
| TRINITAS CLOLTD 2021- | 2034-07-20      | 10.9292% | N/A     | $1000000.00        | $976895.90         | Asset-Backed Securities                           |
| URBAN ONE INC2LIEN GL | 2031-04-01      | 7.6250%  | N/A     | $495000.00         | $227153.44         | Corporate Debt Securities                         |
| VELOCITY COML CAP LLC | 2031-02-15      | 9.3750%  | N/A     | $166000.00         | $168490.00         | Corporate Debt Securities                         |
| VENTURE XXX CLO 2017- | 2031-01-15      | 10.2338% | N/A     | $4375000.00        | $1999480.36        | Asset-Backed Securities                           |
| VNTURE XXIII CLO LTD  | 2034-07-19      | 11.4792% | N/A     | $9304000.00        | $7598657.54        | Asset-Backed Securities                           |
| VOYA CLO LTD 2017-1D2 | 2030-04-17      | 10.0292% | N/A     | $1500000.00        | $1493168.85        | Asset-Backed Securities                           |
| WAMU MTG CERT 2006-AR | 2046-02-25      | 4.6682%  | N/A     | $7392500.00        | $331197.88         | Private Label Collateralized Mortgage Obligations |
| WELLFLEET CLO 2019-1  | 2032-07-20      | 10.8292% | N/A     | $3369000.00        | $3230123.49        | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2 | 2048-11-18      | 3.8520%  | N/A     | $5000000.00        | $4515565.00        | Private Label Collateralized Mortgage Obligations |
| WOLFSPEED INCSR SEC G | 2030-06-23      | 13.8750% | N/A     | $15060000.00       | $16568248.54       | Corporate Debt Securities                         |
| WOM MOBILE SPA 1LIEN  | 2031-04-01      | 11.0000% | N/A     | $100000.00         | $103536.11         | Corporate Debt Securities                         |
| ZAIS CLO 11, LIMITED  | 2032-01-20      | 10.6892% | N/A     | $6250000.00        | $3526932.71        | Asset-Backed Securities                           |

### Security 203: GOLDMAN SACHS & CO LLC (NON-TRAD REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO LLC (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GSC01E10
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACE SECS HEQ 2005-HE2 | 2035-04-25      | 4.8071%  | N/A     | $800000.00         | $111047.48         | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-NC3 | 2036-12-26      | 4.0071%  | N/A     | $1000000.00        | $139598.56         | Asset-Backed Securities                           |
| ACHV ABS TRUST 2024-1 | 2031-04-25      | 6.3400%  | N/A     | $1317000.00        | $267120.17         | Asset-Backed Securities                           |
| AEGIS ABS 2005-4 M2 2 | 2035-10-25      | 4.4921%  | N/A     | $500000.00         | $295638.29         | Asset-Backed Securities                           |
| ALLIED UNVL HOLDCO LL | 2029-06-01      | 6.0000%  | N/A     | $373000.00         | $372258.97         | Corporate Debt Securities                         |
| AMERICAN HM ASSETS 20 | 2046-05-25      | 0.2866%  | N/A     | $109789184.00      | $58220.42          | Private Label Collateralized Mortgage Obligations |
| AMERICAN HM ASSETS 20 | 2047-02-25      | 4.3682%  | N/A     | $1450000.00        | $120186.80         | Private Label Collateralized Mortgage Obligations |
| AMERICAN HM ASSETS 20 | 2047-03-25      | 3.9121%  | N/A     | $100000.00         | $8151.45           | Private Label Collateralized Mortgage Obligations |
| AMERICAN HM ASSETS 20 | 2037-06-25      | 6.7500%  | N/A     | $7850000.00        | $581217.61         | Private Label Collateralized Mortgage Obligations |
| AMERIQUEST MTG SECS 2 | 2033-02-25      | 9.0371%  | N/A     | $11000000.00       | $1548202.96        | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2 | 2034-04-25      | 3.3719%  | N/A     | $1000000.00        | $310263.27         | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2 | 2035-05-25      | 5.9171%  | N/A     | $6000000.00        | $5017663.75        | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 3.8040%  | N/A     | $1702000.00        | $1672578.09        | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 2.3270%  | N/A     | $1840000.00        | $1803526.65        | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 2.4270%  | N/A     | $2024000.00        | $1983999.86        | Asset-Backed Securities                           |
| ANGEL OAK MORTGAGE TR | 2055-12-27      | 5.2973%  | N/A     | $1395000.00        | $1321485.53        | Asset-Backed Securities                           |
| ANGEL OAK MTG TR 2025 | 2055-02-25      | 5.4973%  | N/A     | $7500000.00        | $5473921.18        | Asset-Backed Securities                           |
| AQUA FIN TR 2019-A D2 | 2040-07-16      | 6.0700%  | N/A     | $6050000.00        | $2381526.58        | Asset-Backed Securities                           |
| ARCHWEST 2025-RTL1 M2 | 2040-10-25      | 17.0068% | N/A     | $12000000.00       | $12034249.49       | Asset-Backed Securities                           |
| ARGENT SECS INC 2005- | 2035-11-25      | 4.4771%  | N/A     | $609000.00         | $549940.85         | Asset-Backed Securities                           |
| ARGENT SECS INC 2006- | 2036-04-25      | 4.0271%  | N/A     | $1000000.00        | $6856.24           | Asset-Backed Securities                           |
| ARGENT SECS INC 2006- | 2036-06-25      | 4.0871%  | N/A     | $6600000.00        | $473466.38         | Asset-Backed Securities                           |
| BA MTG TRUST 2007-2A- | 2037-05-25      | 5.5000%  | N/A     | $550000.00         | $46164.34          | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2005 | 2035-11-25      | 5.7500%  | N/A     | $300000.00         | $15576.93          | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2005 | 2035-11-25      | 4.3271%  | N/A     | $8000000.00        | $162080.44         | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2006 | 2036-02-20      | 5.7148%  | N/A     | $20800000.00       | $274914.40         | Private Label Collateralized Mortgage Obligations |
| BANK NOVA SCOTIA B C  | 2028-02-07      | 0.0000%  | N/A     | $10000.00          | $12862.65          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-02-03      | 0.0000%  | N/A     | $17000.00          | $20510.50          | Corporate Debt Securities                         |
| BANK ONE CMBS 2000-C1 | 2031-10-18      | 5.8797%  | N/A     | $7484168.00        | $7575.72           | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO 2019-3 LT | 2031-04-21      | 0.0000%  | N/A     | $3500000.00        | $1225000.00        | Asset-Backed Securities                           |
| BBCMS MORTGAGE TRUST  | 2057-07-17      | 6.7445%  | N/A     | $1040844.00        | $801691.42         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWA | 2034-11-15      | 4.7505%  | N/A     | $8000000.00        | $4841394.90        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2024-5C3 | 2057-12-17      | 6.5893%  | N/A     | $1147000.00        | $806502.78         | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2007-AA2  | 2037-04-25      | 6.0000%  | N/A     | $3050000.00        | $253150.81         | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2007-AA2  | 2047-05-25      | 4.2071%  | N/A     | $42200000.00       | $2050811.93        | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2007-AA4  | 2047-06-25      | 4.1921%  | N/A     | $15000000.00       | $422458.59         | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2011-RR5  | 2036-06-26      | 5.2500%  | N/A     | $4000000.00        | $350455.84         | Private Label Collateralized Mortgage Obligations |
| BCP TR 2021-330N C203 | 2038-06-15      | 5.3915%  | N/A     | $5000000.00        | $1550631.25        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ABS TR 2 | 2036-10-25      | 4.2821%  | N/A     | $497650.00         | $458694.56         | Asset-Backed Securities                           |
| BEAR STEARNS ALT-A 20 | 2036-01-25      | 4.1618%  | N/A     | $7700000.00        | $100196.10         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 20 | 2036-08-25      | 4.1509%  | N/A     | $14929400.00       | $772186.80         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ARM TR 2 | 2033-08-25      | 6.3750%  | N/A     | $8580000.00        | $19360.50          | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ARM TR 2 | 2036-02-25      | 4.5439%  | N/A     | $7060000.00        | $17292.68          | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ASSET BK | 2034-03-25      | 4.6871%  | N/A     | $900000.00         | $128925.28         | Asset-Backed Securities                           |
| BELLA VISTA MTG TR 20 | 2045-01-22      | 4.5357%  | N/A     | $5000000.00        | $461803.54         | Private Label Collateralized Mortgage Obligations |
| BLOCK COMMUNICATIONS  | 2028-03-01      | 4.8750%  | N/A     | $22000.00          | $21975.74          | Corporate Debt Securities                         |
| BSREP COMM MTG TR 202 | 2038-08-16      | 7.6455%  | N/A     | $4000000.00        | $1230070.93        | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILMB20360 | 2036-08-15      | 4.6945%  | N/A     | $8850000.00        | $8320126.16        | Private Label Collateralized Mortgage Obligations |
| C-BASS TRUST 2006-CB7 | 2036-10-25      | 4.1071%  | N/A     | $1578000.00        | $331817.34         | Asset-Backed Securities                           |
| C-BASS TRUST 2006-CB7 | 2036-10-25      | 4.2671%  | N/A     | $2519040.00        | $529699.40         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB3 | 2037-03-25      | 3.2656%  | N/A     | $1600000.00        | $292647.50         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB5 | 2037-04-25      | 2.9002%  | N/A     | $2570000.00        | $508446.09         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB6 | 2037-07-25      | 3.9662%  | N/A     | $22300000.00       | $653009.95         | Asset-Backed Securities                           |
| CAFL ISSUER, 2025-RRT | 2040-05-28      | 8.1600%  | N/A     | $4000000.00        | $4045285.34        | Private Label Collateralized Mortgage Obligations |
| CAPITAL STREET MASTER | 2028-10-16      | 5.0567%  | N/A     | $4000000.00        | $4007692.86        | Asset-Backed Securities                           |
| CARLYLE US CLO 2019-1 | 2031-04-21      | 0.0000%  | N/A     | $2925000.00        | $906750.00         | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2 | 2027-07-15      | 0.0000%  | N/A     | $16000.00          | $1146798.34        | Asset-Backed Securities                           |
| CENTEX HM EQ LN TR 20 | 2032-09-25      | 4.9371%  | N/A     | $11450000.00       | $1884573.85        | Asset-Backed Securities                           |
| CF MTG2019-CF1 TRX-G2 | 2052-05-17      | 1.2913%  | N/A     | $3376048.00        | $126096.20         | Private Label Collateralized Mortgage Obligations |
| CHASE MORTGAGE FIN TR | 2037-06-25      | 6.0000%  | N/A     | $3052244.00        | $131164.30         | Private Label Collateralized Mortgage Obligations |
| CHASEFLEX TRUST 2005- | 2035-06-25      | 5.0000%  | N/A     | $701000.00         | $88194.09          | Private Label Collateralized Mortgage Obligations |
| CHEVY CHASE FDG 2005- | 2036-07-25      | 3.9671%  | N/A     | $3000000.00        | $20208.64          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN 2006 | 2036-08-25      | 4.5182%  | N/A     | $7000000.00        | $109860.23         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2035-05-25      | 4.8221%  | N/A     | $400000.00         | $309723.85         | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2 | 2036-10-27      | 4.3871%  | N/A     | $1503068.00        | $160240.68         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2035-10-25      | 4.4621%  | N/A     | $273000.00         | $39620.43          | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2 | 2037-05-25      | 3.9871%  | N/A     | $2000000.00        | $480035.20         | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2 | 2034-12-25      | 4.1171%  | N/A     | $3862744.00        | $10514.24          | Private Label Collateralized Mortgage Obligations |
| CLAS 2018-1 LTDCTF204 | 2043-06-15      | 0.0000%  | N/A     | $1500000.00        | $60484.50          | Asset-Backed Securities                           |
| COLLEGE AVE STD LN LL | 2051-07-25      | 2.9200%  | N/A     | $143000.00         | $59664.27          | Asset-Backed Securities                           |
| COLLEGE AVE STD LN LL | 2051-07-25      | 4.1200%  | N/A     | $400000.00         | $163312.29         | Asset-Backed Securities                           |
| COMM MTG TR 2014-CCRE | 2047-05-10      | 4.9297%  | N/A     | $4206000.00        | $2986138.63        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2 | 2047-03-12      | 4.6240%  | N/A     | $5000000.00        | $301397.17         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4 | 2047-08-12      | 4.8096%  | N/A     | $7015500.00        | $1570591.03        | Private Label Collateralized Mortgage Obligations |
| COMPASS GROUP DIVERSI | 2029-04-15      | 5.2500%  | N/A     | $7707000.00        | $7302864.19        | Corporate Debt Securities                         |
| COREVEST AMER FIN TR  | 2052-10-18      | 3.7600%  | N/A     | $500000.00         | $471219.94         | Private Label Collateralized Mortgage Obligations |
| CPS AT REC TR 2022-D  | 2030-06-17      | 12.1200% | N/A     | $6000000.00        | $6574968.00        | Asset-Backed Securities                           |
| CROSS 2025-CES1 MORTG | 2060-11-25      | 6.6820%  | N/A     | $5194000.00        | $5280452.69        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2050-04-15      | 3.2780%  | N/A     | $4657500.00        | $3738345.22        | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-ADVG2038071 | 2038-07-15      | 10.0455% | N/A     | $2500000.00        | $10663.54          | Private Label Collateralized Mortgage Obligations |
| CWABS INC 2006-2 M-32 | 2036-04-25      | 4.4471%  | N/A     | $4000000.00        | $2891720.27        | Asset-Backed Securities                           |
| CWABS TRUST 2005-HYB9 | 2036-02-20      | 6.4485%  | N/A     | $3854000.00        | $165960.45         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-242-A- | 2035-07-20      | 4.9782%  | N/A     | $15000000.00       | $180190.76         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-60T1A- | 2035-12-25      | 5.5000%  | N/A     | $1000000.00        | $108168.94         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-612-A- | 2035-12-25      | 4.3471%  | N/A     | $4318000.00        | $246589.01         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-622-A- | 2035-12-25      | 4.6682%  | N/A     | $19837000.00       | $395116.96         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-64CB1- | 2035-12-25      | 5.7500%  | N/A     | $800000.00         | $41169.69          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-26CBA- | 2036-09-25      | 6.0000%  | N/A     | $5000000.00        | $309412.96         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-41CB1- | 2037-01-25      | 6.0000%  | N/A     | $2200000.00        | $123958.31         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OC102- | 2036-11-25      | 4.2471%  | N/A     | $280000.00         | $166872.03         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-HY4 3- | 2037-06-25      | 4.2684%  | N/A     | $24500000.00       | $1331575.84        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-OH1 A- | 2047-04-25      | 3.9971%  | N/A     | $505000.00         | $49711.66          | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2046-04-25      | 0.0000%  | N/A     | $199999000.00      | $9607.16           | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2036-05-20      | 4.0254%  | N/A     | $817000.00         | $45643.45          | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2036-03-20      | 4.7497%  | N/A     | $3200000.00        | $124578.90         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2036-03-25      | 4.2671%  | N/A     | $8000000.00        | $389059.29         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2037-03-25      | 6.0000%  | N/A     | $2083332.00        | $10365.44          | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2047-11-25      | 6.5000%  | N/A     | $200000.00         | $21709.39          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-191-A- | 2035-08-25      | 5.5000%  | N/A     | $15000000.00       | $47236.74          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-2 1-A- | 2035-03-25      | 4.4271%  | N/A     | $9200000.00        | $219857.04         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-24A-52 | 2035-11-25      | 5.2500%  | N/A     | $211000.00         | $17319.10          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-4 1-X- | 2035-02-25      | 0.4423%  | N/A     | $206946000.00      | $56230.67          | Private Label Collateralized Mortgage Obligations |
| CWMBS REPERFORMING 20 | 2034-11-25      | 0.0000%  | N/A     | $5044008.00        | $30459.37          | Private Label Collateralized Mortgage Obligations |
| CWMBS REPERFORMING 20 | 2035-03-25      | 0.3111%  | N/A     | $90439680.00       | $5245.88           | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE ALT-A SECS 2 | 2035-12-25      | 5.5000%  | N/A     | $2200000.00        | $244626.07         | Private Label Collateralized Mortgage Obligations |
| DIAMETER CAPITAL CLO  | 2039-01-15      | 0.0100%  | N/A     | $9000000.00        | $8959365.00        | Asset-Backed Securities                           |
| DIAMETER CAPITAL CLO  | 2039-01-15      | 0.0100%  | N/A     | $19500000.00       | $19415214.00       | Asset-Backed Securities                           |
| DIVIDEND SLR LN 2019- | 2039-08-22      | 3.6700%  | N/A     | $46717000.00       | $14285730.12       | Asset-Backed Securities                           |
| DIVIDEND SOLAR LOANS  | 2038-12-20      | 4.2500%  | N/A     | $3170000.00        | $1220471.97        | Asset-Backed Securities                           |
| DRYDEN 92 CLO LTD 202 | 2034-11-20      | 0.0000%  | N/A     | $13250000.00       | $2702350.75        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2025-1 | 2038-04-15      | 0.0000%  | N/A     | $7545000.00        | $5246121.50        | Asset-Backed Securities                           |
| DSLA MTG LN TR 2005-A | 2045-09-19      | 4.4498%  | N/A     | $7143840.00        | $285895.80         | Private Label Collateralized Mortgage Obligations |
| DSLA MTG LN TR 2005-A | 2045-10-19      | 4.6298%  | N/A     | $46430000.00       | $578963.77         | Private Label Collateralized Mortgage Obligations |
| ENDURANCE INTL GROUP  | 2029-02-15      | 6.0000%  | N/A     | $77000.00          | $42157.50          | Corporate Debt Securities                         |
| EQUIFIRST LN SEC TR 2 | 2037-04-25      | 4.1671%  | N/A     | $1500000.00        | $334818.95         | Asset-Backed Securities                           |
| FEDERAL HOME LOAN MOR | 2049-08-25      | 0.2100%  | N/A     | $121552896.00      | $55906.19          | Private Label Collateralized Mortgage Obligations |
| FIGRE TR 2023-HE2A205 | 2053-05-25      | 6.5120%  | N/A     | $1500000.00        | $818314.63         | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE3  | 2054-07-25      | 5.9370%  | N/A     | $3000000.00        | $2074499.18        | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE5  | 2054-10-25      | 5.4400%  | N/A     | $2800000.00        | $2078898.44        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE2  | 2055-03-25      | 5.7750%  | N/A     | $5800000.00        | $4802666.98        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 20 | 2037-03-25      | 4.0871%  | N/A     | $41160000.00       | $6130179.19        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 20 | 2036-01-25      | 4.3421%  | N/A     | $1740000.00        | $543829.50         | Asset-Backed Securities                           |
| FIRST HORIZON ALT 200 | 2037-06-25      | 6.0000%  | N/A     | $3965000.00        | $178984.11         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2020- | 2050-03-25      | 0.1359%  | N/A     | $291725312.00      | $265513.59         | Private Label Collateralized Mortgage Obligations |
| FORT CRE ISSUER LLC 2 | 2039-02-24      | 6.4473%  | N/A     | $500000.00         | $497153.18         | Private Label Collateralized Mortgage Obligations |
| FOUNDATION FIN TR 202 | 2043-12-15      | 6.2700%  | N/A     | $6702000.00        | $4581283.22        | Asset-Backed Securities                           |
| FOUNDATION FIN TR 202 | 2050-03-15      | 4.9300%  | N/A     | $574000.00         | $477627.68         | Asset-Backed Securities                           |
| FOUNDATION FINANCE TR | 2049-06-15      | 6.9700%  | N/A     | $255000.00         | $223036.15         | Asset-Backed Securities                           |
| FOUNDATION FINANCE TR | 2049-06-15      | 6.5300%  | N/A     | $235000.00         | $124062.43         | Asset-Backed Securities                           |
| FREMONT HM LN TR 2004 | 2034-07-25      | 4.6421%  | N/A     | $1200000.00        | $392279.70         | Asset-Backed Securities                           |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 5.3419%  | N/A     | $15026000.00       | $15033624.04       | Private Label Collateralized Mortgage Obligations |
| FXI HOLDINGS INC SR S | 2030-11-15      | 11.0000% | N/A     | $190000.00         | $177855.83         | Corporate Debt Securities                         |
| GENERATE CLO 13 LTDSU | 2037-01-21      | 0.0000%  | N/A     | $11000000.00       | $5060000.00        | Asset-Backed Securities                           |
| GENERATE CLO LTD 2024 | 2037-07-20      | 0.0000%  | N/A     | $27070000.00       | $12722900.00       | Asset-Backed Securities                           |
| GMACM MTG LN TR 2006- | 2036-04-19      | 3.7570%  | N/A     | $1799292.00        | $80847.56          | Private Label Collateralized Mortgage Obligations |
| GOODLEAP HM IMP SOL T | 2046-10-22      | 5.3500%  | N/A     | $3289000.00        | $2128378.42        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV  | 2049-02-20      | 7.8300%  | N/A     | $1500000.00        | $1167574.40        | Asset-Backed Securities                           |
| GOODLEAP SUS HOME TR  | 2048-05-20      | 2.1000%  | N/A     | $375000.00         | $183798.10         | Asset-Backed Securities                           |
| GPMT LTD 2021-FL4A-S2 | 2036-12-22      | 5.4914%  | N/A     | $3000000.00        | $3000833.31        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024 | 2039-03-15      | 8.1182%  | N/A     | $1400000.00        | $1413485.61        | Private Label Collateralized Mortgage Obligations |
| GREYSTONE CRELTD 2021 | 2039-07-15      | 5.1447%  | N/A     | $4000000.00        | $3988680.00        | Private Label Collateralized Mortgage Obligations |
| GREYWOLF CLO 2015-5R  | 2031-01-27      | 0.0000%  | N/A     | $5000000.00        | $775000.00         | Asset-Backed Securities                           |
| GS MTG SECS TR 2020-P | 2050-07-25      | 0.2139%  | N/A     | $395759104.00      | $830709.27         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-10A- | 2037-11-25      | 8.0000%  | N/A     | $6838064.00        | $119957.03         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-5 1A | 2037-05-25      | 5.8389%  | N/A     | $2847000.00        | $173511.91         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-5 1A | 2037-05-25      | 5.9081%  | N/A     | $1600000.00        | $217122.75         | Private Label Collateralized Mortgage Obligations |
| GSMPS MTG LN TR 2003- | 2043-07-25      | 0.4514%  | N/A     | $75300864.00       | $12395.45          | Asset-Backed Securities                           |
| HARBORVIEW MTG LN TR  | 2036-01-19      | 4.2898%  | N/A     | $8999712.00        | $398142.40         | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2034-11-19      | 2.2910%  | N/A     | $10000000.00       | $67895.75          | Private Label Collateralized Mortgage Obligations |
| HOME EQUITY MTG INABS | 2036-11-25      | 3.9471%  | N/A     | $500000.00         | $140629.10         | Asset-Backed Securities                           |
| HONO MORTGAGE TRUST 2 | 2036-12-15      | 0.5079%  | N/A     | $18841600.00       | $9356.87           | Private Label Collateralized Mortgage Obligations |
| HSI ASSET SEC TR 2006 | 2036-01-25      | 4.4021%  | N/A     | $200000.00         | $193176.98         | Asset-Backed Securities                           |
| IMPAC CMB TR 2005-41- | 2035-05-25      | 4.4321%  | N/A     | $14692000.00       | $155016.77         | Private Label Collateralized Mortgage Obligations |
| INDYMAC IMSC 2007-AR2 | 2047-03-25      | 3.9371%  | N/A     | $3681000.00        | $184855.86         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR1 | 2046-11-25      | 4.1871%  | N/A     | $3868000.00        | $811328.42         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR3 | 2037-01-25      | 4.1271%  | N/A     | $6200000.00        | $457503.99         | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2004-AR10 | 2034-05-25      | 4.6271%  | N/A     | $35265000.00       | $178401.21         | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2005-AR23 | 2035-11-25      | 3.8094%  | N/A     | $63000000.00       | $3036535.73        | Private Label Collateralized Mortgage Obligations |
| IXIS REAL ESTATE TR 2 | 2036-03-25      | 4.3871%  | N/A     | $109000.00         | $22507.87          | Asset-Backed Securities                           |
| J P M C COML MTG SEC  | 2040-03-15      | 6.2230%  | N/A     | $2400000.00        | $1929778.40        | Private Label Collateralized Mortgage Obligations |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0955%  | N/A     | $10000000.00       | $9426231.17        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN ACCEPT 2004 | 2034-12-25      | 4.8306%  | N/A     | $1035000.00        | $9763.41           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN ALT LN TR 2 | 2035-12-25      | 5.3550%  | N/A     | $300000.00         | $14963.08          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2033-07-08      | 6.8270%  | N/A     | $2630000.00        | $643642.02         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2035-06-15      | 4.9370%  | N/A     | $1500000.00        | $1230898.46        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007 | 2037-03-25      | 6.0000%  | N/A     | $99000.00          | $7274.45           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007 | 2037-08-25      | 6.0000%  | N/A     | $2525000.00        | $95168.83          | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 202 | 2036-12-15      | 5.1445%  | N/A     | $4770000.00        | $2296495.59        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2047-09-17      | 4.0362%  | N/A     | $2500000.00        | $2297111.03        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2049-01-15      | 4.2606%  | N/A     | $8680000.00        | $6433374.52        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2049-12-17      | 3.3970%  | N/A     | $4500000.00        | $3377936.02        | Private Label Collateralized Mortgage Obligations |
| KKR CLO LTD 2021-35R  | 2038-01-20      | 0.0000%  | N/A     | $11792800.00       | $5896400.00        | Asset-Backed Securities                           |
| KNDR TRUST 2021-KIND  | 2038-08-16      | 0.2466%  | N/A     | $77987777.00       | $9957.90           | Private Label Collateralized Mortgage Obligations |
| KRFF 2021-FL2 LTDA-S2 | 2039-02-17      | 5.0919%  | N/A     | $15000000.00       | $15000002.51       | Asset-Backed Securities                           |
| LCM 33 LTD D20340720  | 2034-07-20      | 7.1292%  | N/A     | $6000000.00        | $5720702.06        | Asset-Backed Securities                           |
| LEHMAN MTG TR 2006-1  | 2036-02-25      | 5.5000%  | N/A     | $3800000.00        | $319581.39         | Private Label Collateralized Mortgage Obligations |
| LEHMAN MTG TR 2007-5  | 2037-06-25      | 5.7500%  | N/A     | $62919500.00       | $1508406.70        | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2006- | 2036-12-25      | 4.2871%  | N/A     | $1300000.00        | $483686.51         | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007- | 2047-02-25      | 4.3071%  | N/A     | $3250000.00        | $1423155.20        | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007- | 2037-05-25      | 5.2619%  | N/A     | $2063600.00        | $123627.15         | Private Label Collateralized Mortgage Obligations |
| LONG BEACH MTG LN TR  | 2036-10-25      | 4.1071%  | N/A     | $700000.00         | $101079.01         | Asset-Backed Securities                           |
| MAC TR 2025-801B A204 | 2040-10-15      | 5.3802%  | N/A     | $5000000.00        | $5029893.73        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FDG XXII | 2030-07-29      | 0.0000%  | N/A     | $8000000.00        | $400000.00         | Asset-Backed Securities                           |
| MASTR ABS TRUST 2006- | 2036-08-25      | 4.2671%  | N/A     | $270000.00         | $33668.01          | Asset-Backed Securities                           |
| ML ALT NT ASSET TR 20 | 2037-04-27      | 4.3071%  | N/A     | $3500000.00        | $156434.48         | Private Label Collateralized Mortgage Obligations |
| ML FF MTG LN TR 2007- | 2037-04-25      | 4.0671%  | N/A     | $9700000.00        | $741151.16         | Asset-Backed Securities                           |
| ML FF MTG LN TR 2007- | 2037-10-25      | 5.7871%  | N/A     | $34500000.00       | $5606196.14        | Asset-Backed Securities                           |
| ML MTG INV TR 2006-HE | 2036-12-25      | 4.3871%  | N/A     | $200000.00         | $112902.64         | Asset-Backed Securities                           |
| ML MTG INVESTORS 2004 | 2034-10-25      | 6.1871%  | N/A     | $2000000.00        | $248333.39         | Asset-Backed Securities                           |
| ML-CFC COML MTG TR 20 | 2048-08-14      | 5.4500%  | N/A     | $20762320.00       | $254673.46         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY ABS 20 | 2047-02-25      | 7.5871%  | N/A     | $2218000.00        | $1685597.59        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY ABS 20 | 2036-12-25      | 3.8471%  | N/A     | $20000000.00       | $333798.20         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2037-02-25      | 3.9671%  | N/A     | $2000000.00        | $376260.31         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-08-25      | 4.0671%  | N/A     | $2000000.00        | $347437.85         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-12-25      | 3.8971%  | N/A     | $1400000.00        | $282633.11         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2035-01-25      | 5.7371%  | N/A     | $6250000.00        | $800363.42         | Asset-Backed Securities                           |
| MOSAIC SOLAR LNS 2018 | 2043-06-22      | 4.0100%  | N/A     | $435000.00         | $89478.87          | Asset-Backed Securities                           |
| MOSAIC SOLAR LNS 2018 | 2044-02-22      | 4.2000%  | N/A     | $190000.00         | $42448.86          | Asset-Backed Securities                           |
| MOSAIC SOLAR LNS 2019 | 2043-12-21      | 0.0000%  | N/A     | $7042000.00        | $1954993.00        | Asset-Backed Securities                           |
| MOSAIC SOLAR LOAN TRU | 2052-04-22      | 8.5000%  | N/A     | $3000000.00        | $1851759.33        | Asset-Backed Securities                           |
| MOSAIC SOLAR LOAN TRU | 2046-04-20      | 2.1000%  | N/A     | $400000.00         | $111343.57         | Asset-Backed Securities                           |
| MOSAIC SOLAR NS 2019- | 2040-09-20      | 2.8800%  | N/A     | $500000.00         | $124172.60         | Asset-Backed Securities                           |
| MS BOFAML TRUST 2014- | 2047-06-17      | 4.6039%  | N/A     | $2000000.00        | $1623507.51        | Private Label Collateralized Mortgage Obligations |
| MS HEQ LN TR 2006-3A- | 2036-04-25      | 4.1071%  | N/A     | $4000000.00        | $318589.79         | Asset-Backed Securities                           |
| MS MTG LN TR 2006-15X | 2036-11-25      | 6.6995%  | N/A     | $1225000.00        | $110651.53         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-3AR | 2036-03-25      | 4.5700%  | N/A     | $3046000.00        | $107052.06         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-3AR | 2036-03-25      | 4.5700%  | N/A     | $4300000.00        | $157148.18         | Private Label Collateralized Mortgage Obligations |
| NATIONAL COLL ST LN T | 2032-02-25      | 4.2571%  | N/A     | $13900000.00       | $373576.51         | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 3.3600%  | N/A     | $1442500.00        | $1255421.21        | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 4.4400%  | N/A     | $840000.00         | $745569.16         | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 3.5000%  | N/A     | $950000.00         | $829679.86         | Asset-Backed Securities                           |
| NEUBERGER BER LN 2021 | 2034-10-16      | 0.0000%  | N/A     | $10700000.00       | $5457000.00        | Asset-Backed Securities                           |
| NEW CENTURY HE TR 200 | 2035-07-25      | 4.7921%  | N/A     | $845000.00         | $374339.17         | Asset-Backed Securities                           |
| NEW FORTRESS ENERGY I | 2026-09-30      | 6.5000%  | N/A     | $22339000.00       | $2486926.41        | Corporate Debt Securities                         |
| NEW RES MTG LN TR 202 | 2039-09-25      | 9.4299%  | N/A     | $19800000.00       | $18189118.53       | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORT  | 2039-03-25      | 9.2983%  | N/A     | $20749000.00       | $20779421.31       | Private Label Collateralized Mortgage Obligations |
| NEW YORK MTG TR 2006- | 2036-05-25      | 4.7008%  | N/A     | $3200000.00        | $102595.51         | Private Label Collateralized Mortgage Obligations |
| NOMURA HEQ LN TR 2006 | 2036-02-25      | 4.4171%  | N/A     | $100000.00         | $69789.79          | Asset-Backed Securities                           |
| NOMURA RESEC TR 2012- | 2047-08-28      | 0.0000%  | N/A     | $81818000.00       | $19852289.46       | Asset-Backed Securities                           |
| OBX 2025-NQM20 TRUST  | 2065-10-25      | 6.6970%  | N/A     | $21445000.00       | $21393828.07       | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM20 TRUST  | 2065-10-25      | 7.1001%  | N/A     | $1479000.00        | $1460412.70        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-HE1B-1205 | 2055-02-25      | 8.5110%  | N/A     | $3896000.00        | $3944688.62        | Asset-Backed Securities                           |
| OBX TR 2025-HE1B-2205 | 2055-02-25      | 8.5110%  | N/A     | $1948000.00        | $1870035.35        | Asset-Backed Securities                           |
| OBX TR 2025-HE1M-3205 | 2055-02-25      | 6.2973%  | N/A     | $12987000.00       | $13107397.57       | Asset-Backed Securities                           |
| OHA CREDIT PARTNERS X | 2026-07-20      | 0.0000%  | N/A     | $12497520.00       | $4624082.40        | Asset-Backed Securities                           |
| OPORTUN FUNDING TR 20 | 2029-08-15      | 9.6000%  | N/A     | $2000000.00        | $2031412.00        | Asset-Backed Securities                           |
| OPORTUN ISSUANCE TRUS | 2033-02-08      | 5.8900%  | N/A     | $3000000.00        | $3009694.33        | Asset-Backed Securities                           |
| OPTION ONE MTG LN TR  | 2034-01-25      | 9.0371%  | N/A     | $1000000.00        | $45628.03          | Asset-Backed Securities                           |
| OPTION ONE MTG LN TR  | 2037-03-25      | 3.9971%  | N/A     | $65000.00          | $56264.01          | Private Label Collateralized Mortgage Obligations |
| OPTION ONE MTG LN TR  | 2035-05-25      | 4.6571%  | N/A     | $225000.00         | $197850.67         | Asset-Backed Securities                           |
| OPTION ONE MTG LN TR  | 2037-07-25      | 4.0371%  | N/A     | $110000.00         | $31208.83          | Asset-Backed Securities                           |
| OZLM VI LTD2018-6E-S2 | 2031-04-17      | 12.5692% | N/A     | $2000000.00        | $543188.64         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRAN T | 2032-06-15      | 5.3380%  | N/A     | $5900000.00        | $5860907.25        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRAN T | 2032-06-15      | 6.9420%  | N/A     | $1267000.00        | $702894.38         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRANTO | 2033-07-15      | 5.4090%  | N/A     | $3850000.00        | $3883359.29        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRANTO | 2033-07-15      | 4.8510%  | N/A     | $1810000.00        | $1825452.42        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRT TR | 2032-07-15      | 6.2820%  | N/A     | $4250000.00        | $3044715.26        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GT TR  | 2032-06-15      | 5.7500%  | N/A     | $250000.00         | $152151.41         | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST  | 2032-10-15      | 10.8950% | N/A     | $3000000.00        | $2365628.11        | Asset-Backed Securities                           |
| PARK PLACE SECS 2004- | 2034-10-25      | 5.9621%  | N/A     | $11000000.00       | $2753101.11        | Asset-Backed Securities                           |
| PFP 2026-13 LTDA-S204 | 2043-08-18      | 5.4001%  | N/A     | $100000.00         | $100405.30         | Private Label Collateralized Mortgage Obligations |
| PFP 2026-13 LTDB20430 | 2043-08-18      | 5.6001%  | N/A     | $100000.00         | $100343.20         | Private Label Collateralized Mortgage Obligations |
| PFP 2026-13 LTDC20430 | 2043-08-18      | 5.7501%  | N/A     | $100000.00         | $100299.50         | Private Label Collateralized Mortgage Obligations |
| PFP 2026-13 LTDD20430 | 2043-08-18      | 6.1501%  | N/A     | $2018040.00        | $2023742.98        | Private Label Collateralized Mortgage Obligations |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 4.9755%  | N/A     | $2322000.00        | $2010030.28        | Private Label Collateralized Mortgage Obligations |
| POPULAR ABS 2005-2 M- | 2035-04-25      | 6.2170%  | N/A     | $2750000.00        | $1835710.78        | Asset-Backed Securities                           |
| POPULAR ABS 2005-6 A- | 2036-01-25      | 3.2684%  | N/A     | $400000.00         | $244832.20         | Asset-Backed Securities                           |
| PRET LLC 2024-NPL7 M2 | 2054-10-25      | 0.0000%  | N/A     | $52192064.00       | $47487941.08       | Asset-Backed Securities                           |
| PRET LLC 2025-NPL7 A- | 2055-07-25      | 8.3535%  | N/A     | $6250000.00        | $6293895.05        | Asset-Backed Securities                           |
| PRIME MTG TR 2007-3I- | 2037-09-25      | 0.0000%  | N/A     | $1051372.00        | $47545.34          | Private Label Collateralized Mortgage Obligations |
| PROSPER MRKTPL ISSU T | 2029-08-15      | 10.9800% | N/A     | $1201000.00        | $1234491.09        | Asset-Backed Securities                           |
| PRPM LLC 2025-RPL4 M- | 2055-05-25      | 3.0000%  | N/A     | $10237000.00       | $8880635.04        | Asset-Backed Securities                           |
| PRPM LLC 2025-RPL4 M- | 2055-05-25      | 3.0000%  | N/A     | $4674000.00        | $4135609.73        | Asset-Backed Securities                           |
| QVC INC1LIEN GLBL NT  | 2028-09-01      | 4.3750%  | N/A     | $197000.00         | $91523.76          | Corporate Debt Securities                         |
| RALI SERIES TRUST 200 | 2036-09-25      | 6.0000%  | N/A     | $3000000.00        | $147458.28         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-08-25      | 6.5000%  | N/A     | $5520000.00        | $192060.89         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-05-25      | 4.1471%  | N/A     | $8238736.00        | $358354.46         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-11-25      | 6.0000%  | N/A     | $4300000.00        | $176161.33         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2046-06-25      | 4.1471%  | N/A     | $300000.00         | $14896.07          | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2047-03-25      | 4.1071%  | N/A     | $2015064.00        | $165585.16         | Private Label Collateralized Mortgage Obligations |
| REACH ABS TR 2025-2A2 | 2032-08-18      | 4.9300%  | N/A     | $3750000.00        | $2609697.31        | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2005- | 2036-02-25      | 6.5660%  | N/A     | $502386.00         | $435371.36         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2006- | 2037-01-25      | 5.3400%  | N/A     | $1100000.00        | $299215.15         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007- | 2037-04-25      | 5.7420%  | N/A     | $11244000.00       | $686820.75         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007- | 2037-04-25      | 5.7840%  | N/A     | $12296000.00       | $816196.06         | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 200 | 2035-09-25      | 4.8671%  | N/A     | $3560110.00        | $2390457.13        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET SEC | 2034-08-25      | 5.5000%  | N/A     | $2258000.00        | $366292.79         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-08-25      | 6.0000%  | N/A     | $9310000.00        | $620371.64         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-02-25      | 6.0000%  | N/A     | $1000000.00        | $120393.27         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-04-25      | 6.0000%  | N/A     | $2668000.00        | $207261.15         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2037-05-25      | 6.0000%  | N/A     | $140000.00         | $6607.15           | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-07-25      | 6.0000%  | N/A     | $10238000.00       | $1121018.58        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-04-25      | 6.0000%  | N/A     | $30000.00          | $7183.89           | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2036-08-25      | 6.2500%  | N/A     | $10150000.00       | $135595.00         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2037-04-25      | 5.6478%  | N/A     | $3105000.00        | $97075.84          | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2036-03-25      | 0.6309%  | N/A     | $337772544.00      | $115809.87         | Private Label Collateralized Mortgage Obligations |
| SABEY DATA CENTER LLC | 2049-04-20      | 6.0000%  | N/A     | $100000.00         | $101801.00         | Asset-Backed Securities                           |
| SAIF SECURITIZ TR 202 | 2054-07-25      | 5.9650%  | N/A     | $15900000.00       | $9602356.67        | Asset-Backed Securities                           |
| SALUDA GR ALT MTG TR  | 2055-10-25      | 6.5805%  | N/A     | $313239600.00      | $21060864.64       | Asset-Backed Securities                           |
| SALUDA GR ALT MTG TR  | 2054-04-25      | 6.2550%  | N/A     | $276204.00         | $200316.29         | Asset-Backed Securities                           |
| SAXON ASSET SEC CO 20 | 2035-10-25      | 4.7321%  | N/A     | $5000000.00        | $1043822.20        | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2037-04-25      | 4.3471%  | N/A     | $1178000.00        | $232531.70         | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2036-01-25      | 2.8029%  | N/A     | $1100000.00        | $113435.48         | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2036-09-25      | 4.1071%  | N/A     | $88219.00          | $9010.70           | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2036-06-25      | 4.2871%  | N/A     | $6000000.00        | $1452516.46        | Asset-Backed Securities                           |
| SEQUOIA MTG TR 2007-3 | 2036-07-20      | 4.1898%  | N/A     | $17700000.00       | $360077.40         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TRUST 200 | 2033-09-20      | 4.4098%  | N/A     | $49971008.00       | $159783.25         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TRUST 200 | 2035-03-20      | 4.9781%  | N/A     | $27200000.00       | $94501.83          | Private Label Collateralized Mortgage Obligations |
| SHACKLETON CLO 2014-V | 2031-05-07      | 10.2812% | N/A     | $1000000.00        | $937419.40         | Asset-Backed Securities                           |
| SHACKLETON CLO 2015-7 | 2031-07-15      | 12.1138% | N/A     | $2900000.00        | $1681244.45        | Asset-Backed Securities                           |
| SIGNL PEAK CLO LTD 20 | 2035-01-24      | 0.0000%  | N/A     | $9028352.00        | $3972474.88        | Asset-Backed Securities                           |
| SMB PRIV EDU LN TR 20 | 2052-11-15      | 6.3600%  | N/A     | $3175000.00        | $3336436.05        | Asset-Backed Securities                           |
| SMB PRIVATE ED LN TR  | 2053-01-15      | 5.8800%  | N/A     | $207000.00         | $211383.43         | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR | 2056-03-15      | 5.8800%  | N/A     | $100000.00         | $103085.00         | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR | 2053-07-15      | 5.8600%  | N/A     | $1330000.00        | $1376645.32        | Asset-Backed Securities                           |
| SMB PVT ED LN TR 2022 | 2058-10-15      | 7.2300%  | N/A     | $400000.00         | $360416.39         | Asset-Backed Securities                           |
| SOFI ALTERNATIVE TRUS | 2030-08-15      | 0.0000%  | N/A     | $115000.00         | $544629.65         | Asset-Backed Securities                           |
| SOFI PRFSSNAL LN PRGR | 2048-08-17      | 3.7300%  | N/A     | $110000.00         | $103899.20         | Asset-Backed Securities                           |
| SOUND POINT CLO 2018- | 2031-10-27      | 9.7196%  | N/A     | $499999.00         | $330959.32         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2006- | 2036-03-25      | 4.3421%  | N/A     | $317364.00         | $304165.55         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2007- | 2037-08-25      | 3.9571%  | N/A     | $810000.00         | $137214.16         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2007- | 2037-06-25      | 3.9871%  | N/A     | $414000.00         | $63214.15          | Asset-Backed Securities                           |
| SPECIALTY UNDRWR FIN  | 2037-02-25      | 3.6628%  | N/A     | $1250000.00        | $94221.87          | Asset-Backed Securities                           |
| STARM MTG LN TR 2007- | 2037-04-25      | 5.8860%  | N/A     | $185000.00         | $5287.65           | Private Label Collateralized Mortgage Obligations |
| STREAM INNOV ISSUE TR | 2044-07-15      | 11.4000% | N/A     | $2000000.00        | $2027858.85        | Asset-Backed Securities                           |
| STRUCTURED ADJ RATE 2 | 2035-12-25      | 5.2180%  | N/A     | $8000000.00        | $81441.63          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-09-25      | 4.4006%  | N/A     | $120000.00         | $11166.30          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET INV  | 2034-09-25      | 7.5371%  | N/A     | $1240000.00        | $193624.15         | Asset-Backed Securities                           |
| STRUCTURED ASSET INV  | 2035-07-25      | 4.5371%  | N/A     | $3055956.00        | $1901445.43        | Asset-Backed Securities                           |
| STRUCTURED ASSET MTG  | 2036-06-25      | 4.2271%  | N/A     | $38000000.00       | $58127.36          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-10-25      | 4.1871%  | N/A     | $10033000.00       | $612032.34         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SEC  | 2037-10-25      | 3.1795%  | N/A     | $16128000.00       | $2902791.85        | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS | 2036-09-25      | 4.0471%  | N/A     | $127064320.00      | $1169148.36        | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS | 2036-01-25      | 4.0671%  | N/A     | $500000.00         | $41149.20          | Private Label Collateralized Mortgage Obligations |
| TBW MTG BKD TR 2007-2 | 2037-07-25      | 5.9646%  | N/A     | $7400000.00        | $227589.71         | Private Label Collateralized Mortgage Obligations |
| TIAA CLO III LTD E203 | 2031-01-16      | 9.8327%  | N/A     | $500000.00         | $500036.92         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-06-25      | 2.4217%  | N/A     | $22300000.00       | $920476.75         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-05-25      | 7.6442%  | N/A     | $376000.00         | $371336.79         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-01-25      | 1.5000%  | N/A     | $16658000.00       | $520308.06         | Asset-Backed Securities                           |
| UBS-BARCLY COML MTG T | 2046-03-12      | 3.7555%  | N/A     | $5000000.00        | $4091321.48        | Private Label Collateralized Mortgage Obligations |
| UPGRADE AUTO RECV 202 | 2031-01-15      | 4.6000%  | N/A     | $5050000.00        | $5063880.76        | Asset-Backed Securities                           |
| UPSTART ASSET TR I SE | 2052-04-29      | 0.0100%  | N/A     | $48102016.00       | $42935763.28       | Asset-Backed Securities                           |
| UPSTART SEC TR 2022-1 | 2032-03-20      | 5.7100%  | N/A     | $15000000.00       | $6691734.72        | Asset-Backed Securities                           |
| UPSTART SEC TR 2022-3 | 2032-06-20      | 8.5000%  | N/A     | $13800000.00       | $9631242.09        | Asset-Backed Securities                           |
| UPSTART SEC TRUST 202 | 2035-09-20      | 7.4100%  | N/A     | $4500000.00        | $4577424.00        | Asset-Backed Securities                           |
| UPSTART SECURITIZ TR  | 2034-11-20      | 8.6800%  | N/A     | $1951000.00        | $2074617.53        | Asset-Backed Securities                           |
| UPSTART SECURITIZATI  | 2035-06-20      | 8.0000%  | N/A     | $3000000.00        | $3074064.67        | Asset-Backed Securities                           |
| VIRTUSA CORP / AUSTIN | 2028-12-15      | 7.1250%  | N/A     | $39000.00          | $38702.67          | Corporate Debt Securities                         |
| VOYA CLO LTD 2017-1SU | 2030-04-17      | 0.0000%  | N/A     | $3000000.00        | $120000.00         | Asset-Backed Securities                           |
| WAMU MTG CERT 2005-2  | 2035-04-25      | 1.2629%  | N/A     | $20000000.00       | $35141.63          | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-6  | 2035-08-25      | 6.5000%  | N/A     | $6675000.00        | $202587.05         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2006-AR | 2036-11-25      | 3.9921%  | N/A     | $500000.00         | $49549.72          | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2006-AR | 2036-11-25      | 3.9921%  | N/A     | $4000000.00        | $52897.27          | Private Label Collateralized Mortgage Obligations |
| WAMU PTC WMALT 2006-2 | 2036-02-25      | 6.0000%  | N/A     | $3020000.00        | $242098.00         | Private Label Collateralized Mortgage Obligations |
| WAMU PTC WMALT 2006-8 | 2036-10-25      | 4.0742%  | N/A     | $800000.00         | $106403.73         | Private Label Collateralized Mortgage Obligations |
| WAMU PTC WMALT 2007-5 | 2037-06-25      | 7.0000%  | N/A     | $3165000.00        | $389495.39         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO ALT LN 20 | 2037-07-25      | 6.2500%  | N/A     | $4500000.00        | $168911.46         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2046-07-17      | 3.7897%  | N/A     | $2000000.00        | $1341125.70        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2046-07-17      | 3.7897%  | N/A     | $2923000.00        | $2162406.21        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO HEQ 2007- | 2037-04-25      | 4.3871%  | N/A     | $400000.00         | $297951.32         | Asset-Backed Securities                           |
| WFRBS COML MTG TR 201 | 2046-08-17      | 4.1511%  | N/A     | $3000000.00        | $2755031.93        | Private Label Collateralized Mortgage Obligations |

### Security 204: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GSG2, C.4 - ISIN: US39014GSG28, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $50000125.00
- **C.18.a - Value (excl. sponsor support):** $50000125.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GSF4, C.4 - ISIN: US39014GSF45, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99999936.00
- **C.18.a - Value (excl. sponsor support):** $99999936.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JB41, C.4 - ISIN: US39014JB419, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $189902777.00
- **C.18.a - Value (excl. sponsor support):** $189902777.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: HSBC SECURITIES (USA) INC

- **C.1 - Title:** HSBC SECURITIES (USA) INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0UJ003AD9
- **C.18 - Value (incl. sponsor support):** $740000000.00
- **C.18.a - Value (excl. sponsor support):** $740000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGCO CORPSR GLBL NT5. | 2034-03-21      | 5.8000%  | N/A     | $2000.00           | $2134.65           | Corporate Debt Securities         |
| AKER BP ASASR 144A NT | 2035-10-30      | 5.2500%  | N/A     | $18074000.00       | $17961850.83       | Corporate Debt Securities         |
| ALIBABA GROUP HLDG LT | 2054-11-26      | 5.6250%  | N/A     | $425000.00         | $438017.75         | Corporate Debt Securities         |
| ALLY FINL INCSR GLBL  | 2035-07-26      | 6.1840%  | N/A     | $4418000.00        | $4564355.58        | Corporate Debt Securities         |
| ALTRIA GROUP INC SR N | 2042-08-09      | 4.2500%  | N/A     | $2000.00           | $1715.12           | Corporate Debt Securities         |
| AMAZON COM INC SR GLB | 2031-05-12      | 2.1000%  | N/A     | $3000.00           | $2723.34           | Corporate Debt Securities         |
| AMERICAN EXPRESS COSR | 2033-08-03      | 4.4200%  | N/A     | $4000.00           | $4046.97           | Corporate Debt Securities         |
| ANALOG DEVICES INC SR | 2041-10-01      | 2.8000%  | N/A     | $3000000.00        | $2236696.67        | Corporate Debt Securities         |
| AON CORP / AON GLOBAL | 2052-02-28      | 3.9000%  | N/A     | $10600000.00       | $8163872.67        | Corporate Debt Securities         |
| APPLIED MATLS INCSR G | 2050-06-01      | 2.7500%  | N/A     | $1500000.00        | $980950.42         | Corporate Debt Securities         |
| APTIV PLC / APTIV GLO | 2054-09-13      | 5.7500%  | N/A     | $8839000.00        | $8785452.85        | Corporate Debt Securities         |
| BANK AMERICA CORPPERP | 2099-01-01      | 6.3000%  | N/A     | $1000.00           | $1026.77           | Corporate Debt Securities         |
| BANQUE FED DU CRED MU | 2031-01-15      | 4.5410%  | N/A     | $9800000.00        | $9799236.42        | Corporate Debt Securities         |
| BARRICK NORTH AMERICA | 2043-05-01      | 5.7500%  | N/A     | $1729000.00        | $1797875.20        | Corporate Debt Securities         |
| BERKSHIRE HATHAWAY EN | 2045-02-01      | 4.5000%  | N/A     | $1500000.00        | $1340347.50        | Corporate Debt Securities         |
| BLACKSTONE PRIVATE CR | 2031-03-12      | 5.3500%  | N/A     | $4600000.00        | $4518051.00        | Corporate Debt Securities         |
| BP CAP MKTS P L CPERP | 2079-12-31      | 4.8750%  | N/A     | $308000.00         | $307570.60         | Corporate Debt Securities         |
| BROOKFIELD FIN INC SR | 2036-01-15      | 5.3300%  | N/A     | $2000000.00        | $2014441.67        | Corporate Debt Securities         |
| CALIFORNIA INSTITUTE  | 2111-11-01      | 4.7000%  | N/A     | $1110000.00        | $895414.18         | Corporate Debt Securities         |
| CF INDS INCSR GLBL NT | 2035-11-26      | 5.3000%  | N/A     | $12982000.00       | $13118469.67       | Corporate Debt Securities         |
| CITIGROUP INCSR GLBL  | 2030-11-05      | 2.9760%  | N/A     | $1000.00           | $959.55            | Corporate Debt Securities         |
| COMCAST CORP NEW GLBL | 2063-11-01      | 2.9870%  | N/A     | $2686000.00        | $1476318.34        | Corporate Debt Securities         |
| CONAGRA BRANDS INC SR | 2028-10-01      | 7.0000%  | N/A     | $3000.00           | $3263.70           | Corporate Debt Securities         |
| CONSTELLATION ENERGY  | 2028-01-08      | 4.2580%  | N/A     | $13000000.00       | $13057821.44       | Corporate Debt Securities         |
| CONTINENTAL RES INCSR | 2031-01-15      | 5.7500%  | N/A     | $389000.00         | $402391.65         | Corporate Debt Securities         |
| CSX CORP SR GLBL NT 3 | 2035-06-15      | 5.0500%  | N/A     | $8723000.00        | $8939439.44        | Corporate Debt Securities         |
| DAIMLER TRUCKS FIN NO | 2031-04-12      | 4.5000%  | N/A     | $6000000.00        | $5995020.00        | Corporate Debt Securities         |
| DUKE ENERGY CORP NEW  | 2055-09-15      | 5.7000%  | N/A     | $2000000.00        | $1997876.67        | Corporate Debt Securities         |
| DUPONT DE NEMOURS INC | 2038-11-15      | 5.3190%  | N/A     | $4000000.00        | $4057165.00        | Corporate Debt Securities         |
| DUPONT DE NEMOURS INC | 2048-11-15      | 5.4190%  | N/A     | $13527000.00       | $13012292.01       | Corporate Debt Securities         |
| ELEVANCE HEALTH INC F | 2032-05-15      | 4.1000%  | N/A     | $2000.00           | $1952.74           | Corporate Debt Securities         |
| ELEVANCE HEALTH INC F | 2032-09-15      | 4.6000%  | N/A     | $1000000.00        | $1016570.00        | Corporate Debt Securities         |
| ENERGY TRANSFER L PSR | 2036-01-15      | 5.3500%  | N/A     | $79000.00          | $79072.35          | Corporate Debt Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $82.93             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $48913.00          | $630.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $3000.00           | $3162.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $1987.00           | $367.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1024.00           | $851.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2033.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $2005.00           | $233.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $4000.00           | $3849.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1074.00           | $1013.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $272412.00         | $759.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1032.00           | $922.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.5000%  | N/A     | $16373.00          | $165.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $3005.00           | $3027.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 4.5000%  | N/A     | $81557.00          | $2105.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $3024.00           | $2582.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1024.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $1001.00           | $1063.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 3.5000%  | N/A     | $13356.00          | $804.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $1008.00           | $829.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $2000.00           | $1838.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $868.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1034.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $36026.00          | $1255.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $18719.00          | $1385.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1054.00           | $1048.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.5000%  | N/A     | $4159.00           | $55.44             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $7931.00           | $6.05              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1015.00           | $1042.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $2010.00           | $1869.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.4400%  | N/A     | $18963.00          | $472.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1005.00           | $975.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $1024.00           | $254.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $989.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1216.00           | $1212.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.5000%  | N/A     | $2002.00           | $2032.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.7500%  | N/A     | $6876.00           | $337.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2048.00           | $1986.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $3072.00           | $2272.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1852.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2025.00           | $2069.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1046.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.5000%  | N/A     | $1000.00           | $110.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 2.5000%  | N/A     | $1000.00           | $837.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $2000.00           | $1734.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2048.00           | $1912.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $1024.00           | $905.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $968.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $4096.00           | $3759.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $3084.00           | $70.73             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1022.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $6000.00           | $1851.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2000.00           | $2095.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 5.5000%  | N/A     | $7733.00           | $87.12             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.0000%  | N/A     | $5210.00           | $1254.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $7678.00           | $85.99             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2029.00           | $2053.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.5000%  | N/A     | $7567.00           | $567.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $1886.00           | $69.94             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $971.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2051.00           | $1943.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 4.0000%  | N/A     | $1003.00           | $920.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $2000.00           | $1902.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $3088.00           | $2890.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.5000%  | N/A     | $1024.00           | $894.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2048.00           | $1941.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 6.0000%  | N/A     | $2021.00           | $20.26             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1023.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1001.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $9806.00           | $2668.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $4796.00           | $299.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $16776.00          | $586.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $4763.00           | $459.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $14786.00          | $1455.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1017.00           | $1010.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $1000.00           | $22.22             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1001.00           | $1005.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.5000%  | N/A     | $1377.00           | $5.34              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $851.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 3.0000%  | N/A     | $2016.00           | $1661.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $996.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 2.5000%  | N/A     | $1994.00           | $88.26             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.5000%  | N/A     | $5000.00           | $777.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1041.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $2016.00           | $1904.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $921.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.0000%  | N/A     | $1019.00           | $91.35             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1024.00           | $864.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 2.5000%  | N/A     | $2003.00           | $1664.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $1004.00           | $63.51             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1024.00           | $867.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 6.0000%  | N/A     | $1855.00           | $31.37             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $4000.00           | $3862.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $954.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3024.00           | $2939.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1040.00           | $839.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $991.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2153.00           | $2106.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 5.0000%  | N/A     | $4000.00           | $3583.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 4.0000%  | N/A     | $1058.00           | $144.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 5.0000%  | N/A     | $132093.00         | $1231.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0500%  | N/A     | $2301.00           | $84.51             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $2016.00           | $1727.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 4.5000%  | N/A     | $2177.00           | $30.71             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $4032.00           | $3711.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2048.00           | $1845.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $948.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2000.00           | $2099.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 5.0000%  | N/A     | $1774.00           | $28.93             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1035.00           | $990.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $824.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2048.00           | $1559.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2024.00           | $2112.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1050.00           | $1044.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1199.00           | $1136.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.0000%  | N/A     | $83356.00          | $714.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3072.00           | $3169.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2000.00           | $1824.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.5000%  | N/A     | $1000.00           | $148.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $4396.00           | $4303.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.0000%  | N/A     | $4992.00           | $432.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1002.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5021.00           | $4976.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $2054.00           | $1909.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $4102.00           | $3928.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $1000.00           | $18.30             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $886.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $1008.00           | $948.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1006.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1322.00           | $93.21             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-20      | 5.8750%  | N/A     | $6994.00           | $694.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $132.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1003.00           | $956.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $938.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $999.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $991.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.0000%  | N/A     | $3011.00           | $2241.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $711.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.9000%  | N/A     | $1000.00           | $28.34             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-06-01      | 4.0000%  | N/A     | $1000.00           | $273.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.5000%  | N/A     | $50987.00          | $266.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $388.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $2000.00           | $1458.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $5000.00           | $4007.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1024.00           | $885.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1032.00           | $1001.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1027.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $1013.00           | $963.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2060-07-01      | 2.5000%  | N/A     | $8303.00           | $3926.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $5000.00           | $4095.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $154.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $177.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $12301.00          | $3552.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1024.00           | $1007.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1015.00           | $818.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $205.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1152.00           | $163.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $2002.00           | $308.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $111.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $1000.00           | $25.93             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $4000.00           | $925.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $881.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $1024.00           | $1006.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $1010.00           | $295.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $1000.00           | $27.76             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $4043.00           | $3775.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 2.5000%  | N/A     | $1000.00           | $245.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $453.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 4.5000%  | N/A     | $3001.00           | $2847.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $3000.00           | $2596.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1001.00           | $505.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $56.98             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $4411.00           | $3714.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $2000.00           | $29.26             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 4.0000%  | N/A     | $4096.00           | $404.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $292.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $1000.00           | $484.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $772.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1024.00           | $493.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $4640.00           | $1528.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 3.0000%  | N/A     | $2000.00           | $329.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $3000.00           | $2445.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $3088.00           | $2548.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 5.0000%  | N/A     | $2000.00           | $1759.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $1000.00           | $160.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $3000.00           | $2157.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.5000%  | N/A     | $2045.00           | $173.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $3000.00           | $1207.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $565.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $3000.00           | $253.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $122.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2063-06-01      | 4.5000%  | N/A     | $1041.00           | $815.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2031.00           | $2040.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $17000.00          | $1758.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $4001.00           | $1340.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2061-09-01      | 3.0000%  | N/A     | $2000.00           | $1258.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.0000%  | N/A     | $1003.00           | $16.62             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-03-01      | 3.5000%  | N/A     | $1000.00           | $310.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $4096.00           | $987.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $5120.00           | $4565.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $156.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $888.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $2016.00           | $527.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.0000%  | N/A     | $1008.00           | $48.93             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $2023.00           | $1624.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.0000%  | N/A     | $1000.00           | $55.72             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 5.5000%  | N/A     | $3024.00           | $2906.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $729.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $732.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $1992.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $952.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3072.00           | $3148.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1001.00           | $1055.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1013.00           | $979.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $630.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $3000.00           | $2504.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $4104.00           | $3876.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.0000%  | N/A     | $1000.00           | $257.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $2095.00           | $1963.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1008.00           | $959.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1001.00           | $997.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $4000.00           | $2932.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $4042.00           | $659.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $3000.00           | $2428.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1023.00           | $959.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 4.5000%  | N/A     | $1001.00           | $27.45             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $2080.00           | $1809.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $63.80             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $3452.00           | $1212.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $2480.00           | $1191.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $2010.00           | $433.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $5120.00           | $3374.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $6000.00           | $4941.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $2094.00           | $136.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1001.00           | $875.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $738.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $2021.00           | $1949.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2064-06-01      | 2.5000%  | N/A     | $1080.00           | $855.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1012.00           | $5.35              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 2.9400%  | N/A     | $1000.00           | $704.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1007.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $649.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2000.00           | $172.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $857.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3000.00           | $240.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $2016.00           | $1776.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $1010.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $4306.00           | $200.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $369.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $109.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $2000.00           | $432.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $881.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $4112.00           | $663.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $3075.00           | $2720.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $87.96             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $166.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $1002.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.5000%  | N/A     | $1007.00           | $10.38             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $1001.00           | $948.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $3067.00           | $2668.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $1029.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-03-01      | 5.0000%  | N/A     | $1000.00           | $715.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1004.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 5.0000%  | N/A     | $1052.00           | $31.70             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.0000%  | N/A     | $4035.00           | $3396.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-05-01      | 5.5000%  | N/A     | $7125.00           | $22.75             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $2079.00           | $182.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $12000.00          | $4458.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1000.00           | $18.55             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3000.00           | $3076.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $6000.00           | $3847.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-25      | 6.5000%  | N/A     | $2024.00           | $1749.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $718.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $845.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $761.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $1011.00           | $13.59             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | 8.0000%  | N/A     | $1011.00           | $5.14              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $3000.00           | $2576.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $127.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1000.00           | $274.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $2304.00           | $1067.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $3027.00           | $2098.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $1000.00           | $67.59             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $1005.00           | $933.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $2000.00           | $1853.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $1007.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1032.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $199.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $530.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.0000%  | N/A     | $1000.00           | $41.10             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $312.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $950.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $4000.00           | $3712.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1120.00           | $1130.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $2046.00           | $1774.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2000.00           | $1878.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $1007.00           | $965.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1001.00           | $139.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.5000%  | N/A     | $3001.00           | $81.87             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.2500%  | N/A     | $1002.00           | $19.14             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $2048.00           | $2043.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1008.00           | $780.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-03-01      | 2.5000%  | N/A     | $1040.00           | $694.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1000.00           | $181.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $2027.00           | $1945.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $2048.00           | $870.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $3000.00           | $2654.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3025.00           | $3107.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $2111.00           | $213.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $1002.00           | $120.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $2000.00           | $1803.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $3000.00           | $51.51             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $2048.00           | $1556.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $2000.00           | $1719.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $791.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.5000%  | N/A     | $5034.00           | $4684.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $812.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $6050.00           | $4590.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $4005.00           | $229.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $806.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1825.00           | $1848.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $3084.00           | $2592.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $717.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $1011.00           | $58.63             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $730.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-10-01      | 2.5000%  | N/A     | $2240.00           | $1754.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-01-01      | 3.5000%  | N/A     | $1000.00           | $405.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $129.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1280.00           | $970.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1024.00           | $120.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1980.00           | $286.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $2000.00           | $1485.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1116.00           | $997.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $2047.00           | $290.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.5000%  | N/A     | $1008.00           | $12.27             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $2116.00           | $1959.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1002.00           | $981.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 2.5000%  | N/A     | $6002.00           | $1369.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1481.00           | $352.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-08-01      | 5.0000%  | N/A     | $1000.00           | $255.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $1000.00           | $82.14             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $2080.00           | $2112.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2033.00           | $1832.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1015.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1033.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 6.0000%  | N/A     | $1024.00           | $21.62             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $2260.00           | $1783.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 4.5000%  | N/A     | $1002.00           | $212.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4000.00           | $1318.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $4030.00           | $3796.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $3072.00           | $2442.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $2003.00           | $1575.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $10716.00          | $1701.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $1008.00           | $792.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.0000%  | N/A     | $1474.00           | $337.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2063-06-01      | 3.5000%  | N/A     | $1024.00           | $746.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.0000%  | N/A     | $1000.00           | $859.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $1000.00           | $736.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | 3.5000%  | N/A     | $12090.00          | $4113.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $2048.00           | $390.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1008.00           | $5.38              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 5.0000%  | N/A     | $1296.00           | $27.22             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 5.5000%  | N/A     | $1001.00           | $976.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $4000.00           | $3453.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2000.00           | $1557.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $1000.00           | $938.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $789.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1001.00           | $510.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $2000.00           | $921.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2000.00           | $1532.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $1002.00           | $110.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $2000.00           | $86.62             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-09-01      | 3.5000%  | N/A     | $2048.00           | $1461.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $3127.00           | $1021.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1061.00           | $897.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1001.00           | $102.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 6.0000%  | N/A     | $2000.00           | $1248.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1033.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $4000.00           | $427.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2000.00           | $2008.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $1000.00           | $234.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $1000.00           | $219.24            | Agency Mortgage-Backed Securities |
| FIRSTENERGY TRANSMISS | 2049-04-01      | 4.5500%  | N/A     | $7307000.00        | $6336120.94        | Corporate Debt Securities         |
| FLORIDA GAS TRANSMISS | 2035-07-15      | 5.7500%  | N/A     | $23000000.00       | $23929104.17       | Corporate Debt Securities         |
| FLOWERS FOODS INCSR G | 2031-03-15      | 2.4000%  | N/A     | $2687000.00        | $2387614.46        | Corporate Debt Securities         |
| FREEPORT MCMORAN INC  | 2034-11-14      | 5.4000%  | N/A     | $2690000.00        | $2813847.60        | Corporate Debt Securities         |
| GATX CORPSR GLBL NT 5 | 2054-06-05      | 6.0500%  | N/A     | $1300000.00        | $1337625.97        | Corporate Debt Securities         |
| GENUINE PARTS CO GLBL | 2033-11-01      | 6.8750%  | N/A     | $10500000.00       | $11858978.54       | Corporate Debt Securities         |
| GLOBAL PMTS INCSR GLB | 2035-11-15      | 5.5500%  | N/A     | $551000.00         | $554552.11         | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP I | 2033-02-24      | 3.1020%  | N/A     | $37041000.00       | $34523397.31       | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP I | 2056-01-28      | 5.7340%  | N/A     | $41771000.00       | $42383720.23       | Corporate Debt Securities         |
| GOLUB CAP PRIVATE CR  | 2031-04-15      | 5.6000%  | N/A     | $4000000.00        | $3957102.22        | Corporate Debt Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1034.00           | $1061.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $2000.00           | $1385.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $2134.00           | $1387.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-10-15      | 3.0000%  | N/A     | $1000.00           | $402.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1000.00           | $981.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $1000.00           | $541.89            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $1064.00           | $413.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1029.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $2056.00           | $1576.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $2122.00           | $1355.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1039.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1000.00           | $1049.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1008.00           | $1060.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2000.00           | $2051.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $1000.00           | $399.21            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1033.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1998.00           | $2077.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1000.00           | $1036.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $1000.00           | $987.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $1008.00           | $464.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $1000.00           | $884.54            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-02-20      | 3.5000%  | N/A     | $1012.00           | $5.89              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $1151.00           | $557.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $2000.00           | $62.79             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1038.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.8200%  | N/A     | $1000.00           | $973.72            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1000.00           | $1022.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1000.00           | $1040.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1000.00           | $1046.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.0000%  | N/A     | $1003.00           | $494.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1024.00           | $1031.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.5000%  | N/A     | $1000.00           | $41.71             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1040.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1043.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $2864.00           | $2990.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-01-15      | 7.7500%  | N/A     | $25000.00          | $69.02             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.5000%  | N/A     | $1000.00           | $498.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1466.00           | $1226.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $2008.00           | $2091.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.0000%  | N/A     | $1002.00           | $328.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-20      | 3.5000%  | N/A     | $1000.00           | $129.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $1000.00           | $772.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $1000.00           | $26.58             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $1000.00           | $691.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $1102.00           | $490.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.2100%  | N/A     | $1000.00           | $935.88            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $1000.00           | $117.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1001.00           | $1029.80           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1000.00           | $1037.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.5000%  | N/A     | $1000.00           | $176.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $5390.00           | $4611.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1000.00           | $1006.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $25779.00          | $2974.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $1000.00           | $661.89            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-05-20      | 4.0000%  | N/A     | $1000.00           | $79.96             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $902.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $1000.00           | $353.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $1120.00           | $439.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $1000.00           | $717.51            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1004.00           | $1029.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.0000%  | N/A     | $1000.00           | $56.06             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $1000.00           | $510.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.0000%  | N/A     | $1000.00           | $940.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.0000%  | N/A     | $1000.00           | $556.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1000.00           | $1011.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-01-20      | 4.5000%  | N/A     | $500000.00         | $1365.12           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $1070.00           | $394.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-11-20      | 3.0000%  | N/A     | $1000.00           | $321.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $1000.00           | $285.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $1000.00           | $32.56             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1052.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $1000.00           | $769.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.0000%  | N/A     | $1000.00           | $809.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2000.00           | $1825.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $1000.00           | $24.40             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $1000.00           | $7.18              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.5000%  | N/A     | $1001.00           | $36.17             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.9400%  | N/A     | $1000.00           | $1058.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $324.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 2.4000%  | N/A     | $1000.00           | $829.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-15      | 5.6700%  | N/A     | $2000.00           | $1930.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.0000%  | N/A     | $1011.00           | $950.91            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1048.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1993.00           | $1982.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | 5.0000%  | N/A     | $1004.00           | $43.09             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.5000%  | N/A     | $2309.00           | $71.55             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-07-20      | 5.0000%  | N/A     | $1000.00           | $489.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-10-20      | 6.0000%  | N/A     | $1000.00           | $409.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $770.10            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $1000.00           | $176.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1000.00           | $1022.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1001.00           | $1030.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-06-20      | 3.0000%  | N/A     | $25000.00          | $2706.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0000%  | N/A     | $1000.00           | $839.02            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $2048.00           | $1374.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $2000.00           | $84.58             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1043.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1000.00           | $1064.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1000.00           | $1039.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1001.00           | $1061.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $2000.00           | $2081.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.0000%  | N/A     | $1000.00           | $92.03             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-04-15      | 4.5000%  | N/A     | $1000.00           | $34.69             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $2027.00           | $40.59             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $2002.00           | $2013.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.5000%  | N/A     | $1000.00           | $94.50             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $4000.00           | $4101.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-08-15      | 3.0000%  | N/A     | $1000.00           | $386.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-09-20      | 3.5000%  | N/A     | $7710.00           | $700.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $1000.00           | $14.93             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $1000.00           | $56.16             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-10-15      | 2.9000%  | N/A     | $2000.00           | $1724.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $1000.00           | $603.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $1000.00           | $84.82             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1000.00           | $995.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $1001.00           | $53.20             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $1000.00           | $40.65             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2000.00           | $1530.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $2000.00           | $2011.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1000.00           | $1044.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $1000.00           | $2.88              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $1000.00           | $72.33             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.5000%  | N/A     | $1000.00           | $907.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.6900%  | N/A     | $1001.00           | $1048.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $3350.00           | $175.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1044.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1002.00           | $1047.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1029.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $684.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $1001.00           | $1038.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $1215.00           | $1156.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $1000.00           | $116.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.5000%  | N/A     | $1024.00           | $563.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-11-20      | 6.0000%  | N/A     | $1001.00           | $28.57             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $1024.00           | $762.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.5000%  | N/A     | $23758.00          | $2765.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.5000%  | N/A     | $1027.00           | $554.16            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $1000.00           | $57.91             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-04-20      | 3.0000%  | N/A     | $1000.00           | $44.86             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $1129.00           | $731.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $2048.00           | $1627.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $3964.00           | $3989.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.0000%  | N/A     | $1000.00           | $151.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-03-15      | 5.2000%  | N/A     | $1000.00           | $1005.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $1400.00           | $34.17             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.3900%  | N/A     | $1000.00           | $1024.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-09-20      | 5.0000%  | N/A     | $1000.00           | $226.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 2.5000%  | N/A     | $1000.00           | $280.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $1090.00           | $1135.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $1000.00           | $39.08             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $1000.00           | $6.36              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-01-20      | 2.5000%  | N/A     | $1000.00           | $470.03            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.0000%  | N/A     | $1000.00           | $1051.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.0000%  | N/A     | $1000.00           | $252.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $2059.00           | $1534.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-15      | 4.5000%  | N/A     | $2016.00           | $90.33             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-15      | 5.5000%  | N/A     | $1000.00           | $137.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.5000%  | N/A     | $1145.00           | $287.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 7.0000%  | N/A     | $1024.00           | $83.07             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1015.00           | $1036.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $2000.00           | $43.03             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-07-15      | 3.5000%  | N/A     | $3560.00           | $24.33             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $1000.00           | $89.25             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 3.5000%  | N/A     | $1000.00           | $744.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $1000.00           | $210.17            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-02-15      | 5.0400%  | N/A     | $2000.00           | $1973.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1000.00           | $1007.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.5000%  | N/A     | $1089.00           | $52.93             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $10322.00          | $1063.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $1001.00           | $12.07             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1043.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-03-20      | 5.5000%  | N/A     | $1000.00           | $40.79             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.5000%  | N/A     | $1000.00           | $78.68             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1008.00           | $1043.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $1002.00           | $47.70             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $1000.00           | $927.46            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.0000%  | N/A     | $1000.00           | $879.21            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $2000.00           | $1117.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-02-20      | 5.5000%  | N/A     | $1009.00           | $10.75             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1000.00           | $1037.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-11-15      | 4.0000%  | N/A     | $1000.00           | $924.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1065.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1054.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1000.00           | $1046.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-08-20      | 4.0000%  | N/A     | $1000.00           | $111.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1000.00           | $917.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $1047.00           | $1011.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1000.00           | $1063.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.5000%  | N/A     | $1000.00           | $67.03             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1018.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | 6.0000%  | N/A     | $1001.00           | $27.22             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $1000.00           | $35.61             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $1000.00           | $868.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $1000.00           | $34.97             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1008.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1004.00           | $853.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $1000.00           | $228.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1041.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-15      | 4.0000%  | N/A     | $1000.00           | $143.02            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-09-20      | 4.5000%  | N/A     | $1000.00           | $40.38             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.5000%  | N/A     | $1000.00           | $619.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-20      | 6.0000%  | N/A     | $1000.00           | $18.39             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $809.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $1000.00           | $687.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-01-20      | 4.0000%  | N/A     | $1007.00           | $52.40             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $1000.00           | $486.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-07-20      | 6.0000%  | N/A     | $1000.00           | $10.07             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.5000%  | N/A     | $1000.00           | $12.76             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-12-15      | 5.5000%  | N/A     | $1000.00           | $49.39             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 2.5000%  | N/A     | $1000.00           | $184.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.0000%  | N/A     | $1000.00           | $132.31            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1043.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 5.0000%  | N/A     | $1000.00           | $448.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1041.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $1000.00           | $173.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1004.00           | $1071.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $1040.00           | $475.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $3993.00           | $28.13             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $1000.00           | $40.38             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $1000.00           | $996.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $1000.00           | $480.57            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1024.00           | $1020.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $3876.00           | $3989.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $1001.00           | $987.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $1000.00           | $12.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $1000.00           | $169.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-15      | 4.0000%  | N/A     | $1147.00           | $45.89             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1056.00           | $1091.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1000.00           | $1004.43           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $1000.00           | $12.19             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $1003.00           | $2.64              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $1000.00           | $225.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $1039.00           | $9.81              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $1000.00           | $464.30            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-08-20      | 5.5000%  | N/A     | $1000.00           | $423.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2066-11-15      | 5.5700%  | N/A     | $1031.00           | $1082.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $1028.00           | $630.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1000.00           | $1011.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.5000%  | N/A     | $1999.00           | $104.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $1010.00           | $325.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-07-20      | 6.0000%  | N/A     | $220429.00         | $3547.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $1024.00           | $747.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1110.00           | $910.57            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1000.00           | $1007.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $1037.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0000%  | N/A     | $1000.00           | $767.81            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1000.00           | $1051.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.5000%  | N/A     | $1000.00           | $119.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $1000.00           | $43.64             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.0000%  | N/A     | $1000.00           | $42.26             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1046.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $1000.00           | $997.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $1000.00           | $513.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1025.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.0000%  | N/A     | $1185.00           | $104.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $1000.00           | $603.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $1000.00           | $100.18            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1000.00           | $1013.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1028.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $1000.00           | $604.59            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1000.00           | $1006.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $1042.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $1008.00           | $403.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-06-15      | 4.0000%  | N/A     | $1000.00           | $284.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.5000%  | N/A     | $1000.00           | $497.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-20      | 4.0000%  | N/A     | $1000.00           | $79.52             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $35900.00          | $661.44            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-08-15      | 3.0000%  | N/A     | $1000.00           | $21.85             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2500%  | N/A     | $1000.00           | $1019.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1024.00           | $1084.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-04-15      | 4.9000%  | N/A     | $1000.00           | $988.08            | Agency Mortgage-Backed Securities |
| HALLIBURTON CO SR GLB | 2035-11-15      | 4.8500%  | N/A     | $18000000.00       | $17946435.00       | Corporate Debt Securities         |
| HEALTHPEAK PROPERTIES | 2031-01-15      | 2.8750%  | N/A     | $1000000.00        | $928267.92         | Corporate Debt Securities         |
| HPS CORPORATE LENDING | 2030-11-15      | 5.4500%  | N/A     | $15358000.00       | $15507941.01       | Corporate Debt Securities         |
| INDIANA MICH PWR COSR | 2047-07-01      | 3.7500%  | N/A     | $902000.00         | $694423.49         | Corporate Debt Securities         |
| INGERSOLL RAND INC SR | 2031-06-15      | 5.3140%  | N/A     | $2000.00           | $2098.86           | Corporate Debt Securities         |
| INTEL CORP SR GLBL NT | 2050-03-25      | 4.7500%  | N/A     | $2600000.00        | $2206367.94        | Corporate Debt Securities         |
| JACKSON FINANCIAL INC | 2031-11-23      | 3.1250%  | N/A     | $500000.00         | $456757.99         | Corporate Debt Securities         |
| JACOBS ENGR GROUP INC | 2033-03-01      | 5.9000%  | N/A     | $2050000.00        | $2205245.36        | Corporate Debt Securities         |
| JOHNSON & JOHNSONSR G | 2043-12-05      | 4.5000%  | N/A     | $519000.00         | $486938.78         | Corporate Debt Securities         |
| JOHNSON CTLS INTL PLC | 2030-09-15      | 1.7500%  | N/A     | $1572000.00        | $1414741.05        | Corporate Debt Securities         |
| KLA CORP SR GLBL NT3. | 2050-03-01      | 3.3000%  | N/A     | $3400000.00        | $2443812.33        | Corporate Debt Securities         |
| LOWES COS INCSR GLBL  | 2041-09-15      | 2.8000%  | N/A     | $400000.00         | $293440.00         | Corporate Debt Securities         |
| LOWES COS INCSR GLBL  | 2035-10-15      | 4.8500%  | N/A     | $13574000.00       | $13678338.81       | Corporate Debt Securities         |
| MARS INC SR 144A NT 3 | 2033-04-20      | 4.7500%  | N/A     | $83000.00          | $84698.55          | Corporate Debt Securities         |
| MARTIN MARIETTA MATLS | 2031-07-15      | 2.4000%  | N/A     | $3000.00           | $2710.44           | Corporate Debt Securities         |
| MCDONALDS CORP FR 4.9 | 2035-03-03      | 4.9500%  | N/A     | $2800000.00        | $2889355.00        | Corporate Debt Securities         |
| MCDONALDS CORP FR 4.9 | 2033-08-14      | 4.9500%  | N/A     | $21000.00          | $22055.99          | Corporate Debt Securities         |
| MCDONALDS CORP FR 5.2 | 2034-05-17      | 5.2000%  | N/A     | $1000.00           | $1048.14           | Corporate Debt Securities         |
| META PLATFORMS INC SR | 2035-11-15      | 4.8750%  | N/A     | $100000.00         | $100274.13         | Corporate Debt Securities         |
| META PLATFORMS INC SR | 2055-11-15      | 5.6250%  | N/A     | $16323000.00       | $15821618.65       | Corporate Debt Securities         |
| MICRON TECHNOLOGY INC | 2030-02-15      | 4.6630%  | N/A     | $400000.00         | $413056.83         | Corporate Debt Securities         |
| MICROSOFT CORP SR GLB | 2052-03-17      | 2.9210%  | N/A     | $52347000.00       | $34897728.09       | Corporate Debt Securities         |
| MITSUBISHI UFJ FINANC | 2031-09-12      | 4.5270%  | N/A     | $505000.00         | $515813.82         | Corporate Debt Securities         |
| MOTOROLA SOLUTIONS IN | 2034-04-15      | 5.4000%  | N/A     | $145000.00         | $151858.50         | Corporate Debt Securities         |
| NASDAQ INC CR SEN SR  | 2034-02-15      | 5.5500%  | N/A     | $6390000.00        | $6855112.13        | Corporate Debt Securities         |
| NATIONAL AUSTRALIA BK | 2031-01-13      | 4.3536%  | N/A     | $3500000.00        | $3518251.42        | Corporate Debt Securities         |
| NATIONAL RURAL UTILS  | 2033-01-15      | 5.8000%  | N/A     | $2812000.00        | $3022243.87        | Corporate Debt Securities         |
| NTT FINANCE CORP GLBL | 2031-04-03      | 2.0650%  | N/A     | $5816000.00        | $5208118.95        | Corporate Debt Securities         |
| OMNICOM GROUP INCSR G | 2028-10-01      | 4.6500%  | N/A     | $55000.00          | $56392.10          | Corporate Debt Securities         |
| ONEOK INC NEWSR GLBL  | 2030-11-01      | 5.8000%  | N/A     | $5675000.00        | $6054083.69        | Corporate Debt Securities         |
| ORACLE CORPSR GLBL NT | 2053-02-06      | 5.5500%  | N/A     | $5000000.00        | $4258925.00        | Corporate Debt Securities         |
| PACIFIC GAS & ELEC CO | 2040-08-01      | 3.3000%  | N/A     | $2666000.00        | $2074916.70        | Corporate Debt Securities         |
| PACIFIC GAS & ELEC CO | 2050-07-01      | 4.9500%  | N/A     | $9000000.00        | $7721167.50        | Corporate Debt Securities         |
| PACIFICORP 1M GLBL BD | 2055-01-15      | 5.8000%  | N/A     | $7889000.00        | $7476063.44        | Corporate Debt Securities         |
| PEPSICO INCSR GLBL NT | 2032-07-18      | 3.9000%  | N/A     | $3000.00           | $2947.17           | Corporate Debt Securities         |
| PFIZER INC SR GLBL NT | 2026-12-15      | 3.0000%  | N/A     | $3000.00           | $2992.08           | Corporate Debt Securities         |
| PG&E WILDFIRE RECOVER | 2049-12-01      | 4.4510%  | N/A     | $290000.00         | $261497.26         | Corporate Debt Securities         |
| PHILLIPS 66 CO SR GLB | 2055-03-15      | 5.5000%  | N/A     | $10116000.00       | $9597605.58        | Corporate Debt Securities         |
| RAYMOND JAMES FINL IN | 2035-09-11      | 4.9000%  | N/A     | $2000000.00        | $2025858.89        | Corporate Debt Securities         |
| REVVITY INCSR GLBL NT | 2031-09-15      | 2.2500%  | N/A     | $3000.00           | $2673.14           | Corporate Debt Securities         |
| ROGERS COMMUNICATIONS | 2044-03-15      | 5.0000%  | N/A     | $290000.00         | $265376.10         | Corporate Debt Securities         |
| ROLLINS INCSR GLBL NT | 2035-02-24      | 5.2500%  | N/A     | $14000000.00       | $14542220.00       | Corporate Debt Securities         |
| RTX CORPORATIONGLBL N | 2047-04-15      | 4.3500%  | N/A     | $700000.00         | $604882.25         | Corporate Debt Securities         |
| SANTANDER UK GROUP HO | 2032-03-15      | 2.8960%  | N/A     | $1346000.00        | $1252816.42        | Corporate Debt Securities         |
| SHELL FIN US INC SR G | 2038-12-15      | 6.3750%  | N/A     | $10000.00          | $11255.89          | Corporate Debt Securities         |
| SIMON PPTY GROUP LPGL | 2034-01-15      | 6.2500%  | N/A     | $2025000.00        | $2221372.69        | Corporate Debt Securities         |
| SMURFIT WESTROCK FINA | 2036-01-15      | 5.1850%  | N/A     | $2000000.00        | $2040755.83        | Corporate Debt Securities         |
| SNAM S.P.A.GLBL B 144 | 2035-05-28      | 5.7500%  | N/A     | $1952000.00        | $2056944.94        | Corporate Debt Securities         |
| SOCIETE GENERALE VR 0 | 2030-04-12      | 4.7539%  | N/A     | $2500000.00        | $2509407.24        | Corporate Debt Securities         |
| SOLVENTUM CORP SR GLB | 2034-03-23      | 5.6000%  | N/A     | $2000.00           | $2121.67           | Corporate Debt Securities         |
| SOUTHERN CALIF EDISON | 2055-03-01      | 5.9000%  | N/A     | $1727000.00        | $1716913.36        | Corporate Debt Securities         |
| STANDARD CHARTERED PL | 2035-05-14      | 5.9050%  | N/A     | $200000.00         | $213433.22         | Corporate Debt Securities         |
| SUMITOMO MITSUI FIN G | 2032-01-15      | 4.6945%  | N/A     | $7900000.00        | $7946170.10        | Corporate Debt Securities         |
| SYNCHRONY FINANCIALSR | 2036-07-29      | 6.0000%  | N/A     | $3000.00           | $3046.85           | Corporate Debt Securities         |
| TARGA RES PARTNERS /  | 2036-07-30      | 5.4000%  | N/A     | $57363000.00       | $57652109.52       | Corporate Debt Securities         |
| TELEDYNE TECHNOLOGIES | 2031-04-01      | 2.7500%  | N/A     | $3000.00           | $2808.18           | Corporate Debt Securities         |
| TEXAS EASTN TRANSMISS | 2032-07-15      | 7.0000%  | N/A     | $15381000.00       | $17294037.51       | Corporate Debt Securities         |
| TPG OPER GROUP II LP  | 2036-01-15      | 5.3750%  | N/A     | $36177000.00       | $36132125.45       | Corporate Debt Securities         |
| TRANSCONTINENTAL GAS  | 2056-03-15      | 5.7500%  | N/A     | $20000000.00       | $20188011.11       | Corporate Debt Securities         |
| UBER TECHNOLOGIES INC | 2031-01-15      | 4.1500%  | N/A     | $13017000.00       | $12926911.51       | Corporate Debt Securities         |
| UBS GROUP AG SR GLBL  | 2037-03-23      | 5.0100%  | N/A     | $2800000.00        | $2823615.67        | Corporate Debt Securities         |
| UBS GROUP AG SR GLBL  | 2037-03-23      | 5.0100%  | N/A     | $13655000.00       | $13770168.55       | Corporate Debt Securities         |
| UNITEDHEALTH GROUP IN | 2037-11-15      | 6.6250%  | N/A     | $490000.00         | $556381.32         | Corporate Debt Securities         |
| VERIZON COMMUNICATION | 2030-12-01      | 7.7500%  | N/A     | $4000.00           | $4636.97           | Corporate Debt Securities         |
| VERIZON COMMUNICATION | 2037-07-02      | 5.4010%  | N/A     | $16949000.00       | $17197655.01       | Corporate Debt Securities         |
| VICI PROPERTIES LP GL | 2054-04-01      | 6.1250%  | N/A     | $3000000.00        | $3080179.58        | Corporate Debt Securities         |
| VISTRA OPERATIONS CO  | 2034-12-30      | 5.7000%  | N/A     | $12151000.00       | $12523549.66       | Corporate Debt Securities         |
| WELLS FARGO & CO FR 4 | 2037-01-23      | 4.9600%  | N/A     | $81622000.00       | $81242004.24       | Corporate Debt Securities         |
| WELLS FARGO & CO VR 0 | 2030-01-23      | 4.3969%  | N/A     | $7000000.00        | $7006186.57        | Corporate Debt Securities         |
| WESTERN MIDSTREAM OPE | 2035-12-15      | 5.5000%  | N/A     | $13300000.00       | $13369765.89       | Corporate Debt Securities         |
| WESTPAC BKG CORP LW T | 2041-11-18      | 3.1330%  | N/A     | $1345000.00        | $1026148.92        | Corporate Debt Securities         |
| WILLIAMS COS INC SR G | 2054-11-15      | 5.8000%  | N/A     | $16007000.00       | $16024821.13       | Corporate Debt Securities         |
| XYLEM INCSR GLBL NT 3 | 2031-01-30      | 2.2500%  | N/A     | $3000.00           | $2717.04           | Corporate Debt Securities         |

### Security 208: HSBC SECURITIES (USA) INC

- **C.1 - Title:** HSBC SECURITIES (USA) INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0UJ003AE7
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| ARES CLO LTD 2020-56R | 2038-01-25      | 4.9180%  | N/A     | $11000000.00       | $11029550.92       | Asset-Backed Securities |
| HYUNDAI AUTO LEASE TR | 2027-06-15      | 4.6000%  | N/A     | $5719000.00        | $3899480.67        | Asset-Backed Securities |
| MADISON PK FDG XL-R 2 | 2038-10-16      | 5.1227%  | N/A     | $5636935.00        | $5745171.92        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR  | 2033-06-15      | 4.3848%  | N/A     | $14023000.00       | $532405.15         | Asset-Backed Securities |

### Security 209: HSBC SECURITIES (USA) INC

- **C.1 - Title:** HSBC SECURITIES (USA) INC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0UJ003AF4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK N.V. FR | 2037-03-13      | 3.3240%  | N/A     | $400000.00         | $369575.87         | Corporate Debt Securities         |
| AMERICAN WTR CAP CORP | 2050-05-01      | 3.4500%  | N/A     | $1811000.00        | $1306761.76        | Corporate Debt Securities         |
| ATHENE HOLDING LTD JR | 2054-10-15      | 6.6250%  | N/A     | $3000000.00        | $3059408.75        | Corporate Debt Securities         |
| AUSTRALIA & NEW ZEALA | 2035-11-25      | 2.5700%  | N/A     | $450000.00         | $408528.13         | Corporate Debt Securities         |
| BANCO SANTANDER SA LW | 2033-08-08      | 6.9210%  | N/A     | $1800000.00        | $2049006.60        | Corporate Debt Securities         |
| BANK NEW YORK MELLON  | 2028-06-09      | 4.3788%  | N/A     | $346000.00         | $349249.65         | Corporate Debt Securities         |
| BECTON DICKINSON & CO | 2027-06-06      | 3.7000%  | N/A     | $10921000.00       | $10943169.63       | Corporate Debt Securities         |
| BNP PARIBASSNR NPF RE | 2028-01-20      | 2.5910%  | N/A     | $600000.00         | $592247.83         | Corporate Debt Securities         |
| CHILE ELECTRICITY LUX | 2035-10-20      | 5.5800%  | N/A     | $250000.00         | $254640.05         | Corporate Debt Securities         |
| CITIGROUP INCSR GLBL  | 2031-09-11      | 4.5030%  | N/A     | $388000.00         | $395009.83         | Corporate Debt Securities         |
| CONAGRA BRANDS INC SR | 2035-08-01      | 5.7500%  | N/A     | $610000.00         | $639705.64         | Corporate Debt Securities         |
| CONSTELLATION BRANDS  | 2033-05-01      | 4.9000%  | N/A     | $1000000.00        | $1018653.89        | Corporate Debt Securities         |
| DEUTSCHE BK AG N Y SN | 2031-09-18      | 3.5470%  | N/A     | $821000.00         | $792376.38         | Corporate Debt Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $1010.00           | $389.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $3244.00           | $2758.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $829.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $834.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $882.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $2000.00           | $242.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 6.0000%  | N/A     | $1000.00           | $663.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1386.00           | $1150.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $903.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $584.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1006.00           | $615.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $1008.00           | $622.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $105.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $672.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.0000%  | N/A     | $4000.00           | $1445.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $3001.00           | $2152.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1017.00           | $877.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $5000.00           | $4200.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 2.0000%  | N/A     | $2000.00           | $784.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $2000.00           | $870.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1910.00           | $325.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $111.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $5008.00           | $4815.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $2061.00           | $1673.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2016.00           | $1864.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $189.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 6.5000%  | N/A     | $1024.00           | $722.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $3001.00           | $2970.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 5.5000%  | N/A     | $1000.00           | $6.32              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1588.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 5.0000%  | N/A     | $1000.00           | $968.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $1004.00           | $143.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $3076.00           | $2775.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 4.5000%  | N/A     | $2000.00           | $1770.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1020.00           | $685.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $860.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $407.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 6.5000%  | N/A     | $1024.00           | $422.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $1000.00           | $696.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $673.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $1001.00           | $489.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 4.5000%  | N/A     | $1000.00           | $626.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $2000.00           | $1988.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 2.0000%  | N/A     | $1000.00           | $482.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $1000.00           | $320.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $721.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.0000%  | N/A     | $1002.00           | $105.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $579.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $1002.00           | $549.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1047.00           | $842.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 4.5000%  | N/A     | $3000.00           | $1742.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $666.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.5000%  | N/A     | $6914.00           | $1708.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1001.00           | $757.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $2030.00           | $1997.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1001.00           | $768.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $813.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $11000.00          | $3178.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $462.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $813.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $962.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3001.00           | $2506.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $826.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $2000.00           | $399.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $783.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $811.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $850.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1011.00           | $892.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $2000.00           | $103.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $3002.00           | $1589.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $2096.00           | $1593.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1010.00           | $941.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 4.0000%  | N/A     | $2014.00           | $299.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $6000.00           | $4742.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 5.0000%  | N/A     | $1024.00           | $1027.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $828.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $664.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 5.0000%  | N/A     | $3011.00           | $2942.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 3.0000%  | N/A     | $1000.00           | $44.76             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $785.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $2000.00           | $1738.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 2.5000%  | N/A     | $4102.00           | $23.18             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $199.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $596.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $1030.00           | $951.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $4000.00           | $2407.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $2001.00           | $424.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.0000%  | N/A     | $1000.00           | $800.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $2001.00           | $1764.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $9000.00           | $4052.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $6000.00           | $4958.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1024.00           | $138.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $784.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1024.00           | $803.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $3000.00           | $2867.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $240.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $3510.00           | $2890.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $4000.00           | $3147.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $769.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $763.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 6.5000%  | N/A     | $1000.00           | $825.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $2001.00           | $622.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $7053.00           | $4666.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1007.00           | $120.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $2001.00           | $1449.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $4000.00           | $3166.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $1022.00           | $170.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $3000.00           | $2576.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $841.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $654.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $1606.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 4.5000%  | N/A     | $1000.00           | $198.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $22004.00          | $4397.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1016.00           | $943.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $613.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $4000.00           | $3200.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $4000.00           | $2957.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $4000.00           | $711.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2048.00           | $1592.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $3001.00           | $516.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $679.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $1000.00           | $980.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $3000.00           | $1166.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $4096.00           | $3148.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 4.0000%  | N/A     | $7000.00           | $3924.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1660.00           | $1044.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $3000.00           | $2312.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $703.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $1000.00           | $736.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.0000%  | N/A     | $4002.00           | $477.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $6003.00           | $3075.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $4109.00           | $3409.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $74.23             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2016.00           | $1706.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1250.00           | $220.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1145.00           | $985.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $2000.00           | $1603.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.0000%  | N/A     | $1000.00           | $1004.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $5000.00           | $4580.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $921.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $9999.00           | $2861.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 5.0000%  | N/A     | $1100.00           | $210.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $4001.00           | $3463.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $5000.00           | $4696.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1019.00           | $802.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1001.00           | $517.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $2000.00           | $1584.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $2008.00           | $1317.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $3000.00           | $1781.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 4.5000%  | N/A     | $2017.00           | $446.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.5000%  | N/A     | $7000.00           | $4136.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $2000.00           | $1428.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $1982.00           | $1288.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $3009.00           | $2626.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $1000.00           | $626.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 2.0000%  | N/A     | $9000.00           | $4026.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $2003.00           | $1411.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1003.00           | $796.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $2000.00           | $1588.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 4.0000%  | N/A     | $3001.00           | $443.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 2.0000%  | N/A     | $4000.00           | $1371.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $3086.00           | $2037.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $1000.00           | $839.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $2171.00           | $1356.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $12600.00          | $2394.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $12017.00          | $3891.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.5000%  | N/A     | $2110.00           | $1656.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $4000.00           | $2312.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $2074.00           | $435.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $908.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1025.00           | $983.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.5000%  | N/A     | $1000.00           | $373.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.0000%  | N/A     | $4000.00           | $758.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.5000%  | N/A     | $3000.00           | $1130.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $4794.00           | $3424.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $610.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1002.00           | $917.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $938.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $706.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2055.00           | $1813.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $1000.00           | $711.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1476.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 3.0000%  | N/A     | $1000.00           | $113.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1086.00           | $974.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1907.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $1162.00           | $1050.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $825.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1003.00           | $830.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $663.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $4002.00           | $2536.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $2016.00           | $1846.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 5.5000%  | N/A     | $1000.00           | $901.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $1000.00           | $106.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $866.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 4.0000%  | N/A     | $1000.00           | $427.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $736.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.5000%  | N/A     | $3030.00           | $2250.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1052.00           | $791.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $209.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1361.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $2000.00           | $1742.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 5.0000%  | N/A     | $2000.00           | $1161.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $3073.00           | $1936.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 5.0000%  | N/A     | $6391.00           | $4406.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $427.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $393.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1011.00           | $745.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1006.00           | $811.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $3000.00           | $807.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $5001.00           | $4597.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-01-02      | 4.5000%  | N/A     | $1000.00           | $193.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $2153.00           | $451.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1023.00           | $672.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1048.00           | $980.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $3358.00           | $2811.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 3.5000%  | N/A     | $2000.00           | $144.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $4203.00           | $3140.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1054.00           | $850.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $7006.00           | $4665.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $1000.00           | $37.30             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1018.00           | $904.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $3000.00           | $2520.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1002.00           | $773.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 5.0000%  | N/A     | $1000.00           | $965.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 3.5000%  | N/A     | $1000.00           | $596.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2026.00           | $1911.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $3000.00           | $2156.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $455.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $2000.00           | $423.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-25      | 6.5000%  | N/A     | $2048.00           | $1910.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.0000%  | N/A     | $1000.00           | $192.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1520.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $6000.00           | $4335.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $2052.00           | $436.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $1151.00           | $100.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $2665.00           | $409.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $2000.00           | $1648.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.5000%  | N/A     | $1000.00           | $1003.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $4002.00           | $3335.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.0000%  | N/A     | $1000.00           | $916.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 4.0000%  | N/A     | $3535.00           | $60.71             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $2046.00           | $340.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $680.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 6.0000%  | N/A     | $1000.00           | $570.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $2000.00           | $883.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $5040.00           | $4052.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.0000%  | N/A     | $1000.00           | $909.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 2.5000%  | N/A     | $3402.00           | $850.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2012.00           | $1567.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.0000%  | N/A     | $6000.00           | $730.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $4000.00           | $3683.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1042.00           | $785.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.0000%  | N/A     | $7000.00           | $1141.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $2369.00           | $1849.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $2042.00           | $780.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $4000.00           | $2856.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1005.00           | $653.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.5000%  | N/A     | $6000.00           | $3553.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $6167.00           | $4829.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 5.5000%  | N/A     | $1000.00           | $949.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $787.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-15      | 3.5000%  | N/A     | $1015.00           | $835.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $4000.00           | $3470.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $902.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $5001.00           | $3863.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 5.0000%  | N/A     | $11857.00          | $2586.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $672.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $3032.00           | $2334.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $598.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 4.0000%  | N/A     | $1008.00           | $19.58             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5000.00           | $4368.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $777.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $768.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $2000.00           | $1339.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $3119.00           | $2133.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $756.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $2000.00           | $573.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $379.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $5000.00           | $4396.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $828.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $249.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $1030.00           | $771.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $2000.00           | $1905.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $5006.00           | $4491.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $842.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $3000.00           | $1805.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1668.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $3072.00           | $2784.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $949.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1901.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $938.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.5000%  | N/A     | $1029.00           | $244.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2008.00           | $1606.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $4103.00           | $3827.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.5000%  | N/A     | $1000.00           | $728.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 5.0000%  | N/A     | $1000.00           | $233.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 6.0000%  | N/A     | $6989.00           | $4785.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 2.0000%  | N/A     | $1023.00           | $937.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $773.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $3000.00           | $570.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $4000.00           | $3527.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $709.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $841.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1014.00           | $750.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 4.5000%  | N/A     | $2001.00           | $926.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $980.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.0000%  | N/A     | $5994.00           | $567.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $4997.00           | $577.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $728.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $3034.00           | $2345.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1024.00           | $759.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $215.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 6.0000%  | N/A     | $5000.00           | $2817.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1024.00           | $690.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $868.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $1000.00           | $11.22             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $3000.00           | $2785.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $3024.00           | $2500.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $6003.00           | $4703.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $2063.00           | $522.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1064.00           | $908.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $234.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $811.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $2024.00           | $1469.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 3.0000%  | N/A     | $1002.00           | $47.13             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $1008.00           | $496.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $219.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $708.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2079.00           | $1554.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $2000.00           | $1139.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $1000.00           | $958.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $761.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.0000%  | N/A     | $6000.00           | $4045.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 4.5000%  | N/A     | $2036.00           | $113.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 3.5000%  | N/A     | $1000.00           | $71.51             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 5.5000%  | N/A     | $1048.00           | $1053.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2003.00           | $1932.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.5000%  | N/A     | $1000.00           | $553.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $806.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $652.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $802.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $736.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1006.00           | $733.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $4000.00           | $2225.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1008.00           | $919.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 6.0000%  | N/A     | $6000.00           | $1538.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 2.0000%  | N/A     | $1000.00           | $830.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2000.00           | $1672.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $3076.00           | $1893.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $4032.00           | $3476.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $5000.00           | $3655.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $785.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2005.00           | $1437.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1008.00           | $809.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $2029.00           | $463.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $793.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $803.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2000.00           | $1792.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $756.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $5120.00           | $4479.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $885.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 2.5000%  | N/A     | $1000.00           | $110.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $638.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $1095.00           | $48.01             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1010.00           | $871.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.0000%  | N/A     | $3000.00           | $1830.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $780.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1010.00           | $226.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1027.00           | $639.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $5171.00           | $3026.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 2.5000%  | N/A     | $1000.00           | $743.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.5000%  | N/A     | $1002.00           | $931.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 3.0000%  | N/A     | $6000.00           | $663.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $2005.00           | $1806.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1001.00           | $957.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.0000%  | N/A     | $1000.00           | $920.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1590.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $817.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2000.00           | $1504.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $951.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $2049.00           | $507.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2070.00           | $1856.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 1.5000%  | N/A     | $3000.00           | $886.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $3000.00           | $2045.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 1.5000%  | N/A     | $1000.00           | $498.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $5000.00           | $4335.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 3.5000%  | N/A     | $1434.00           | $431.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $2000.00           | $1237.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $18000.00          | $1635.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $3083.00           | $2538.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $4000.00           | $3616.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $3048.00           | $2563.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1729.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $771.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3000.00           | $2373.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $662.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $1000.00           | $164.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.0000%  | N/A     | $2000.00           | $1836.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $293.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 2.0000%  | N/A     | $1000.00           | $389.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $799.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $907.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $2156.00           | $1904.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $1000.00           | $159.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $1000.00           | $247.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $917.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $2000.00           | $820.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $3000.00           | $2202.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $746.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2024.00           | $1646.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1007.00           | $878.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1040.00           | $714.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 2.5000%  | N/A     | $3483.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.5000%  | N/A     | $22000.00          | $3860.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $1000.00           | $874.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $3011.00           | $1489.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 2.5000%  | N/A     | $9000.00           | $3304.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $3000.00           | $2271.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 4.5000%  | N/A     | $8415.00           | $1115.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $6997.00           | $3641.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $5000.00           | $4788.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 2.0000%  | N/A     | $1000.00           | $57.92             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $5106.00           | $3782.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $3000.00           | $2055.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 3.0000%  | N/A     | $3030.00           | $30.33             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $2000.00           | $1752.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 4.0000%  | N/A     | $3000.00           | $442.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $2000.00           | $2056.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1212.00           | $807.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1008.00           | $905.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.5000%  | N/A     | $1000.00           | $604.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.5000%  | N/A     | $1000.00           | $87.85             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $984.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $3000.00           | $2935.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.0000%  | N/A     | $1000.00           | $110.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1001.00           | $866.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $1000.00           | $114.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1023.00           | $885.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1044.00           | $884.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1008.00           | $654.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1001.00           | $796.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $389.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1019.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1004.00           | $785.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $3520.00           | $1.44              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.5000%  | N/A     | $1278.00           | $16.13             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $3000.00           | $330.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $940.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $995.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $3120.00           | $2886.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $2010.00           | $117.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $354.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $191.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $970.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1002.00           | $1012.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $5000.00           | $4222.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.0000%  | N/A     | $1000.00           | $957.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1005.00           | $995.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $899.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $691.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $737.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $1000.00           | $3.85              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $790.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $3640.00           | $310.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3000.00           | $2497.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $2002.00           | $1314.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $5264.00           | $122.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $5005.00           | $4381.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $2000.00           | $1938.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $1000.00           | $30.37             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $3024.00           | $2603.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 3.5000%  | N/A     | $3000.00           | $308.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $2048.00           | $1790.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $2001.00           | $1632.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3000.00           | $3073.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.0000%  | N/A     | $2233.00           | $132.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $2000.00           | $915.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $2001.00           | $452.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1280.00           | $278.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $2798.00           | $2370.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $235.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $386.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $2000.00           | $56.36             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $905.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1027.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1006.00           | $915.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $751.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.0000%  | N/A     | $11000.00          | $1384.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $458.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.0000%  | N/A     | $1024.00           | $773.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1001.00           | $738.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $607.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $2000.00           | $2002.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $1001.00           | $911.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $2000.00           | $266.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1001.00           | $902.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2003.00           | $2071.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $87.66             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $2000.00           | $386.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $2000.00           | $1980.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $19008.00          | $1229.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2002.00           | $2042.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $2001.00           | $235.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1050.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $2020.00           | $2096.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $17000.00          | $1375.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $5042.00           | $4807.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $1051.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $827.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1008.00           | $798.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $3000.00           | $2618.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1016.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $5888.00           | $648.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $1052.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $664.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $1024.00           | $181.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1025.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1031.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $1059.00           | $231.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $154.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $2002.00           | $2081.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2400.00           | $357.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | 5.5000%  | N/A     | $2928.00           | $8.17              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1007.00           | $963.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $1000.00           | $133.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $790.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1040.00           | $790.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-10-01      | 6.5000%  | N/A     | $1000.00           | $5.10              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1001.00           | $991.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1003.00           | $924.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $4000.00           | $3971.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $795.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1007.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1001.00           | $996.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $509.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $803.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 3.5000%  | N/A     | $7000.00           | $1184.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $3000.00           | $2955.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1024.00           | $934.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1000.00           | $25.78             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4016.00           | $3612.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $131.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $1000.00           | $64.79             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $3000.00           | $1173.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $968.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2004.00           | $1634.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2001.00           | $1563.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $4016.00           | $3760.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $11000.00          | $1052.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $3000.00           | $48.71             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1998.00           | $2046.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $749.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1036.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3916.00           | $4040.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $5088.00           | $3892.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $2058.00           | $2167.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $1001.00           | $131.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $2000.00           | $2091.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $814.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1000.00           | $120.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $110.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $202.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1027.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3056.00           | $3131.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $2991.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.0000%  | N/A     | $9000.00           | $664.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $822.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $8000.00           | $3628.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 3.5000%  | N/A     | $1000.00           | $145.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2985.00           | $664.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1047.00           | $103.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $1023.00           | $94.81             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $9058.00           | $26.01             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1000.00           | $992.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.5000%  | N/A     | $3000.00           | $1696.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $3018.00           | $562.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1280.00           | $141.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $3001.00           | $2487.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $2000.00           | $119.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $776.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $779.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | 5.5000%  | N/A     | $1479.00           | $5.21              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2000.00           | $1895.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $15872.00          | $2220.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $1024.00           | $200.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1024.00           | $227.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $1000.00           | $210.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $916.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1001.00           | $839.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $2000.00           | $22.99             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.5000%  | N/A     | $1000.00           | $122.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $1000.00           | $833.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-25      | 6.5000%  | N/A     | $2000.00           | $1668.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $3000.00           | $461.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1022.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $4001.00           | $525.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1001.00           | $1013.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 4.0000%  | N/A     | $3086.00           | $684.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1057.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2000.00           | $1633.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $1000.00           | $174.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $3000.00           | $3183.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $3000.00           | $2311.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $3000.00           | $2553.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $2048.00           | $514.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $277.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1025.00           | $191.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $1024.00           | $159.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $924.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $961.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $1000.00           | $872.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $766.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 4.0000%  | N/A     | $16459.00          | $2267.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2032.00           | $2084.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $1925.00           | $27.54             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1838.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $4000.00           | $3569.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $33430.00          | $2218.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $3000.00           | $56.95             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $1000.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $584.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $2000.00           | $2082.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3001.00           | $3035.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $837.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $823.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $2000.00           | $1688.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $1024.00           | $136.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $3000.00           | $1086.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $384.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $18000.00          | $3725.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1300.00           | $1321.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | 2.5000%  | N/A     | $1000.00           | $42.98             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1034.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $2026.00           | $421.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1004.00           | $915.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $55020.00          | $2622.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $1011.00           | $235.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $140.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $2000.00           | $1671.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $5000.00           | $3145.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1603.00           | $236.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.5000%  | N/A     | $2000.00           | $1264.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.5000%  | N/A     | $1000.00           | $1050.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $3075.00           | $423.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $2013.00           | $68.50             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $1007.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3072.00           | $2448.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $1000.00           | $17.55             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1001.00           | $764.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.0000%  | N/A     | $5000.00           | $3284.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1025.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2000.00           | $1898.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $4000.00           | $3955.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $1828.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $2000.00           | $355.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $3000.00           | $2891.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 3.5000%  | N/A     | $1020.00           | $154.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.7750%  | N/A     | $1000.00           | $564.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $10752.00          | $2858.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1043.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $986.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $1006.00           | $6.17              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $3072.00           | $467.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $13010.00          | $305.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1000.00           | $191.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1440.00           | $138.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $1000.00           | $43.95             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $907.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $7000.00           | $1236.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $3000.00           | $1916.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $5000.00           | $598.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1019.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $1000.00           | $949.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $3163.00           | $1.74              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $2038.00           | $1891.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1007.00           | $1005.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $3001.00           | $2499.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $519.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $1034.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $4884.00           | $364.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $2006.00           | $330.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $5086.00           | $4583.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $3793.00           | $14.15             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $625.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 2.5000%  | N/A     | $6000.00           | $563.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $73.22             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $2001.00           | $2111.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.5000%  | N/A     | $1066.00           | $52.26             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2000.00           | $326.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1001.00           | $832.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $655.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $691.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $1024.00           | $152.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.5000%  | N/A     | $4368.00           | $3713.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1083.00           | $921.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $3000.00           | $3066.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $2244.00           | $31.53             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1064.00           | $1033.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.0000%  | N/A     | $1000.00           | $961.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $4096.00           | $362.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $4000.00           | $685.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $2001.00           | $253.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1000.00           | $792.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $4301.00           | $166.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $2058.00           | $484.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1008.00           | $951.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $136.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1797.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $995.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2028.00           | $1072.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1000.00           | $26.53             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $12997.00          | $79.94             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $7954.00           | $215.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1006.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $243.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $4000.00           | $4146.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $2000.00           | $2035.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3048.00           | $2880.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $193.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1020.00           | $1023.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $3004.00           | $467.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1718.00           | $196.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $252.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $788.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $2000.00           | $1762.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $935.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4000.00           | $3589.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1002.00           | $891.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $24017.00          | $775.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-07-01      | 6.5000%  | N/A     | $7098.00           | $34.80             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $863.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $1160.00           | $4.73              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3000.00           | $3059.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $1008.00           | $152.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $1022.00           | $8.98              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $829.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $1000.00           | $675.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.5000%  | N/A     | $1148.00           | $32.82             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $1000.00           | $941.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.5000%  | N/A     | $2000.00           | $112.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $935.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1023.00           | $152.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $9236.00           | $2218.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1011.00           | $310.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $695.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 3.5000%  | N/A     | $1000.00           | $126.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $999.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $810.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3012.00           | $3084.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 2.5000%  | N/A     | $1000.00           | $227.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $5000.00           | $1674.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-25      | 3.5000%  | N/A     | $1000.00           | $775.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $3000.00           | $333.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $1016.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 3.5000%  | N/A     | $1000.00           | $91.47             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $1000.00           | $21.90             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $174.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $2002.00           | $1328.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $877.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $926.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $1040.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $7164.00           | $748.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $1001.00           | $51.80             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $1001.00           | $829.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $883.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $3000.00           | $2884.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $3000.00           | $2259.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $2000.00           | $362.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1015.00           | $548.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $2000.00           | $608.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $307.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $2203.00           | $147.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $2016.00           | $2082.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-25      | 6.5000%  | N/A     | $2000.00           | $1567.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.6400%  | N/A     | $1000.00           | $164.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $631.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 7.0000%  | N/A     | $1000.00           | $1054.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $897.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1010.00           | $1052.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | 3.0000%  | N/A     | $1001.00           | $52.88             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1036.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $930.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $1000.00           | $141.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $7839.00           | $1919.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3004.00           | $435.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.5000%  | N/A     | $5000.00           | $261.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1002.00           | $886.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1008.00           | $950.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $828.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.0000%  | N/A     | $4000.00           | $550.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $714.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $2000.00           | $1311.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $4000.00           | $3115.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $2000.00           | $468.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $11403.00          | $2628.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $780.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $133.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $796.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | 2.5000%  | N/A     | $3000.00           | $97.85             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2001.00           | $2010.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2430.00           | $2513.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1008.00           | $794.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $3000.00           | $2871.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1946.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $97110.00          | $2561.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $1000.00           | $152.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $432.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.5000%  | N/A     | $1000.00           | $51.08             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.0000%  | N/A     | $1001.00           | $956.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $767.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $219.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $160.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $1000.00           | $43.73             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $38000.00          | $4319.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $2000.00           | $1723.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1004.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $25.90             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2950.00           | $3060.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $3002.00           | $312.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.5000%  | N/A     | $1001.00           | $158.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $2002.00           | $380.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.5000%  | N/A     | $5000.00           | $4369.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.0000%  | N/A     | $1254.00           | $6.60              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3018.00           | $2992.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $1000.00           | $209.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $2016.00           | $395.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $941.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 7.0000%  | N/A     | $1674.00           | $765.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $180.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 4.0000%  | N/A     | $5000.00           | $756.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3000.00           | $3062.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.0000%  | N/A     | $44507.00          | $143.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $5002.00           | $4814.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $3000.00           | $2276.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.0000%  | N/A     | $3000.00           | $406.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $3010.00           | $2597.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $3000.00           | $2491.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $14606.00          | $1677.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4088.00           | $3588.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1026.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-05-01      | 6.5000%  | N/A     | $1989.00           | $12.17             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1045.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1001.00           | $976.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $634.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1000.00           | $95.99             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $2902.00           | $4.87              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1081.00           | $992.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-04-01      | 2.5000%  | N/A     | $1016.00           | $34.10             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1001.00           | $1040.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $805.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2024.00           | $2016.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $2016.00           | $150.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $2000.00           | $101.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $3000.00           | $2782.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $1020.00           | $118.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $468.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2000.00           | $1813.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 7.0000%  | N/A     | $3000.00           | $280.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $1047.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $901.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $3000.00           | $2209.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $1010.00           | $85.62             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $2000.00           | $997.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $3000.00           | $2793.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $1000.00           | $843.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $567.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $58970.00          | $409.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $942.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1001.00           | $1016.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3000.00           | $3119.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $2000.00           | $1968.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2032.00           | $1657.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $21734.00          | $1248.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-25      | 4.0000%  | N/A     | $1000.00           | $762.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $1001.00           | $961.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $3000.00           | $196.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.7750%  | N/A     | $8000.00           | $2077.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2934.00           | $3096.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1007.00           | $861.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $11688.00          | $874.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.5000%  | N/A     | $1000.00           | $180.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $4000.00           | $244.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1020.00           | $1033.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1006.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $942.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1008.00           | $853.52            | Agency Mortgage-Backed Securities |
| FIDEICOMISO IRREVOCAB | 2035-11-26      | 5.5000%  | N/A     | $500000.00         | $500678.89         | Corporate Debt Securities         |
| GENUINE PARTS CO GLBL | 2029-08-15      | 4.9500%  | N/A     | $2032000.00        | $2109495.40        | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP I | 2037-01-21      | 5.0650%  | N/A     | $13088000.00       | $13081276.04       | Corporate Debt Securities         |
| HESS CORPSR GLBL NT 2 | 2029-10-01      | 7.8750%  | N/A     | $1781000.00        | $2050289.43        | Corporate Debt Securities         |
| LOWES COS INCSR GLBL  | 2032-10-15      | 4.5000%  | N/A     | $1000000.00        | $1010600.00        | Corporate Debt Securities         |
| MONTELL AMER FIN CORP | 2027-03-15      | 8.1000%  | N/A     | $7700000.00        | $8250742.50        | Corporate Debt Securities         |
| MORGAN STANLEY PRIVAT | 2028-11-17      | 4.5547%  | N/A     | $10000000.00       | $10124455.56       | Corporate Debt Securities         |
| NBK SPC LIMITEDFR 5.5 | 2030-06-06      | 5.5000%  | N/A     | $295000.00         | $306873.75         | Corporate Debt Securities         |
| NIPPON LIFE INSURANCE | 2055-04-30      | 6.5000%  | N/A     | $834000.00         | $905465.46         | Corporate Debt Securities         |
| PACIFICORP 1M GLBL BD | 2051-03-15      | 3.3000%  | N/A     | $1779000.00        | $1171622.72        | Corporate Debt Securities         |
| PROSUS N V SR GLBL 14 | 2027-01-19      | 3.2570%  | N/A     | $253000.00         | $250564.92         | Corporate Debt Securities         |
| SMURFIT KAPPA TREAS U | 2054-04-03      | 5.7770%  | N/A     | $1090000.00        | $1125387.12        | Corporate Debt Securities         |
| STANDARD CHARTERED PL | 2029-01-09      | 6.3010%  | N/A     | $1428000.00        | $1488398.09        | Corporate Debt Securities         |
| TRUST 1401 SR REGS NT | 2032-01-23      | 7.7000%  | N/A     | $298000.00         | $326011.17         | Corporate Debt Securities         |
| VERIZON COMMUNICATION | 2055-11-30      | 5.8750%  | N/A     | $5000000.00        | $5013704.17        | Corporate Debt Securities         |
| WELLS FARGO & CO FR 5 | 2047-01-23      | 5.4330%  | N/A     | $34471000.00       | $34018272.25       | Corporate Debt Securities         |

### Security 210: ILLINOIS ST FIN AUTH REVENUE

- **C.1 - Title:** ILLINOIS ST FIN AUTH REVENUE
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $33500000.00
- **C.18.a - Value (excl. sponsor support):** $33500000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 211: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FLB3, C.4 - ISIN: US45580FLB30, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $99998210.00
- **C.18.a - Value (excl. sponsor support):** $99998210.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FLA5, C.4 - ISIN: US45580FLA56, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $179996706.00
- **C.18.a - Value (excl. sponsor support):** $179996706.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FKY4, C.4 - ISIN: US45580FKY42, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $600014820.00
- **C.18.a - Value (excl. sponsor support):** $600014820.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493003O0P1GJ0O8CI80, C.5 - Other ID: AIV9964W1
- **C.18 - Value (incl. sponsor support):** $103000000.00
- **C.18.a - Value (excl. sponsor support):** $103000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685REJ2, C.4 - ISIN: US45685REJ23, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $103827570.00
- **C.18.a - Value (excl. sponsor support):** $103827570.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RES2, C.4 - ISIN: US45685RES22, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $64220728.00
- **C.18.a - Value (excl. sponsor support):** $64220728.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685REK9, C.4 - ISIN: US45685REK95, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $110737883.20
- **C.18.a - Value (excl. sponsor support):** $110737883.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHM3, C.4 - ISIN: US44988GHM33, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $146944551.60
- **C.18.a - Value (excl. sponsor support):** $146944551.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHF8, C.4 - ISIN: US44988GHF81, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $125017925.00
- **C.18.a - Value (excl. sponsor support):** $125017925.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RE45, C.4 - ISIN: US45685RE456, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $128735802.00
- **C.18.a - Value (excl. sponsor support):** $128735802.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLX5, C.4 - ISIN: US44988KLX53, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $160006448.00
- **C.18.a - Value (excl. sponsor support):** $160006448.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RG27, C.4 - ISIN: US45685RG279, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $61025843.60
- **C.18.a - Value (excl. sponsor support):** $61025843.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $76003610.00
- **C.18.a - Value (excl. sponsor support):** $76003610.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHD3, C.4 - ISIN: US44988GHD34, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $50007610.00
- **C.18.a - Value (excl. sponsor support):** $50007610.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3218661315, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: Y2E3175
- **C.18 - Value (incl. sponsor support):** $235040255.50
- **C.18.a - Value (excl. sponsor support):** $235040255.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3272228050, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: YC468C5
- **C.18 - Value (incl. sponsor support):** $149977260.00
- **C.18.a - Value (excl. sponsor support):** $149977260.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3284943613, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: YE982F4
- **C.18 - Value (incl. sponsor support):** $165052734.00
- **C.18.a - Value (excl. sponsor support):** $165052734.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3MHNB
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3MLY6
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3MV9V
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0IFX02GN2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ACLARIS THERAPEUTICS  | 2099-01-01      | 0.0000%  | N/A     | $2323.00           | $7967.89           | Equities   |
| AKAMAI TECHNOLOGIES I | 2099-01-01      | 0.0000%  | N/A     | $41656.00          | $4138523.60        | Equities   |
| ALPHABET INC CAP STK  | 2099-01-01      | 0.0000%  | N/A     | $81876.00          | $27694557.00       | Equities   |
| ALTA EQUIPMENT GROUP  | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $13.74             | Equities   |
| AMAZON COM INC COM    | 2099-01-01      | 0.0000%  | N/A     | $56677.00          | $13700531.21       | Equities   |
| AMERICAN ASSETS TR IN | 2099-01-01      | 0.0000%  | N/A     | $11780.00          | $212157.80         | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $107227.00         | $27694589.56       | Equities   |
| APPLIED MATLS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $57233.00          | $19535912.22       | Equities   |
| ARDELYX INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $7.85              | Equities   |
| ARMSTRONG WORLD INDS  | 2099-01-01      | 0.0000%  | N/A     | $43814.00          | $8067033.68        | Equities   |
| ARROW FINL CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $127.00            | $4206.88           | Equities   |
| ATKORE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $54.00             | $3797.82           | Equities   |
| ATLANTICUS HOLDINGS C | 2099-01-01      | 0.0000%  | N/A     | $384.00            | $19411.20          | Equities   |
| AVERY DENNISON CORPCO | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $185.38            | Equities   |
| AVIDBANK HLDGS INC CO | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $55.18             | Equities   |
| BANC OF CALIFORNIA IN | 2099-01-01      | 0.0000%  | N/A     | $414067.00         | $8384856.75        | Equities   |
| BOEING COCOM          | 2099-01-01      | 0.0000%  | N/A     | $2350.00           | $549994.00         | Equities   |
| BOOKING HOLDINGS INC  | 2099-01-01      | 0.0000%  | N/A     | $5416.00           | $27693741.12       | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $83737.00          | $27694338.01       | Equities   |
| BYLINE BANCORP INC CO | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $31.84             | Equities   |
| CAL MAINE FOODS INCCO | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $82.50             | Equities   |
| CALIFORNIA RES CORPCO | 2099-01-01      | 0.0000%  | N/A     | $86.00             | $4502.96           | Equities   |
| CASELLA WASTE SYS INC | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $103.30            | Equities   |
| CATERPILLAR INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $14526.00          | $9663276.24        | Equities   |
| CELCUITY INC COM      | 2099-01-01      | 0.0000%  | N/A     | $4472.00           | $501400.64         | Equities   |
| CF BANKSHARES INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $147.00            | $4255.65           | Equities   |
| CHOICEONE FINL SVCS I | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $29.56             | Equities   |
| CITIGROUP INCCOM NEW  | 2099-01-01      | 0.0000%  | N/A     | $240405.00         | $27694656.00       | Equities   |
| COMMUNITY HEALTH SYS  | 2099-01-01      | 0.0000%  | N/A     | $7751.00           | $24570.67          | Equities   |
| DAVE INC CLASS A COM  | 2099-01-01      | 0.0000%  | N/A     | $3058.00           | $524141.20         | Equities   |
| DEFINITIVE HEALTHCARE | 2099-01-01      | 0.0000%  | N/A     | $26000.00          | $59280.00          | Equities   |
| DEVON ENERGY CORP NEW | 2099-01-01      | 0.0000%  | N/A     | $187369.00         | $7483517.86        | Equities   |
| ENTERPRISE FINL SVCS  | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $56.75             | Equities   |
| FEDERAL SIGNAL CORPCO | 2099-01-01      | 0.0000%  | N/A     | $184.00            | $19923.52          | Equities   |
| FIRST MERCHANTS CORP  | 2099-01-01      | 0.0000%  | N/A     | $1152.00           | $44835.84          | Equities   |
| FLOWSERVE CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $25300.00          | $1989592.00        | Equities   |
| FORRESTER RESH INC CO | 2099-01-01      | 0.0000%  | N/A     | $262.00            | $2080.28           | Equities   |
| GAMBLING COM GROUP LI | 2099-01-01      | 0.0000%  | N/A     | $35157.00          | $168753.60         | Equities   |
| GE AEROSPACE COM NEW  | 2099-01-01      | 0.0000%  | N/A     | $92667.00          | $27694459.62       | Equities   |
| GODADDY INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $1199.00           | $118988.76         | Equities   |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 0.0000%  | N/A     | $1170.00           | $1099940.40        | Equities   |
| GRANITE RIDGE RESOURC | 2099-01-01      | 0.0000%  | N/A     | $36000.00          | $177120.00         | Equities   |
| HAEMONETICS CORP MASS | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $65.96             | Equities   |
| HEALTHEQUITY INC COM  | 2099-01-01      | 0.0000%  | N/A     | $349.00            | $29165.93          | Equities   |
| HIMALAYA SHIPPING LTD | 2099-01-01      | 0.0000%  | N/A     | $8344.00           | $86527.28          | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $121874.00         | $27694647.76       | Equities   |
| INDEPENDENT BK CORP M | 2099-01-01      | 0.0000%  | N/A     | $108008.00         | $8697884.24        | Equities   |
| INSIGHT ENTERPRISES I | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $82.46             | Equities   |
| INTUITIVE SURGICAL IN | 2099-01-01      | 0.0000%  | N/A     | $54522.00          | $27672641.10       | Equities   |
| JEFFERIES FINANCIAL G | 2099-01-01      | 0.0000%  | N/A     | $5700.00           | $348840.00         | Equities   |
| JEFFERSON CAPITAL INC | 2099-01-01      | 0.0000%  | N/A     | $7500.00           | $159450.00         | Equities   |
| JOHNSON CTLS INTL PLC | 2099-01-01      | 0.0000%  | N/A     | $121678.00         | $14635429.84       | Equities   |
| KEROS THERAPEUTICS IN | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $17.99             | Equities   |
| KIRBY CORP COM        | 2099-01-01      | 0.0000%  | N/A     | $13700.00          | $1673729.00        | Equities   |
| KRISPY KREME INC COM  | 2099-01-01      | 0.0000%  | N/A     | $176800.00         | $553384.00         | Equities   |
| LAM RESEARCH CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $86062.00          | $21358006.54       | Equities   |
| LCI INDS COM          | 2099-01-01      | 0.0000%  | N/A     | $1744.00           | $260518.72         | Equities   |
| LGI HOMES INCCOM      | 2099-01-01      | 0.0000%  | N/A     | $392.00            | $19656.84          | Equities   |
| LIFE360 INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $23270.00          | $1370835.70        | Equities   |
| LXP INDUSTRIAL TRUST  | 2099-01-01      | 0.0000%  | N/A     | $33856.00          | $1670116.48        | Equities   |
| LYFT INC CL A COM     | 2099-01-01      | 0.0000%  | N/A     | $13400.00          | $237850.00         | Equities   |
| MARRIOTT VACATIONS WO | 2099-01-01      | 0.0000%  | N/A     | $3.00              | $165.81            | Equities   |
| MASTERCARD INCORPORAT | 2099-01-01      | 0.0000%  | N/A     | $50934.00          | $27694343.82       | Equities   |
| MERITAGE HOMES CORPCO | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $69.96             | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $37510.00          | $27694008.10       | Equities   |
| MICRON TECHNOLOGY INC | 2099-01-01      | 0.0000%  | N/A     | $63550.00          | $27694454.50       | Equities   |
| MIRUM PHARMACEUTICALS | 2099-01-01      | 0.0000%  | N/A     | $3.00              | $308.76            | Equities   |
| MISTER CAR WASH INCCO | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $5.44              | Equities   |
| MONGODB INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $42300.00          | $15821046.00       | Equities   |
| MOODYS CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $6383.00           | $3290117.35        | Equities   |
| MUELLER WTR PRODS INC | 2099-01-01      | 0.0000%  | N/A     | $4533.00           | $122345.67         | Equities   |
| NAPCO SEC TECHNOLOGIE | 2099-01-01      | 0.0000%  | N/A     | $6700.00           | $256610.00         | Equities   |
| NPK INTERNATIONAL INC | 2099-01-01      | 0.0000%  | N/A     | $8323.00           | $115107.09         | Equities   |
| NRG ENERGY INC COM NE | 2099-01-01      | 0.0000%  | N/A     | $72936.00          | $11211721.92       | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $143860.00         | $27694488.60       | Equities   |
| OCULAR THERAPEUTIX IN | 2099-01-01      | 0.0000%  | N/A     | $7070.00           | $70346.50          | Equities   |
| OMADA HEALTH INC COM  | 2099-01-01      | 0.0000%  | N/A     | $208671.00         | $3138411.84        | Equities   |
| ONE LIBERTY PPTYS INC | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $21.16             | Equities   |
| ORIC PHARMACEUTICALS  | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $21.52             | Equities   |
| OUSTER INC COM NEW    | 2099-01-01      | 0.0000%  | N/A     | $651.00            | $15285.48          | Equities   |
| PALANTIR TECHNOLOGIES | 2099-01-01      | 0.0000%  | N/A     | $167106.00         | $25376717.16       | Equities   |
| PENNYMAC FINL SVCS IN | 2099-01-01      | 0.0000%  | N/A     | $13134.00          | $1966159.80        | Equities   |
| PNC FINL SVCS GROUP I | 2099-01-01      | 0.0000%  | N/A     | $51.00             | $11447.46          | Equities   |
| PROTO LABS INC COM    | 2099-01-01      | 0.0000%  | N/A     | $853.00            | $45362.54          | Equities   |
| RADIAN GROUP INC COM  | 2099-01-01      | 0.0000%  | N/A     | $249989.00         | $8294635.02        | Equities   |
| REALTY INCOME CORP CO | 2099-01-01      | 0.0000%  | N/A     | $169809.00         | $10320991.02       | Equities   |
| REMITLY GLOBAL INC CO | 2099-01-01      | 0.0000%  | N/A     | $125577.00         | $1683987.57        | Equities   |
| RESOURCES CONNECTION  | 2099-01-01      | 0.0000%  | N/A     | $1728.00           | $7516.80           | Equities   |
| REX AMERICAN RES CORP | 2099-01-01      | 0.0000%  | N/A     | $88.00             | $3025.44           | Equities   |
| REZOLUTE INC COM NEW  | 2099-01-01      | 0.0000%  | N/A     | $146600.00         | $476450.00         | Equities   |
| ROBLOX CORPCL A       | 2099-01-01      | 0.0000%  | N/A     | $144097.00         | $10912465.81       | Equities   |
| ROSS STORES INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $122016.00         | $22755984.00       | Equities   |
| SEAPORT ENTMT GROUP I | 2099-01-01      | 0.0000%  | N/A     | $403.00            | $7757.75           | Equities   |
| SELECT WATER SOLUTION | 2099-01-01      | 0.0000%  | N/A     | $8045.00           | $97022.70          | Equities   |
| SILVACO GROUP INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $24414.00          | $111327.84         | Equities   |
| SONIDA SENIOR LIVING  | 2099-01-01      | 0.0000%  | N/A     | $638.00            | $19963.02          | Equities   |
| STELLAR BANCORP INCCO | 2099-01-01      | 0.0000%  | N/A     | $57.00             | $2102.16           | Equities   |
| SUPER MICRO COMPUTER  | 2099-01-01      | 0.0000%  | N/A     | $38358.00          | $1155342.96        | Equities   |
| TAYLOR MORRISON HOME  | 2099-01-01      | 0.0000%  | N/A     | $39384.00          | $2424085.20        | Equities   |
| TECNOGLASS INC ORD SH | 2099-01-01      | 0.0000%  | N/A     | $57.00             | $2780.46           | Equities   |
| TENET HEALTHCARE CORP | 2099-01-01      | 0.0000%  | N/A     | $12100.00          | $2292829.00        | Equities   |
| UNIVERSAL CORP VACOM  | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $55.80             | Equities   |
| UNIVERSAL TECHNICAL I | 2099-01-01      | 0.0000%  | N/A     | $9682.00           | $271483.28         | Equities   |
| VAREX IMAGING CORP CO | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $13.95             | Equities   |
| VERTIV HOLDINGS CO CO | 2099-01-01      | 0.0000%  | N/A     | $51255.00          | $9999850.50        | Equities   |
| VIASAT INC COM        | 2099-01-01      | 0.0000%  | N/A     | $6849.00           | $316629.27         | Equities   |
| VISA INC COM CL A     | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $331.80            | Equities   |
| VISTEON CORP COM NEW  | 2099-01-01      | 0.0000%  | N/A     | $184.00            | $17005.28          | Equities   |
| WELLS FARGO & CO COM  | 2099-01-01      | 0.0000%  | N/A     | $3.00              | $271.92            | Equities   |
| WILEY JOHN & SONS INC | 2099-01-01      | 0.0000%  | N/A     | $10166.00          | $312502.84         | Equities   |
| WORKDAY INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $9733.00           | $1699965.78        | Equities   |
| WORKIVA INCCOM CL A   | 2099-01-01      | 0.0000%  | N/A     | $47900.00          | $3653333.00        | Equities   |
| YETI HLDGS INC COM    | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $91.42             | Equities   |

### Security 232: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0IFX02H19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ADOBE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $4559.00           | $1329632.35        | Equities   |
| ALTRIA GROUP INC COM  | 2099-01-01      | 0.0000%  | N/A     | $60058.00          | $3589066.08        | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $58094.00          | $15004518.32       | Equities   |
| ARISTA NETWORKS INCCO | 2099-01-01      | 0.0000%  | N/A     | $86736.00          | $12849938.40       | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $45367.00          | $15004227.91       | Equities   |
| CISCO SYS INCCOM      | 2099-01-01      | 0.0000%  | N/A     | $166066.00         | $13024556.38       | Equities   |
| COSTCO WHOLESALE CORP | 2099-01-01      | 0.0000%  | N/A     | $15746.00          | $15004205.94       | Equities   |
| DANAHER CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $49496.00          | $10870311.52       | Equities   |
| ELI LILLY & CO COM    | 2099-01-01      | 0.0000%  | N/A     | $14650.00          | $15003651.00       | Equities   |
| GE VERNOVA INC COM    | 2099-01-01      | 0.0000%  | N/A     | $19754.00          | $14171322.06       | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $66029.00          | $15004429.96       | Equities   |
| HUNT J B TRANS SVCS I | 2099-01-01      | 0.0000%  | N/A     | $65316.00          | $13403496.36       | Equities   |
| INTUIT COM            | 2099-01-01      | 0.0000%  | N/A     | $29831.00          | $15004396.38       | Equities   |
| LIBERTY BROADBAND COR | 2099-01-01      | 0.0000%  | N/A     | $141113.00         | $6290817.54        | Equities   |
| LINDE PLCSHS          | 2099-01-01      | 0.0000%  | N/A     | $32976.00          | $15004080.00       | Equities   |
| LOUISIANA PAC CORP CO | 2099-01-01      | 0.0000%  | N/A     | $173583.00         | $15004514.52       | Equities   |
| MASTERCARD INCORPORAT | 2099-01-01      | 0.0000%  | N/A     | $27595.00          | $15004229.35       | Equities   |
| MEDTRONIC PLCSHS      | 2099-01-01      | 0.0000%  | N/A     | $127059.00         | $12832959.00       | Equities   |
| MERCK & CO INC COM    | 2099-01-01      | 0.0000%  | N/A     | $138496.00         | $15004656.64       | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $20323.00          | $15004674.13       | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $34612.00          | $15004302.00       | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $77940.00          | $15004229.40       | Equities   |
| ORACLE CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $88779.00          | $15004538.79       | Equities   |
| RESOURCES CONNECTION  | 2099-01-01      | 0.0000%  | N/A     | $296.00            | $1287.60           | Equities   |
| TJX COS INC NEWCOM    | 2099-01-01      | 0.0000%  | N/A     | $51716.00          | $7626558.52        | Equities   |
| VERIZON COMMUNICATION | 2099-01-01      | 0.0000%  | N/A     | $76507.00          | $3045743.67        | Equities   |
| WELLS FARGO & CO COM  | 2099-01-01      | 0.0000%  | N/A     | $165541.00         | $15004636.24       | Equities   |

### Security 233: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0IFX02H01
- **C.18 - Value (incl. sponsor support):** $215000000.00
- **C.18.a - Value (excl. sponsor support):** $215000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COCOM              | 2099-01-01      | 0.0000%  | N/A     | $98.00             | $15325.24          | Equities   |
| ALTRIA GROUP INC COM  | 2099-01-01      | 0.0000%  | N/A     | $179942.00         | $10753333.92       | Equities   |
| AMAZON COM INC COM    | 2099-01-01      | 0.0000%  | N/A     | $44484.00          | $10753117.32       | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $41634.00          | $10753229.52       | Equities   |
| AVIS BUDGET GROUPCOM  | 2099-01-01      | 0.0000%  | N/A     | $92965.00          | $10753261.55       | Equities   |
| BOOKING HOLDINGS INC  | 2099-01-01      | 0.0000%  | N/A     | $2102.00           | $10748198.64       | Equities   |
| BOSTON SCIENTIFIC COR | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $92.33             | Equities   |
| BRINKS COCOM          | 2099-01-01      | 0.0000%  | N/A     | $5166.00           | $654170.58         | Equities   |
| COINBASE GLOBAL INCCO | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $199.18            | Equities   |
| COLGATE PALMOLIVE CO  | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $85.24             | Equities   |
| COSTCO WHOLESALE CORP | 2099-01-01      | 0.0000%  | N/A     | $11284.00          | $10752410.76       | Equities   |
| CVS HEALTH CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $74.44             | Equities   |
| ELI LILLY & CO COM    | 2099-01-01      | 0.0000%  | N/A     | $10497.00          | $10750397.58       | Equities   |
| GE VERNOVA INC COM    | 2099-01-01      | 0.0000%  | N/A     | $814.00            | $583955.46         | Equities   |
| HOME DEPOT INC COM    | 2099-01-01      | 0.0000%  | N/A     | $28921.00          | $10753117.01       | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $14156.00          | $3216809.44        | Equities   |
| HUNT J B TRANS SVCS I | 2099-01-01      | 0.0000%  | N/A     | $52398.00          | $10752593.58       | Equities   |
| INTUIT COM            | 2099-01-01      | 0.0000%  | N/A     | $21379.00          | $10753209.42       | Equities   |
| JOHNSON CTLS INTL PLC | 2099-01-01      | 0.0000%  | N/A     | $53500.00          | $6434980.00        | Equities   |
| MASTERCARD INCORPORAT | 2099-01-01      | 0.0000%  | N/A     | $19777.00          | $10753348.21       | Equities   |
| MCKESSON CORPCOM      | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $822.30            | Equities   |
| MERCK & CO INC COM    | 2099-01-01      | 0.0000%  | N/A     | $99255.00          | $10753286.70       | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $14564.00          | $10752746.84       | Equities   |
| MIRUM PHARMACEUTICALS | 2099-01-01      | 0.0000%  | N/A     | $104481.00         | $10753184.52       | Equities   |
| NU HLDGS LTD ORD SHS  | 2099-01-01      | 0.0000%  | N/A     | $332600.00         | $6239576.00        | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $55858.00          | $10753223.58       | Equities   |
| ORACLE CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $63624.00          | $10753092.24       | Equities   |
| PNC FINL SVCS GROUP I | 2099-01-01      | 0.0000%  | N/A     | $47907.00          | $10753205.22       | Equities   |
| RESOURCES CONNECTION  | 2099-01-01      | 0.0000%  | N/A     | $1166.00           | $5072.10           | Equities   |
| RTX CORPORATIONCOM    | 2099-01-01      | 0.0000%  | N/A     | $53798.00          | $10753144.24       | Equities   |
| SOUTHWEST AIRLS CO CO | 2099-01-01      | 0.0000%  | N/A     | $221717.00         | $10753274.50       | Equities   |
| UNIVERSAL CORP VACOM  | 2099-01-01      | 0.0000%  | N/A     | $941.00            | $52507.80          | Equities   |
| VAREX IMAGING CORP CO | 2099-01-01      | 0.0000%  | N/A     | $1002.00           | $13977.90          | Equities   |
| WELLS FARGO & CO COM  | 2099-01-01      | 0.0000%  | N/A     | $118638.00         | $10753348.32       | Equities   |

### Security 234: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FDG1, C.4 - ISIN: US46125FDG19, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $203385748.00
- **C.18.a - Value (excl. sponsor support):** $203385748.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAM9, C.4 - ISIN: US46125GAM96, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $50001136.50
- **C.18.a - Value (excl. sponsor support):** $50001136.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FDA4, C.4 - ISIN: US46125FDA49, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $30775163.20
- **C.18.a - Value (excl. sponsor support):** $30775163.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAL1, C.4 - ISIN: US46125GAL14, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $121003114.54
- **C.18.a - Value (excl. sponsor support):** $121003114.54
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FD71, C.4 - ISIN: US46125FD715, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $99305810.00
- **C.18.a - Value (excl. sponsor support):** $99305810.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAN7, C.4 - ISIN: US46125GAN79, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $100017040.00
- **C.18.a - Value (excl. sponsor support):** $100017040.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224MAB0, C.4 - ISIN: US46224MAB00, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $215022424.50
- **C.18.a - Value (excl. sponsor support):** $215022424.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224MAC8, C.4 - ISIN: US46224MAC82, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $65006259.50
- **C.18.a - Value (excl. sponsor support):** $65006259.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LEU6, C.4 - ISIN: US46224LEU61, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $98751170.00
- **C.18.a - Value (excl. sponsor support):** $98751170.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LB47, C.4 - ISIN: US46224LB478, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $64966375.50
- **C.18.a - Value (excl. sponsor support):** $64966375.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LDQ6, C.4 - ISIN: US46224LDQ68, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $198236000.00
- **C.18.a - Value (excl. sponsor support):** $198236000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LCK0, C.4 - ISIN: US46224LCK08, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $119393916.00
- **C.18.a - Value (excl. sponsor support):** $119393916.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: IOWA ST STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA ST STUDENT LOAN LIQUIDITY CORP
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $62415000.00
- **C.18.a - Value (excl. sponsor support):** $62415000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: KBC BANK NV-NEW YORK

- **C.1 - Title:** KBC BANK NV-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDL90, C.4 - ISIN: US4823TDL908, C.3 - LEI: 6B2PBRV1FCJDMR45RZ53
- **C.18 - Value (incl. sponsor support):** $75005497.50
- **C.18.a - Value (excl. sponsor support):** $75005497.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: KBC BANK NV

- **C.1 - Title:** KBC BANK NV
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3MVSK
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** KREDITANSTALT FUR WIEDERAUFBAU
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UC95, C.4 - ISIN: US48246UC957, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $147436031.20
- **C.18.a - Value (excl. sponsor support):** $147436031.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: NR; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** KREDITANSTALT FUR WIEDERAUFBAU
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UCB0, C.4 - ISIN: US48246UCB08, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $162346190.70
- **C.18.a - Value (excl. sponsor support):** $162346190.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: NR; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** KREDITANSTALT FUR WIEDERAUFBAU
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UCA2, C.4 - ISIN: US48246UCA25, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $80683225.20
- **C.18.a - Value (excl. sponsor support):** $80683225.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: NR; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: LANDESBANK BADEN WUERTTEMBERG-NEW YORK

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BFH9, C.4 - ISIN: US51502BFH96, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $249999525.00
- **C.18.a - Value (excl. sponsor support):** $249999525.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: LANDESBANK BADEN WUERTTEMBERG-NEW YORK

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG-NEW YORK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1B28, C.4 - ISIN: US5148X1B281, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $1499541900.00
- **C.18.a - Value (excl. sponsor support):** $1499541900.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: LEXINGTON PARKER CAPITAL COMPANY LLC

- **C.1 - Title:** LEXINGTON PARKER CAPITAL COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953BB51, C.4 - ISIN: US52953BB516, C.3 - LEI: 5493005MSQJBO8BDMA02
- **C.18 - Value (incl. sponsor support):** $74953282.50
- **C.18.a - Value (excl. sponsor support):** $74953282.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UDM9, C.4 - ISIN: US53127UDM99, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $20823900.30
- **C.18.a - Value (excl. sponsor support):** $20823900.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UET3, C.4 - ISIN: US53127UET34, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $98785800.00
- **C.18.a - Value (excl. sponsor support):** $98785800.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UBB5, C.4 - ISIN: US53127UBB52, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $99876640.00
- **C.18.a - Value (excl. sponsor support):** $99876640.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 258: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UE14, C.4 - ISIN: US53127UE148, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $22089628.49
- **C.18.a - Value (excl. sponsor support):** $22089628.49
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UDP2, C.4 - ISIN: US53127UDP21, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $70389797.60
- **C.18.a - Value (excl. sponsor support):** $70389797.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619YB55, C.4 - ISIN: US53619YB555, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $49969355.00
- **C.18.a - Value (excl. sponsor support):** $49969355.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SDN4, C.4 - ISIN: US53943SDN45, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $133870347.00
- **C.18.a - Value (excl. sponsor support):** $133870347.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC21, C.4 - ISIN: US53943SC211, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $194380173.00
- **C.18.a - Value (excl. sponsor support):** $194380173.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SG68, C.4 - ISIN: US53943SG683, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $196776260.00
- **C.18.a - Value (excl. sponsor support):** $196776260.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC54, C.4 - ISIN: US53943SC542, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $143497440.00
- **C.18.a - Value (excl. sponsor support):** $143497440.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SH34, C.4 - ISIN: US53943SH343, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $152091347.50
- **C.18.a - Value (excl. sponsor support):** $152091347.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SFN2, C.4 - ISIN: US53943SFN27, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $195083915.40
- **C.18.a - Value (excl. sponsor support):** $195083915.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC47, C.4 - ISIN: US53943SC476, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $143512387.20
- **C.18.a - Value (excl. sponsor support):** $143512387.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SHA8, C.4 - ISIN: US53943SHA87, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $124525024.00
- **C.18.a - Value (excl. sponsor support):** $124525024.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SG27, C.4 - ISIN: US53943SG279, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $246064500.00
- **C.18.a - Value (excl. sponsor support):** $246064500.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SBA4, C.4 - ISIN: US53943SBA42, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $31964000.00
- **C.18.a - Value (excl. sponsor support):** $31964000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SDL8, C.4 - ISIN: US53943SDL88, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $121004114.00
- **C.18.a - Value (excl. sponsor support):** $121004114.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53946BKB6, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCC0, C.4 - ISIN: US53944RCC07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49786040.00
- **C.18.a - Value (excl. sponsor support):** $49786040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RE61, C.4 - ISIN: US53944RE613, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49502665.00
- **C.18.a - Value (excl. sponsor support):** $49502665.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UCP2, C.4 - ISIN: US54316UCP21, C.3 - LEI: 549300G4B36F14ADXY71
- **C.18 - Value (incl. sponsor support):** $79568976.00
- **C.18.a - Value (excl. sponsor support):** $79568976.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: MACKINAC FUNDING COMPANY LLC

- **C.1 - Title:** MACKINAC FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FFC6, C.4 - ISIN: US55458FFC68, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $103655064.18
- **C.18.a - Value (excl. sponsor support):** $103655064.18
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: MACKINAC FUNDING COMPANY LLC

- **C.1 - Title:** MACKINAC FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FB48, C.4 - ISIN: US55458FB480, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $105246117.99
- **C.18.a - Value (excl. sponsor support):** $105246117.99
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LGL2, C.4 - ISIN: US55607LGL27, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $75641604.50
- **C.18.a - Value (excl. sponsor support):** $75641604.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LE59, C.4 - ISIN: US55607LE591, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $99022510.00
- **C.18.a - Value (excl. sponsor support):** $99022510.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 280: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LD19, C.4 - ISIN: US55607LD197, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $198742780.00
- **C.18.a - Value (excl. sponsor support):** $198742780.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 281: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LCA0, C.4 - ISIN: US55607LCA08, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $24899737.50
- **C.18.a - Value (excl. sponsor support):** $24899737.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABQ9, C.4 - ISIN: US56036ABQ94, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $100000181.00
- **C.18.a - Value (excl. sponsor support):** $100000181.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABP1, C.4 - ISIN: US56036ABP12, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $100001340.00
- **C.18.a - Value (excl. sponsor support):** $100001340.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: MASSACHUSETTS ST HSG FIN AGY H

- **C.1 - Title:** MASSACHUSETTS ST HSG FIN AGY H
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY90, C.4 - ISIN: US57587GY906, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 285: MASSACHUSETTS ST HSG FIN AGY HSG REVENUE

- **C.1 - Title:** MASSACHUSETTS ST HSG FIN AGY HSG REVENUE
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UCH1, C.4 - ISIN: US59157UCH14, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $58722770.80
- **C.18.a - Value (excl. sponsor support):** $58722770.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 287: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UGM1, C.4 - ISIN: US60416UGM18, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $33710000.00
- **C.18.a - Value (excl. sponsor support):** $33710000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-01-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UHZ1, C.4 - ISIN: US60416UHZ12, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $14930000.00
- **C.18.a - Value (excl. sponsor support):** $14930000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: WR; Moody's Short Rating: WR; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UPF6, C.4 - ISIN: US60416UPF65, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $9935000.00
- **C.18.a - Value (excl. sponsor support):** $9935000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2050-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UKY0, C.4 - ISIN: US60416UKY00, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UQM0, C.4 - ISIN: US60416UQM08, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $33955000.00
- **C.18.a - Value (excl. sponsor support):** $33955000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON

- **C.1 - Title:** MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3197770087, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: P457DF7
- **C.18 - Value (incl. sponsor support):** $49685830.00
- **C.18.a - Value (excl. sponsor support):** $49685830.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON

- **C.1 - Title:** MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3208017882, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: Y163461
- **C.18 - Value (incl. sponsor support):** $9923439.00
- **C.18.a - Value (excl. sponsor support):** $9923439.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 294: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCT9, C.4 - ISIN: US60683FCT93, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $100022970.00
- **C.18.a - Value (excl. sponsor support):** $100022970.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAN4, C.4 - ISIN: US60683FAN42, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $81005832.00
- **C.18.a - Value (excl. sponsor support):** $81005832.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBG8, C.4 - ISIN: US60683FBG81, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $148064143.20
- **C.18.a - Value (excl. sponsor support):** $148064143.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 297: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60682XG83, C.4 - ISIN: US60682XG837, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $139617027.00
- **C.18.a - Value (excl. sponsor support):** $139617027.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 298: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCY8, C.4 - ISIN: US60683FCY88, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $50012095.00
- **C.18.a - Value (excl. sponsor support):** $50012095.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 299: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FEZ3, C.4 - ISIN: US60683FEZ36, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $117000000.00
- **C.18.a - Value (excl. sponsor support):** $117000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 300: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **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: JBONEPAGQXF4QP29B387, C.5 - Other ID: 0MUT01K93
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COMPANY            | 2030-03-15      | 0.0000%  | N/A     | $10000000.00       | $10208500.00       | Corporate Debt Securities |
| ADOBE INCSR GLBL NT2. | 2030-02-01      | 2.3000%  | N/A     | $20000000.00       | $18703200.00       | Corporate Debt Securities |
| ADVANCED MICRO DEVICE | 2032-06-01      | 3.9240%  | N/A     | $10000000.00       | $9867900.00        | Corporate Debt Securities |
| ALTRIA GROUP INC      | 2030-08-06      | 4.5000%  | N/A     | $15000000.00       | $15441375.00       | Corporate Debt Securities |
| AMERICAN EXPRESS CO   | 2027-03-04      | 2.5500%  | N/A     | $35000000.00       | $34876187.50       | Corporate Debt Securities |
| AMGEN INC             | 2027-11-02      | 3.2000%  | N/A     | $20000000.00       | $19775000.00       | Corporate Debt Securities |
| APPLE INC             | 2027-09-12      | 2.9000%  | N/A     | $10000000.00       | $10002972.20       | Corporate Debt Securities |
| APPLE INCSR GLBL NT 2 | 2026-09-11      | 2.0500%  | N/A     | $25000000.00       | $24745750.00       | Corporate Debt Securities |
| APPLE INCSR GLBL NT2. | 2029-09-11      | 2.2000%  | N/A     | $10000000.00       | $9445600.00        | Corporate Debt Securities |
| ARIZONA PUBLIC SERVIC | 2029-08-15      | 2.6000%  | N/A     | $10000000.00       | $9589388.90        | Corporate Debt Securities |
| AT&T INC              | 2032-02-01      | 2.2500%  | N/A     | $10000000.00       | $8902500.00        | Corporate Debt Securities |
| AT&T INC              | 2027-02-15      | 3.8000%  | N/A     | $10000000.00       | $9997000.00        | Corporate Debt Securities |
| ATMOS ENERGY CORP     | 2031-01-15      | 1.5000%  | N/A     | $10000000.00       | $8764166.70        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY EN | 2028-04-15      | 3.2500%  | N/A     | $10000000.00       | $9969694.40        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB  | 2027-11-15      | 3.4500%  | N/A     | $12000000.00       | $12049599.96       | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB  | 2029-07-26      | 3.4000%  | N/A     | $10000000.00       | $9819722.20        | Corporate Debt Securities |
| BROADCOM INC          | 2032-07-15      | 4.9000%  | N/A     | $30000000.00       | $30654833.40       | Corporate Debt Securities |
| CANADIAN PACIFIC RAIL | 2031-12-02      | 0.0000%  | N/A     | $20000000.00       | $17965000.00       | Corporate Debt Securities |
| CLOROX CO             | 2028-05-15      | 3.9000%  | N/A     | $10000000.00       | $9985000.00        | Corporate Debt Securities |
| COMCAST CORP          | 2028-05-01      | 3.5500%  | N/A     | $12000000.00       | $12024900.00       | Corporate Debt Securities |
| COMCAST CORP          | 2030-02-01      | 0.0000%  | N/A     | $10000000.00       | $9431900.00        | Corporate Debt Securities |
| COMCAST CORP          | 2027-02-01      | 3.3000%  | N/A     | $5000000.00        | $5057250.00        | Corporate Debt Securities |
| COMCAST CORP NEW SR G | 2028-02-15      | 3.1500%  | N/A     | $15000000.00       | $14997375.00       | Corporate Debt Securities |
| CONNECTICUT LIGHT & P | 2027-03-15      | 3.2000%  | N/A     | $10000000.00       | $10054888.90       | Corporate Debt Securities |
| CSX CORP              | 2028-03-01      | 3.8000%  | N/A     | $10000000.00       | $9988200.00        | Corporate Debt Securities |
| DH EUROPE FINANCE     | 2029-11-15      | 2.6000%  | N/A     | $10000000.00       | $9552388.90        | Corporate Debt Securities |
| DISNEY WALT CO SR GLB | 2029-09-01      | 2.0000%  | N/A     | $15000000.00       | $14176999.95       | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS | 2026-12-01      | 2.9500%  | N/A     | $12000000.00       | $11981000.04       | Corporate Debt Securities |
| DUKE ENERGY FLORID    | 2028-07-15      | 3.8000%  | N/A     | $10000000.00       | $10012488.90       | Corporate Debt Securities |
| DUKE ENERGY OHIO      | 2029-02-01      | 3.6500%  | N/A     | $10000000.00       | $10101500.00       | Corporate Debt Securities |
| DUKE ENERGY PROGRESS  | 2029-03-15      | 3.4500%  | N/A     | $10000000.00       | $9984833.30        | Corporate Debt Securities |
| EATWARE CORPORATION   | 2027-09-15      | 3.1030%  | N/A     | $15000000.00       | $15008436.60       | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC | 2027-09-01      | 3.1200%  | N/A     | $5000000.00        | $5011750.00        | Corporate Debt Securities |
| ENTERGY MISSISSIPPI L | 2028-06-01      | 2.8500%  | N/A     | $7000000.00        | $6866650.00        | Corporate Debt Securities |
| FISERV INC SR GLBL NT | 2029-07-01      | 3.5000%  | N/A     | $10000000.00       | $9743666.70        | Corporate Debt Securities |
| GENERAL DYNAMICS CORP | 2026-08-15      | 2.1250%  | N/A     | $3546000.00        | $3548831.87        | Corporate Debt Securities |
| GENERAL MILLS INCSR G | 2030-04-15      | 2.8750%  | N/A     | $5000000.00        | $4776576.40        | Corporate Debt Securities |
| GEORGIA POWER CO      | 2032-05-15      | 4.7000%  | N/A     | $10000000.00       | $10242722.20       | Corporate Debt Securities |
| GEORGIA POWER CO      | 2029-09-15      | 2.6500%  | N/A     | $38000000.00       | $36571622.18       | Corporate Debt Securities |
| HOME DEPOT INC        | 2029-06-15      | 2.9500%  | N/A     | $10000000.00       | $9733194.40        | Corporate Debt Securities |
| HONEYWELL INTERNATION | 2030-06-01      | 1.9500%  | N/A     | $10000000.00       | $9167500.00        | Corporate Debt Securities |
| HONEYWELL INTERNATION | 2029-08-15      | 2.7000%  | N/A     | $15000000.00       | $14530500.00       | Corporate Debt Securities |
| INTERCONTINENTAL EXCH | 2032-09-15      | 1.8500%  | N/A     | $10000000.00       | $8604888.90        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CO | 2030-01-09      | 2.4500%  | N/A     | $24999000.00       | $23723981.50       | Corporate Debt Securities |
| JOHN DEERE CAPITAL CO | 2026-09-14      | 2.2500%  | N/A     | $10000000.00       | $9995125.00        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CO | 2027-03-09      | 1.7500%  | N/A     | $5000000.00        | $4928263.90        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CO | 2027-09-08      | 2.8000%  | N/A     | $5000000.00        | $4986611.10        | Corporate Debt Securities |
| LOWE'S COS INC        | 2030-10-15      | 1.7000%  | N/A     | $10000000.00       | $8948055.60        | Corporate Debt Securities |
| MARSH & MCLENNAN COS  | 2031-11-15      | 4.8500%  | N/A     | $10000000.00       | $10340888.90       | Corporate Debt Securities |
| MASTERCARD INCORPORAT | 2030-03-26      | 3.3500%  | N/A     | $5000000.00        | $4940159.70        | Corporate Debt Securities |
| MERCK & CO INC        | 2029-03-07      | 3.4000%  | N/A     | $10000000.00       | $9983500.00        | Corporate Debt Securities |
| META PLATFORMS INC    | 2032-08-15      | 0.0000%  | N/A     | $10000000.00       | $9662700.00        | Corporate Debt Securities |
| NEVADA POWER CO       | 2030-05-01      | 0.0000%  | N/A     | $20000000.00       | $18471800.00       | Corporate Debt Securities |
| NEVADA POWER CO       | 2029-05-01      | 3.7000%  | N/A     | $10000000.00       | $9976000.00        | Corporate Debt Securities |
| NEXTERA ENERGY CAPITA | 2030-06-01      | 2.2500%  | N/A     | $20000000.00       | $18460000.00       | Corporate Debt Securities |
| NIKE INC              | 2030-03-27      | 2.8500%  | N/A     | $10000000.00       | $9631666.70        | Corporate Debt Securities |
| NIKE INC SR GLBL NT 2 | 2026-11-01      | 2.3750%  | N/A     | $10000000.00       | $9962875.00        | Corporate Debt Securities |
| NORFOLK SOUTHERN CORP | 2028-08-01      | 3.8000%  | N/A     | $10000000.00       | $10156000.00       | Corporate Debt Securities |
| OMNICOM GROUP INC     | 2030-04-30      | 2.4500%  | N/A     | $10000000.00       | $9327430.60        | Corporate Debt Securities |
| PAYPAL HOLDINGS INC   | 2030-06-01      | 0.0000%  | N/A     | $15000000.00       | $13889400.00       | Corporate Debt Securities |
| PFIZER INC            | 2029-03-15      | 3.4500%  | N/A     | $15000000.00       | $15037249.95       | Corporate Debt Securities |
| PFIZER INVESTMENT     | 2028-05-19      | 4.4500%  | N/A     | $5000000.00        | $5108000.00        | Corporate Debt Securities |
| PFIZER INVESTMENT     | 2033-05-19      | 4.7500%  | N/A     | $20000000.00       | $20382000.00       | Corporate Debt Securities |
| PFIZER INVT ENTERPRIS | 2030-05-19      | 4.6500%  | N/A     | $5000000.00        | $5132250.00        | Corporate Debt Securities |
| PHILIP MORRIS INTL    | 2029-08-15      | 3.3750%  | N/A     | $10000000.00       | $9926125.00        | Corporate Debt Securities |
| PHILIP MORRIS INTL    | 2028-09-07      | 5.2500%  | N/A     | $15000000.00       | $15784500.00       | Corporate Debt Securities |
| PHILIP MORRIS INTL IN | 2028-02-15      | 4.8750%  | N/A     | $5000000.00        | $5092750.00        | Corporate Debt Securities |
| PNC FINANCIAL SERVICE | 2030-01-22      | 2.5500%  | N/A     | $15000000.00       | $14123062.50       | Corporate Debt Securities |
| PROCTER & GAMBLE CO   | 2026-11-03      | 2.4500%  | N/A     | $10000000.00       | $9971388.90        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTR | 2028-05-01      | 3.7000%  | N/A     | $10000000.00       | $10060500.00       | Corporate Debt Securities |
| REPUBLIC SERVICES INC | 2030-03-01      | 2.3000%  | N/A     | $10000000.00       | $9416333.30        | Corporate Debt Securities |
| ROPER TECHNOLOGIES IN | 2029-10-15      | 4.5000%  | N/A     | $5000000.00        | $5112750.00        | Corporate Debt Securities |
| SERVICENOW INC SR GLB | 2030-09-01      | 1.4000%  | N/A     | $25000000.00       | $22175583.25       | Corporate Debt Securities |
| T MOBILE USA INC      | 2031-02-15      | 2.5500%  | N/A     | $10000000.00       | $9265583.30        | Corporate Debt Securities |
| T MOBILE USA INC SR G | 2032-05-15      | 5.1250%  | N/A     | $5000000.00        | $5193347.20        | Corporate Debt Securities |
| THE CIGNA GROUP       | 2032-09-15      | 0.0000%  | N/A     | $15000000.00       | $15171750.00       | Corporate Debt Securities |
| THE CIGNA GROUP       | 2031-03-15      | 2.3750%  | N/A     | $10000000.00       | $9153222.20        | Corporate Debt Securities |
| THERMO FISHER SCIENTI | 2031-10-15      | 2.0000%  | N/A     | $5000000.00        | $4480694.45        | Corporate Debt Securities |
| THERMO FISHER SCIENTI | 2032-11-21      | 4.9500%  | N/A     | $10000000.00       | $10410250.00       | Corporate Debt Securities |
| TJX COS INC           | 2026-09-15      | 2.2500%  | N/A     | $10000000.00       | $9995500.00        | Corporate Debt Securities |
| TJX COS INC           | 2031-05-15      | 1.6000%  | N/A     | $25000000.00       | $22039444.50       | Corporate Debt Securities |
| UNITED HEALTHCARE COR | 2027-01-15      | 3.4500%  | N/A     | $7000000.00        | $6989033.31        | Corporate Debt Securities |
| UNITED HEALTHCARE COR | 2029-05-15      | 4.0000%  | N/A     | $10000000.00       | $10067444.40       | Corporate Debt Securities |
| UNITED PARCEL SERVICE | 2029-03-15      | 3.4000%  | N/A     | $10000000.00       | $9988444.40        | Corporate Debt Securities |
| UNITED PARCEL SVCS IN | 2026-11-15      | 2.4000%  | N/A     | $5000000.00        | $4973583.35        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2030-03-22      | 3.1500%  | N/A     | $10000000.00       | $9695875.00        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2032-03-15      | 2.3550%  | N/A     | $20000000.00       | $17804933.40       | Corporate Debt Securities |
| WALT DISNEY COMPANY ( | 2031-01-13      | 2.6500%  | N/A     | $10000000.00       | $9363750.00        | Corporate Debt Securities |
| WASTE MANAGEMENT INC  | 2030-02-15      | 0.0000%  | N/A     | $10000000.00       | $10188000.00       | Corporate Debt Securities |
| WASTE MGMT INC DEL SR | 2031-03-15      | 1.5000%  | N/A     | $10000000.00       | $8797666.70        | Corporate Debt Securities |

### Security 301: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T3K5, C.4 - ISIN: US60710T3K54, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $204026071.20
- **C.18.a - Value (excl. sponsor support):** $204026071.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 302: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689GCD6, C.4 - ISIN: US60689GCD60, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $212087337.60
- **C.18.a - Value (excl. sponsor support):** $212087337.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60710WDA9, C.4 - ISIN: US60710WDA99, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $111195582.40
- **C.18.a - Value (excl. sponsor support):** $111195582.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7K1, C.4 - ISIN: US60710T7K19, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $220064460.00
- **C.18.a - Value (excl. sponsor support):** $220064460.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5M1, C.4 - ISIN: US60701A5M18, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $183935434.40
- **C.18.a - Value (excl. sponsor support):** $183935434.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 306: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A3L5, C.4 - ISIN: US60701A3L52, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $108044474.40
- **C.18.a - Value (excl. sponsor support):** $108044474.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 307: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A6W8, C.4 - ISIN: US60701A6W80, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $250001175.00
- **C.18.a - Value (excl. sponsor support):** $250001175.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 308: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300IJV8X2BVHFN697, C.5 - Other ID: ZS3MJ2S
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 309: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300IJV8X2BVHFN697, C.5 - Other ID: ZS3MX07
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 310: MUFG BANK LTD. - NEW YORK BRANCH

- **C.1 - Title:** MUFG BANK LTD. - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLU0, C.4 - ISIN: US55381BLU07, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $220025718.00
- **C.18.a - Value (excl. sponsor support):** $220025718.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 311: MUFG BANK LTD. - NEW YORK BRANCH

- **C.1 - Title:** MUFG BANK LTD. - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPU6, C.4 - ISIN: US55381BPU60, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $50015440.00
- **C.18.a - Value (excl. sponsor support):** $50015440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 312: MUFG BANK LTD. - NEW YORK BRANCH

- **C.1 - Title:** MUFG BANK LTD. - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLX4, C.4 - ISIN: US55381BLX46, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $183021795.30
- **C.18.a - Value (excl. sponsor support):** $183021795.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 313: MUFG SECURITIES AMERICAS INC. DBA MUFG SECURITIES AND MUFG

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC. DBA MUFG SECURITIES AND MUFG
- **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: 0VH001M08
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AGREE LTD PARTNERSHIP | 2033-06-15      | 2.6000%  | N/A     | $15000000.00       | $13008300.00       | Corporate Debt Securities |
| ANCHORAGE ALASKA SOLI | 2062-11-01      | 5.2500%  | N/A     | $1090000.00        | $1128519.69        | Other Instrument          |
| APTIV PLCSR GLBL NT3. | 2051-12-01      | 3.1000%  | N/A     | $13000000.00       | $8497717.22        | Corporate Debt Securities |
| ATHENE HOLDING LTD SR | 2054-04-01      | 6.2500%  | N/A     | $9067000.00        | $9115052.58        | Corporate Debt Securities |
| BANK AMERICA CORPFR 5 | 2034-09-15      | 5.8720%  | N/A     | $10735000.00       | $11658424.70       | Corporate Debt Securities |
| BLACKSTONE SECD LENDI | 2028-04-13      | 5.3500%  | N/A     | $14046000.00       | $14392674.79       | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP | 2028-06-11      | 2.8750%  | N/A     | $3214000.00        | $3057199.21        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB  | 2052-03-15      | 3.7000%  | N/A     | $44534000.00       | $33300966.51       | Corporate Debt Securities |
| BROADCOM INC GLBL NT  | 2031-11-15      | 5.1500%  | N/A     | $6000000.00        | $6284995.00        | Corporate Debt Securities |
| BURLINGTON NORTHN SAN | 2056-03-15      | 5.5500%  | N/A     | $7191000.00        | $7215227.68        | Corporate Debt Securities |
| COLORADO HEALTH FACS  | 2050-11-15      | 4.0000%  | N/A     | $15000.00          | $13605.20          | Other Instrument          |
| COLORADO HEALTH FACS  | 2051-11-15      | 3.0000%  | N/A     | $10000.00          | $7250.90           | Other Instrument          |
| ENERGY TRANSFER L PSR | 2054-05-15      | 5.9500%  | N/A     | $21598000.00       | $20927724.07       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER | 2040-09-01      | 6.4500%  | N/A     | $24999000.00       | $28421258.94       | Corporate Debt Securities |
| GEISINGER AUTH PA HEA | 2047-02-15      | 4.0000%  | N/A     | $4000000.00        | $3637853.33        | Other Instrument          |
| GOLDMAN SACHS GROUP I | 2029-01-21      | 4.1480%  | N/A     | $29141000.00       | $29185789.72       | Corporate Debt Securities |
| MARSH & MCLENNAN COS  | 2055-03-15      | 5.4000%  | N/A     | $16346000.00       | $16199212.92       | Corporate Debt Securities |
| MORGAN STANLEY DIRECT | 2030-05-19      | 6.0000%  | N/A     | $5303000.00        | $5471387.93        | Corporate Debt Securities |
| MORGAN STANLEY FR 5.2 | 2037-04-20      | 5.2970%  | N/A     | $6065000.00        | $6249520.89        | Corporate Debt Securities |
| NEW YORK N Y CITY HSG | 2045-11-01      | 4.6500%  | N/A     | $5000.00           | $4988.46           | Other Instrument          |
| NEW YORK N Y CITY HSG | 2054-11-01      | 4.5500%  | N/A     | $5000.00           | $4920.79           | Other Instrument          |
| NEW YORK ST TWY AUTH  | 2059-03-15      | 5.0000%  | N/A     | $14665000.00       | $15386420.23       | Other Instrument          |
| NEW YORK ST TWY AUTH  | 2057-03-15      | 5.1250%  | N/A     | $5800000.00        | $6181113.17        | Other Instrument          |
| OAKTREE SPECIALTY LEN | 2029-02-15      | 7.1000%  | N/A     | $14612000.00       | $15583137.87       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2033-06-15      | 6.4000%  | N/A     | $4950000.00        | $5381095.50        | Corporate Debt Securities |
| PROGRESS ENERGY INCSR | 2039-12-01      | 6.0000%  | N/A     | $13767000.00       | $14715729.86       | Corporate Debt Securities |
| ROYAL BK CDA FR 4.498 | 2029-08-06      | 4.4980%  | N/A     | $7500000.00        | $7740602.50        | Corporate Debt Securities |
| SNOHOMISH CNTY WASH P | 2040-12-01      | 5.0000%  | N/A     | $3000000.00        | $3440893.33        | Other Instrument          |
| SOUTH BROWARD HOSP DI | 2044-05-01      | 4.0000%  | N/A     | $4345000.00        | $4165894.27        | Other Instrument          |
| TEXAS TRANSN FIN CORP | 2050-10-01      | 5.0000%  | N/A     | $4500000.00        | $4731700.00        | Other Instrument          |
| TRUIST BKSR -I FLT NT | 2029-01-27      | 4.3170%  | N/A     | $5407000.00        | $5411216.13        | Corporate Debt Securities |
| WILLIAMS COS INC SR G | 2033-03-15      | 5.6500%  | N/A     | $13640000.00       | $14577170.30       | Corporate Debt Securities |

### Security 314: N TEXAS ST HGR EDU AUTH

- **C.1 - Title:** N TEXAS ST HGR EDU AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20300000.00
- **C.18.a - Value (excl. sponsor support):** $20300000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 315: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GZ73, C.4 - ISIN: US63254GZ738, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $115076245.00
- **C.18.a - Value (excl. sponsor support):** $115076245.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GP74, C.4 - ISIN: US63254GP747, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $88004857.60
- **C.18.a - Value (excl. sponsor support):** $88004857.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 317: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GZ81, C.4 - ISIN: US63254GZ811, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $53035207.90
- **C.18.a - Value (excl. sponsor support):** $53035207.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 318: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G3B9, C.4 - ISIN: US63254G3B90, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $99988710.00
- **C.18.a - Value (excl. sponsor support):** $99988710.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 319: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3283862244, C.3 - LEI: N/A, C.5 - Other ID: AIV9912S3
- **C.18 - Value (incl. sponsor support):** $145924860.00
- **C.18.a - Value (excl. sponsor support):** $145924860.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 320: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3092026197, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: O7631D7
- **C.18 - Value (incl. sponsor support):** $187012977.80
- **C.18.a - Value (excl. sponsor support):** $187012977.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3181619845, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: P204B32
- **C.18 - Value (incl. sponsor support):** $199165000.00
- **C.18.a - Value (excl. sponsor support):** $199165000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 322: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3218688359, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: Y2E3CF5
- **C.18 - Value (incl. sponsor support):** $167519610.70
- **C.18.a - Value (excl. sponsor support):** $167519610.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 323: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3261206265, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: YA1F943
- **C.18 - Value (incl. sponsor support):** $145117965.00
- **C.18.a - Value (excl. sponsor support):** $145117965.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 324: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRR0, C.4 - ISIN: US63307NRR07, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $650005889.00
- **C.18.a - Value (excl. sponsor support):** $650005889.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 325: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: AIS9904X6
- **C.18 - Value (incl. sponsor support):** $640000000.00
- **C.18.a - Value (excl. sponsor support):** $640000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ZS3MJ09
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 327: NATIONAL FIN AUTH NH INDL DEVR

- **C.1 - Title:** NATIONAL FIN AUTH NH INDL DEVR
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAD1, C.4 - ISIN: US63609FAD15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2029-02-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 328: NATIONAL FIN AUTH NH INDL DEVR

- **C.1 - Title:** NATIONAL FIN AUTH NH INDL DEVR
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAC3, C.4 - ISIN: US63609FAC32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27705000.00
- **C.18.a - Value (excl. sponsor support):** $27705000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2033-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa2; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 329: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FGT2, C.4 - ISIN: US63854FGT21, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $91016938.80
- **C.18.a - Value (excl. sponsor support):** $91016938.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FB42, C.4 - ISIN: US63854FB423, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $299845530.00
- **C.18.a - Value (excl. sponsor support):** $299845530.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 331: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FB67, C.4 - ISIN: US63854FB670, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $274832937.50
- **C.18.a - Value (excl. sponsor support):** $274832937.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 332: NATIXIS S.A.- NY BRANCH

- **C.1 - Title:** NATIXIS S.A.- NY BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KD79, C.4 - ISIN: US63873KD791, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $148952790.00
- **C.18.a - Value (excl. sponsor support):** $148952790.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 333: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001IC2
- **C.18 - Value (incl. sponsor support):** $470000000.00
- **C.18.a - Value (excl. sponsor support):** $470000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2030-10-15      | 4.0000%  | N/A     | $198000.00         | $190863.42         | Corporate Debt Securities                         |
| 37 CAPITAL CLO LTD 23 | 2038-07-15      | 9.3122%  | N/A     | $978890.00         | $984773.21         | Asset-Backed Securities                           |
| ACCIDENT FD INS CO OF | 2032-08-01      | 8.5000%  | N/A     | $2235000.00        | $2348569.04        | Corporate Debt Securities                         |
| AIR CANADA 2020-2A202 | 2029-04-01      | 5.2500%  | N/A     | $2083000.00        | $911173.10         | Asset-Backed Securities                           |
| ALABAMA PWR CO SR -20 | 2042-01-15      | 4.1000%  | N/A     | $1000.00           | $847.00            | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-T | 2041-05-13      | 3.4390%  | N/A     | $797000.00         | $635293.19         | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $13236000.00       | $14636412.92       | Corporate Debt Securities                         |
| ANTARES CLO 2021-1R L | 2038-10-25      | 5.0880%  | N/A     | $2648260.00        | $2651187.22        | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD 2 | 2031-04-25      | 5.0780%  | N/A     | $452181.00         | $452318.56         | Asset-Backed Securities                           |
| APIDOS CLO LTD 2024-4 | 2037-10-26      | 5.2680%  | N/A     | $3050000.00        | $3055597.77        | Asset-Backed Securities                           |
| APOLLO MGMT HLDGS LP  | 2030-06-05      | 2.6500%  | N/A     | $93000.00          | $86909.30          | Corporate Debt Securities                         |
| BAIN CAPITAL CREDIT 2 | 2034-04-19      | 4.8976%  | N/A     | $1149088.00        | $1150364.01        | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $8400000.00        | $9006300.10        | Corporate Debt Securities                         |
| BANK AMERICA CORPPERP | 2099-01-01      | 6.3000%  | N/A     | $1000.00           | $1026.77           | Corporate Debt Securities                         |
| BANNER HEALTHSR GLBL  | 2031-01-01      | 1.8970%  | N/A     | $221000.00         | $198563.67         | Corporate Debt Securities                         |
| BBAM US CLO LTD 2024- | 2039-07-15      | 5.5222%  | N/A     | $749949.00         | $753879.42         | Asset-Backed Securities                           |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.8490%  | N/A     | $36000.00          | $33192.74          | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.6000%  | N/A     | $17913000.00       | $17141248.33       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2053-10-20      | 2.0000%  | N/A     | $3151126.00        | $1951766.83        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STR PT CLO LT | 2038-01-25      | 4.8480%  | N/A     | $12500000.00       | $12209920.86       | Asset-Backed Securities                           |
| BERKSHIRE HATHAWAY EN | 2048-07-15      | 3.8000%  | N/A     | $3891000.00        | $2995460.41        | Corporate Debt Securities                         |
| BLACKROCK MT HOOD CLO | 2037-10-20      | 5.5676%  | N/A     | $1906174.00        | $1910341.97        | Asset-Backed Securities                           |
| BNP PARIBASSNR NPF RE | 2028-01-20      | 2.5910%  | N/A     | $280000.00         | $276382.32         | Corporate Debt Securities                         |
| BOEING CO3.2%29       | 2029-03-01      | 3.2000%  | N/A     | $2000.00           | $1969.49           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $7592000.00        | $7848399.55        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $1741000.00        | $1335181.61        | Corporate Debt Securities                         |
| BPCE FR 5.417%011337  | 2037-01-13      | 5.4170%  | N/A     | $2000000.00        | $2004336.06        | Corporate Debt Securities                         |
| BSREP COMM MTG TR 202 | 2038-08-16      | 4.7455%  | N/A     | $12500000.00       | $10246500.64       | Private Label Collateralized Mortgage Obligations |
| BUCKHORN PARK CLO LTD | 2034-07-18      | 4.7376%  | N/A     | $2992157.00        | $3001151.45        | Asset-Backed Securities                           |
| BX COM MRTG TR 2022-C | 2039-06-15      | 5.7950%  | N/A     | $114658.00         | $115006.51         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3802%  | N/A     | $1950000.00        | $1963503.25        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7 A2 | 2044-07-15      | 5.3802%  | N/A     | $1951330.00        | $1961802.29        | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTDA203 | 2038-05-17      | 4.8419%  | N/A     | $11552500.00       | $4801368.32        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.3142%  | N/A     | $1938065.00        | $1933714.69        | Private Label Collateralized Mortgage Obligations |
| CALDERYS FING LLCSR S | 2028-06-01      | 11.2500% | N/A     | $2137000.00        | $2262158.75        | Corporate Debt Securities                         |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $1000.00           | $1002.50           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2033-05-10      | 5.2680%  | N/A     | $2885000.00        | $2975810.18        | Corporate Debt Securities                         |
| CBAM 2017-3R LTD C-R2 | 2034-07-17      | 6.3792%  | N/A     | $2565820.00        | $2572958.14        | Asset-Backed Securities                           |
| CENTRAL PARENT LLC /  | 2029-06-15      | 8.0000%  | N/A     | $1640000.00        | $1365726.40        | Corporate Debt Securities                         |
| CERBERUS LN FDG LLC 2 | 2038-01-15      | 5.1629%  | N/A     | $35374720.00       | $35610677.27       | Asset-Backed Securities                           |
| CERBERUS LN FDG XL LL | 2035-03-22      | 6.0722%  | N/A     | $7237505.00        | $7265369.97        | Asset-Backed Securities                           |
| CHURCHILL NCDLC CLO I | 2036-04-20      | 5.6676%  | N/A     | $8631216.00        | $8649637.97        | Asset-Backed Securities                           |
| CI FINL CORP CR SEN S | 2029-05-30      | 7.5000%  | N/A     | $460000.00         | $495599.40         | Corporate Debt Securities                         |
| COBANK ACB PERP JR GL | 2079-12-31      | 4.2500%  | N/A     | $580000.00         | $568866.09         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $19000.00          | $19055.67          | Corporate Debt Securities                         |
| COMPEER FINANCIAL ACA | 2099-01-01      | 4.8750%  | N/A     | $1900000.00        | $1883766.88        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS  | 2050-05-01      | 3.7500%  | N/A     | $6134000.00        | $4602590.67        | Corporate Debt Securities                         |
| CROCS INCSR GLBL 144A | 2029-03-15      | 4.2500%  | N/A     | $85000.00          | $83598.14          | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2029-01-15      | 8.5000%  | N/A     | $17000.00          | $18404.00          | Corporate Debt Securities                         |
| CWALT INC 2006-OA18A- | 2046-12-25      | 4.2671%  | N/A     | $25035.00          | $611.81            | Private Label Collateralized Mortgage Obligations |
| DIAMETER CAPITAL CLO  | 2038-04-20      | 5.4176%  | N/A     | $250000.00         | $250866.22         | Asset-Backed Securities                           |
| DIVERSIFIED HEALTHCAR | 2030-10-15      | 7.2500%  | N/A     | $900000.00         | $949268.00         | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 4.9445%  | N/A     | $4135092.00        | $4102302.44        | Private Label Collateralized Mortgage Obligations |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $30241000.00       | $32207412.62       | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $1000.00           | $908.80            | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2036-01-19      | 8.3750%  | N/A     | $743000.00         | $770103.92         | Corporate Debt Securities                         |
| ENVIRI CORPSR GLBL 14 | 2027-07-31      | 5.7500%  | N/A     | $1492000.00        | $1534969.60        | Corporate Debt Securities                         |
| FERTITTA ENTMT LLC /  | 2029-01-15      | 4.6250%  | N/A     | $1647000.00        | $1593187.71        | Corporate Debt Securities                         |
| FIDELITY NATL FINL IN | 2051-09-17      | 3.2000%  | N/A     | $13471000.00       | $8785546.72        | Corporate Debt Securities                         |
| FIDELITY NATL INFORMA | 2041-03-01      | 3.1000%  | N/A     | $2325000.00        | $1749726.54        | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.7338%  | N/A     | $100000.00         | $99972.91          | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO1S | 2036-06-01      | 6.2000%  | N/A     | $836000.00         | $915161.77         | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $3747000.00        | $3917085.70        | Corporate Debt Securities                         |
| FORTRESS CR 7.60946 2 | 2032-07-23      | 6.7210%  | N/A     | $6000000.00        | $6020621.19        | Asset-Backed Securities                           |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 5.0419%  | N/A     | $3961000.00        | $1544421.13        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD  | 2038-05-18      | 5.0119%  | N/A     | $10023000.00       | $2708327.85        | Private Label Collateralized Mortgage Obligations |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.3650%  | N/A     | $1768216.00        | $1801142.19        | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2038-10-21      | 5.2397%  | N/A     | $12272220.00       | $12013226.11       | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.6150%  | N/A     | $521600.00         | $518221.93         | Asset-Backed Securities                           |
| GUARDIAN LIFE INS CO  | 2039-09-30      | 7.3750%  | N/A     | $15000.00          | $17916.95          | Corporate Debt Securities                         |
| GUGGENHEIM CLO LLC 20 | 2036-01-25      | 6.1680%  | N/A     | $250050.00         | $250528.93         | Asset-Backed Securities                           |
| HALLIBURTON CO SR GLB | 2035-11-15      | 4.8500%  | N/A     | $1395000.00        | $1390848.71        | Corporate Debt Securities                         |
| HCA INC. SR DEB 7.5%9 | 2095-11-15      | 7.5000%  | N/A     | $245000.00         | $267494.68         | Corporate Debt Securities                         |
| HEALTH CARE SVC CORP  | 2054-06-15      | 5.8750%  | N/A     | $4613000.00        | $4530306.21        | Corporate Debt Securities                         |
| HESS CORPSR GLBL NT7. | 2031-08-15      | 7.3000%  | N/A     | $666000.00         | $784886.55         | Corporate Debt Securities                         |
| HF SINCLAIR CORP SR G | 2035-01-15      | 6.2500%  | N/A     | $825000.00         | $866872.19         | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2041-08-12      | 2.8000%  | N/A     | $3000.00           | $2163.80           | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $113000.00         | $109598.89         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-15      | 5.7500%  | N/A     | $800000.00         | $762713.33         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-08-01      | 9.0000%  | N/A     | $186000.00         | $182412.06         | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD | 2033-04-01      | 5.7500%  | N/A     | $1416000.00        | $1506194.87        | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $635000.00         | $648095.11         | Corporate Debt Securities                         |
| JP MRGAN CHASE COM TR | 2036-07-15      | 5.8880%  | N/A     | $2038000.00        | $1163411.42        | Private Label Collateralized Mortgage Obligations |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $89000.00          | $86609.02          | Corporate Debt Securities                         |
| KEMPER CORPSR GLBL NT | 2030-09-30      | 2.4000%  | N/A     | $713000.00         | $642876.45         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC  | 2038-05-25      | 4.9850%  | N/A     | $69000.00          | $67066.67          | Corporate Debt Securities                         |
| KKR CLO 10 LTD 2014-1 | 2029-09-17      | 6.1848%  | N/A     | $479213.00         | $143911.37         | Asset-Backed Securities                           |
| KREF LTD2022-FL3 A-S2 | 2039-02-22      | 5.5733%  | N/A     | $6050500.00        | $6058506.75        | Asset-Backed Securities                           |
| MADISON PARK FDG LTD  | 2038-01-21      | 5.3697%  | N/A     | $1000000.00        | $1001422.42        | Asset-Backed Securities                           |
| MADISON PK FD 0.01 22 | 2030-10-22      | 5.1692%  | N/A     | $1669462.00        | $1675503.30        | Asset-Backed Securities                           |
| MAREX GROUP PLCCR SEN | 2028-05-08      | 5.8290%  | N/A     | $300000.00         | $309134.15         | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC SR | 2028-08-01      | 5.7500%  | N/A     | $1562000.00        | $1612296.83        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2044-05-17      | 4.9000%  | N/A     | $8021000.00        | $7622485.53        | Corporate Debt Securities                         |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.3034%  | N/A     | $3083447.00        | $3090012.88        | Private Label Collateralized Mortgage Obligations |
| MINERVA LUXEMBOURG S  | 2033-09-13      | 8.8750%  | N/A     | $8100000.00        | $9118366.88        | Corporate Debt Securities                         |
| MS MTG LN TR 2007-8XS | 2037-04-25      | 6.0000%  | N/A     | $971000.00         | $595545.00         | Asset-Backed Securities                           |
| MSDBTRUST 2017-712FB2 | 2039-07-13      | 3.4528%  | N/A     | $5909000.00        | $5644746.10        | Private Label Collateralized Mortgage Obligations |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $4212000.00        | $4400402.76        | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1710%  | N/A     | $2564674.00        | $2508320.89        | Asset-Backed Securities                           |
| NISSAN MOTOR CO LTDSR | 2030-07-17      | 7.5000%  | N/A     | $401000.00         | $422288.42         | Corporate Debt Securities                         |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $23514000.00       | $25054010.24       | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE | 2051-03-30      | 3.4500%  | N/A     | $472000.00         | $336420.36         | Corporate Debt Securities                         |
| NUVEEN CHURCHILL DIRE | 2030-03-15      | 6.6500%  | N/A     | $509000.00         | $534311.30         | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-12 | 2064-02-25      | 6.4470%  | N/A     | $340149.00         | $199600.77         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6 A-32 | 2064-02-25      | 6.8520%  | N/A     | $274671.00         | $161305.08         | Private Label Collateralized Mortgage Obligations |
| OKLAHOMA GAS & ELEC C | 2041-05-15      | 5.2500%  | N/A     | $102000.00         | $101674.37         | Corporate Debt Securities                         |
| ONEOK INC NEWSR GLBL  | 2053-09-01      | 6.6250%  | N/A     | $9100000.00        | $9856393.26        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2035-05-15      | 3.9000%  | N/A     | $233000.00         | $202175.27         | Corporate Debt Securities                         |
| OZLM XXII 2018-22B203 | 2031-01-17      | 5.7292%  | N/A     | $1000000.00        | $1001981.46        | Asset-Backed Securities                           |
| PERU LNG S.R.L.SR GLB | 2030-03-22      | 5.3750%  | N/A     | $5563000.00        | $4155785.89        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSFR | 2029-06-02      | 8.7500%  | N/A     | $486263.00         | $528313.67         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2030-01-23      | 6.8400%  | N/A     | $1100000.00        | $1127148.00        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $125000.00         | $128391.53         | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC | 2049-07-15      | 5.5360%  | N/A     | $6111000.00        | $6131695.92        | Corporate Debt Securities                         |
| PIKES PEAK CLO 4 B-RR | 2034-07-15      | 5.4222%  | N/A     | $1100008.00        | $1104561.20        | Asset-Backed Securities                           |
| POINT SECURITIZATION  | 2055-09-25      | 5.7500%  | N/A     | $5000000.00        | $5018432.08        | Asset-Backed Securities                           |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $3801000.00        | $4100602.74        | Corporate Debt Securities                         |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $766000.00         | $687879.17         | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $3501000.00        | $3274998.78        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $9762000.00        | $9753555.87        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2032-02-12      | 7.1250%  | N/A     | $9701000.00        | $10482900.60       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2047-05-11      | 5.7500%  | N/A     | $4511000.00        | $3706138.61        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $1861000.00        | $1976837.43        | Other Instrument                                  |
| ROCKFORD TOWER CLO 20 | 2038-03-31      | 5.5722%  | N/A     | $1450000.00        | $1454323.53        | Asset-Backed Securities                           |
| RR LTD 2019-7R B-1-B2 | 2037-01-15      | 5.7722%  | N/A     | $1200000.00        | $1204770.09        | Asset-Backed Securities                           |
| SOUTH COVE 2025-3 CLO | 2038-01-15      | 5.2659%  | N/A     | $10000000.00       | $10110272.94       | Asset-Backed Securities                           |
| SOUTHWESTERN PUB SVC  | 2036-10-01      | 6.0000%  | N/A     | $190000.00         | $201983.93         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIO | 2030-07-15      | 4.3750%  | N/A     | $2316000.00        | $2240597.80        | Corporate Debt Securities                         |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.5073%  | N/A     | $3032500.00        | $3040125.92        | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 4.9980%  | N/A     | $483315.00         | $472632.50         | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 5.3680%  | N/A     | $10000000.00       | $9777505.53        | Asset-Backed Securities                           |
| THE CIGNA GROUPSR GLB | 2038-08-15      | 4.8000%  | N/A     | $630000.00         | $615692.70         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $13168000.00       | $13467923.15       | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $1515000.00        | $1499291.98        | Corporate Debt Securities                         |
| TRESTLES CLO LTD 2024 | 2037-10-26      | 5.0480%  | N/A     | $900000.00         | $902583.80         | Asset-Backed Securities                           |
| UNITED AIR PASS THRU  | 2032-05-01      | 2.7000%  | N/A     | $3286472.00        | $2247121.16        | Asset-Backed Securities                           |
| VENTURE 32 CLO 2018-3 | 2031-07-18      | 9.6792%  | N/A     | $3594947.00        | $1513144.39        | Asset-Backed Securities                           |
| VENTURE CLO LTD 2018- | 2031-10-15      | 7.2338%  | N/A     | $2000000.00        | $2000208.17        | Asset-Backed Securities                           |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $922000.00         | $1018229.78        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2028-06-01      | 8.1250%  | N/A     | $1791000.00        | $1857958.28        | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2041-03-22      | 3.4000%  | N/A     | $945000.00         | $748495.65         | Corporate Debt Securities                         |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $4291126.00        | $3881448.75        | Private Label Collateralized Mortgage Obligations |
| VERUS SECRITIZATION T | 2064-02-25      | 2.2440%  | N/A     | $1330010.00        | $1220467.27        | Private Label Collateralized Mortgage Obligations |
| VERUS SECTR 2022-2 A- | 2067-02-25      | 4.2600%  | N/A     | $5156220.00        | $3732575.78        | Private Label Collateralized Mortgage Obligations |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $4831000.00        | $3739454.34        | Corporate Debt Securities                         |
| VIBRANT CLO X 0.01 20 | 2035-01-20      | 4.8676%  | N/A     | $509700.00         | $510858.10         | Asset-Backed Securities                           |
| VOYA CLO LTD 2019-3R  | 2032-10-18      | 5.0092%  | N/A     | $3900000.00        | $2559829.08        | Asset-Backed Securities                           |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $8745000.00        | $8989189.55        | Corporate Debt Securities                         |
| WELLFLEET CLO 2021-4R | 2038-10-25      | 4.9680%  | N/A     | $7000000.00        | $7027944.01        | Asset-Backed Securities                           |
| WSTN TR 2023-MAUIC203 | 2039-09-08      | 7.6899%  | N/A     | $7500000.00        | $7649742.31        | Private Label Collateralized Mortgage Obligations |
| YINSON BERGENIA PRODU | 2045-01-31      | 8.4980%  | N/A     | $1218000.00        | $1359933.54        | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN | 2042-07-31      | 8.9470%  | N/A     | $2300000.00        | $2604810.14        | Corporate Debt Securities                         |
| ZAIS CLO LTD 2022-18R | 2037-10-26      | 4.9880%  | N/A     | $824511.00         | $826856.09         | Asset-Backed Securities                           |

### Security 334: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001II9
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AES CORP SR SEC GLBL  | 2030-07-15      | 3.9500%  | N/A     | $8000.00           | $7828.61           | Corporate Debt Securities                         |
| AIMCO CLO 22 LTD A203 | 2037-04-20      | 5.1676%  | N/A     | $3931950.00        | $3941840.63        | Asset-Backed Securities                           |
| ANTARES CLO LTD 2018- | 2038-01-20      | 5.5704%  | N/A     | $250988.00         | $253965.26         | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $400000.00         | $428871.43         | Corporate Debt Securities                         |
| BLUEMOUNTAIN CLO 2018 | 2031-08-15      | 5.8134%  | N/A     | $1399263.00        | $1419146.26        | Asset-Backed Securities                           |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $24106000.00       | $24920115.87       | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P  | 2043-11-15      | 5.8500%  | N/A     | $1000.00           | $943.90            | Corporate Debt Securities                         |
| BX TRUST 2025-VLT7 A2 | 2044-07-15      | 5.3802%  | N/A     | $72940.00          | $73331.45          | Private Label Collateralized Mortgage Obligations |
| CANADIAN PAC RY CO NE | 2050-05-01      | 3.5000%  | N/A     | $3582000.00        | $2631168.05        | Corporate Debt Securities                         |
| CERBERUS LN FDG LLC 2 | 2038-01-15      | 5.1629%  | N/A     | $941384.00         | $947663.24         | Asset-Backed Securities                           |
| CROCS INCSR GLBL 144A | 2029-03-15      | 4.2500%  | N/A     | $848000.00         | $834014.36         | Corporate Debt Securities                         |
| GS MTG SECS TR 2017-G | 2034-05-12      | 2.8555%  | N/A     | $978400.00         | $736288.14         | Private Label Collateralized Mortgage Obligations |
| INTEL CORP SR GLBL NT | 2041-08-12      | 2.8000%  | N/A     | $16000.00          | $11540.27          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC  | 2038-05-25      | 4.9850%  | N/A     | $77000.00          | $74842.51          | Corporate Debt Securities                         |
| MORGAN STANLY ETN VN  | 2037-10-20      | 6.8176%  | N/A     | $491454.00         | $493043.26         | Asset-Backed Securities                           |
| NORTHWESTERN MUT LIFE | 2051-03-30      | 3.4500%  | N/A     | $124000.00         | $88381.62          | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-12 | 2064-02-25      | 6.4470%  | N/A     | $134811.00         | $79107.62          | Private Label Collateralized Mortgage Obligations |
| PANAMA INFRASTRUCTURE | 2032-04-05      | 0.0000%  | N/A     | $450000.00         | $354735.00         | Corporate Debt Securities                         |
| PIKES PEAK CLO 2019-3 | 2034-10-25      | 6.0796%  | N/A     | $747500.00         | $748789.82         | Asset-Backed Securities                           |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $48000.00          | $51783.46          | Corporate Debt Securities                         |
| REGATTA FUNDING LTD 2 | 2038-01-25      | 5.5180%  | N/A     | $1019296.00        | $1015399.35        | Asset-Backed Securities                           |
| REPUBLIC OF TURKEY GL | 2032-02-12      | 7.1250%  | N/A     | $200000.00         | $216120.00         | Other Instrument                                  |
| RR LTD 2024-33 A-2203 | 2039-10-17      | 5.3722%  | N/A     | $2400000.00        | $2411204.19        | Asset-Backed Securities                           |
| SKYMILES IP LTD & DEL | 2028-10-20      | 4.7500%  | N/A     | $1769432.00        | $1636316.73        | Corporate Debt Securities                         |
| THE CIGNA GROUPSR GLB | 2050-03-15      | 3.4000%  | N/A     | $5000000.00        | $3575250.00        | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $279000.00         | $276107.23         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2028-06-01      | 8.1250%  | N/A     | $156000.00         | $161832.21         | Corporate Debt Securities                         |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $4432982.00        | $4009761.64        | Private Label Collateralized Mortgage Obligations |
| VOYA CLO LTD 2024-6B- | 2038-01-20      | 5.3676%  | N/A     | $932041.00         | $935760.78         | Asset-Backed Securities                           |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $622000.00         | $639368.31         | Corporate Debt Securities                         |

### Security 335: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001IK4
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AES CORP SR SEC GLBL  | 2030-07-15      | 3.9500%  | N/A     | $77000.00          | $75350.34          | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-T | 2041-05-13      | 3.4390%  | N/A     | $19000.00          | $15145.01          | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $226000.00         | $249911.55         | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $5200000.00        | $5575328.63        | Corporate Debt Securities                         |
| BANK AMERICA CORPPERP | 2099-01-01      | 6.2500%  | N/A     | $214000.00         | $217596.15         | Corporate Debt Securities                         |
| BATTALION CLO 2018-12 | 2031-05-19      | 5.4018%  | N/A     | $359009.00         | $362769.16         | Asset-Backed Securities                           |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.8490%  | N/A     | $760000.00         | $700735.52         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2062-03-17      | 3.8995%  | N/A     | $5378977.00        | $4601038.36        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STR PT CLO LT | 2038-01-25      | 5.1680%  | N/A     | $12600000.00       | $12271924.02       | Asset-Backed Securities                           |
| BLACKROCK MT HOOD CLO | 2037-10-20      | 5.5676%  | N/A     | $1595560.00        | $1599048.79        | Asset-Backed Securities                           |
| BOEING CO3.2%29       | 2029-03-01      | 3.2000%  | N/A     | $2000.00           | $1969.49           | Corporate Debt Securities                         |
| BOYNE USA INCSR GLBL  | 2029-05-15      | 4.7500%  | N/A     | $707000.00         | $706367.82         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $6000.00           | $4601.43           | Corporate Debt Securities                         |
| BSREP COMM MTG TR 202 | 2038-08-16      | 5.1455%  | N/A     | $258000.00         | $203829.77         | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILMA20360 | 2036-08-15      | 4.4445%  | N/A     | $6287000.00        | $6067100.12        | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTDA203 | 2038-05-17      | 4.8419%  | N/A     | $5673500.00        | $2357979.93        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.3142%  | N/A     | $16212000.00       | $16175609.47       | Private Label Collateralized Mortgage Obligations |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $1081000.00        | $1083702.50        | Corporate Debt Securities                         |
| CENTRAL PARENT INC /  | 2029-06-15      | 7.2500%  | N/A     | $6610000.00        | $5385844.53        | Corporate Debt Securities                         |
| CERBERUS LN FDG LLC 2 | 2038-01-15      | 5.1629%  | N/A     | $9251003.00        | $9312709.25        | Asset-Backed Securities                           |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $536000.00         | $537570.48         | Corporate Debt Securities                         |
| COLT MTG LN 2021-1R T | 2065-05-25      | 1.1650%  | N/A     | $10600000.00       | $1513817.82        | Private Label Collateralized Mortgage Obligations |
| CVR ENERGY INC SR GLB | 2029-01-15      | 8.5000%  | N/A     | $2000.00           | $2165.18           | Corporate Debt Securities                         |
| DYE & DURHAM CORPSR S | 2029-04-15      | 8.6250%  | N/A     | $262000.00         | $246947.12         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2036-01-19      | 8.3750%  | N/A     | $614000.00         | $636398.12         | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $146000.00         | $152627.30         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2028-03-20      | 5.7059%  | N/A     | $800000.00         | $813627.56         | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $1200000.00        | $1290854.00        | Corporate Debt Securities                         |
| GENERATE CLO 19 LTDD- | 2036-04-22      | 7.9192%  | N/A     | $1000000.00        | $997349.82         | Asset-Backed Securities                           |
| HALLIBURTON CO SR GLB | 2035-11-15      | 4.8500%  | N/A     | $96000.00          | $95714.32          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $9000.00           | $8729.12           | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-08-01      | 9.0000%  | N/A     | $1091000.00        | $1069954.61        | Corporate Debt Securities                         |
| KKR CLO 10 LTD 2014-1 | 2029-09-17      | 6.1848%  | N/A     | $2702866.00        | $811691.58         | Asset-Backed Securities                           |
| MCGRAW-HILL ED INC SR | 2028-08-01      | 5.7500%  | N/A     | $1375000.00        | $1419275.38        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2044-05-17      | 4.9000%  | N/A     | $2318000.00        | $2202832.75        | Corporate Debt Securities                         |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.3034%  | N/A     | $568000.00         | $569209.50         | Private Label Collateralized Mortgage Obligations |
| MOVIDA EUROPE S.ASR G | 2031-02-08      | 5.2500%  | N/A     | $2659000.00        | $2391646.41        | Corporate Debt Securities                         |
| MS MTG LN TR 2007-8XS | 2037-04-25      | 6.0000%  | N/A     | $477000.00         | $292559.18         | Asset-Backed Securities                           |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $1402000.00        | $1464711.46        | Corporate Debt Securities                         |
| NORTHWOODS CAP LTD 20 | 2037-03-16      | 8.6563%  | N/A     | $712012.00         | $722493.06         | Asset-Backed Securities                           |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $1600000.00        | $1726115.33        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $24526000.00       | $24504785.01       | Other Instrument                                  |
| ROGERS COMMUNICATIONS | 2082-03-15      | 5.2500%  | N/A     | $1348000.00        | $1372934.63        | Corporate Debt Securities                         |
| RR LTD 24-R2 B-R2 203 | 2037-01-15      | 5.5222%  | N/A     | $324460.00         | $325911.93         | Asset-Backed Securities                           |
| STANDARD BLDG SOLUTIO | 2030-07-15      | 4.3750%  | N/A     | $69000.00          | $66753.56          | Corporate Debt Securities                         |
| SUBURBAN PROPANE PART | 2031-06-01      | 5.0000%  | N/A     | $2200000.00        | $2137353.78        | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $2200000.00        | $2177189.67        | Corporate Debt Securities                         |
| VALARIS LTD2LIEN 144A | 2030-04-30      | 8.3750%  | N/A     | $30000.00          | $31968.83          | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2034-01-15      | 6.5000%  | N/A     | $1773000.00        | $1842019.94        | Corporate Debt Securities                         |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $130000.00         | $100627.01         | Corporate Debt Securities                         |
| WINDHILL CLO 1 LTD /  | 2035-10-22      | 6.1192%  | N/A     | $6004292.00        | $6022183.72        | Asset-Backed Securities                           |
| WSTN TR 2023-MAUID203 | 2039-09-08      | 8.4548%  | N/A     | $6417000.00        | $6490729.86        | Private Label Collateralized Mortgage Obligations |
| YINSON BERGENIA PRODU | 2045-01-31      | 8.4980%  | N/A     | $2148000.00        | $2398306.44        | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC  | 2030-03-09      | 9.2500%  | N/A     | $1152020.00        | $1148019.93        | Corporate Debt Securities                         |

### Security 336: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001IX6
- **C.18 - Value (incl. sponsor support):** $480000000.00
- **C.18.a - Value (excl. sponsor support):** $480000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2030-10-15      | 4.0000%  | N/A     | $2094000.00        | $2018525.26        | Corporate Debt Securities                         |
| 225 LIBERTY STR TR 20 | 2036-02-12      | 4.6485%  | N/A     | $1929354.00        | $1851332.13        | Private Label Collateralized Mortgage Obligations |
| 225 LIBERTY STR TR 20 | 2036-02-12      | 4.6485%  | N/A     | $1000000.00        | $929560.63         | Private Label Collateralized Mortgage Obligations |
| 37 CAPITAL CLO LTD 23 | 2038-07-15      | 9.3122%  | N/A     | $3196764.00        | $3215976.80        | Asset-Backed Securities                           |
| ACCIDENT FD INS CO OF | 2032-08-01      | 8.5000%  | N/A     | $1000.00           | $1050.81           | Corporate Debt Securities                         |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6838%  | N/A     | $15804000.00       | $10389047.82       | Corporate Debt Securities                         |
| AIR CANADA 2020-2A202 | 2029-04-01      | 5.2500%  | N/A     | $4120000.00        | $1802224.28        | Asset-Backed Securities                           |
| ALASKA AIRLINES EQ TR | 2029-02-15      | 4.8000%  | N/A     | $70000.00          | $43658.13          | Asset-Backed Securities                           |
| ALTRIA GROUP INC SR G | 2051-02-04      | 3.7000%  | N/A     | $2838000.00        | $2062314.69        | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2 | 2029-12-15      | 3.2000%  | N/A     | $600000.00         | $344402.48         | Asset-Backed Securities                           |
| AMER AIRLINES PT TR 2 | 2028-04-01      | 3.7000%  | N/A     | $400000.00         | $177149.28         | Asset-Backed Securities                           |
| AMER AIRLINES PT TR 2 | 2031-04-15      | 3.3500%  | N/A     | $1200000.00        | $698382.92         | Asset-Backed Securities                           |
| AMERICAN HONDA FIN CO | 2026-10-05      | 4.3877%  | N/A     | $1819000.00        | $1829124.91        | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $4431000.00        | $4899814.57        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2042-01-15      | 4.9500%  | N/A     | $1493000.00        | $1435433.65        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXE | 2039-10-15      | 7.0000%  | N/A     | $3339000.00        | $3838603.44        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXE | 2054-06-17      | 6.3500%  | N/A     | $3448000.00        | $3694513.80        | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAN | 2042-03-26      | 4.5350%  | N/A     | $2000.00           | $1841.68           | Corporate Debt Securities                         |
| ARES CLO LTD 2022-55R | 2037-10-15      | 5.6722%  | N/A     | $640000.00         | $643733.38         | Asset-Backed Securities                           |
| ARES FIN CO IV LLC GL | 2052-02-01      | 3.6500%  | N/A     | $2062000.00        | $1487235.26        | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS  | 2031-06-15      | 3.1500%  | N/A     | $11709000.00       | $11055725.62       | Corporate Debt Securities                         |
| ATLAS SENIOR LOAN 202 | 2037-10-19      | 7.5176%  | N/A     | $3534728.00        | $3563247.00        | Asset-Backed Securities                           |
| AVIANCA MIDCO 2 LTDSR | 2031-01-28      | 9.5000%  | N/A     | $5100000.00        | $5173683.67        | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $200000.00         | $214435.72         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2079-12-31      | 3.7500%  | N/A     | $2000.00           | $1975.35           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2082-10-27      | 8.6250%  | N/A     | $750000.00         | $794391.56         | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2035-09-10      | 5.3350%  | N/A     | $13900000.00       | $14402029.39       | Corporate Debt Securities                         |
| BAYVIEW COML TR 2007- | 2037-03-25      | 4.1762%  | N/A     | $908846.00         | $48904.19          | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.6000%  | N/A     | $13000.00          | $12439.92          | Private Label Collateralized Mortgage Obligations |
| BCC MIDDLE MARKET CLO | 2037-10-22      | 5.2643%  | N/A     | $5000000.00        | $5081948.59        | Asset-Backed Securities                           |
| BELROSE FDG TR IISR 1 | 2055-05-15      | 6.7920%  | N/A     | $3050000.00        | $3263896.50        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020 | 2053-10-20      | 2.0000%  | N/A     | $97341.00          | $60291.76          | Private Label Collateralized Mortgage Obligations |
| BLACKROCK MT HOOD CLO | 2037-10-20      | 5.5676%  | N/A     | $2273266.00        | $2278236.64        | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2020- | 2035-04-16      | 6.9722%  | N/A     | $1050000.00        | $1055339.33        | Asset-Backed Securities                           |
| BNP PARIBASSNR NPF RE | 2028-01-20      | 2.5910%  | N/A     | $4038000.00        | $3985827.92        | Corporate Debt Securities                         |
| BOEING CO3.2%29       | 2029-03-01      | 3.2000%  | N/A     | $7975000.00        | $7853336.94        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $8794000.00        | $9090993.90        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2034-04-10      | 4.9890%  | N/A     | $5649000.00        | $5845043.84        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $3000.00           | $2300.72           | Corporate Debt Securities                         |
| BRIDGE STREET CLO LTD | 2038-04-20      | 7.6676%  | N/A     | $4000000.00        | $4018355.59        | Asset-Backed Securities                           |
| BRIDGESTREET CLO II L | 2034-07-20      | 6.2792%  | N/A     | $750000.00         | $750370.68         | Asset-Backed Securities                           |
| BRITISH TELECOMMUNICA | 2030-12-15      | 9.6250%  | N/A     | $3500000.00        | $4297374.38        | Corporate Debt Securities                         |
| BSREP COMM MTG TR 202 | 2038-08-16      | 5.1455%  | N/A     | $142000.00         | $112185.38         | Private Label Collateralized Mortgage Obligations |
| BX COM MRTG TR 2022-C | 2039-06-15      | 5.7950%  | N/A     | $245690.00         | $246436.79         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3802%  | N/A     | $5347000.00        | $5384026.61        | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILMA20360 | 2036-08-15      | 4.4445%  | N/A     | $15000000.00       | $14475346.25       | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTDA203 | 2038-05-17      | 4.8419%  | N/A     | $709000.00         | $294669.56         | Private Label Collateralized Mortgage Obligations |
| CARRIAGE SVCS INCSR G | 2029-05-15      | 4.2500%  | N/A     | $1280000.00        | $1243845.33        | Corporate Debt Securities                         |
| CATERPILLAR INCSR GLB | 2097-03-01      | 7.3750%  | N/A     | $513000.00         | $615807.41         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS | 2034-08-15      | 5.9500%  | N/A     | $400000.00         | $437448.33         | Corporate Debt Securities                         |
| CENTRAL PARENT INC /  | 2029-06-15      | 7.2500%  | N/A     | $3300000.00        | $2688848.25        | Corporate Debt Securities                         |
| CENTRAL PARENT LLC /  | 2029-06-15      | 8.0000%  | N/A     | $119000.00         | $99098.44          | Corporate Debt Securities                         |
| CERBERUS LN FDG LLC 2 | 2038-01-15      | 5.1629%  | N/A     | $13491267.00       | $13581256.76       | Asset-Backed Securities                           |
| CHURCHILL NCDLC CLO I | 2036-04-20      | 5.6676%  | N/A     | $250000.00         | $250533.59         | Asset-Backed Securities                           |
| CI FINL CORP CR SEN S | 2029-05-30      | 7.5000%  | N/A     | $63000.00          | $67875.57          | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2019 | 2037-07-16      | 8.3211%  | N/A     | $2817672.00        | $2816716.80        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2025 | 2038-10-25      | 8.2132%  | N/A     | $2500000.00        | $2586729.40        | Asset-Backed Securities                           |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $1773000.00        | $1778194.89        | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2 | 2064-12-26      | 1.0510%  | N/A     | $14545000.00       | $1858541.68        | Private Label Collateralized Mortgage Obligations |
| COLUMBIA CENT CLO LTD | 2034-10-20      | 9.1792%  | N/A     | $4718950.00        | $4653695.36        | Asset-Backed Securities                           |
| CONTINE FIN CR CD MT  | 2035-12-15      | 5.4000%  | N/A     | $158000.00         | $158465.63         | Asset-Backed Securities                           |
| CUSHMAN & WAKEFIELD U | 2028-05-15      | 6.7500%  | N/A     | $1500000.00        | $1529058.75        | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2029-01-15      | 8.5000%  | N/A     | $49000.00          | $53046.83          | Corporate Debt Securities                         |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $2817000.00        | $1293485.40        | Corporate Debt Securities                         |
| CVS HEALTH CORP4.78%3 | 2038-03-25      | 4.7800%  | N/A     | $3800000.00        | $3631611.44        | Corporate Debt Securities                         |
| DAVITA INC SR GLBL 14 | 2030-06-01      | 4.6250%  | N/A     | $5200000.00        | $5049407.28        | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 4.9445%  | N/A     | $2747189.00        | $2725404.94        | Private Label Collateralized Mortgage Obligations |
| EATON VANCE CLO 2019- | 2037-07-15      | 8.3222%  | N/A     | $3000000.00        | $3029500.74        | Asset-Backed Securities                           |
| ECOPETROL S ASR GLBL  | 2036-01-19      | 8.3750%  | N/A     | $1000.00           | $1036.48           | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $4731000.00        | $5038631.96        | Corporate Debt Securities                         |
| ELM ROAD GENERATING S | 2041-01-19      | 5.8480%  | N/A     | $6998000.00        | $7356275.83        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V. GL | 2027-05-25      | 3.6250%  | N/A     | $532000.00         | $532258.09         | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC JR | 2042-01-15      | 5.5000%  | N/A     | $603000.00         | $600962.87         | Corporate Debt Securities                         |
| EOG RES INCSR GLBL NT | 2036-01-15      | 5.1000%  | N/A     | $3067000.00        | $3129091.42        | Corporate Debt Securities                         |
| EXXON MOBIL CORP SR G | 2040-03-19      | 4.2270%  | N/A     | $1695000.00        | $1578471.43        | Corporate Debt Securities                         |
| FIDELITY NATL INFORMA | 2041-03-01      | 3.1000%  | N/A     | $6494000.00        | $4887193.19        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1S | 2036-06-01      | 6.2000%  | N/A     | $2666000.00        | $2918446.50        | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $89000.00          | $93039.93          | Corporate Debt Securities                         |
| FORTINET INC SR GLBL  | 2026-03-15      | 1.0000%  | N/A     | $1180000.00        | $1179716.80        | Corporate Debt Securities                         |
| FORTRESS CREDIT BSL 2 | 2037-10-23      | 5.3710%  | N/A     | $1250000.00        | $1257059.21        | Asset-Backed Securities                           |
| FOUNDRY JV HOLDCO LLC | 2037-01-25      | 6.2000%  | N/A     | $1347000.00        | $1426070.40        | Corporate Debt Securities                         |
| FS KKR CAP CORPSR GLB | 2027-07-15      | 3.2500%  | N/A     | $5179000.00        | $5034009.58        | Corporate Debt Securities                         |
| FS KKR CAP CORPSR GLB | 2029-01-15      | 7.8750%  | N/A     | $70000.00          | $73050.69          | Corporate Debt Securities                         |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 5.0419%  | N/A     | $11000000.00       | $4288975.63        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP I | 2031-04-23      | 5.2180%  | N/A     | $1000.00           | $1045.16           | Corporate Debt Securities                         |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.4649%  | N/A     | $9811820.00        | $9912784.97        | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.6150%  | N/A     | $1445344.00        | $1435983.43        | Asset-Backed Securities                           |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.0950%  | N/A     | $801000.00         | $776617.89         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-G | 2034-05-12      | 2.8555%  | N/A     | $12521600.00       | $9423043.37        | Private Label Collateralized Mortgage Obligations |
| HPS CORPORATE LENDING | 2031-04-02      | 5.6500%  | N/A     | $3704000.00        | $3691917.76        | Corporate Debt Securities                         |
| HUNT COS INC SR SEC 1 | 2029-04-15      | 5.2500%  | N/A     | $1850000.00        | $1839126.63        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2032-07-27      | 4.4000%  | N/A     | $3193000.00        | $3185134.58        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $267000.00         | $258963.75         | Corporate Debt Securities                         |
| ITT HOLDINGS LLC SR 1 | 2029-08-01      | 6.5000%  | N/A     | $650000.00         | $648719.14         | Corporate Debt Securities                         |
| IVY HL MD MRT CR 2017 | 2037-04-20      | 5.0676%  | N/A     | $5843136.00        | $5809501.01        | Asset-Backed Securities                           |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0955%  | N/A     | $3154000.00        | $2973033.31        | Private Label Collateralized Mortgage Obligations |
| JBS NV / JBS USA FOOD | 2033-04-01      | 5.7500%  | N/A     | $1720000.00        | $1829558.74        | Corporate Debt Securities                         |
| JEFFERIES FINANCE LLC | 2028-08-15      | 5.0000%  | N/A     | $2829000.00        | $2806867.79        | Corporate Debt Securities                         |
| JETBLUE AIRWAYS 2019- | 2033-11-15      | 2.7500%  | N/A     | $500000.00         | $323569.41         | Asset-Backed Securities                           |
| JETBLUE AIRWAYS CORP  | 2034-05-15      | 4.0000%  | N/A     | $3700000.00        | $2397124.13        | Asset-Backed Securities                           |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $19000.00          | $18489.56          | Corporate Debt Securities                         |
| KREF LTD2022-FL3 A-S2 | 2039-02-22      | 5.5733%  | N/A     | $6126500.00        | $6134607.32        | Asset-Backed Securities                           |
| MARB BONDCO PLCSR GLB | 2031-01-29      | 3.9500%  | N/A     | $9132000.00        | $8310756.70        | Corporate Debt Securities                         |
| MEIJI YASUDA LIFE INS | 2055-06-11      | 6.1000%  | N/A     | $1441000.00        | $1498557.54        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2044-05-17      | 4.9000%  | N/A     | $11504000.00       | $10932436.54       | Corporate Debt Securities                         |
| METLIFE INCEXT JR SB  | 2069-08-01      | 10.7500% | N/A     | $165000.00         | $228832.13         | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLO | 2034-01-08      | 5.0500%  | N/A     | $2700000.00        | $2756770.50        | Corporate Debt Securities                         |
| MOVIDA EUROPE S.ASR G | 2031-02-08      | 5.2500%  | N/A     | $4891000.00        | $4399226.25        | Corporate Debt Securities                         |
| MS MTG LN TR 2007-8XS | 2037-04-25      | 6.0000%  | N/A     | $6323000.00        | $3878095.84        | Asset-Backed Securities                           |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $1000.00           | $1044.73           | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1710%  | N/A     | $541458.00         | $529560.64         | Asset-Backed Securities                           |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $1171000.00        | $1247692.69        | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE | 2051-03-30      | 3.4500%  | N/A     | $1306000.00        | $930858.03         | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-12 | 2064-02-25      | 6.4470%  | N/A     | $2327252.00        | $1365640.59        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6 B-1A | 2064-02-25      | 7.4700%  | N/A     | $534192.00         | $544637.86         | Private Label Collateralized Mortgage Obligations |
| OCEAN TRAILS CLO 2022 | 2035-07-20      | 7.1676%  | N/A     | $2000000.00        | $1960348.02        | Asset-Backed Securities                           |
| ONEOK INC NEWSR GLBL  | 2030-09-01      | 6.5000%  | N/A     | $1583000.00        | $1740307.11        | Corporate Debt Securities                         |
| ONEOK INC NEWSR NT 5. | 2045-04-01      | 5.0500%  | N/A     | $2435000.00        | $2204802.54        | Corporate Debt Securities                         |
| PALMER SQUARE CLO 202 | 2037-04-15      | 5.9722%  | N/A     | $1303491.00        | $1307138.71        | Asset-Backed Securities                           |
| PETROLEOS MEXICANOSFR | 2029-06-02      | 8.7500%  | N/A     | $278737.00         | $302841.40         | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC | 2049-07-15      | 5.5360%  | N/A     | $2000.00           | $2006.77           | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL G | 2036-10-15      | 6.0500%  | N/A     | $8327000.00        | $9204214.75        | Corporate Debt Securities                         |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $4329000.00        | $3887505.13        | Corporate Debt Securities                         |
| REGATTA FUNDING LTD 2 | 2038-01-25      | 5.5180%  | N/A     | $1380704.00        | $1375425.73        | Asset-Backed Securities                           |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $6572000.00        | $6566315.22        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2031-06-26      | 5.8750%  | N/A     | $20000000.00       | $19954372.22       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2047-05-11      | 5.7500%  | N/A     | $1448000.00        | $1189645.02        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $15733000.00       | $16712296.21       | Other Instrument                                  |
| ROCKFORD TOWER CLO LT | 2037-10-20      | 7.1676%  | N/A     | $3000000.00        | $3016563.03        | Asset-Backed Securities                           |
| ROGERS COMMUNICATIONS | 2049-11-15      | 3.7000%  | N/A     | $1869000.00        | $1381000.99        | Corporate Debt Securities                         |
| RTX CORPORATIONSR GLB | 2040-04-15      | 5.7000%  | N/A     | $350000.00         | $372688.75         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPPE | 2079-12-31      | 4.0000%  | N/A     | $1000.00           | $943.78            | Corporate Debt Securities                         |
| SK INVICTUS INTERMEDI | 2029-10-30      | 5.0000%  | N/A     | $4821000.00        | $4821819.57        | Corporate Debt Securities                         |
| SOUTH COVE 2025-3 CLO | 2038-01-15      | 5.2659%  | N/A     | $13887381.00       | $14040521.23       | Asset-Backed Securities                           |
| STEELE CREEK CLO 2019 | 2032-07-15      | 5.1922%  | N/A     | $12951232.00       | $12680284.61       | Asset-Backed Securities                           |
| STEELE CREEK CLO LTD  | 2032-07-15      | 6.6722%  | N/A     | $2521020.00        | $2530826.97        | Asset-Backed Securities                           |
| STWD LTD 2021-FL2A203 | 2038-04-16      | 4.9919%  | N/A     | $1363000.00        | $557120.44         | Asset-Backed Securities                           |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.5073%  | N/A     | $1174500.00        | $1177453.55        | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 4.9980%  | N/A     | $13657797.00       | $13355924.75       | Asset-Backed Securities                           |
| THE CIGNA GROUPSR GLB | 2040-03-15      | 3.2000%  | N/A     | $15433000.00       | $12320318.23       | Corporate Debt Securities                         |
| TIKEHAU US CLO LTD 20 | 2038-02-25      | 5.6680%  | N/A     | $1300000.00        | $1306395.71        | Asset-Backed Securities                           |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $3173000.00        | $2907705.47        | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $1533000.00        | $1567916.63        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2029-05-16      | 5.0500%  | N/A     | $7000000.00        | $7290433.89        | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2032-05-14      | 3.0910%  | N/A     | $4500000.00        | $4208964.50        | Corporate Debt Securities                         |
| UNITED AIRLINES PTC 2 | 2033-02-25      | 4.1500%  | N/A     | $600000.00         | $381734.94         | Asset-Backed Securities                           |
| UNITED WHOLESALE MORT | 2029-04-15      | 5.5000%  | N/A     | $1343000.00        | $1353047.88        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2041-11-15      | 4.6250%  | N/A     | $3162000.00        | $2892077.19        | Corporate Debt Securities                         |
| VENTURE CLO LTD 2019- | 2032-07-30      | 5.2383%  | N/A     | $8243672.00        | $8249360.13        | Asset-Backed Securities                           |
| VENTURE GLOBAL LNG IN | 2028-06-01      | 8.1250%  | N/A     | $800000.00         | $829908.78         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $97000.00          | $107123.96         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $200000.00         | $222359.22         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2036-01-15      | 6.7500%  | N/A     | $2300000.00        | $2414200.75        | Corporate Debt Securities                         |
| VIBRANT CLO X 0.01 20 | 2035-01-20      | 4.8676%  | N/A     | $14032484.00       | $14064367.48       | Asset-Backed Securities                           |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $558000.00         | $616526.76         | Corporate Debt Securities                         |
| VOYA CLO LTD 2024-6B- | 2038-01-20      | 5.3676%  | N/A     | $1599959.00        | $1606344.45        | Asset-Backed Securities                           |
| WALMART INCSR GLBL NT | 2041-09-22      | 2.5000%  | N/A     | $3000000.00        | $2204816.67        | Corporate Debt Securities                         |
| WINDHILL CLO 1 LTD /  | 2035-10-22      | 6.1192%  | N/A     | $2109052.00        | $2115336.60        | Asset-Backed Securities                           |
| ZAYO GROUP HLDGS INC  | 2030-03-09      | 9.2500%  | N/A     | $230.00            | $229.20            | Corporate Debt Securities                         |

### Security 337: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001J15
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AES CORP SR SEC GLBL  | 2030-07-15      | 3.9500%  | N/A     | $328000.00         | $320972.87         | Corporate Debt Securities                         |
| BANK AMERICA CORPPERP | 2099-01-01      | 6.3000%  | N/A     | $855000.00         | $877888.35         | Corporate Debt Securities                         |
| BAT CAPITAL CORP FR 2 | 2031-03-25      | 2.7260%  | N/A     | $3402000.00        | $3170069.60        | Corporate Debt Securities                         |
| BATTALION CLO LTD 202 | 2036-10-15      | 7.3838%  | N/A     | $1866482.00        | $1777444.43        | Asset-Backed Securities                           |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.6000%  | N/A     | $2144000.00        | $2051629.34        | Private Label Collateralized Mortgage Obligations |
| BELL CDA SR US-10 NT  | 2054-02-15      | 5.5500%  | N/A     | $843000.00         | $834753.35         | Corporate Debt Securities                         |
| BNP PARIBASSNR NPF RE | 2028-01-20      | 2.5910%  | N/A     | $2277000.00        | $2247580.53        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $207000.00         | $213990.87         | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2020 | 2060-05-25      | 3.1810%  | N/A     | $1800000.00        | $1758204.85        | Private Label Collateralized Mortgage Obligations |
| BROADCOM INC SR GLBL  | 2035-11-15      | 3.1370%  | N/A     | $1380000.00        | $1198675.48        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2048-12-15      | 4.1500%  | N/A     | $2000000.00        | $1652475.00        | Corporate Debt Securities                         |
| BX TRUST 2025-VLT7 A2 | 2044-07-15      | 5.3802%  | N/A     | $2776791.00        | $2791693.33        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTDA203 | 2038-02-18      | 4.9419%  | N/A     | $1035000.00        | $29003.15          | Private Label Collateralized Mortgage Obligations |
| CANADIAN PAC RY CO NE | 2050-05-01      | 3.5000%  | N/A     | $1418000.00        | $1041595.84        | Corporate Debt Securities                         |
| CARGILL INCSR 144A NT | 2052-04-22      | 4.3750%  | N/A     | $2000000.00        | $1697859.44        | Corporate Debt Securities                         |
| CATERPILLAR INCSR GLB | 2097-03-01      | 7.3750%  | N/A     | $1498000.00        | $1798205.65        | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2028-03-05      | 1.5000%  | N/A     | $5698000.00        | $5484562.42        | Corporate Debt Securities                         |
| CONTINE FIN CR CD MT  | 2035-12-15      | 5.4000%  | N/A     | $183000.00         | $183539.30         | Asset-Backed Securities                           |
| ENERGY TRANSFER L PSR | 2031-02-01      | 7.3750%  | N/A     | $3553000.00        | $3819759.73        | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC JR | 2042-01-15      | 5.5000%  | N/A     | $2647000.00        | $2638057.55        | Corporate Debt Securities                         |
| ENVIRI CORPSR GLBL 14 | 2027-07-31      | 5.7500%  | N/A     | $68000.00          | $69958.40          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1S | 2036-06-01      | 6.2000%  | N/A     | $3603000.00        | $3944172.07        | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $5700000.00        | $6131556.50        | Corporate Debt Securities                         |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.3650%  | N/A     | $341902.00         | $348268.60         | Asset-Backed Securities                           |
| HALLIBURTON CO SR GLB | 2035-11-15      | 4.8500%  | N/A     | $147000.00         | $146562.55         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $31000.00          | $30066.95          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-30      | 9.5000%  | N/A     | $720000.00         | $702912.00         | Corporate Debt Securities                         |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0955%  | N/A     | $6746000.00        | $6358935.55        | Private Label Collateralized Mortgage Obligations |
| MEIJI YASUDA LIFE INS | 2055-06-11      | 6.1000%  | N/A     | $3505000.00        | $3644999.44        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2044-05-17      | 4.9000%  | N/A     | $1235000.00        | $1173640.40        | Corporate Debt Securities                         |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.3034%  | N/A     | $2622625.00        | $2628209.61        | Private Label Collateralized Mortgage Obligations |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $2102000.00        | $2196022.46        | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-10-25      | 8.0180%  | N/A     | $978120.00         | $969583.84         | Asset-Backed Securities                           |
| NORTHWESTERN MUT LIFE | 2051-03-30      | 3.4500%  | N/A     | $2986000.00        | $2128286.43        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2040-04-01      | 3.6000%  | N/A     | $3000.00           | $2248.29           | Corporate Debt Securities                         |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $31000.00          | $33443.48          | Corporate Debt Securities                         |
| QUANTA SVCS INCSR GLB | 2041-10-01      | 3.0500%  | N/A     | $8025000.00        | $6056162.10        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2032-02-12      | 7.1250%  | N/A     | $5099000.00        | $5509979.40        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $8747000.00        | $8739433.85        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $1463000.00        | $1554064.03        | Other Instrument                                  |
| RTX CORPORATIONSR GLB | 2040-04-15      | 5.7000%  | N/A     | $1646000.00        | $1752701.95        | Corporate Debt Securities                         |
| SANDSTONE PEAK LTD 20 | 2037-04-27      | 5.2980%  | N/A     | $937172.00         | $938988.87         | Asset-Backed Securities                           |
| SCHLUMBERGER HLDGS CO | 2034-06-01      | 5.0000%  | N/A     | $1000.00           | $1019.64           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPPE | 2079-12-31      | 4.0000%  | N/A     | $1951000.00        | $1841306.11        | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC  | 2036-10-01      | 6.0000%  | N/A     | $741000.00         | $787737.34         | Corporate Debt Securities                         |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.5073%  | N/A     | $880000.00         | $882212.96         | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUPSR GLB | 2040-03-15      | 3.2000%  | N/A     | $1162000.00        | $927636.22         | Corporate Debt Securities                         |
| UNITED AIRLINES PT CE | 2031-09-01      | 3.5000%  | N/A     | $500000.00         | $324616.82         | Asset-Backed Securities                           |
| US FOODS INC SR GLBL  | 2030-06-01      | 4.6250%  | N/A     | $4250000.00        | $4216254.41        | Corporate Debt Securities                         |
| VENTURE 32 CLO 2018-3 | 2031-07-18      | 9.6792%  | N/A     | $4998928.00        | $2104092.18        | Asset-Backed Securities                           |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $254000.00         | $196609.69         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO  | 2033-10-15      | 6.9500%  | N/A     | $800000.00         | $904264.67         | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2033-01-15      | 6.7500%  | N/A     | $2151000.00        | $2146176.38        | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $1566000.00        | $1609727.94        | Corporate Debt Securities                         |

### Security 338: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001J49
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEX INCSR GLBL -J | 2051-05-15      | 3.4500%  | N/A     | $3240000.00        | $2230019.10        | Corporate Debt Securities                         |
| AIMCO CLO 22 LTD A203 | 2037-04-20      | 5.1676%  | N/A     | $4405340.00        | $4416421.42        | Asset-Backed Securities                           |
| AMERICAN HONDA FIN CO | 2026-10-05      | 4.3877%  | N/A     | $3181000.00        | $3198706.06        | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $2269000.00        | $2509067.76        | Corporate Debt Securities                         |
| ANCHORAGE CR FD 1 LTD | 2037-07-28      | 3.5060%  | N/A     | $446416.00         | $410789.67         | Asset-Backed Securities                           |
| ANCHORAGE CR FD 1 LTD | 2037-07-28      | 3.0060%  | N/A     | $3790254.00        | $3620136.03        | Asset-Backed Securities                           |
| ANTARES CLO 2021-1R L | 2038-10-25      | 5.0880%  | N/A     | $8767410.00        | $8777100.93        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT 2 | 2034-04-19      | 4.8976%  | N/A     | $133583.00         | $133731.34         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2018 | 2031-08-15      | 5.8134%  | N/A     | $600737.00         | $609273.36         | Asset-Backed Securities                           |
| CALDERYS FING LLCSR S | 2028-06-01      | 11.2500% | N/A     | $293000.00         | $310160.28         | Corporate Debt Securities                         |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $2639000.00        | $2645597.50        | Corporate Debt Securities                         |
| CBAM 2017-3R LTD C-R2 | 2034-07-17      | 6.3792%  | N/A     | $2434180.00        | $2440951.92        | Asset-Backed Securities                           |
| CERBERUS LN FDG XL LL | 2035-03-22      | 6.0722%  | N/A     | $2762495.00        | $2773130.82        | Asset-Backed Securities                           |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $896000.00         | $898625.28         | Corporate Debt Securities                         |
| CONTINE FIN CR CD MT  | 2035-12-15      | 5.4000%  | N/A     | $6376000.00        | $6394790.07        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2024-8 | 2037-04-20      | 5.6176%  | N/A     | $2120000.00        | $2127442.16        | Asset-Backed Securities                           |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $250000.00         | $266256.18         | Corporate Debt Securities                         |
| FDF LTD 2019-5RC-R203 | 2038-01-25      | 3.9190%  | N/A     | $4590000.00        | $4377410.96        | Asset-Backed Securities                           |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.7338%  | N/A     | $3697966.00        | $3696964.16        | Asset-Backed Securities                           |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $140000.00         | $150599.63         | Corporate Debt Securities                         |
| FORTRESS CR OPRTUNITI | 2033-04-20      | 4.9176%  | N/A     | $11750000.00       | $3629094.30        | Asset-Backed Securities                           |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.3650%  | N/A     | $6232828.00        | $6348890.35        | Asset-Backed Securities                           |
| GREYWOLF CLO 2018-7B2 | 2031-10-20      | 6.2292%  | N/A     | $1477180.00        | $1481346.16        | Asset-Backed Securities                           |
| GUGGENHEIM CLO LLC 20 | 2036-01-25      | 6.1680%  | N/A     | $6964010.00        | $6977348.42        | Asset-Backed Securities                           |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $676000.00         | $655653.53         | Corporate Debt Securities                         |
| JEFFERSON ML 5.50238  | 2031-10-20      | 4.8976%  | N/A     | $5000000.00        | $886825.41         | Asset-Backed Securities                           |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $889000.00         | $865117.02         | Corporate Debt Securities                         |
| KKR CLO LTD 2019-26R  | 2034-10-16      | 11.0838% | N/A     | $7552000.00        | $7343551.58        | Asset-Backed Securities                           |
| KREF LTD2022-FL3 A-S2 | 2039-02-22      | 5.5733%  | N/A     | $3073000.00        | $3077066.56        | Asset-Backed Securities                           |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $98000.00          | $102383.54         | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1710%  | N/A     | $366624.00         | $358568.24         | Asset-Backed Securities                           |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $3500000.00        | $3366405.97        | Corporate Debt Securities                         |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $1081000.00        | $1151798.29        | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 B-1A | 2064-02-25      | 7.4700%  | N/A     | $456960.00         | $465895.62         | Private Label Collateralized Mortgage Obligations |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $4496000.00        | $4186373.59        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $932000.00         | $957287.23         | Corporate Debt Securities                         |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $2000.00           | $1796.03           | Corporate Debt Securities                         |
| SANDSTONE PEAK LTD 20 | 2037-04-27      | 5.2980%  | N/A     | $250000.00         | $250484.67         | Asset-Backed Securities                           |
| TIBCO SOFTWARE INC SR | 2029-03-31      | 6.5000%  | N/A     | $402000.00         | $408651.76         | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $4762000.00        | $4712626.00        | Corporate Debt Securities                         |
| VENTURE CLO LTD 2019- | 2032-07-30      | 5.2383%  | N/A     | $7381328.00        | $7386421.12        | Asset-Backed Securities                           |
| VENTURE GLOBAL LNG IN | 2028-06-01      | 8.1250%  | N/A     | $453000.00         | $469935.85         | Corporate Debt Securities                         |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $22000.00          | $17029.19          | Corporate Debt Securities                         |

### Security 339: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001J56
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABSCOM        | 2099-01-01      | 0.0000%  | N/A     | $7066.00           | $749631.94         | Equities   |
| AGILENT TECHNOLOGIES  | 2099-01-01      | 0.0000%  | N/A     | $131381.00         | $17509145.87       | Equities   |
| ALPHABET INC CAP STK  | 2099-01-01      | 0.0000%  | N/A     | $51701.00          | $17509060.66       | Equities   |
| AMAZON COM INC COM    | 2099-01-01      | 0.0000%  | N/A     | $72432.00          | $17508987.36       | Equities   |
| ANALOG DEVICES INC CO | 2099-01-01      | 0.0000%  | N/A     | $1965.00           | $626245.50         | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $67791.00          | $17509059.48       | Equities   |
| BLACKSTONE INC COM    | 2099-01-01      | 0.0000%  | N/A     | $1440.00           | $205833.60         | Equities   |
| CAMDEN PPTY TR SH BEN | 2099-01-01      | 0.0000%  | N/A     | $143753.00         | $15669077.00       | Equities   |
| CELANESE CORP DELCOM  | 2099-01-01      | 0.0000%  | N/A     | $38090.00          | $1730809.60        | Equities   |
| CENTENE CORP DEL COM  | 2099-01-01      | 0.0000%  | N/A     | $4087.00           | $178193.20         | Equities   |
| CHENIERE ENERGY INCCO | 2099-01-01      | 0.0000%  | N/A     | $15422.00          | $3284731.78        | Equities   |
| CHEVRON CORP NEW COM  | 2099-01-01      | 0.0000%  | N/A     | $74816.00          | $12807751.04       | Equities   |
| COCA COLA CO COM      | 2099-01-01      | 0.0000%  | N/A     | $238447.00         | $17509163.21       | Equities   |
| CORPAY INC COM SHS    | 2099-01-01      | 0.0000%  | N/A     | $454.00            | $146342.36         | Equities   |
| COSTCO WHOLESALE CORP | 2099-01-01      | 0.0000%  | N/A     | $18374.00          | $17508400.86       | Equities   |
| COUPANG INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $134245.00         | $2683557.55        | Equities   |
| ELI LILLY & CO COM    | 2099-01-01      | 0.0000%  | N/A     | $770.00            | $788587.80         | Equities   |
| ENCOMPASS HEALTH CORP | 2099-01-01      | 0.0000%  | N/A     | $5031.00           | $475831.98         | Equities   |
| EOG RES INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $19622.00          | $2199233.76        | Equities   |
| EPR PPTYSCOM SH BEN I | 2099-01-01      | 0.0000%  | N/A     | $63574.00          | $3422824.16        | Equities   |
| EVERGY INC COM        | 2099-01-01      | 0.0000%  | N/A     | $37919.00          | $2895874.03        | Equities   |
| F5 INC COM            | 2099-01-01      | 0.0000%  | N/A     | $514.00            | $145220.42         | Equities   |
| FIVE BELOW INC COM    | 2099-01-01      | 0.0000%  | N/A     | $8518.00           | $1604706.02        | Equities   |
| GAP INCCOM            | 2099-01-01      | 0.0000%  | N/A     | $98.00             | $2714.60           | Equities   |
| GE VERNOVA INC COM    | 2099-01-01      | 0.0000%  | N/A     | $4239.00           | $3041016.21        | Equities   |
| GENERAL MTRS COCOM    | 2099-01-01      | 0.0000%  | N/A     | $1275.00           | $109981.50         | Equities   |
| GLOBE LIFE INC COM    | 2099-01-01      | 0.0000%  | N/A     | $124020.00         | $17360319.60       | Equities   |
| HARTFORD INSURANCE GR | 2099-01-01      | 0.0000%  | N/A     | $2304.00           | $304980.48         | Equities   |
| HASBRO INC COM        | 2099-01-01      | 0.0000%  | N/A     | $6489.00           | $586994.94         | Equities   |
| HOST HOTELS & RESORTS | 2099-01-01      | 0.0000%  | N/A     | $931858.00         | $17388470.28       | Equities   |
| HUBSPOT INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $408.00            | $114864.24         | Equities   |
| INTUITIVE SURGICAL IN | 2099-01-01      | 0.0000%  | N/A     | $28237.00          | $14331689.35       | Equities   |
| IRON MTN INC DEL COM  | 2099-01-01      | 0.0000%  | N/A     | $2134.00           | $198526.02         | Equities   |
| KEYSIGHT TECHNOLOGIES | 2099-01-01      | 0.0000%  | N/A     | $592.00            | $130932.64         | Equities   |
| KIRBY CORP COM        | 2099-01-01      | 0.0000%  | N/A     | $3463.00           | $423074.71         | Equities   |
| MARSH & MCLENNAN COS  | 2099-01-01      | 0.0000%  | N/A     | $1170.00           | $219866.40         | Equities   |
| MCDONALDS CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $31355.00          | $9892816.05        | Equities   |
| MERCADOLIBRE INC COM  | 2099-01-01      | 0.0000%  | N/A     | $487.00            | $1080234.18        | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $40390.00          | $17509065.00       | Equities   |
| MONDELEZ INTL INCCL A | 2099-01-01      | 0.0000%  | N/A     | $105161.00         | $6026776.91        | Equities   |
| MORGAN STANLEY COM NE | 2099-01-01      | 0.0000%  | N/A     | $19939.00          | $3636873.60        | Equities   |
| MUELLER INDS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $801.00            | $110041.38         | Equities   |
| NETAPP INC COM        | 2099-01-01      | 0.0000%  | N/A     | $5235.00           | $514757.55         | Equities   |
| NORTHERN TR CORP COM  | 2099-01-01      | 0.0000%  | N/A     | $45.00             | $6779.70           | Equities   |
| NVENT ELECTRIC PLC SH | 2099-01-01      | 0.0000%  | N/A     | $94172.00          | $10888166.64       | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $90951.00          | $17508977.01       | Equities   |
| OMNICOM GROUP INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $22860.00          | $1732102.20        | Equities   |
| PG&E CORPCOM          | 2099-01-01      | 0.0000%  | N/A     | $14512.00          | $220001.92         | Equities   |
| PROGRESSIVE CORP COM  | 2099-01-01      | 0.0000%  | N/A     | $81403.00          | $16952988.78       | Equities   |
| PUBLIC SVC ENTERPRISE | 2099-01-01      | 0.0000%  | N/A     | $51216.00          | $4199712.00        | Equities   |
| QUEST DIAGNOSTICS INC | 2099-01-01      | 0.0000%  | N/A     | $15219.00          | $2775184.65        | Equities   |
| RELIANCE INC COM      | 2099-01-01      | 0.0000%  | N/A     | $8735.00           | $2902553.15        | Equities   |
| ROBLOX CORPCL A       | 2099-01-01      | 0.0000%  | N/A     | $3745.00           | $283608.85         | Equities   |
| ROCKWELL AUTOMATION I | 2099-01-01      | 0.0000%  | N/A     | $721.00            | $307672.33         | Equities   |
| ROPER TECHNOLOGIES IN | 2099-01-01      | 0.0000%  | N/A     | $32066.00          | $11704090.00       | Equities   |
| RTX CORPORATIONCOM    | 2099-01-01      | 0.0000%  | N/A     | $7282.00           | $1455526.16        | Equities   |
| SEMPRA COM            | 2099-01-01      | 0.0000%  | N/A     | $1263.00           | $110007.30         | Equities   |
| SIMON PPTY GROUP INC  | 2099-01-01      | 0.0000%  | N/A     | $1158.00           | $219788.40         | Equities   |
| STERIS PLC SHS USD    | 2099-01-01      | 0.0000%  | N/A     | $34568.00          | $9044371.52        | Equities   |
| TELEDYNE TECHNOLOGIES | 2099-01-01      | 0.0000%  | N/A     | $3437.00           | $2149224.84        | Equities   |
| TESLA INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $42032.00          | $17508849.92       | Equities   |
| TRAVELERS COMPANIES I | 2099-01-01      | 0.0000%  | N/A     | $387.00            | $110020.23         | Equities   |
| UNITED THERAPEUTICS C | 2099-01-01      | 0.0000%  | N/A     | $6456.00           | $3019471.20        | Equities   |
| UNIVERSAL DISPLAY COR | 2099-01-01      | 0.0000%  | N/A     | $19521.00          | $2284152.21        | Equities   |
| VERALTO CORP COM SHS  | 2099-01-01      | 0.0000%  | N/A     | $6866.00           | $677468.22         | Equities   |
| WARNER BROS DISCOVERY | 2099-01-01      | 0.0000%  | N/A     | $278287.00         | $7680721.20        | Equities   |
| WESTERN DIGITAL CORP  | 2099-01-01      | 0.0000%  | N/A     | $60359.00          | $16804549.19       | Equities   |

### Security 340: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001J64
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AES CORP SR SEC GLBL  | 2030-07-15      | 3.9500%  | N/A     | $425000.00         | $415894.73         | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $150000.00         | $165870.50         | Corporate Debt Securities                         |
| ANTARES HLDGS LP SR 1 | 2029-10-23      | 6.3500%  | N/A     | $700000.00         | $728524.81         | Corporate Debt Securities                         |
| ARBOR RY CM RL ET NT  | 2041-01-23      | 5.5983%  | N/A     | $5839000.00        | $5864747.48        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $4400000.00        | $4717585.77        | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.8490%  | N/A     | $7281000.00        | $6713230.68        | Private Label Collateralized Mortgage Obligations |
| BUCKEYE PARTNERS L P  | 2043-11-15      | 5.8500%  | N/A     | $1649000.00        | $1556486.98        | Corporate Debt Securities                         |
| CENTRAL PARENT LLC /  | 2029-06-15      | 8.0000%  | N/A     | $3720000.00        | $3097867.20        | Corporate Debt Securities                         |
| CI FINL CORP CR SEN S | 2029-05-30      | 7.5000%  | N/A     | $1289000.00        | $1388755.71        | Corporate Debt Securities                         |
| CONTINE FIN CR CD MT  | 2035-12-15      | 5.4000%  | N/A     | $820000.00         | $822416.54         | Asset-Backed Securities                           |
| CROCS INCSR GLBL 144A | 2029-03-15      | 4.2500%  | N/A     | $690000.00         | $678620.18         | Corporate Debt Securities                         |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $418000.00         | $191933.58         | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.7338%  | N/A     | $118641.00         | $118608.86         | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP I | 2030-10-23      | 4.6920%  | N/A     | $3000000.00        | $3075007.00        | Corporate Debt Securities                         |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.6150%  | N/A     | $2903939.00        | $2885132.04        | Asset-Backed Securities                           |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.0950%  | N/A     | $21956215.00       | $21287876.95       | Private Label Collateralized Mortgage Obligations |
| GUARDIAN LIFE INS CO  | 2039-09-30      | 7.3750%  | N/A     | $186000.00         | $222170.18         | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $368000.00         | $358113.68         | Corporate Debt Securities                         |
| KENNEDY WILSON INC SR | 2031-03-01      | 5.0000%  | N/A     | $3389000.00        | $3315100.97        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC  | 2038-05-25      | 4.9850%  | N/A     | $1730000.00        | $1681526.60        | Corporate Debt Securities                         |
| MAREX GROUP PLCCR SEN | 2029-11-04      | 6.4040%  | N/A     | $300000.00         | $317138.53         | Corporate Debt Securities                         |
| METLIFE INCEXT JR SB  | 2069-08-01      | 10.7500% | N/A     | $561000.00         | $778029.24         | Corporate Debt Securities                         |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $1453000.00        | $1517992.69        | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1710%  | N/A     | $2723833.00        | $2663982.72        | Asset-Backed Securities                           |
| OBX TR 2024-NQM6 A-12 | 2064-02-25      | 6.4470%  | N/A     | $11479036.00       | $6735943.27        | Private Label Collateralized Mortgage Obligations |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $200000.00         | $199827.00         | Other Instrument                                  |
| SCHLUMBERGER HLDGS CO | 2034-06-01      | 5.0000%  | N/A     | $1000.00           | $1019.64           | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA  | 2036-01-20      | 8.5000%  | N/A     | $3100000.00        | $3131189.44        | Corporate Debt Securities                         |
| TRINITAS CLO LTD 2021 | 2038-04-20      | 4.8476%  | N/A     | $6627659.00        | $6462872.62        | Asset-Backed Securities                           |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $963000.00         | $745413.90         | Corporate Debt Securities                         |
| VICI PPTYS INC SR GLB | 2029-02-15      | 3.8750%  | N/A     | $1800000.00        | $1798758.75        | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $2176000.00        | $2236761.17        | Corporate Debt Securities                         |

### Security 341: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001J72
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALASKA AIRLINES EQ TR | 2029-02-15      | 4.8000%  | N/A     | $930000.00         | $580029.41         | Asset-Backed Securities                           |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $656000.00         | $725406.99         | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.8490%  | N/A     | $10000.00          | $9220.20           | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $8138000.00        | $8412839.25        | Corporate Debt Securities                         |
| BX TRUST 2024-BRBK A2 | 2041-10-15      | 6.5570%  | N/A     | $11320100.00       | $11379341.06       | Private Label Collateralized Mortgage Obligations |
| CALDERYS FING LLCSR S | 2028-06-01      | 11.2500% | N/A     | $200000.00         | $211713.50         | Corporate Debt Securities                         |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $20000.00          | $20050.00          | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2029-01-15      | 8.5000%  | N/A     | $3432000.00        | $3715443.16        | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 4.9445%  | N/A     | $462711.00         | $459041.89         | Private Label Collateralized Mortgage Obligations |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.7338%  | N/A     | $178835.00         | $178786.55         | Asset-Backed Securities                           |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.0950%  | N/A     | $151783.00         | $147162.79         | Private Label Collateralized Mortgage Obligations |
| HALLIBURTON CO SR GLB | 2035-11-15      | 4.8500%  | N/A     | $3283000.00        | $3273230.34        | Corporate Debt Securities                         |
| HESS CORPSR NT 5.6%41 | 2041-02-15      | 5.6000%  | N/A     | $1308000.00        | $1387639.76        | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2041-08-12      | 2.8000%  | N/A     | $849000.00         | $612355.40         | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $21000.00          | $20435.83          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC  | 2038-05-25      | 4.9850%  | N/A     | $35000.00          | $34019.32          | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2044-05-17      | 4.9000%  | N/A     | $10000.00          | $9503.16           | Corporate Debt Securities                         |
| MF1 2022-FL8 LTD A203 | 2037-02-20      | 5.0233%  | N/A     | $8795000.00        | $4249710.91        | Private Label Collateralized Mortgage Obligations |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $1740000.00        | $1817830.20        | Corporate Debt Securities                         |
| NUVEEN CHURCHILL DIRE | 2030-03-15      | 6.6500%  | N/A     | $1491000.00        | $1565143.70        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2040-04-01      | 3.6000%  | N/A     | $3933000.00        | $2947508.19        | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $599000.00         | $560332.55         | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $513000.00         | $544931.54         | Other Instrument                                  |
| SOCIETE GENERALE FR 6 | 2034-01-10      | 6.6910%  | N/A     | $400000.00         | $438222.89         | Corporate Debt Securities                         |
| STWD LTD 2021-FL2A203 | 2038-04-16      | 4.9919%  | N/A     | $12104000.00       | $4947458.42        | Asset-Backed Securities                           |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $294000.00         | $290951.71         | Corporate Debt Securities                         |
| WSTN TR 2023-MAUID203 | 2039-09-08      | 8.4548%  | N/A     | $4783000.00        | $4837955.57        | Private Label Collateralized Mortgage Obligations |

### Security 342: NIEUW AMSTERDAM RECEIVABLES CORPORATION

- **C.1 - Title:** NIEUW AMSTERDAM RECEIVABLES CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65409SCH9, C.4 - ISIN: US65409SCH94, C.3 - LEI: 54930052Z500U6IGFJ82
- **C.18 - Value (incl. sponsor support):** $71658619.20
- **C.18.a - Value (excl. sponsor support):** $71658619.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 343: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RHZ6, C.4 - ISIN: US65557RHZ64, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $15006849.00
- **C.18.a - Value (excl. sponsor support):** $15006849.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KCS1, C.4 - ISIN: US65558KCS15, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $99424220.00
- **C.18.a - Value (excl. sponsor support):** $99424220.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 345: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RJA9, C.4 - ISIN: US65557RJA95, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $50022795.00
- **C.18.a - Value (excl. sponsor support):** $50022795.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 346: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RHY9, C.4 - ISIN: US65557RHY99, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $75057397.50
- **C.18.a - Value (excl. sponsor support):** $75057397.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 347: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KCR3, C.4 - ISIN: US65558KCR32, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $273446057.50
- **C.18.a - Value (excl. sponsor support):** $273446057.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 348: NORDEA BANK ABP / NEW YORK

- **C.1 - Title:** NORDEA BANK ABP / NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WHH4, C.4 - ISIN: US65558WHH43, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $55015202.00
- **C.18.a - Value (excl. sponsor support):** $55015202.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 349: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BG86, C.4 - ISIN: US86724BG866, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $54103395.50
- **C.18.a - Value (excl. sponsor support):** $54103395.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 350: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BC49, C.4 - ISIN: US86724BC493, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $29898690.00
- **C.18.a - Value (excl. sponsor support):** $29898690.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 351: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MCR6, C.4 - ISIN: US62939MCR60, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $65637264.00
- **C.18.a - Value (excl. sponsor support):** $65637264.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 352: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MD12, C.4 - ISIN: US62939MD128, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $225592600.00
- **C.18.a - Value (excl. sponsor support):** $225592600.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 353: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MCS4, C.4 - ISIN: US62939MCS44, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $99440320.00
- **C.18.a - Value (excl. sponsor support):** $99440320.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 354: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984YLV4, C.4 - ISIN: US67984YLV47, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $50001933.50
- **C.18.a - Value (excl. sponsor support):** $50001933.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 355: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UEF6, C.4 - ISIN: US67983UEF66, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $24728750.00
- **C.18.a - Value (excl. sponsor support):** $24728750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 356: OVERSEA-CHINESE BANKING CORPORATION LIMITED

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSY5, C.4 - ISIN: US69034CSY56, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $150009330.00
- **C.18.a - Value (excl. sponsor support):** $150009330.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 357: OVERSEA-CHINESE BANKING CORPORATION LIMITED

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSV1, C.4 - ISIN: US69034CSV18, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $126000806.40
- **C.18.a - Value (excl. sponsor support):** $126000806.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 358: OVERSEA-CHINESE BANKING CORPORATION LIMITED

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BBR0, C.4 - ISIN: US69034BBR06, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $99734340.00
- **C.18.a - Value (excl. sponsor support):** $99734340.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 359: OVERSEA-CHINESE BANKING CORPORATION NY AGENCY

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKB0, C.4 - ISIN: US69033NKB00, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $175017220.00
- **C.18.a - Value (excl. sponsor support):** $175017220.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 360: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NNF7, C.4 - ISIN: US69901NNF77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96459580.00
- **C.18.a - Value (excl. sponsor support):** $96459580.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 361: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NMX9, C.4 - ISIN: US69901NMX92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $131389396.00
- **C.18.a - Value (excl. sponsor support):** $131389396.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 362: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q4S3, C.4 - ISIN: US69901Q4S32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $131979936.00
- **C.18.a - Value (excl. sponsor support):** $131979936.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 363: PENNSYLVANIA HGR EDU ASSISTANC

- **C.1 - Title:** PENNSYLVANIA HGR EDU ASSISTANC
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29694000.00
- **C.18.a - Value (excl. sponsor support):** $29694000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 364: PENNSYLVANIA HGR EDU ASSISTANC

- **C.1 - Title:** PENNSYLVANIA HGR EDU ASSISTANC
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBU8, C.4 - ISIN: US70878CBU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47241000.00
- **C.18.a - Value (excl. sponsor support):** $47241000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 365: PROVINCE OF ONTARIO

- **C.1 - Title:** PROVINCE OF ONTARIO
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323KD17, C.4 - ISIN: US68323KD172, C.3 - LEI: C7PVKCRGLG18EBQGZV36
- **C.18 - Value (incl. sponsor support):** $198759940.00
- **C.18.a - Value (excl. sponsor support):** $198759940.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 366: PROVINCE OF ONTARIO

- **C.1 - Title:** PROVINCE OF ONTARIO
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323KC42, C.4 - ISIN: US68323KC422, C.3 - LEI: C7PVKCRGLG18EBQGZV36
- **C.18 - Value (incl. sponsor support):** $49235394.26
- **C.18.a - Value (excl. sponsor support):** $49235394.26
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 367: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0RCM01GK7
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COSR GLBL NT 49    | 2049-08-26      | 3.2500%  | N/A     | $715000.00         | $505607.09         | Corporate Debt Securities          |
| AETNA INC NEWSR GLBL  | 2036-06-15      | 6.6250%  | N/A     | $10000.00          | $11072.81          | Corporate Debt Securities          |
| ALTRIA GROUP INC SR N | 2042-08-09      | 4.2500%  | N/A     | $200000.00         | $171511.50         | Corporate Debt Securities          |
| AMBAC ASSURANCE CORP  | 2099-01-01      | 5.1000%  | N/A     | $1000.00           | $966.47            | Corporate Debt Securities          |
| AMERICAN AIRLINES1LIE | 2028-02-15      | 7.2500%  | N/A     | $2765000.00        | $2905929.75        | Corporate Debt Securities          |
| AMERICAN HONDA FIN CO | 2028-09-01      | 4.2500%  | N/A     | $4635000.00        | $4739269.47        | Corporate Debt Securities          |
| AMERICAN WTR CAP CORP | 2055-09-01      | 5.7000%  | N/A     | $5000.00           | $5145.87           | Corporate Debt Securities          |
| AQUITAINE FDG CO LLC  | 2026-08-24      | 0.0000%  | N/A     | $20000000.00       | $19999220.00       | Money Market                       |
| ARMADA FDG CO LLC DIS | 2026-02-27      | 0.0000%  | N/A     | $500000.00         | $498454.00         | Money Market                       |
| AT&T INC SR GLBL NT 5 | 2056-08-15      | 6.0500%  | N/A     | $943000.00         | $986424.36         | Corporate Debt Securities          |
| AXON ENTERPRISE INCSR | 2033-03-15      | 6.2500%  | N/A     | $2763000.00        | $2930430.89        | Corporate Debt Securities          |
| BANCO SANTANDER SA SN | 2028-03-14      | 5.0689%  | N/A     | $200000.00         | $202711.20         | Corporate Debt Securities          |
| BANCO SANTANDER SA SN | 2031-03-25      | 2.9580%  | N/A     | $2200000.00        | $2059443.83        | Corporate Debt Securities          |
| BANK AMERICA CORPFR 5 | 2029-09-15      | 5.8190%  | N/A     | $4000.00           | $4256.85           | Corporate Debt Securities          |
| BANK AMERICA CORPFR 5 | 2036-05-09      | 5.4640%  | N/A     | $5665000.00        | $5947762.81        | Corporate Debt Securities          |
| BANK NOVA SCOTIA B C  | 2081-10-27      | 3.6250%  | N/A     | $438000.00         | $427528.33         | Corporate Debt Securities          |
| BARCLAYS PLC SR GLBL  | 2033-08-09      | 5.7460%  | N/A     | $680000.00         | $732613.98         | Corporate Debt Securities          |
| BELLRING BRANDS INCSR | 2030-03-15      | 7.0000%  | N/A     | $2254000.00        | $2377429.04        | Corporate Debt Securities          |
| BLACKROCK INCGLBL NT  | 2055-01-08      | 5.3500%  | N/A     | $94000.00          | $91465.71          | Corporate Debt Securities          |
| BOEING COCR SEN SR GL | 2050-05-01      | 5.8050%  | N/A     | $3604000.00        | $3628439.63        | Corporate Debt Securities          |
| BOEING COSR GLBL NT 5 | 2050-02-01      | 3.7500%  | N/A     | $4891000.00        | $3688918.55        | Corporate Debt Securities          |
| BROOKFIELD RENEWABLE  | 2026-03-17      | 0.0000%  | N/A     | $16840000.00       | $16754823.28       | Money Market                       |
| CAESARS ENTERTAINMENT | 2030-02-15      | 7.0000%  | N/A     | $1096000.00        | $1167123.09        | Corporate Debt Securities          |
| CARDINAL HEALTH INCSR | 2054-11-15      | 5.7500%  | N/A     | $40000.00          | $40509.17          | Corporate Debt Securities          |
| CARRIER GLOBAL CORPOR | 2054-03-15      | 6.2000%  | N/A     | $937000.00         | $1040838.34        | Corporate Debt Securities          |
| CCO HLDGS LLC / CCO H | 2032-02-01      | 4.7500%  | N/A     | $2932000.00        | $2687905.30        | Corporate Debt Securities          |
| CENOVUS ENERGY INC SR | 2036-03-20      | 5.4000%  | N/A     | $500000.00         | $504995.00         | Corporate Debt Securities          |
| CF INDS INCSR NT 5.37 | 2044-03-15      | 5.3750%  | N/A     | $2000.00           | $1944.59           | Corporate Debt Securities          |
| CHARTER COMMUNICATION | 2031-04-01      | 2.8000%  | N/A     | $254000.00         | $229338.01         | Corporate Debt Securities          |
| CITIGROUP INCFR 11%01 | 2034-01-29      | 2.0841%  | N/A     | $23000.00          | $17675.08          | Corporate Debt Securities          |
| CITIGROUP INCFR 5%032 | 2029-03-28      | 5.0000%  | N/A     | $35000.00          | $35604.26          | Corporate Debt Securities          |
| CITIGROUP INCJR SB GL | 2026-11-20      | 4.3000%  | N/A     | $2703000.00        | $2731789.95        | Corporate Debt Securities          |
| CITIGROUP INCSR GLBL  | 2031-03-31      | 4.4120%  | N/A     | $757000.00         | $767663.61         | Corporate Debt Securities          |
| CITIGROUP INCSR GLBL  | 2031-05-07      | 4.9520%  | N/A     | $60000.00          | $61892.83          | Corporate Debt Securities          |
| CITIGROUP INCSR GLBL  | 2030-11-05      | 2.9760%  | N/A     | $34000.00          | $32624.59          | Corporate Debt Securities          |
| CITIGROUP INCSR GLBL  | 2032-05-01      | 2.5610%  | N/A     | $10000.00          | $9134.61           | Corporate Debt Securities          |
| CITIGROUP INCSR GLBL  | 2028-02-24      | 5.0390%  | N/A     | $1000000.00        | $1016095.67        | Corporate Debt Securities          |
| CITIGROUP INCSR GLBL  | 2027-06-09      | 4.4688%  | N/A     | $5000.00           | $5037.51           | Corporate Debt Securities          |
| CITIGROUP INCSR GLBL  | 2032-11-03      | 2.5200%  | N/A     | $9000.00           | $8111.52           | Corporate Debt Securities          |
| CITIGROUP INCSR GLBL  | 2028-05-24      | 4.6580%  | N/A     | $125000.00         | $127081.21         | Corporate Debt Securities          |
| COMCAST CORP NEW SR N | 2053-05-15      | 5.3500%  | N/A     | $10000000.00       | $9103658.33        | Corporate Debt Securities          |
| CRH AMERICA FINANCE I | 2056-02-09      | 5.6000%  | N/A     | $137000.00         | $137888.67         | Corporate Debt Securities          |
| CVS HEALTH CORP4.78%3 | 2038-03-25      | 4.7800%  | N/A     | $130000.00         | $124239.34         | Corporate Debt Securities          |
| CVS HEALTH CORPSR GLB | 2050-04-01      | 4.2500%  | N/A     | $9016000.00        | $7092153.40        | Corporate Debt Securities          |
| CVS HEALTH CORPSR GLB | 2048-03-25      | 5.0500%  | N/A     | $15000.00          | $13474.87          | Corporate Debt Securities          |
| DAIMLER TRUCKS FIN NO | 2028-09-20      | 5.4000%  | N/A     | $613000.00         | $643858.42         | Corporate Debt Securities          |
| DEUTSCHE BK AG N Y SN | 2029-01-10      | 4.8677%  | N/A     | $1000000.00        | $1009629.88        | Corporate Debt Securities          |
| DEVON ENERGY CORP NEW | 2054-09-15      | 5.7500%  | N/A     | $6133000.00        | $5975335.90        | Corporate Debt Securities          |
| DIRECTV HLDGS LLC / D | 2042-03-15      | 5.1500%  | N/A     | $25000.00          | $11189.24          | Corporate Debt Securities          |
| DISCOVERY COMMUNICATI | 2055-09-15      | 4.0000%  | N/A     | $80000.00          | $43200.00          | Corporate Debt Securities          |
| DOW CHEMICAL COFR 6.5 | 2055-05-15      | 6.5500%  | N/A     | $50000.00          | $49634.79          | Corporate Debt Securities          |
| DUKE ENERGY CORP NEW  | 2026-03-04      | 0.0000%  | N/A     | $1875000.00        | $1868317.50        | Money Market                       |
| EDISON INTLSR GLBL NT | 2027-06-15      | 5.7500%  | N/A     | $18000.00          | $18443.12          | Corporate Debt Securities          |
| ELECTRICITE DE FRANCE | 2028-09-21      | 4.5000%  | N/A     | $441000.00         | $451621.49         | Corporate Debt Securities          |
| ELECTRONIC ARTS INCSR | 2051-02-15      | 2.9500%  | N/A     | $5274000.00        | $5014365.38        | Corporate Debt Securities          |
| ENBRIDGE INC LW TIER  | 2084-01-15      | 8.5000%  | N/A     | $30000.00          | $34421.45          | Corporate Debt Securities          |
| ENERGY TRANSFER L PSR | 2043-02-01      | 5.1500%  | N/A     | $50000.00          | $46637.35          | Corporate Debt Securities          |
| ENTEGRIS INC SR SEC G | 2029-04-15      | 4.7500%  | N/A     | $3853000.00        | $3905147.14        | Corporate Debt Securities          |
| ENTERPRISE PRODS OPER | 2055-02-16      | 5.5500%  | N/A     | $1868000.00        | $1868529.27        | Corporate Debt Securities          |
| EVERGY KANS CENT INC  | 2043-04-01      | 4.1000%  | N/A     | $9000000.00        | $7689895.00        | Corporate Debt Securities          |
| FAIRFAX FINL HLDGS LT | 2033-12-07      | 6.0000%  | N/A     | $8000000.00        | $8565706.67        | Corporate Debt Securities          |
| FIFTH THIRD BANCORPPE | 2099-01-01      | 6.9665%  | N/A     | $20000.00          | $20186.31          | Corporate Debt Securities          |
| FORTRESS TRANSN & INF | 2030-12-01      | 7.8750%  | N/A     | $1363000.00        | $1463720.59        | Corporate Debt Securities          |
| FOUNDRY JV HOLDCO LLC | 2037-01-25      | 6.2000%  | N/A     | $3001000.00        | $3177162.03        | Corporate Debt Securities          |
| FREEDOM MORTGAGE CORP | 2030-10-01      | 12.2500% | N/A     | $2000000.00        | $2290546.11        | Corporate Debt Securities          |
| FREEDOM MTG HLDGS LLC | 2031-05-01      | 6.8750%  | N/A     | $3345000.00        | $3391129.41        | Corporate Debt Securities          |
| FREEPORT MCMORAN INC  | 2043-03-15      | 5.4500%  | N/A     | $45000.00          | $44964.79          | Corporate Debt Securities          |
| GE HEALTHCARE TECHNOL | 2035-12-15      | 4.9500%  | N/A     | $6630000.00        | $6625872.83        | Corporate Debt Securities          |
| GENERAL MTRS FINL CO  | 2032-01-12      | 3.1000%  | N/A     | $3691000.00        | $3384757.73        | Corporate Debt Securities          |
| GLOBAL PMTS INCSR GLB | 2035-11-15      | 5.5500%  | N/A     | $2324000.00        | $2338982.05        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2030-02-07      | 2.6000%  | N/A     | $2012000.00        | $1914467.18        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2038-01-29      | 5.1000%  | N/A     | $1874000.00        | $1848666.64        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2039-05-15      | 5.7500%  | N/A     | $10000.00          | $10488.66          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2028-03-06      | 1.8948%  | N/A     | $30000.00          | $27745.69          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2027-10-28      | 5.6829%  | N/A     | $41000.00          | $41493.87          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2027-03-09      | 4.5088%  | N/A     | $20000.00          | $20142.08          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2035-07-23      | 5.3300%  | N/A     | $7000.00           | $7170.77           | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2033-02-24      | 3.1020%  | N/A     | $24000.00          | $22368.77          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2047-01-21      | 5.5410%  | N/A     | $1206000.00        | $1195441.77        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2030-07-23      | 5.0490%  | N/A     | $13000.00          | $13321.38          | Corporate Debt Securities          |
| GRIFFON CORP SR GLBL  | 2028-03-01      | 5.7500%  | N/A     | $25000.00          | $25602.47          | Corporate Debt Securities          |
| GTE NORTH INCSR GLBL  | 2028-02-15      | 6.7300%  | N/A     | $1663000.00        | $1768344.12        | Corporate Debt Securities          |
| HEALTHPEAK OP LLC DIS | 2026-02-25      | 0.0000%  | N/A     | $9356780.00        | $9329542.41        | Money Market                       |
| HP INC SR GLBL NT 6%4 | 2041-09-15      | 6.0000%  | N/A     | $185000.00         | $188751.80         | Corporate Debt Securities          |
| HYUNDAI CAP AMER FR 5 | 2028-01-07      | 5.0000%  | N/A     | $2802000.00        | $2854017.57        | Corporate Debt Securities          |
| INGRAM MICRO INC SR S | 2029-05-15      | 4.7500%  | N/A     | $2573000.00        | $2554000.54        | Corporate Debt Securities          |
| INTEL CORP SR GLBL NT | 2047-12-08      | 3.7340%  | N/A     | $2075000.00        | $1511188.38        | Corporate Debt Securities          |
| INTEL CORP SR GLBL NT | 2062-08-05      | 5.0500%  | N/A     | $4820000.00        | $4126780.91        | Corporate Debt Securities          |
| INTERNATIONAL PAPER C | 2041-11-15      | 6.0000%  | N/A     | $500000.00         | $527105.00         | Corporate Debt Securities          |
| INTERNATIONAL PAPER C | 2048-08-15      | 4.3500%  | N/A     | $705000.00         | $589794.19         | Corporate Debt Securities          |
| INTESA SANPAOLO S P A | 2033-11-21      | 8.2480%  | N/A     | $5045000.00        | $6069380.52        | Corporate Debt Securities          |
| INTESA SANPAOLO S P A | 2053-11-28      | 7.8000%  | N/A     | $2500000.00        | $3126883.33        | Corporate Debt Securities          |
| JEFFERIES FINANCIAL G | 2028-07-21      | 5.8750%  | N/A     | $3000.00           | $3120.24           | Corporate Debt Securities          |
| JEFFERIES FINANCIAL G | 2034-04-14      | 6.2000%  | N/A     | $1000.00           | $1072.24           | Corporate Debt Securities          |
| JEFFERIES FINANCIAL G | 2036-01-15      | 6.2500%  | N/A     | $50000.00          | $52784.21          | Corporate Debt Securities          |
| LINCOLN NATL CORP IND | 2067-04-20      | 5.9692%  | N/A     | $75000.00          | $60649.40          | Corporate Debt Securities          |
| LOWES COS INCSR GLBL  | 2047-05-03      | 4.0500%  | N/A     | $2345000.00        | $1896161.14        | Corporate Debt Securities          |
| LOWES COS INCSR GLBL  | 2053-04-15      | 5.6250%  | N/A     | $3000.00           | $2985.02           | Corporate Debt Securities          |
| MACQUARIE GROUP LIMIT | 2027-09-23      | 4.6068%  | N/A     | $500000.00         | $503588.26         | Corporate Debt Securities          |
| MACQUARIE GROUP LIMIT | 2027-09-23      | 1.6290%  | N/A     | $3640000.00        | $3603296.97        | Corporate Debt Securities          |
| MARKEL GROUP INC GLBL | 2054-05-16      | 6.0000%  | N/A     | $2000.00           | $2057.77           | Corporate Debt Securities          |
| MARSH & MCLENNAN COS  | 2027-11-08      | 4.5079%  | N/A     | $12000.00          | $12181.29          | Corporate Debt Securities          |
| MCDONALDS CORP FR 4.8 | 2045-12-09      | 4.8750%  | N/A     | $2603000.00        | $2394385.82        | Corporate Debt Securities          |
| MORGAN STANLEY FR 6.3 | 2042-07-24      | 6.3750%  | N/A     | $5397000.00        | $6009465.05        | Corporate Debt Securities          |
| NEW FORTRESS ENERGY I | 2026-09-30      | 6.5000%  | N/A     | $28000.00          | $3117.15           | Corporate Debt Securities          |
| NEW FORTRESS ENERGY I | 2029-03-15      | 8.7500%  | N/A     | $125000.00         | $11920.31          | Corporate Debt Securities          |
| NEXTERA ENERGY CAP HL | 2066-10-01      | 5.9899%  | N/A     | $25000.00          | $22543.38          | Corporate Debt Securities          |
| NFE FING LLC SR SEC G | 2029-11-15      | 12.0000% | N/A     | $412.00            | $153.47            | Corporate Debt Securities          |
| NXP B V / NXP FDG LLC | 2041-05-11      | 3.2500%  | N/A     | $600000.00         | $459853.17         | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP  | 2030-07-15      | 8.8750%  | N/A     | $8666000.00        | $10028277.15       | Corporate Debt Securities          |
| OCCIDENTAL PETE CORP  | 2031-09-15      | 7.8750%  | N/A     | $250000.00         | $294390.31         | Corporate Debt Securities          |
| OFFICE PPTYS INCOME T | 2027-03-15      | 0.0000%  | N/A     | $1705000.00        | $1281244.75        | Corporate Debt Securities          |
| OMNIS FDG TR SR 144A  | 2055-05-15      | 6.7220%  | N/A     | $800000.00         | $856691.33         | Corporate Debt Securities          |
| ONE CALL CORP2LIEN GL | 2032-05-01      | 8.5000%  | N/A     | $651000.00         | $666902.56         | Corporate Debt Securities          |
| ORACLE CORPSR GLBL NT | 2055-08-03      | 6.0000%  | N/A     | $152000.00         | $136632.80         | Corporate Debt Securities          |
| ORACLE CORPSR GLBL NT | 2060-04-01      | 3.8500%  | N/A     | $100000.00         | $61720.64          | Corporate Debt Securities          |
| ORACLE CORPSR GLBL NT | 2039-07-08      | 6.1250%  | N/A     | $240000.00         | $237475.93         | Corporate Debt Securities          |
| OWENS CORNING NEWSR G | 2048-01-30      | 4.4000%  | N/A     | $900000.00         | $747729.00         | Corporate Debt Securities          |
| PACIFICORP 1M GLBL BD | 2055-01-15      | 5.8000%  | N/A     | $100000.00         | $94765.67          | Corporate Debt Securities          |
| PANTHER ES IS LLC/CO- | 2031-06-01      | 7.1250%  | N/A     | $1033000.00        | $1072869.93        | Corporate Debt Securities          |
| PARAMOUNT GLOBAL SR G | 2043-03-15      | 4.3750%  | N/A     | $8214000.00        | $5786485.78        | Corporate Debt Securities          |
| PARAMOUNT GLOBAL SR G | 2050-05-19      | 4.9500%  | N/A     | $3500000.00        | $2488298.75        | Corporate Debt Securities          |
| PETSMART INC / PETSMA | 2032-09-15      | 7.5000%  | N/A     | $3375000.00        | $3568016.25        | Corporate Debt Securities          |
| PNC FINL SVCS GROUP I | 2079-12-31      | 6.0000%  | N/A     | $1000.00           | $1015.87           | Corporate Debt Securities          |
| PNC FINL SVCS GROUP I | 2099-01-01      | 6.2000%  | N/A     | $5000.00           | $5113.65           | Corporate Debt Securities          |
| QWEST CAPFDG INC SR N | 2031-02-15      | 7.7500%  | N/A     | $30000.00          | $28342.23          | Corporate Debt Securities          |
| REYNOLDS AMERICAN INC | 2045-08-15      | 5.8500%  | N/A     | $137000.00         | $139151.24         | Corporate Debt Securities          |
| ROGERS COMMUNICATIONS | 2049-11-15      | 3.7000%  | N/A     | $2201000.00        | $1626315.23        | Corporate Debt Securities          |
| ROGERS COMMUNICATIONS | 2038-08-15      | 7.5000%  | N/A     | $1040000.00        | $1238811.60        | Corporate Debt Securities          |
| ROGERS COMMUNICATIONS | 2034-02-15      | 5.3000%  | N/A     | $3733000.00        | $3873740.32        | Corporate Debt Securities          |
| SCHWAB CHARLES CORPPE | 2079-12-31      | 4.0000%  | N/A     | $90000.00          | $84939.80          | Corporate Debt Securities          |
| SOCIETE GENERALE SUB  | 2055-01-19      | 7.1320%  | N/A     | $360000.00         | $386074.52         | Corporate Debt Securities          |
| SOUTHERN CALIF EDISON | 2055-03-01      | 5.9000%  | N/A     | $14000.00          | $13918.23          | Corporate Debt Securities          |
| SOUTHERN CALIF EDISON | 2052-02-01      | 3.4500%  | N/A     | $5000000.00        | $3433170.83        | Corporate Debt Securities          |
| SOUTHERN PWR COSR GLB | 2035-10-01      | 4.9000%  | N/A     | $6420000.00        | $6434897.97        | Corporate Debt Securities          |
| STARBUCKS CORP SR GLB | 2050-11-15      | 3.5000%  | N/A     | $1650000.00        | $1183976.75        | Corporate Debt Securities          |
| SUMITOMO MITSUI BKG C | 2026-02-10      | 3.8900%  | N/A     | $4877000.00        | $4887700.95        | Money Market                       |
| SUNTRUST PFD CAP I PE | 2079-12-31      | 4.6298%  | N/A     | $17000.00          | $13166.09          | Corporate Debt Securities          |
| SVENSKA HANDELSBANKEN | 2026-03-05      | 3.8600%  | N/A     | $2745000.00        | $2745356.85        | Money Market                       |
| T MOBILE USA INC SR G | 2055-06-15      | 5.2500%  | N/A     | $53000.00          | $48632.40          | Corporate Debt Securities          |
| TELESAT CDA / TELESAT | 2026-12-06      | 5.6250%  | N/A     | $5679000.00        | $4524565.78        | Corporate Debt Securities          |
| TELESAT CDA / TELESAT | 2027-10-15      | 6.5000%  | N/A     | $5762000.00        | $2702426.02        | Corporate Debt Securities          |
| TELESAT CDA / TELESAT | 2027-10-15      | 6.5000%  | N/A     | $400000.00         | $187603.33         | Corporate Debt Securities          |
| TELESAT CDA / TELESAT | 2027-06-01      | 4.8750%  | N/A     | $1760000.00        | $1351661.67        | Corporate Debt Securities          |
| TORONTO DOMINION BK O | 2082-10-31      | 8.1250%  | N/A     | $1554000.00        | $1660623.83        | Corporate Debt Securities          |
| TRANSCANADA PIPELINES | 2067-05-15      | 6.3234%  | N/A     | $29000.00          | $26342.13          | Corporate Debt Securities          |
| TRANSDIGM INC2LIEN GL | 2032-03-01      | 6.6250%  | N/A     | $1443000.00        | $1532148.74        | Corporate Debt Securities          |
| TRAVELERS COMPANIES I | 2055-07-24      | 5.7000%  | N/A     | $10266000.00       | $10516901.04       | Corporate Debt Securities          |
| TRUIST FINL CORP FR 5 | 2030-01-24      | 5.4350%  | N/A     | $213000.00         | $220379.56         | Corporate Debt Securities          |
| TYCO ELECTRONICS GROU | 2032-02-04      | 2.5000%  | N/A     | $6282000.00        | $5719272.40        | Corporate Debt Securities          |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $15300.00          | $15375.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| UNUM GROUP SR GLBL NT | 2054-06-15      | 6.0000%  | N/A     | $935000.00         | $943555.25         | Corporate Debt Securities          |
| VAR ENERGI ASA SR GLB | 2035-05-22      | 6.5000%  | N/A     | $4560000.00        | $4870069.87        | Corporate Debt Securities          |
| VERIZON COMMUNICATION | 2027-03-16      | 4.1250%  | N/A     | $6604000.00        | $6725144.88        | Corporate Debt Securities          |
| VERIZON COMMUNICATION | 2047-05-15      | 4.9000%  | N/A     | $18000.00          | $15825.75          | Corporate Debt Securities          |
| VERIZON COMMUNICATION | 2048-07-15      | 5.0500%  | N/A     | $15000.00          | $13379.91          | Corporate Debt Securities          |
| VERMILION ENERGY INC  | 2033-02-15      | 7.2500%  | N/A     | $478000.00         | $480255.76         | Corporate Debt Securities          |
| VOYAGER AVIATION HOLD | 2026-05-09      | 0.0000%  | N/A     | $233000.00         | $5175.46           | Corporate Debt Securities          |
| VW CREDIT INC         | 2026-02-17      | 0.0000%  | N/A     | $250000.00         | $249492.00         | Money Market                       |
| WELLS FARGO & CO FR 2 | 2028-06-02      | 2.3930%  | N/A     | $109000.00         | $107122.52         | Corporate Debt Securities          |
| WELLS FARGO & CO FR 3 | 2045-05-01      | 3.9000%  | N/A     | $49000.00          | $40318.26          | Corporate Debt Securities          |
| WELLS FARGO & CO FR 4 | 2029-09-15      | 4.0780%  | N/A     | $2000.00           | $2028.11           | Corporate Debt Securities          |
| WELLS FARGO & CO FR 4 | 2029-01-24      | 4.1500%  | N/A     | $25000.00          | $25106.04          | Corporate Debt Securities          |
| WELLS FARGO & CO FR 5 | 2047-01-23      | 5.4330%  | N/A     | $7421000.00        | $7323535.68        | Corporate Debt Securities          |
| WELLS FARGO & CO VR 0 | 2028-04-22      | 4.7269%  | N/A     | $343000.00         | $345242.74         | Corporate Debt Securities          |
| WELLS FARGO & CO VR 0 | 2029-09-15      | 4.5594%  | N/A     | $65000.00          | $65605.26          | Corporate Debt Securities          |
| WORLDWIDE MEDIA SVCS  | 2027-10-31      | 13.0000% | N/A     | $4042289.00        | $5132247.31        | Corporate Debt Securities          |
| WYNN MACAU LTD SR GLB | 2029-12-15      | 5.1250%  | N/A     | $222000.00         | $221850.43         | Corporate Debt Securities          |
| XYLEM INCSR GLBL NT 3 | 2031-01-30      | 2.2500%  | N/A     | $2000.00           | $1811.36           | Corporate Debt Securities          |
| YUM BRANDS INC SR GLB | 2032-04-01      | 5.3750%  | N/A     | $10000.00          | $10303.47          | Corporate Debt Securities          |

### Security 368: RIDGEFIELD FUNDING COMPANY LLC - SERIES A

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC - SERIES A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KFG1, C.4 - ISIN: US76582KFG13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98593850.00
- **C.18.a - Value (excl. sponsor support):** $98593850.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 369: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WB25, C.4 - ISIN: US78013WB259, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $165949585.80
- **C.18.a - Value (excl. sponsor support):** $165949585.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 370: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRY5, C.4 - ISIN: US78014XRY57, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $130078611.00
- **C.18.a - Value (excl. sponsor support):** $130078611.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 371: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.4 - ISIN: US78014XRJ80, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $140067886.00
- **C.18.a - Value (excl. sponsor support):** $140067886.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 372: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WG79, C.4 - ISIN: US78013WG795, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $179067415.80
- **C.18.a - Value (excl. sponsor support):** $179067415.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 373: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSJ7, C.4 - ISIN: US78014XSJ71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $229964005.00
- **C.18.a - Value (excl. sponsor support):** $229964005.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 374: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $187706301.00
- **C.18.a - Value (excl. sponsor support):** $187706301.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 375: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3MM0B
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 376: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3MVCF
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 377: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QB66, C.4 - ISIN: US80285QB665, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $279801816.00
- **C.18.a - Value (excl. sponsor support):** $279801816.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 378: SHEFFIELD RECEIVABLES CO LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES CO LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124QEA5, C.4 - ISIN: US82124QEA58, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $67012106.90
- **C.18.a - Value (excl. sponsor support):** $67012106.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSS4, C.4 - ISIN: US83050WSS43, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $49029640.10
- **C.18.a - Value (excl. sponsor support):** $49029640.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UEL8, C.4 - ISIN: US83050UEL89, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $50425724.70
- **C.18.a - Value (excl. sponsor support):** $50425724.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 381: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UD21, C.4 - ISIN: US83050UD213, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $68558337.90
- **C.18.a - Value (excl. sponsor support):** $68558337.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 382: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UCS5, C.4 - ISIN: US83050UCS50, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $99431760.00
- **C.18.a - Value (excl. sponsor support):** $99431760.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 383: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UE53, C.4 - ISIN: US83050UE534, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $71296891.20
- **C.18.a - Value (excl. sponsor support):** $71296891.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 384: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UG85, C.4 - ISIN: US83050UG851, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $75750628.80
- **C.18.a - Value (excl. sponsor support):** $75750628.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 385: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UJR0, C.4 - ISIN: US83050UJR05, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $48799790.00
- **C.18.a - Value (excl. sponsor support):** $48799790.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 386: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UD13, C.4 - ISIN: US83050UD130, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $119244192.00
- **C.18.a - Value (excl. sponsor support):** $119244192.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 387: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFV5, C.4 - ISIN: US83050UFV52, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $50217394.80
- **C.18.a - Value (excl. sponsor support):** $50217394.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFR4, C.4 - ISIN: US83050UFR41, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $49253415.00
- **C.18.a - Value (excl. sponsor support):** $49253415.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UK23, C.4 - ISIN: US83050UK234, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $121913425.00
- **C.18.a - Value (excl. sponsor support):** $121913425.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3274830051, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: YCA2B52
- **C.18 - Value (incl. sponsor support):** $100000900.00
- **C.18.a - Value (excl. sponsor support):** $100000900.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 391: SKANDINAVISKA ENSKILDA BANKEN AB/LONDON

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3007617395, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: XE80637
- **C.18 - Value (incl. sponsor support):** $50018675.00
- **C.18.a - Value (excl. sponsor support):** $50018675.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 392: SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: ZS3MLWQ
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 393: SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: ZS3MX0B
- **C.18 - Value (incl. sponsor support):** $620000000.00
- **C.18.a - Value (excl. sponsor support):** $620000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 394: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369CB29, C.4 - ISIN: US83369CB292, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $194940583.50
- **C.18.a - Value (excl. sponsor support):** $194940583.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 395: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02XU1, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AI CANDELARIA SPAIN S | 2033-06-15      | 5.7500%  | N/A     | $1000000.00        | $899377.50         | Corporate Debt Securities                         |
| ALTICE FINANCING S.A. | 2029-08-15      | 5.7500%  | N/A     | $3926000.00        | $2932070.94        | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $2243000.00        | $2480316.88        | Corporate Debt Securities                         |
| ANGLOGOLD ASHANTI HDL | 2040-04-15      | 6.5000%  | N/A     | $2864000.00        | $3127998.75        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE  | 2030-04-15      | 7.0000%  | N/A     | $2360000.00        | $2437234.93        | Corporate Debt Securities                         |
| APLD COMPUTECO LLC 1L | 2030-12-15      | 9.2500%  | N/A     | $520000.00         | $548145.58         | Corporate Debt Securities                         |
| ASTON MARTIN CAP HLDG | 2029-03-31      | 10.0000% | N/A     | $200000.00         | $184420.44         | Corporate Debt Securities                         |
| ATLANTICUS HOLDINGS C | 2030-09-01      | 9.7500%  | N/A     | $1280000.00        | $1273578.67        | Corporate Debt Securities                         |
| BANCO DE BOGOTA SA SR | 2027-08-03      | 4.3750%  | N/A     | $516000.00         | $525071.50         | Corporate Debt Securities                         |
| BANCOLOMBIA S ALW TIE | 2034-12-24      | 8.6250%  | N/A     | $1000000.00        | $1075855.00        | Corporate Debt Securities                         |
| BARCLAYS PLC ALT TIER | 2099-01-01      | 7.6250%  | N/A     | $1082000.00        | $1175064.17        | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2030-09-10      | 4.9420%  | N/A     | $1650000.00        | $1710685.17        | Corporate Debt Securities                         |
| BBVA MEXICO SA INSTIT | 2033-01-18      | 5.1250%  | N/A     | $200000.00         | $198286.14         | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM  | 2032-07-15      | 7.2500%  | N/A     | $2000000.00        | $2124121.67        | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM  | 2029-07-15      | 7.0000%  | N/A     | $2000000.00        | $2086453.33        | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 4.6250%  | N/A     | $200000.00         | $199674.50         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  | N/A     | $46504000.00       | $47370524.53       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2030-11-06      | 5.5000%  | N/A     | $13416000.00       | $13802828.00       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2033-02-04      | 5.5000%  | N/A     | $7211000.00        | $7175746.22        | Other Instrument                                  |
| BRF SA SR GLBL REGS 5 | 2050-09-21      | 5.7500%  | N/A     | $1000000.00        | $850394.17         | Corporate Debt Securities                         |
| BX COM MRTG TR 2022-C | 2039-06-15      | 8.9389%  | N/A     | $183819.00         | $183707.15         | Private Label Collateralized Mortgage Obligations |
| C&W SR FIN LTD SR GLB | 2033-01-15      | 9.0000%  | N/A     | $465000.00         | $482869.95         | Corporate Debt Securities                         |
| CABLE ONDA S.A.SR GLB | 2030-01-30      | 4.5000%  | N/A     | $2000000.00        | $1908640.00        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2030-03-01      | 4.7500%  | N/A     | $2000000.00        | $1929979.44        | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2030-10-15      | 3.0000%  | N/A     | $2050000.00        | $1849653.50        | Corporate Debt Securities                         |
| CENTRAIS ELET BRAS SA | 2030-02-04      | 4.6250%  | N/A     | $1500000.00        | $1485616.67        | Corporate Debt Securities                         |
| CENTRAL PARENT LLC /  | 2029-06-15      | 8.0000%  | N/A     | $2289000.00        | $1906187.64        | Corporate Debt Securities                         |
| CIBANCO S A INSTITUCI | 2031-07-22      | 4.3750%  | N/A     | $2000000.00        | $1767264.44        | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC | 2026-10-15      | 5.0000%  | N/A     | $2875000.00        | $2913333.33        | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITIO | 2030-04-15      | 8.7500%  | N/A     | $3045000.00        | $3122954.54        | Corporate Debt Securities                         |
| COINBASE GLOBAL INCSR | 2031-10-01      | 3.6250%  | N/A     | $2000.00           | $1796.43           | Corporate Debt Securities                         |
| COMSTOCK RES INC SR G | 2029-03-01      | 6.7500%  | N/A     | $2970000.00        | $3062894.18        | Corporate Debt Securities                         |
| COMSTOCK RES INC SR G | 2030-01-15      | 5.8750%  | N/A     | $3000000.00        | $2935973.75        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S AFR | 2037-01-12      | 5.2610%  | N/A     | $498000.00         | $499593.85         | Corporate Debt Securities                         |
| DANAOS CORPORATION SR | 2032-10-15      | 6.8750%  | N/A     | $5000.00           | $5257.76           | Corporate Debt Securities                         |
| DOMINICAN REPUBLIC SR | 2060-01-30      | 5.8750%  | N/A     | $1844000.00        | $1634706.00        | Other Instrument                                  |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $977000.00         | $887893.26         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2033-01-13      | 8.8750%  | N/A     | $500000.00         | $539190.49         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2029-01-19      | 8.6250%  | N/A     | $724000.00         | $778564.56         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2051-11-02      | 5.8750%  | N/A     | $999000.00         | $738372.00         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $794000.00         | $845629.63         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2034-03-08      | 6.1250%  | N/A     | $1581000.00        | $1656729.46        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2027-11-04      | 7.3500%  | N/A     | $1674000.00        | $1777383.45        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2030-06-10      | 7.2000%  | N/A     | $2566000.00        | $2784238.30        | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $1800000.00        | $1936281.00        | Corporate Debt Securities                         |
| GC TREAS CTR CO LTDPE | 2099-01-01      | 6.5000%  | N/A     | $2000000.00        | $2070115.56        | Corporate Debt Securities                         |
| GENWORTH HLDGS INC EX | 2066-11-15      | 6.1159%  | N/A     | $2244000.00        | $1881866.39        | Corporate Debt Securities                         |
| GEO GROUP INCSR SEC G | 2029-04-15      | 8.6250%  | N/A     | $1930000.00        | $2066849.06        | Corporate Debt Securities                         |
| GLOBO COMUNICACOES E  | 2030-01-22      | 4.8750%  | N/A     | $1365000.00        | $1339479.05        | Corporate Debt Securities                         |
| GRAHAM HLDGS COSR GLB | 2033-12-01      | 5.6250%  | N/A     | $2653000.00        | $2689087.43        | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB  | 2031-11-15      | 8.6250%  | N/A     | $1500000.00        | $1575703.13        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/ | 2030-06-15      | 9.0000%  | N/A     | $2798000.00        | $2756169.90        | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS  | 2029-05-01      | 9.1250%  | N/A     | $2066668.00        | $2054870.48        | Corporate Debt Securities                         |
| IHS HOLDING LIMITEDSR | 2031-11-29      | 8.2500%  | N/A     | $843000.00         | $893385.41         | Corporate Debt Securities                         |
| INGEVITY CORPSR GLBL  | 2028-11-01      | 3.8750%  | N/A     | $2890000.00        | $2836765.80        | Corporate Debt Securities                         |
| IOCHPE MAXION AUSTRIA | 2028-05-07      | 5.0000%  | N/A     | $1000000.00        | $985787.78         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-01      | 5.0000%  | N/A     | $1898000.00        | $1808863.59        | Corporate Debt Securities                         |
| IRON MOUNTAIN INFORMA | 2032-07-15      | 5.0000%  | N/A     | $2684000.00        | $2597861.49        | Corporate Debt Securities                         |
| ITT HOLDINGS LLC SR 1 | 2029-08-01      | 6.5000%  | N/A     | $2343000.00        | $2338382.99        | Corporate Debt Securities                         |
| JAGUAR LAND ROVER PLC | 2029-07-15      | 5.5000%  | N/A     | $2000000.00        | $2002223.33        | Corporate Debt Securities                         |
| JANE STR GROUP LLC /  | 2031-04-30      | 7.1250%  | N/A     | $2077000.00        | $2220982.83        | Corporate Debt Securities                         |
| JSW STEEL LTDGLBL 1 R | 2027-04-05      | 3.9500%  | N/A     | $2998000.00        | $3013044.13        | Corporate Debt Securities                         |
| LD CELULOSE INTERNATI | 2032-01-26      | 7.9500%  | N/A     | $500000.00         | $527176.67         | Corporate Debt Securities                         |
| LIBERTY COSTA RICA SR | 2031-01-15      | 10.8750% | N/A     | $900000.00         | $956458.13         | Corporate Debt Securities                         |
| LIMAK CIMENTO SANAYI  | 2029-07-25      | 9.7500%  | N/A     | $800000.00         | $814483.33         | Corporate Debt Securities                         |
| MATADOR RES CO SR GLB | 2028-04-15      | 6.8750%  | N/A     | $2450000.00        | $2549793.60        | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS  | 2030-08-01      | 4.1250%  | N/A     | $2000000.00        | $1937240.83        | Corporate Debt Securities                         |
| MEDCO MAPLE TREE PTE  | 2029-04-27      | 8.9600%  | N/A     | $900000.00         | $959784.00         | Corporate Debt Securities                         |
| MERCK & CO INC 3.9%39 | 2039-03-07      | 3.9000%  | N/A     | $350000.00         | $317240.58         | Corporate Debt Securities                         |
| MINERAL RES LTDSR 144 | 2031-04-01      | 7.0000%  | N/A     | $1823000.00        | $1955147.24        | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S  | 2033-09-13      | 8.8750%  | N/A     | $500000.00         | $562862.15         | Corporate Debt Securities                         |
| MINSUR SAGLBL REGS NT | 2031-10-28      | 4.5000%  | N/A     | $2000000.00        | $1944900.00        | Corporate Debt Securities                         |
| MOOG INC SR GLBL 144A | 2027-12-15      | 4.2500%  | N/A     | $3072000.00        | $3072161.28        | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS | 2030-12-31      | 11.5000% | N/A     | $2122084.00        | $2236973.63        | Corporate Debt Securities                         |
| NEW GOLD INC CDA SR G | 2032-04-01      | 6.8750%  | N/A     | $3000.00           | $3260.06           | Corporate Debt Securities                         |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $505000.00         | $538074.13         | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P  | 2027-04-28      | 5.6250%  | N/A     | $254000.00         | $260328.41         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2046-03-15      | 6.6000%  | N/A     | $14019000.00       | $14849064.99       | Corporate Debt Securities                         |
| OCEANICA LUX SR SEC G | 2029-10-02      | 13.0000% | N/A     | $1808000.00        | $1961880.89        | Corporate Debt Securities                         |
| OHI GROUP SA SR SEC R | 2029-07-22      | 13.0000% | N/A     | $1500000.00        | $1443366.67        | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S  | 2030-05-13      | 6.8000%  | N/A     | $500000.00         | $511677.22         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC  | 2028-10-01      | 5.8750%  | N/A     | $2000000.00        | $2036880.28        | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC  | 2029-05-15      | 4.8750%  | N/A     | $2228000.00        | $2205800.77        | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF | 2030-03-15      | 9.8750%  | N/A     | $1526000.00        | $1681699.69        | Corporate Debt Securities                         |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $3350000.00        | $3119295.27        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINA | 2036-01-10      | 6.2500%  | N/A     | $1000.00           | $988.62            | Corporate Debt Securities                         |
| PETROLEOS DEL PERU -  | 2032-06-19      | 4.7500%  | N/A     | $666000.00         | $510095.88         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2030-01-23      | 6.8400%  | N/A     | $1671000.00        | $1712240.28        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $3431000.00        | $3524090.65        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2060-01-28      | 6.9500%  | N/A     | $960000.00         | $780514.67         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSSR | 2028-02-12      | 5.3500%  | N/A     | $500000.00         | $514973.33         | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP SR | 2029-03-15      | 4.2500%  | N/A     | $2500000.00        | $2227343.75        | Corporate Debt Securities                         |
| PRIO LUXEMBOURG HLDG  | 2030-10-15      | 6.7500%  | N/A     | $500000.00         | $507243.75         | Corporate Debt Securities                         |
| RAKUTEN GROUP INCPERP | 2090-10-22      | 5.1250%  | N/A     | $2397000.00        | $2422363.59        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2029-03-14      | 9.3750%  | N/A     | $4753000.00        | $5476343.23        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2030-07-13      | 9.1250%  | N/A     | $16907000.00       | $19240487.70       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2043-04-16      | 4.8750%  | N/A     | $12251000.00       | $9426940.32        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2030-03-13      | 5.2500%  | N/A     | $4430000.00        | $4464727.51        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $6437000.00        | $6431432.00        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2028-01-15      | 9.8750%  | N/A     | $18278000.00       | $20045383.59       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2038-03-05      | 7.2500%  | N/A     | $218000.00         | $234781.94         | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2026-10-09      | 4.8750%  | N/A     | $26244000.00       | $26771012.33       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2041-01-14      | 6.0000%  | N/A     | $32570000.00       | $28966346.63       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2026-04-14      | 4.2500%  | N/A     | $11980000.00       | $12130994.59       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2036-03-17      | 6.8750%  | N/A     | $21794000.00       | $22635451.21       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2034-05-15      | 7.6250%  | N/A     | $35270000.00       | $38183845.75       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2033-01-19      | 9.3750%  | N/A     | $36605000.00       | $42679401.47       | Other Instrument                                  |
| SAAVI ENERGIA S A R L | 2035-02-10      | 8.8750%  | N/A     | $500000.00         | $561644.86         | Corporate Debt Securities                         |
| SEADRILL FIN LTD 2LIE | 2030-08-01      | 8.3750%  | N/A     | $553000.00         | $601012.77         | Corporate Debt Securities                         |
| SERVICE PPTYS TR 1LIE | 2031-11-15      | 8.6250%  | N/A     | $8838000.00        | $9442861.67        | Corporate Debt Securities                         |
| SIMPAR EUROPESR GLBL  | 2031-01-26      | 5.2000%  | N/A     | $2000000.00        | $1661155.56        | Corporate Debt Securities                         |
| SINOPEC GRP OVSEAS DE | 2045-04-28      | 4.1000%  | N/A     | $1638000.00        | $1472263.52        | Corporate Debt Securities                         |
| SKYWORKS SOLUTIONS IN | 2031-06-01      | 3.0000%  | N/A     | $3617000.00        | $3299704.70        | Corporate Debt Securities                         |
| SOUTH AFRICA REP SR G | 2028-10-12      | 4.3000%  | N/A     | $1500000.00        | $1506855.00        | Other Instrument                                  |
| STATION CASINOS LLCSR | 2031-12-01      | 4.6250%  | N/A     | $3150000.00        | $3050018.56        | Corporate Debt Securities                         |
| SUMMIT MIDSTREAM HLDG | 2029-10-31      | 8.6250%  | N/A     | $2214000.00        | $2402148.49        | Corporate Debt Securities                         |
| SYNERGY INFRASTRUCTUR | 2030-12-01      | 7.8750%  | N/A     | $1742000.00        | $1843384.40        | Corporate Debt Securities                         |
| TALLGRASS ENERGY PART | 2030-12-31      | 6.0000%  | N/A     | $1970000.00        | $2009597.00        | Corporate Debt Securities                         |
| TARGET CORPSR NT 7%38 | 2038-01-15      | 7.0000%  | N/A     | $100000.00         | $117013.67         | Corporate Debt Securities                         |
| TELECOMMUNICATIONS SE | 2029-10-18      | 8.8750%  | N/A     | $1000000.00        | $1044145.83        | Corporate Debt Securities                         |
| TERMOCANDELARIA PWR S | 2031-09-17      | 7.7500%  | N/A     | $2000000.00        | $2134363.89        | Corporate Debt Securities                         |
| TGS ASASR SEC REGS NT | 2030-01-15      | 8.5000%  | N/A     | $500000.00         | $525465.83         | Corporate Debt Securities                         |
| TIME WARNER CABLE ENT | 2033-07-15      | 8.3750%  | N/A     | $2589000.00        | $2959821.39        | Corporate Debt Securities                         |
| TRANSOCEAN INC SR GLB | 2029-05-15      | 8.2500%  | N/A     | $1990000.00        | $2066510.53        | Corporate Debt Securities                         |
| UNITED WHOLESALE MORT | 2027-06-15      | 5.7500%  | N/A     | $1299000.00        | $1310960.54        | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI | 2030-01-15      | 6.0000%  | N/A     | $2000.00           | $1892.84           | Corporate Debt Securities                         |
| UNIVISION COMMUNICATI | 2030-06-30      | 7.3750%  | N/A     | $2837000.00        | $2891203.25        | Corporate Debt Securities                         |
| URUGUAY REPGLBL AMRTZ | 2034-10-28      | 5.7500%  | N/A     | $1030.00           | $1106.42           | Other Instrument                                  |
| VAREX IMAGING CORP SR | 2027-10-15      | 7.8750%  | N/A     | $3514000.00        | $3656664.01        | Corporate Debt Securities                         |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $2188000.00        | $2417492.03        | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P  | 2030-02-01      | 6.3750%  | N/A     | $2478000.00        | $2441370.00        | Corporate Debt Securities                         |
| VTR COMUNICACIONES SP | 2029-04-15      | 4.3750%  | N/A     | $2000000.00        | $2010520.83        | Corporate Debt Securities                         |
| YAPI VE KREDI BANKASI | 2034-01-17      | 9.2500%  | N/A     | $500000.00         | $532410.14         | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN | 2042-07-31      | 8.9470%  | N/A     | $900000.00         | $1019273.53        | Corporate Debt Securities                         |

### Security 396: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02XV9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $260000000.00
- **C.18.a - Value (excl. sponsor support):** $260000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| ADANI PORTS & SPL ECO | 2027-08-04      | 4.2000%  | N/A     | $11387000.00       | $11234755.81       | Corporate Debt Securities          |
| AIR CANADA 2020-2A202 | 2029-04-01      | 5.2500%  | N/A     | $998000.00         | $436558.21         | Asset-Backed Securities            |
| AMERICAN HONDA FIN CO | 2028-03-03      | 4.5359%  | N/A     | $22000.00          | $22209.28          | Corporate Debt Securities          |
| ARES CAPITAL CORPSR G | 2027-01-15      | 7.0000%  | N/A     | $2000.00           | $2057.93           | Corporate Debt Securities          |
| BANK AMERICA CORPFR 3 | 2029-03-05      | 3.9700%  | N/A     | $11525000.00       | $11688081.95       | Corporate Debt Securities          |
| BARCLAYS BANK PLCFR 4 | 2027-06-15      | 4.4000%  | N/A     | $2114000.00        | $2181027.89        | Corporate Debt Securities          |
| BPCE FR 5.936%053035  | 2035-05-30      | 5.9360%  | N/A     | $9475000.00        | $9992935.08        | Corporate Debt Securities          |
| CARDINAL HEALTH INCSR | 2026-10-15      | 7.0000%  | N/A     | $10374000.00       | $10770252.22       | Corporate Debt Securities          |
| COMMONWEALTH BANK OF  | 2026-09-06      | 2.6250%  | N/A     | $16000.00          | $16060.16          | Corporate Debt Securities          |
| COX COMMUNICATIONS IN | 2028-08-01      | 6.8000%  | N/A     | $8944000.00        | $9726967.70        | Corporate Debt Securities          |
| CVS HEALTH CORP4.78%3 | 2038-03-25      | 4.7800%  | N/A     | $21000.00          | $20069.43          | Corporate Debt Securities          |
| DOW CHEMICAL COFR 5.6 | 2054-12-15      | 5.6000%  | N/A     | $25000.00          | $21911.00          | Corporate Debt Securities          |
| ELEVANCE HEALTH INC F | 2031-11-01      | 4.9500%  | N/A     | $58000.00          | $59843.10          | Corporate Debt Securities          |
| GC TREAS CTR CO LTDFR | 2031-03-18      | 2.9800%  | N/A     | $12863000.00       | $11841634.92       | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP I | 2031-10-21      | 4.3690%  | N/A     | $9941000.00        | $10012821.24       | Corporate Debt Securities          |
| HCA INC. SR GLBL NT5. | 2032-03-01      | 5.5000%  | N/A     | $2170000.00        | $2309365.84        | Corporate Debt Securities          |
| HSBC HLDGS PLC SR GLB | 2029-03-03      | 4.7737%  | N/A     | $11189000.00       | $11327576.52       | Corporate Debt Securities          |
| HUNT J B TRANS SVCS I | 2030-03-15      | 4.9000%  | N/A     | $10000000.00       | $10407450.00       | Corporate Debt Securities          |
| HYUNDAI CAP AMER SR R | 2027-06-24      | 5.2750%  | N/A     | $7284000.00        | $7434669.54        | Corporate Debt Securities          |
| KBC GROUP NV FR 6.324 | 2034-09-21      | 6.3240%  | N/A     | $9005000.00        | $9996999.81        | Corporate Debt Securities          |
| KEB HANA BANKFR 5.75% | 2028-10-24      | 5.7500%  | N/A     | $10000000.00       | $10613533.33       | Corporate Debt Securities          |
| KOREA HOUSING FINANCE | 2031-01-15      | 3.8750%  | N/A     | $651000.00         | $645287.20         | Other Instrument                   |
| KOREA HYDRO & NUCLEAR | 2027-07-27      | 4.2500%  | N/A     | $11411000.00       | $11460114.85       | Corporate Debt Securities          |
| KOREA REPSR GLBL NT 4 | 2044-06-10      | 4.1250%  | N/A     | $550000.00         | $498459.04         | Other Instrument                   |
| LENOVO GROUP LTD GLBL | 2028-01-27      | 5.8310%  | N/A     | $9349000.00        | $9642333.44        | Corporate Debt Securities          |
| LG ELECTRONICS INC NE | 2029-04-24      | 5.6250%  | N/A     | $9850000.00        | $10372936.50       | Corporate Debt Securities          |
| LKQ CORP SR GLBL NT 2 | 2028-06-15      | 5.7500%  | N/A     | $9680000.00        | $10009676.60       | Corporate Debt Securities          |
| MICRON TECHNOLOGY INC | 2035-11-01      | 6.0500%  | N/A     | $10032000.00       | $10957722.31       | Corporate Debt Securities          |
| MITSUBISHI UFJ FINANC | 2031-04-24      | 5.1590%  | N/A     | $9400000.00        | $9803422.93        | Corporate Debt Securities          |
| MIZUHO FINANCIAL GROU | 2031-07-08      | 4.7110%  | N/A     | $9340000.00        | $9483172.34        | Corporate Debt Securities          |
| MORGAN STANLEY FXD/FL | 2029-01-24      | 3.7720%  | N/A     | $2000.00           | $1989.30           | Corporate Debt Securities          |
| MORGAN STANLEY VR 041 | 2028-04-13      | 4.6777%  | N/A     | $20000.00          | $20136.94          | Corporate Debt Securities          |
| MPLX LPSR GLBL NT5.5% | 2034-06-01      | 5.5000%  | N/A     | $9837000.00        | $10146018.43       | Corporate Debt Securities          |
| NTT FINANCE CORP SR G | 2030-07-16      | 4.8760%  | N/A     | $7200000.00        | $7353980.80        | Corporate Debt Securities          |
| OMNICOM GROUP INCSR G | 2030-03-30      | 4.7500%  | N/A     | $995000.00         | $1019510.17        | Corporate Debt Securities          |
| PEOPLE REP OF CHINASR | 2026-10-26      | 1.2500%  | N/A     | $2400000.00        | $2367945.33        | Other Instrument                   |
| POLAND REP GLBL NT 4. | 2033-10-04      | 4.8750%  | N/A     | $171000.00         | $175435.46         | Other Instrument                   |
| POSCOGLBL REGS NT 27  | 2027-08-04      | 4.5000%  | N/A     | $10000000.00       | $10272000.00       | Corporate Debt Securities          |
| RTX CORPORATIONSR GLB | 2047-05-04      | 4.0500%  | N/A     | $13692000.00       | $11308838.94       | Corporate Debt Securities          |
| RWE FINANCE US LLC SR | 2034-04-16      | 5.8750%  | N/A     | $1563000.00        | $1671616.34        | Corporate Debt Securities          |
| RYDER SYS INCFR 5.25% | 2028-06-01      | 5.2500%  | N/A     | $20000.00          | $20720.08          | Corporate Debt Securities          |
| SUMITOMO MITSUI TRUST | 2036-09-11      | 5.4160%  | N/A     | $5064000.00        | $5200635.72        | Corporate Debt Securities          |
| THAIOIL TREAS CTR CO  | 2048-11-20      | 5.3750%  | N/A     | $4000.00           | $3863.33           | Corporate Debt Securities          |
| TYSON FOODS INCSR GLB | 2027-06-02      | 3.5500%  | N/A     | $5323000.00        | $5318099.88        | Corporate Debt Securities          |
| UBS GROUP AG SR GLBL  | 2028-01-09      | 4.2820%  | N/A     | $2800000.00        | $2812565.93        | Corporate Debt Securities          |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $22936.63          | $9527.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $191700.00         | $191949.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $20000.00          | $19799.26          | U.S. Treasuries (including strips) |
| URUGUAY REPGLBL AMRTZ | 2034-10-28      | 5.7500%  | N/A     | $30.00             | $32.23             | Other Instrument                   |
| VERIZON COMMUNICATION | 2029-12-03      | 4.0160%  | N/A     | $1686000.00        | $1685171.61        | Corporate Debt Securities          |
| VERIZON COMMUNICATION | 2048-04-15      | 4.8500%  | N/A     | $22000.00          | $19251.01          | Corporate Debt Securities          |
| WELLS FARGO & CO FR 5 | 2031-01-24      | 5.2440%  | N/A     | $9907000.00        | $10245859.03       | Corporate Debt Securities          |
| XYLEM INCSR GLBL NT 2 | 2028-01-30      | 1.9500%  | N/A     | $355000.00         | $341971.50         | Corporate Debt Securities          |

### Security 397: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02V41, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ARMOR HOLDCO INC SR 1 | 2029-11-15      | 8.5000%  | N/A     | $9556000.00        | $9763158.15        | Corporate Debt Securities |
| BELLRING BRANDS INCSR | 2030-03-15      | 7.0000%  | N/A     | $11056000.00       | $11661426.56       | Corporate Debt Securities |
| BNP PARIBASALT TIER I | 2058-11-17      | 9.2500%  | N/A     | $200000.00         | $217495.39         | Corporate Debt Securities |
| ENCORE CAP GROUP INC  | 2031-04-15      | 6.6250%  | N/A     | $11151000.00       | $11498457.42       | Corporate Debt Securities |
| ENVIRI CORPSR GLBL 14 | 2027-07-31      | 5.7500%  | N/A     | $9474000.00        | $9746851.20        | Corporate Debt Securities |
| EQUIFAX INCSR GLBL NT | 2030-05-15      | 3.1000%  | N/A     | $339000.00         | $323449.51         | Corporate Debt Securities |
| GENMAB AS & GENMAB FI | 2032-12-15      | 6.2500%  | N/A     | $7106000.00        | $7349066.65        | Corporate Debt Securities |
| GOL FINSR SEC GLBL 30 | 2030-06-05      | 14.3750% | N/A     | $11034000.00       | $11497198.13       | Corporate Debt Securities |
| JANE STR GROUP LLC /  | 2031-04-30      | 7.1250%  | N/A     | $233000.00         | $249152.14         | Corporate Debt Securities |
| JAZZ SECURITIES DESIG | 2029-01-15      | 4.3750%  | N/A     | $10632000.00       | $10480843.97       | Corporate Debt Securities |
| JOHNSON & JOHNSONSR G | 2032-03-01      | 4.8500%  | N/A     | $2000.00           | $2112.63           | Corporate Debt Securities |
| LCPR SR SECD FING DES | 2027-10-15      | 6.7500%  | N/A     | $16355000.00       | $11688714.06       | Corporate Debt Securities |
| NEW GOLD INC CDA SR G | 2032-04-01      | 6.8750%  | N/A     | $12000.00          | $13040.23          | Corporate Debt Securities |
| NUCOR CORP SR GLBL NT | 2037-12-01      | 6.4000%  | N/A     | $113000.00         | $128084.24         | Corporate Debt Securities |
| OPEN TEXT CORP SR SEC | 2027-12-01      | 6.9000%  | N/A     | $12011000.00       | $12556879.93       | Corporate Debt Securities |
| PETROLEOS DEL PERU -  | 2047-06-19      | 5.6250%  | N/A     | $4233000.00        | $2916140.16        | Corporate Debt Securities |
| SKYWORKS SOLUTIONS IN | 2031-06-01      | 3.0000%  | N/A     | $7449000.00        | $6795548.89        | Corporate Debt Securities |
| STANDARD BLDG SOLUTIO | 2028-01-15      | 4.7500%  | N/A     | $9912000.00        | $9883147.82        | Corporate Debt Securities |
| STAPLES INCSR SEC 144 | 2029-09-01      | 10.7500% | N/A     | $9464000.00        | $9729778.04        | Corporate Debt Securities |
| SYNERGY INFRASTRUCTUR | 2030-12-01      | 7.8750%  | N/A     | $3435000.00        | $3634917.00        | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNI | 2028-12-31      | 10.5000% | N/A     | $3000.00           | $2973.96           | Corporate Debt Securities |
| UNITI SVC LLC/ UNITI  | 2028-04-15      | 4.7500%  | N/A     | $11079000.00       | $11204460.44       | Corporate Debt Securities |
| VISTAJET MALTA FIN P  | 2030-02-01      | 6.3750%  | N/A     | $2000.00           | $1970.44           | Corporate Debt Securities |

### Security 398: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02XS6, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ADANI PORTS & SPL ECO | 2027-08-04      | 4.2000%  | N/A     | $580000.00         | $572245.40         | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECO | 2029-07-03      | 4.3750%  | N/A     | $3218000.00        | $3148881.38        | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DE | 2030-09-30      | 6.1500%  | N/A     | $2178000.00        | $2364894.18        | Corporate Debt Securities                         |
| AKER BP ASASR GLBL 14 | 2030-01-15      | 3.7500%  | N/A     | $1447000.00        | $1403318.69        | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LT | 2030-05-26      | 4.8750%  | N/A     | $2907000.00        | $3020421.45        | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2035-05-15      | 4.5000%  | N/A     | $767000.00         | $767778.51         | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2 | 2029-03-22      | 3.6000%  | N/A     | $5224000.00        | $2881274.45        | Asset-Backed Securities                           |
| AMERICAN AIRLN PSTHRU | 2033-08-15      | 3.1500%  | N/A     | $1000000.00        | $675511.78         | Asset-Backed Securities                           |
| AMERICAN HOMES 4 RENT | 2034-02-01      | 5.5000%  | N/A     | $3140000.00        | $3305563.48        | Corporate Debt Securities                         |
| APA INFRASTRUCTURE LT | 2034-09-16      | 5.1250%  | N/A     | $2689000.00        | $2751724.66        | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 2 | 2029-08-08      | 3.2500%  | N/A     | $55000.00          | $54857.98          | Corporate Debt Securities                         |
| ARES CAPITAL CORPSR G | 2027-01-15      | 7.0000%  | N/A     | $11000.00          | $11318.63          | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME | 2029-08-15      | 6.3500%  | N/A     | $3998000.00        | $4233858.68        | Corporate Debt Securities                         |
| AT&T INC GLBL NT 2.55 | 2033-12-01      | 2.5500%  | N/A     | $5204000.00        | $4457481.86        | Corporate Debt Securities                         |
| AVANGRID INC 3.8%29   | 2029-06-01      | 3.8000%  | N/A     | $2701000.00        | $2681600.82        | Corporate Debt Securities                         |
| AVNET INCSR GLBL NT 2 | 2028-03-15      | 6.2500%  | N/A     | $2934000.00        | $3112233.17        | Corporate Debt Securities                         |
| BACARDI LTD5.3%48     | 2048-05-15      | 5.3000%  | N/A     | $4098000.00        | $3723941.39        | Corporate Debt Securities                         |
| BAIN CAPCREDIT LTD 20 | 2031-07-21      | 5.2176%  | N/A     | $1254067.00        | $1257640.27        | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2028-08-08      | 5.5880%  | N/A     | $4200000.00        | $4463332.53        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2032-10-20      | 2.5720%  | N/A     | $5000.00           | $4549.87           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2028-01-29      | 3.4000%  | N/A     | $1000.00           | $993.08            | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2099-01-01      | 5.9500%  | N/A     | $1000.00           | $1021.54           | Corporate Debt Securities                         |
| BARCLAYS BANK PLCFR 4 | 2027-02-24      | 4.7000%  | N/A     | $3162000.00        | $3315284.98        | Corporate Debt Securities                         |
| BBCMS MTG TR 2020-C6  | 2053-02-18      | 3.0450%  | N/A     | $1400000.00        | $1161439.88        | Private Label Collateralized Mortgage Obligations |
| BDS LLC 2024-FL13D203 | 2039-09-20      | 7.3637%  | N/A     | $1000000.00        | $983397.39         | Private Label Collateralized Mortgage Obligations |
| BDS LLC 2024-FL13E203 | 2039-09-20      | 8.1126%  | N/A     | $1228237.00        | $1228809.63        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR | 2056-05-17      | 6.5330%  | N/A     | $7000000.00        | $7403205.09        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STR PT CLO LT | 2038-01-25      | 5.0180%  | N/A     | $24554860.00       | $24587878.04       | Asset-Backed Securities                           |
| BLACK DIAMOND CLO 202 | 2035-10-25      | 6.1680%  | N/A     | $38190620.00       | $38279807.93       | Asset-Backed Securities                           |
| BLACKSTONE PRIVATE CR | 2029-01-15      | 4.0000%  | N/A     | $2500000.00        | $2433566.67        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2027-03-15      | 3.2500%  | N/A     | $2823000.00        | $2814269.87        | Corporate Debt Securities                         |
| BOC AVIATION USA CORP | 2030-01-14      | 5.2500%  | N/A     | $2400000.00        | $2493920.00        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PART | 2034-01-15      | 6.5000%  | N/A     | $2111000.00        | $2273163.50        | Corporate Debt Securities                         |
| BX COML MTG TR 2024-M | 2039-02-15      | 5.3714%  | N/A     | $7000000.00        | $6221741.73        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE D2 | 2041-04-15      | 7.5682%  | N/A     | $188241.00         | $180489.80         | Private Label Collateralized Mortgage Obligations |
| CIFC FDG 2025-1 LTDA2 | 2038-04-23      | 4.8210%  | N/A     | $15000000.00       | $14985886.92       | Asset-Backed Securities                           |
| CITADEL LIMITED PARTN | 2030-01-23      | 6.0000%  | N/A     | $4000000.00        | $4176066.67        | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR | 2049-12-10      | 4.1479%  | N/A     | $5000000.00        | $4687111.84        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INCSR NT FX | 2028-07-24      | 3.6680%  | N/A     | $1000.00           | $995.40            | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2 | 2053-02-18      | 3.5540%  | N/A     | $1200000.00        | $1017853.13        | Private Label Collateralized Mortgage Obligations |
| CK HUTCHISON INTL 24  | 2034-04-26      | 5.5000%  | N/A     | $4148000.00        | $4396262.41        | Corporate Debt Securities                         |
| COMCAST CORP NEW GLBL | 2052-08-15      | 2.4500%  | N/A     | $15000.00          | $8164.19           | Corporate Debt Securities                         |
| COMCAST CORP NEW GLBL | 2037-01-15      | 5.1680%  | N/A     | $2377000.00        | $2344942.19        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK | 2033-04-06      | 3.7580%  | N/A     | $4826000.00        | $4628376.91        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S AFR | 2099-01-01      | 4.7500%  | N/A     | $4260000.00        | $4170250.08        | Corporate Debt Securities                         |
| CROWN CASTLE INC SR G | 2029-02-15      | 4.3000%  | N/A     | $2795000.00        | $2848659.34        | Corporate Debt Securities                         |
| CSMC COML MTG TR 2016 | 2049-12-17      | 4.3963%  | N/A     | $1500000.00        | $1452972.64        | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $2000.00           | $918.34            | Corporate Debt Securities                         |
| DAI-ICHI LIFE HOLDING | 2099-01-01      | 4.0000%  | N/A     | $408000.00         | $407366.24         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NO | 2030-01-13      | 5.2500%  | N/A     | $3000000.00        | $3093387.50        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2029-11-20      | 6.8190%  | N/A     | $3000000.00        | $3237837.50        | Corporate Debt Securities                         |
| DWIGHT 2025-FL1A20420 | 2042-06-20      | 5.3374%  | N/A     | $16163000.00       | $16218159.47       | Private Label Collateralized Mortgage Obligations |
| EATON CORP OHIOGLBL N | 2033-03-15      | 4.1500%  | N/A     | $4066000.00        | $4062188.13        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2031-11-01      | 4.9500%  | N/A     | $1260000.00        | $1300039.65        | Corporate Debt Securities                         |
| EQT CORP SR GLBL NT5. | 2028-07-15      | 5.5000%  | N/A     | $1588000.00        | $1629608.25        | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARE | 2031-03-12      | 5.2310%  | N/A     | $4500000.00        | $4654764.75        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2044-10-01      | 4.0500%  | N/A     | $3711000.00        | $3140164.70        | Corporate Debt Securities                         |
| FORTRESS CR OPPORT CL | 2033-07-20      | 5.1676%  | N/A     | $1978220.00        | $1382978.74        | Asset-Backed Securities                           |
| GARTNER INCSR GLBL 14 | 2030-10-01      | 3.7500%  | N/A     | $4500000.00        | $4323311.25        | Corporate Debt Securities                         |
| GARTNER INCSR GLBL 14 | 2028-07-01      | 4.5000%  | N/A     | $3041000.00        | $3044117.03        | Corporate Debt Securities                         |
| GE AEROSPACE FR 6.15% | 2037-08-07      | 6.1500%  | N/A     | $1000.00           | $1128.95           | Corporate Debt Securities                         |
| GE AEROSPACE VR 05050 | 2026-05-05      | 4.5422%  | N/A     | $1000.00           | $1011.93           | Corporate Debt Securities                         |
| GENERAL MTRS COSR GLB | 2027-10-01      | 6.8000%  | N/A     | $2325000.00        | $2469586.58        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2032-01-12      | 3.1000%  | N/A     | $1634000.00        | $1498427.02        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2027-08-20      | 2.7000%  | N/A     | $4745000.00        | $4702627.15        | Corporate Debt Securities                         |
| GENERATE CLO LTD 2020 | 2037-10-22      | 5.0692%  | N/A     | $20000000.00       | $20036926.00       | Asset-Backed Securities                           |
| GENUINE PARTS CO SR G | 2032-02-01      | 2.7500%  | N/A     | $4995000.00        | $4496017.54        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-10-21      | 4.5775%  | N/A     | $2000000.00        | $2008245.05        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2031-01-28      | 4.7363%  | N/A     | $136000.00         | $136737.57         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2031-01-28      | 5.2070%  | N/A     | $4258000.00        | $4392720.04        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2035-10-23      | 5.0160%  | N/A     | $2262000.00        | $2297434.98        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-01-21      | 4.6175%  | N/A     | $2328000.00        | $2330147.63        | Corporate Debt Securities                         |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.2249%  | N/A     | $29238000.00       | $29508923.34       | Asset-Backed Securities                           |
| HANOVER INS GROUP INC | 2035-09-01      | 5.5000%  | N/A     | $2850000.00        | $2961667.75        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTER | 2031-10-15      | 4.8500%  | N/A     | $3052000.00        | $3118704.00        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTER | 2028-09-15      | 4.6394%  | N/A     | $1000.00           | $1009.83           | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2040-04-15      | 3.3000%  | N/A     | $2284000.00        | $1892031.34        | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2029-06-25      | 4.7500%  | N/A     | $2000.00           | $2058.22           | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2099-01-01      | 6.8750%  | N/A     | $3300000.00        | $3498610.96        | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2059-01-01      | 6.9500%  | N/A     | $2586000.00        | $2764867.16        | Corporate Debt Securities                         |
| HSBC HLDGS PLC LW TIE | 2034-06-20      | 6.5470%  | N/A     | $448000.00         | $487873.99         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2032-05-17      | 5.7330%  | N/A     | $765000.00         | $813627.42         | Corporate Debt Securities                         |
| HUNT J B TRANS SVCS I | 2026-03-01      | 3.8750%  | N/A     | $4344000.00        | $4412627.36        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 4 | 2027-03-25      | 4.8500%  | N/A     | $45000.00          | $46152.46          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 5 | 2027-03-19      | 5.3000%  | N/A     | $2000.00           | $2065.35           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER VR 0 | 2027-03-19      | 4.7164%  | N/A     | $4300000.00        | $4340414.76        | Corporate Debt Securities                         |
| INDIA VEHICLE FINANCE | 2030-09-25      | 5.8500%  | N/A     | $3800000.00        | $3431704.76        | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2060-02-15      | 3.1000%  | N/A     | $4635000.00        | $2735569.28        | Corporate Debt Securities                         |
| INTERCHILE S A SR SEC | 2056-06-30      | 4.5000%  | N/A     | $2947000.00        | $2526993.56        | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS | 2030-11-01      | 2.3000%  | N/A     | $5067000.00        | $4610747.62        | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL G | 2037-12-28      | 5.4633%  | N/A     | $3000.00           | $2606.56           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2028-07-14      | 4.9500%  | N/A     | $2441000.00        | $2511984.28        | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR  | 2037-01-16      | 3.0648%  | N/A     | $5610000.00        | $4529900.34        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2051-06-16      | 4.7552%  | N/A     | $1142000.00        | $1041817.56        | Private Label Collateralized Mortgage Obligations |
| KENTUCKY UTILS CO1M G | 2040-11-01      | 5.1250%  | N/A     | $2610000.00        | $2604702.06        | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2031-01-15      | 3.8750%  | N/A     | $2000.00           | $1982.45           | Other Instrument                                  |
| KRFF 2021-FL2 LTDA203 | 2039-02-17      | 4.8619%  | N/A     | $100000.00         | $37311.12          | Asset-Backed Securities                           |
| LG ENERGY SOLUTION LT | 2028-04-02      | 5.2500%  | N/A     | $4600000.00        | $4757450.33        | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LT | 2030-04-02      | 5.3821%  | N/A     | $1769000.00        | $1817165.78        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2099-01-01      | 6.6570%  | N/A     | $82.00             | $88.07             | Corporate Debt Securities                         |
| MADISON PK FD 0.01 22 | 2030-10-22      | 5.1692%  | N/A     | $5124022.00        | $5142564.36        | Asset-Backed Securities                           |
| MARATHON PETE CORP SR | 2048-04-01      | 4.5000%  | N/A     | $3086000.00        | $2529918.23        | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.8 | 2045-12-09      | 4.8750%  | N/A     | $537000.00         | $493962.81         | Corporate Debt Securities                         |
| META PLATFORMS INC GL | 2034-08-15      | 4.7500%  | N/A     | $1489000.00        | $1520061.78        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2031-09-12      | 4.8369%  | N/A     | $3140000.00        | $3185744.73        | Corporate Debt Securities                         |
| MITSUI FUDOSAN CO LTD | 2027-07-20      | 3.6500%  | N/A     | $4473000.00        | $4448550.09        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2029-07-06      | 5.7780%  | N/A     | $2190000.00        | $2283079.38        | Corporate Debt Securities                         |
| MORGAN STAN CAP I 201 | 2049-12-17      | 4.0300%  | N/A     | $9250000.00        | $8441729.35        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 1.5 | 2027-07-20      | 1.5120%  | N/A     | $4527000.00        | $4475392.20        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 1.9 | 2032-04-28      | 1.9280%  | N/A     | $5401000.00        | $4772362.01        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.4 | 2036-09-16      | 2.4840%  | N/A     | $5000000.00        | $4441830.00        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.4 | 2030-01-23      | 4.4310%  | N/A     | $1855000.00        | $1867004.79        | Corporate Debt Securities                         |
| MORGAN STANLEY FXD/FL | 2029-01-24      | 3.7720%  | N/A     | $2000.00           | $1989.30           | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2028-11-17      | 4.5547%  | N/A     | $2000000.00        | $2024891.11        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2026-11-13      | 5.6000%  | N/A     | $2000.00           | $2048.70           | Corporate Debt Securities                         |
| NATWEST GROUP PLCALT  | 2099-01-01      | 8.1250%  | N/A     | $2585000.00        | $2938294.10        | Corporate Debt Securities                         |
| NIPPON LIFE INSURANCE | 2051-01-21      | 2.7500%  | N/A     | $2973000.00        | $2685235.90        | Corporate Debt Securities                         |
| NOMURA HLDGS INC SR G | 2030-01-16      | 3.1030%  | N/A     | $3710000.00        | $3533206.34        | Corporate Debt Securities                         |
| NTT FINANCE CORP GLBL | 2031-07-02      | 5.1360%  | N/A     | $2500000.00        | $2580286.67        | Corporate Debt Securities                         |
| OAKTREE CLO LTD 2024- | 2038-01-15      | 5.0122%  | N/A     | $20000000.00       | $20054748.24       | Asset-Backed Securities                           |
| OBX TRUST 2021-INV2B- | 2051-10-25      | 3.0575%  | N/A     | $2500000.00        | $1911951.83        | Private Label Collateralized Mortgage Obligations |
| OMEGA HEALTHCARE INVS | 2031-02-01      | 3.3750%  | N/A     | $24000.00          | $22855.47          | Corporate Debt Securities                         |
| OMNICOM GROUP INCSR G | 2030-03-30      | 4.7500%  | N/A     | $333000.00         | $341202.90         | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2030-09-26      | 4.4500%  | N/A     | $1000.00           | $990.09            | Corporate Debt Securities                         |
| ORIX CORPGLBL NT 5%27 | 2027-09-13      | 5.0000%  | N/A     | $2388000.00        | $2470810.53        | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP | 2027-05-13      | 5.0000%  | N/A     | $1000.00           | $1026.68           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2032-10-15      | 5.0500%  | N/A     | $225000.00         | $230695.38         | Corporate Debt Securities                         |
| PARALLEL LTD 2021-1R  | 2034-07-17      | 5.3222%  | N/A     | $2989000.00        | $2994133.84        | Asset-Backed Securities                           |
| PAYCHEX INCSR GLBL NT | 2032-04-15      | 5.3500%  | N/A     | $6000.00           | $6296.73           | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NE | 2049-07-17      | 4.8750%  | N/A     | $4600000.00        | $3882309.92        | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT S | 2028-03-01      | 4.4000%  | N/A     | $3467000.00        | $3543139.17        | Other Instrument                                  |
| PFIZER INC SR GLBL NT | 2035-11-15      | 4.8750%  | N/A     | $3000000.00        | $3031691.25        | Corporate Debt Securities                         |
| POLAND REP GLBL NT 4. | 2033-10-04      | 4.8750%  | N/A     | $512000.00         | $525280.43         | Other Instrument                                  |
| POSCO HOLDINGS INC RE | 2035-05-07      | 5.7500%  | N/A     | $4363000.00        | $4625857.42        | Corporate Debt Securities                         |
| PT PERTAMINA PERSERO  | 2031-02-09      | 2.3000%  | N/A     | $1500000.00        | $1327275.00        | Corporate Debt Securities                         |
| PTT TREASURY CENTER C | 2070-07-16      | 3.7000%  | N/A     | $639000.00         | $441759.16         | Corporate Debt Securities                         |
| QUANTA SVCS INCSR GLB | 2028-08-09      | 4.3000%  | N/A     | $2121000.00        | $2175602.79        | Corporate Debt Securities                         |
| RCKT MRTG TR 2022-2B- | 2052-02-25      | 2.7999%  | N/A     | $8350000.00        | $6387082.21        | Private Label Collateralized Mortgage Obligations |
| REXFORD INDUSTRIAL RE | 2031-09-01      | 2.1500%  | N/A     | $4760000.00        | $4217496.19        | Corporate Debt Securities                         |
| SABINE PASS LIQUEFACT | 2026-06-30      | 5.8750%  | N/A     | $3477000.00        | $3497917.05        | Corporate Debt Securities                         |
| SABRA HLTH CARE LP/SA | 2031-12-01      | 3.2000%  | N/A     | $5000000.00        | $4597422.22        | Corporate Debt Securities                         |
| SANTOS FINANCE LTD GL | 2033-09-19      | 6.8750%  | N/A     | $2200000.00        | $2464258.19        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPPE | 2079-12-31      | 4.0000%  | N/A     | $4408000.00        | $4418383.29        | Corporate Debt Securities                         |
| SG RESIDENTIAL MTG TR | 2059-09-25      | 4.0780%  | N/A     | $5098000.00        | $4886219.16        | Private Label Collateralized Mortgage Obligations |
| SIGNAL PEAK CLO LTD20 | 2034-04-17      | 7.1676%  | N/A     | $8872000.00        | $8751704.62        | Asset-Backed Securities                           |
| SMBC AVIATION CAP FIN | 2028-06-15      | 2.3000%  | N/A     | $4400000.00        | $4222482.00        | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN | 2034-04-03      | 5.5500%  | N/A     | $2422000.00        | $2538031.96        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2051-06-01      | 3.6500%  | N/A     | $6856000.00        | $4756431.89        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2029-01-09      | 6.3010%  | N/A     | $3350000.00        | $3491690.20        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2035-01-11      | 6.0970%  | N/A     | $4030000.00        | $4331395.08        | Corporate Debt Securities                         |
| STEELE CREEK CLO 2019 | 2032-07-15      | 5.1922%  | N/A     | $796985.00         | $780311.61         | Asset-Backed Securities                           |
| SUMITOMO MITSUI FIN G | 2029-07-16      | 3.0400%  | N/A     | $2500000.00        | $2408730.56        | Corporate Debt Securities                         |
| TELEFONICA EMISONES S | 2027-03-08      | 4.1030%  | N/A     | $4654000.00        | $4729692.91        | Corporate Debt Securities                         |
| THAIOIL TREAS CTR CO  | 2048-11-20      | 5.3750%  | N/A     | $128000.00         | $123626.42         | Corporate Debt Securities                         |
| TOLEDO HOSPITAL2018B  | 2048-11-15      | 6.0150%  | N/A     | $4203000.00        | $4118524.95        | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 4.3750%  | N/A     | $3000000.00        | $2801399.17        | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 7.0000%  | N/A     | $1800000.00        | $1900270.00        | Corporate Debt Securities                         |
| UBS GROUP AG SR 87 RE | 2034-09-22      | 6.3010%  | N/A     | $403000.00         | $447746.52         | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2028-01-09      | 4.2820%  | N/A     | $3000000.00        | $3013463.50        | Corporate Debt Securities                         |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $57200.00          | $57274.54          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $15000.00          | $8049.29           | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $18000.00          | $7174.17           | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $63.37             | $26.32             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $500.00            | $214.07            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $15000.00          | $8151.26           | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $59.20             | $14.44             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $8260.42           | $3702.26           | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $15000.00          | $7248.84           | U.S. Treasuries (including strips)                |
| URUGUAY REPGLBL AMRTZ | 2034-10-28      | 5.7500%  | N/A     | $670.00            | $719.71            | Other Instrument                                  |
| US BANCORP FR 5.775%0 | 2029-06-12      | 5.7750%  | N/A     | $1000.00           | $1045.15           | Corporate Debt Securities                         |
| VALERO ENERGY CORP SR | 2030-02-15      | 5.1500%  | N/A     | $525000.00         | $552349.44         | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2035-04-02      | 5.2500%  | N/A     | $4225000.00        | $4353559.71        | Corporate Debt Securities                         |
| WEBSTER FINL CORPSUB  | 2035-09-11      | 5.7840%  | N/A     | $1000.00           | $1029.87           | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2031-01-24      | 5.2440%  | N/A     | $3000.00           | $3102.61           | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 6 | 2034-10-23      | 6.4910%  | N/A     | $218000.00         | $244083.62         | Corporate Debt Securities                         |
| WELLS FARGO & CO VR 0 | 2029-04-23      | 5.0269%  | N/A     | $4496000.00        | $4567918.10        | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2 | 2052-12-17      | 3.8100%  | N/A     | $5150000.00        | $4610389.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2 | 2052-01-18      | 3.0000%  | N/A     | $10783000.00       | $8878254.94        | Private Label Collateralized Mortgage Obligations |
| WEYERHAEUSER CO4%29   | 2029-11-15      | 4.0000%  | N/A     | $3585000.00        | $3579311.80        | Corporate Debt Securities                         |
| WMRK COML MTG TR 2022 | 2035-11-15      | 7.7632%  | N/A     | $14500326.00       | $12867778.67       | Private Label Collateralized Mortgage Obligations |

### Security 399: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02WR9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2028-01-15      | 4.3750%  | N/A     | $10108000.00       | $10137662.77       | Corporate Debt Securities                         |
| ADANI TRANSMISSION LT | 2026-08-03      | 4.0000%  | N/A     | $7600000.00        | $7558884.00        | Corporate Debt Securities                         |
| ADVANCED DRAIN SYS IN | 2027-09-30      | 5.0000%  | N/A     | $1998000.00        | $2028702.60        | Corporate Debt Securities                         |
| AES ANDRES B V SR GLB | 2028-05-04      | 5.7000%  | N/A     | $9095000.00        | $9116524.83        | Corporate Debt Securities                         |
| AES GENER S ASR REGS  | 2029-03-15      | 6.3000%  | N/A     | $6373000.00        | $6744195.39        | Corporate Debt Securities                         |
| ALBERTSONS COS INC /  | 2030-02-15      | 4.8750%  | N/A     | $9523000.00        | $9615980.19        | Corporate Debt Securities                         |
| ARBOR REALTY SENIOR I | 2028-12-15      | 8.5000%  | N/A     | $1000.00           | $982.14            | Corporate Debt Securities                         |
| ASURION LLC / ASURION | 2032-12-31      | 8.0000%  | N/A     | $5258000.00        | $5535575.66        | Corporate Debt Securities                         |
| AXON ENTERPRISE INCSR | 2030-03-15      | 6.1250%  | N/A     | $10300000.00       | $10861337.13       | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC | 2028-09-30      | 11.0000% | N/A     | $256000.00         | $274986.67         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2028-11-27      | 7.3000%  | N/A     | $7464000.00        | $7990473.24        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  | N/A     | $9747000.00        | $9928619.10        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2033-02-04      | 5.5000%  | N/A     | $3000.00           | $2985.33           | Other Instrument                                  |
| BROOKFIELD RESIDENTIA | 2029-06-15      | 5.0000%  | N/A     | $8799000.00        | $8579640.93        | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIA | 2030-02-15      | 4.8750%  | N/A     | $13316000.00       | $12771292.38       | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2028-02-01      | 5.0000%  | N/A     | $9998000.00        | $10174075.89       | Corporate Debt Securities                         |
| CITIGROUP INCJR SB GL | 2035-02-13      | 5.8270%  | N/A     | $7370000.00        | $7849424.44        | Corporate Debt Securities                         |
| CNPC OVERSEAS CAPITAL | 2041-04-28      | 5.9500%  | N/A     | $7500000.00        | $8424566.67        | Corporate Debt Securities                         |
| CONNECT HLDG II LLCSR | 2031-04-03      | 10.5000% | N/A     | $405000.00         | $398640.83         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINAN | 2032-04-15      | 7.8750%  | N/A     | $4950000.00        | $5048548.31        | Corporate Debt Securities                         |
| CROWN CASTLE INC SR G | 2026-06-15      | 3.7000%  | N/A     | $145000.00         | $145413.98         | Corporate Debt Securities                         |
| CSC HLDGS LLCSR 144A  | 2031-11-15      | 4.5000%  | N/A     | $5927000.00        | $3590961.86        | Corporate Debt Securities                         |
| CSC HLDGS LLCSR GLBL  | 2028-02-01      | 5.3750%  | N/A     | $12635000.00       | $9733696.90        | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW | 2054-09-15      | 5.7500%  | N/A     | $30000.00          | $29228.78          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATI | 2030-05-15      | 3.6250%  | N/A     | $1965000.00        | $1829536.99        | Corporate Debt Securities                         |
| DISH NETWORK CORPORAT | 2027-11-15      | 11.7500% | N/A     | $795000.00         | $841498.89         | Corporate Debt Securities                         |
| ELLINGTON FINL OPER P | 2030-09-30      | 7.3750%  | N/A     | $4642000.00        | $4816837.06        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2041-02-01      | 5.9500%  | N/A     | $7291000.00        | $7856961.85        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2035-10-31      | 5.8690%  | N/A     | $6291000.00        | $6363928.42        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORP | 2030-10-01      | 12.2500% | N/A     | $5353000.00        | $6130646.67        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIO | 2028-05-01      | 5.0000%  | N/A     | $9215000.00        | $9341163.59        | Corporate Debt Securities                         |
| GEN DIGITAL INCSR GLB | 2027-09-30      | 6.7500%  | N/A     | $9918000.00        | $10262253.78       | Corporate Debt Securities                         |
| GOL FINSR SEC GLBL 30 | 2030-06-05      | 14.3750% | N/A     | $5459000.00        | $5688164.27        | Corporate Debt Securities                         |
| HALLIBURTON CO SR GLB | 2035-11-15      | 4.8500%  | N/A     | $4372000.00        | $4358989.66        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTER | 2027-09-15      | 4.0500%  | N/A     | $7993000.00        | $8115832.43        | Corporate Debt Securities                         |
| HOLOGIC INCSR GLBL 14 | 2029-02-15      | 3.2500%  | N/A     | $2000.00           | $2021.89           | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2029-03-03      | 4.7737%  | N/A     | $3794000.00        | $3840988.95        | Corporate Debt Securities                         |
| ING GROEP N.V. ALT TI | 2099-01-01      | 5.7500%  | N/A     | $2000000.00        | $2035738.89        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $5497000.00        | $5331549.46        | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2028-03-15      | 5.2500%  | N/A     | $898000.00         | $914215.64         | Corporate Debt Securities                         |
| JACKCON PK TR 2019-LI | 2039-10-14      | 3.2424%  | N/A     | $1915000.00        | $1690152.06        | Private Label Collateralized Mortgage Obligations |
| KRONOS ACQUISITION HL | 2031-06-30      | 8.2500%  | N/A     | $9554000.00        | $6777368.75        | Corporate Debt Securities                         |
| LEGGETT & PLATT INC3. | 2027-11-15      | 3.5000%  | N/A     | $8198000.00        | $8136200.74        | Corporate Debt Securities                         |
| LG CHEM LTDGLBL REGS  | 2031-07-07      | 2.3750%  | N/A     | $8640000.00        | $7712127.60        | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.7 | 2035-12-09      | 4.7000%  | N/A     | $480000.00         | $480719.20         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2030-05-26      | 5.3760%  | N/A     | $7800000.00        | $8126799.20        | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS | 2030-12-31      | 5.7500%  | N/A     | $10424970.00       | $8978505.41        | Corporate Debt Securities                         |
| NEW FLYER HLDGS INC2L | 2030-07-01      | 9.2500%  | N/A     | $2000.00           | $2168.20           | Corporate Debt Securities                         |
| NEW GOLD INC CDA SR G | 2032-04-01      | 6.8750%  | N/A     | $6146000.00        | $6678770.28        | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $19212000.00       | $18478683.30       | Corporate Debt Securities                         |
| ONEOK INC NEWSR GLBL  | 2027-07-13      | 4.0000%  | N/A     | $209000.00         | $209286.10         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINA | 2036-01-10      | 6.2500%  | N/A     | $430000.00         | $425107.56         | Corporate Debt Securities                         |
| PETROLEOS DEL PERU -  | 2047-06-19      | 5.6250%  | N/A     | $13903000.00       | $9577863.59        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSFR | 2035-06-15      | 6.6250%  | N/A     | $2796000.00        | $2680668.50        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2030-07-13      | 9.1250%  | N/A     | $1235000.00        | $1405453.50        | Other Instrument                                  |
| RTX CORPORATIONSR NT  | 2034-03-15      | 6.1000%  | N/A     | $7173000.00        | $8006108.09        | Corporate Debt Securities                         |
| SERVICE PPTYS TR SR G | 2028-01-15      | 3.9500%  | N/A     | $555000.00         | $525693.69         | Corporate Debt Securities                         |
| SERVICE PPTYS TR SR N | 2027-02-15      | 4.9500%  | N/A     | $30000.00          | $30542.03          | Corporate Debt Securities                         |
| STONEX GROUP INC SR S | 2031-03-01      | 7.8750%  | N/A     | $198000.00         | $217157.24         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $12934000.00       | $13228593.41       | Corporate Debt Securities                         |
| TOTAL PLAY TELECOMUNI | 2028-12-31      | 10.5000% | N/A     | $1000.00           | $991.32            | Corporate Debt Securities                         |
| TRANSDIGM INCSR SB GL | 2033-05-31      | 6.3750%  | N/A     | $22000.00          | $22649.99          | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 6.8500%  | N/A     | $7502000.00        | $7870114.80        | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2029-12-23      | 4.5156%  | N/A     | $8348000.00        | $8391009.55        | Corporate Debt Securities                         |
| UBS GROUP AG SR REGS  | 2029-09-22      | 6.2460%  | N/A     | $7939000.00        | $8523532.69        | Corporate Debt Securities                         |
| UNITI SVC LLC/ UNITI  | 2029-02-15      | 6.5000%  | N/A     | $9007000.00        | $8991522.97        | Corporate Debt Securities                         |
| URUGUAY REPGLBL AMRTZ | 2034-10-28      | 5.7500%  | N/A     | $400.00            | $429.68            | Other Instrument                                  |
| VENTURE GLOBAL CALCAS | 2033-11-01      | 3.8750%  | N/A     | $62000.00          | $54566.19          | Corporate Debt Securities                         |
| VIAVI SOLUTIONS INCSR | 2029-10-01      | 3.7500%  | N/A     | $10572000.00       | $10241369.51       | Corporate Debt Securities                         |
| WEYERHAEUSER COSR DEB | 2026-02-15      | 7.7000%  | N/A     | $8199000.00        | $8497539.26        | Corporate Debt Securities                         |
| WILLIAMS COS INC SR G | 2030-11-15      | 3.5000%  | N/A     | $7972000.00        | $7714437.97        | Corporate Debt Securities                         |
| WULF COMPUTE LLC 1LIE | 2030-10-15      | 7.7500%  | N/A     | $1000.00           | $1062.31           | Corporate Debt Securities                         |
| WYNN MACAU LTD SR GLB | 2029-12-15      | 5.1250%  | N/A     | $9667000.00        | $9660486.86        | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC  | 2029-10-01      | 5.1250%  | N/A     | $4381000.00        | $4480277.72        | Corporate Debt Securities                         |
| XYLEM INCSR GLBL NT 2 | 2028-01-30      | 1.9500%  | N/A     | $2652000.00        | $2554671.60        | Corporate Debt Securities                         |
| ZIFF DAVIS INC SR GLB | 2030-10-15      | 4.6250%  | N/A     | $201000.00         | $193213.18         | Corporate Debt Securities                         |

### Security 400: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02XT4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AES CORP JR SB GLBL N | 2055-01-15      | 7.6000%  | N/A     | $79000.00          | $80445.44          | Corporate Debt Securities                         |
| ALLY FINL INCALT TIER | 2099-01-01      | 4.7000%  | N/A     | $50000.00          | $48574.58          | Corporate Debt Securities                         |
| ALTRIA GROUP INC 4.4% | 2026-02-14      | 4.4000%  | N/A     | $70000.00          | $71403.42          | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2 | 2034-07-25      | 4.2783%  | N/A     | $5950000.00        | $5123537.52        | Private Label Collateralized Mortgage Obligations |
| APPALACHIAN PWR CO SR | 2037-08-15      | 6.7000%  | N/A     | $177000.00         | $201036.31         | Corporate Debt Securities                         |
| ARBOR REALTY SENIOR I | 2028-12-15      | 8.5000%  | N/A     | $11000.00          | $10803.53          | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL  | 2035-07-30      | 6.4500%  | N/A     | $10000.00          | $10430.00          | Corporate Debt Securities                         |
| BARCLAYS PLC LW TIER  | 2026-05-12      | 5.2000%  | N/A     | $303000.00         | $307374.31         | Corporate Debt Securities                         |
| BFLD COM MTG TR 2025- | 2042-11-17      | 7.2802%  | N/A     | $16004000.00       | $16124644.76       | Private Label Collateralized Mortgage Obligations |
| BRAZIL FEDERATIVE REP | 2033-02-04      | 5.5000%  | N/A     | $1000.00           | $995.11            | Other Instrument                                  |
| BX 2021-21M MTG TR G2 | 2036-10-15      | 6.8605%  | N/A     | $275000.00         | $192990.25         | Private Label Collateralized Mortgage Obligations |
| BX COM MRTG TR 2022-C | 2039-06-15      | 8.9389%  | N/A     | $14302829.00       | $14294126.27       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2042-08-15      | 7.1802%  | N/A     | $2500000.00        | $2397237.55        | Private Label Collateralized Mortgage Obligations |
| BX TR 2021-SDMFG20340 | 2034-09-15      | 6.6795%  | N/A     | $2167290.00        | $2013697.97        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP E20390 | 2039-01-18      | 6.7202%  | N/A     | $6426000.00        | $6438801.10        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-LBA6F20390 | 2039-01-18      | 7.0302%  | N/A     | $11475591.00       | $11494861.34       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE E2 | 2041-04-15      | 7.6302%  | N/A     | $7850000.00        | $7557255.75        | Private Label Collateralized Mortgage Obligations |
| CARNIVAL CORP1LIEN RE | 2029-08-15      | 7.0000%  | N/A     | $54000.00          | $58271.58          | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2029-12-15      | 4.6250%  | N/A     | $69000.00          | $67519.35          | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET  | 2030-10-15      | 4.1250%  | N/A     | $6000.00           | $5816.53           | Corporate Debt Securities                         |
| CERDIA FINANZ GMBH SR | 2031-10-03      | 9.3750%  | N/A     | $1000.00           | $1055.27           | Corporate Debt Securities                         |
| CITIGROUP INCPERP JR  | 2099-01-01      | 7.6250%  | N/A     | $80000.00          | $85213.23          | Corporate Debt Securities                         |
| CITIGROUP INCPERP SUB | 2099-01-01      | 6.2500%  | N/A     | $174000.00         | $180061.44         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP I | 2099-01-01      | 4.0000%  | N/A     | $100000.00         | $99846.67          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2029-11-01      | 6.8750%  | N/A     | $225000.00         | $237284.22         | Corporate Debt Securities                         |
| COMM 2022-HC MORTGAGE | 2039-01-10      | 4.3842%  | N/A     | $12769412.00       | $10111928.00       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-PC1  | 2050-07-12      | 4.4145%  | N/A     | $11731908.00       | $9779203.74        | Private Label Collateralized Mortgage Obligations |
| CONSTELLATION BRANDS  | 2048-02-15      | 4.1000%  | N/A     | $2000000.00        | $1624263.33        | Corporate Debt Securities                         |
| COTY INC / HFC PRESTI | 2030-07-15      | 6.6250%  | N/A     | $140000.00         | $144004.06         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S AFR | 2037-01-12      | 5.2610%  | N/A     | $1000.00           | $1003.20           | Corporate Debt Securities                         |
| CSMC SERIES 2010-2R3- | 2037-06-26      | 6.0000%  | N/A     | $25307992.00       | $4991763.63        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-621-A- | 2035-12-25      | 5.6682%  | N/A     | $8350000.00        | $286089.60         | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE MTG RE-REMIC | 2036-09-28      | 4.2238%  | N/A     | $81978996.00       | $7442752.57        | Private Label Collateralized Mortgage Obligations |
| DISH NETWORK CORPORAT | 2027-11-15      | 11.7500% | N/A     | $19000.00          | $20111.29          | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2029-01-19      | 8.6250%  | N/A     | $196000.00         | $210771.62         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2030-04-29      | 6.8750%  | N/A     | $17000.00          | $17481.24          | Corporate Debt Securities                         |
| ECOPETROL S ASR NT 5. | 2045-05-28      | 5.8750%  | N/A     | $398000.00         | $304763.75         | Corporate Debt Securities                         |
| ENERGY TRANSFER L PJR | 2054-10-01      | 7.1250%  | N/A     | $5000.00           | $5284.16           | Corporate Debt Securities                         |
| ENERGY TRANSFER L PPE | 2099-01-01      | 6.6250%  | N/A     | $12000.00          | $12496.98          | Corporate Debt Securities                         |
| ENERGY TRANSFER L PPE | 2079-12-31      | 7.1250%  | N/A     | $201000.00         | $210544.23         | Corporate Debt Securities                         |
| FERTITTA ENTMT LLC /  | 2030-01-15      | 6.7500%  | N/A     | $90000.00          | $85767.53          | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST  | 2027-09-15      | 4.5000%  | N/A     | $657000.00         | $667935.77         | Corporate Debt Securities                         |
| FORD HOLDINGS INCSR G | 2030-03-01      | 9.3000%  | N/A     | $100000.00         | $117652.17         | Corporate Debt Securities                         |
| FORD MTR COBD6.375%29 | 2029-02-01      | 6.3750%  | N/A     | $5000.00           | $5398.29           | Corporate Debt Securities                         |
| FORD MTR COSR GLBL NT | 2031-07-16      | 7.4500%  | N/A     | $44000.00          | $49055.04          | Corporate Debt Securities                         |
| FORD MTR COSR GLBL NT | 2026-12-08      | 4.3460%  | N/A     | $115000.00         | $115624.17         | Corporate Debt Securities                         |
| GE AEROSPACE FR 4.35% | 2032-02-15      | 4.3500%  | N/A     | $1000.00           | $1018.96           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2099-12-31      | 5.7500%  | N/A     | $154000.00         | $156080.03         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2034-09-06      | 5.4500%  | N/A     | $474000.00         | $492177.90         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-04-23      | 4.9469%  | N/A     | $1000.00           | $1009.50           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 3.8000%  | N/A     | $200000.00         | $200510.89         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 7.5000%  | N/A     | $82000.00          | $88112.01          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2099-12-31      | 5.3000%  | N/A     | $153000.00         | $154999.37         | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B  | 2040-01-15      | 6.6250%  | N/A     | $200000.00         | $179192.08         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P  | 2029-04-01      | 4.6500%  | N/A     | $81000.00          | $75330.07          | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/ | 2027-05-15      | 5.2500%  | N/A     | $75000.00          | $74980.31          | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2027-09-15      | 4.8750%  | N/A     | $100000.00         | $101768.13         | Corporate Debt Securities                         |
| KOHLS CORP SR GLBL NT | 2045-07-17      | 5.5500%  | N/A     | $6000.00           | $4034.25           | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP  | 2026-08-18      | 3.5000%  | N/A     | $281000.00         | $284012.32         | Corporate Debt Securities                         |
| LEVEL 3 FING INC 1LIE | 2033-06-30      | 6.8750%  | N/A     | $82.00             | $85.11             | Corporate Debt Securities                         |
| LIGHT & WONDER INTL I | 2031-09-01      | 7.5000%  | N/A     | $92000.00          | $99194.55          | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND | 2099-01-01      | 9.2500%  | N/A     | $71000.00          | $78873.53          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LL | 2037-03-15      | 6.3750%  | N/A     | $175000.00         | $169476.34         | Corporate Debt Securities                         |
| MEDLINE BOR LLP/ CO-I | 2029-04-01      | 6.2500%  | N/A     | $65000.00          | $68443.03          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.3 | 2031-10-22      | 4.3560%  | N/A     | $1000.00           | $1006.72           | Corporate Debt Securities                         |
| MORGAN STANLEY FXD/FL | 2029-01-24      | 3.7720%  | N/A     | $3000.00           | $2983.95           | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT | 2027-10-15      | 5.0000%  | N/A     | $75000.00          | $74270.50          | Corporate Debt Securities                         |
| NABORS INDS INCSR GLB | 2031-08-15      | 8.8750%  | N/A     | $527000.00         | $557453.79         | Corporate Debt Securities                         |
| NABORS INDUSTRIES INC | 2031-08-15      | 8.8750%  | N/A     | $200000.00         | $211557.42         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2027-09-13      | 5.3000%  | N/A     | $73000.00          | $74583.33          | Corporate Debt Securities                         |
| NORTHWOODS CAP XII-B  | 2031-06-16      | 9.7728%  | N/A     | $660556.00         | $656475.40         | Asset-Backed Securities                           |
| PEMEX PROJ FDG MASTER | 2038-06-15      | 6.6250%  | N/A     | $89000.00          | $82038.53          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2060-01-28      | 6.9500%  | N/A     | $69000.00          | $56099.49          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSSR | 2041-06-02      | 6.5000%  | N/A     | $300000.00         | $263976.67         | Corporate Debt Securities                         |
| POST HLDGS INC SR GLB | 2030-04-15      | 4.6250%  | N/A     | $75000.00          | $74164.47          | Corporate Debt Securities                         |
| PRIMA CAP CRE SEC LTD | 2038-10-25      | 3.8300%  | N/A     | $33655335.00       | $25041321.32       | Private Label Collateralized Mortgage Obligations |
| REGAL REXNORD CORPORA | 2026-02-15      | 6.0500%  | N/A     | $53000.00          | $54482.37          | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2030-03-13      | 5.2500%  | N/A     | $201000.00         | $202575.67         | Other Instrument                                  |
| RTX CORPORATIONSR GLB | 2038-07-15      | 6.1250%  | N/A     | $20000.00          | $22021.44          | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO | 2029-10-15      | 4.5000%  | N/A     | $10000.00          | $9974.45           | Corporate Debt Securities                         |
| SERVICE PPTYS TR 1LIE | 2031-11-15      | 8.6250%  | N/A     | $475000.00         | $507508.41         | Corporate Debt Securities                         |
| SMRT COML MTG TR 2022 | 2039-01-18      | 6.3810%  | N/A     | $6582122.00        | $6583164.69        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2047-08-25      | 5.3982%  | N/A     | $7977798.00        | $255664.52         | Private Label Collateralized Mortgage Obligations |
| SWISS RE SUB FIN PLC  | 2046-04-01      | 6.1910%  | N/A     | $200000.00         | $212234.94         | Corporate Debt Securities                         |
| TEGNA INCSR GLBL NT 2 | 2028-03-15      | 4.6250%  | N/A     | $20000.00          | $20178.08          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL F | 2046-10-01      | 4.1000%  | N/A     | $10000.00          | $7791.43           | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI | 2032-06-15      | 8.6250%  | N/A     | $90000.00          | $90758.81          | Corporate Debt Securities                         |
| URUGUAY REPGLBL AMRTZ | 2034-10-28      | 5.7500%  | N/A     | $1470.00           | $1579.07           | Other Instrument                                  |
| VERIZON COMMUNICATION | 2028-03-22      | 2.1000%  | N/A     | $1955000.00        | $1895893.83        | Corporate Debt Securities                         |
| WELLS FARGO COML MTG  | 2042-06-16      | 9.8661%  | N/A     | $7495000.00        | $7687762.88        | Private Label Collateralized Mortgage Obligations |
| WESTERN DIGITAL CORP  | 2029-02-01      | 2.8500%  | N/A     | $954000.00         | $923444.18         | Corporate Debt Securities                         |

### Security 401: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02XN7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AERCAP IRELAND CAP DE | 2033-01-15      | 4.7500%  | N/A     | $3250000.00        | $3228092.29        | Corporate Debt Securities |
| ALIBABA GROUP HLDG LT | 2030-05-26      | 4.8750%  | N/A     | $3180000.00        | $3304073.00        | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2055-05-15      | 5.2500%  | N/A     | $2324000.00        | $2247232.47        | Corporate Debt Securities |
| AMERICAN EXPRESS COSR | 2029-07-20      | 4.4678%  | N/A     | $1930000.00        | $1937467.59        | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT | 2034-02-01      | 5.5000%  | N/A     | $3394000.00        | $3572956.19        | Corporate Debt Securities |
| AMPHENOL CORPSR GLBL  | 2036-02-15      | 4.6250%  | N/A     | $3600000.00        | $3565468.00        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITA | 2034-04-05      | 5.7500%  | N/A     | $2000000.00        | $2136596.11        | Corporate Debt Securities |
| ANTOFAGASTA PLCSR REG | 2034-05-02      | 6.2500%  | N/A     | $1500000.00        | $1632161.67        | Corporate Debt Securities |
| APOLLO MGMT HLDGS LP  | 2030-06-05      | 2.6500%  | N/A     | $1812000.00        | $1693329.60        | Corporate Debt Securities |
| APPLE INCSR GLBL NT 2 | 2029-08-08      | 3.2500%  | N/A     | $2084000.00        | $2078618.65        | Corporate Debt Securities |
| ARROW ELECTRS INCGLBL | 2032-02-15      | 2.9500%  | N/A     | $3731000.00        | $3390661.29        | Corporate Debt Securities |
| AUTOZONE INC SR GLBL  | 2029-07-15      | 5.1000%  | N/A     | $2000000.00        | $2061130.00        | Corporate Debt Securities |
| AUTOZONE INC SR GLBL  | 2030-04-15      | 4.0000%  | N/A     | $1813000.00        | $1810455.76        | Corporate Debt Securities |
| BAIN CAP SPECIALTY FI | 2030-03-15      | 5.9500%  | N/A     | $1612000.00        | $1648451.35        | Corporate Debt Securities |
| BANCO SANTANDER SA SN | 2028-03-14      | 5.0689%  | N/A     | $1600000.00        | $1621689.61        | Corporate Debt Securities |
| BANCO SANTANDER SA SN | 2030-03-14      | 5.5380%  | N/A     | $1600000.00        | $1689794.13        | Corporate Debt Securities |
| BANQUE FED DU CRED MU | 2030-01-22      | 4.8869%  | N/A     | $5191000.00        | $5244229.23        | Corporate Debt Securities |
| BARCLAYS BANK PLCFR 4 | 2027-02-24      | 4.7000%  | N/A     | $20221000.00       | $21201257.91       | Corporate Debt Securities |
| BARCLAYS PLC SR GLBL  | 2027-05-09      | 5.8290%  | N/A     | $4000000.00        | $4070741.00        | Corporate Debt Securities |
| BARCLAYS PLC SR GLBL  | 2034-05-09      | 6.2240%  | N/A     | $11599000.00       | $12623470.08       | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FI | 2040-01-15      | 5.7500%  | N/A     | $3288000.00        | $3566183.98        | Corporate Debt Securities |
| BHP BILLITON FIN USA  | 2030-02-21      | 5.0000%  | N/A     | $2760000.00        | $2903750.00        | Corporate Debt Securities |
| BLACKSTONE SECD LENDI | 2028-09-30      | 2.8500%  | N/A     | $2151000.00        | $2055839.76        | Corporate Debt Securities |
| BLUE OWL FINANCE LLC  | 2034-04-18      | 6.2500%  | N/A     | $2000000.00        | $2101456.67        | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY F | 2029-04-04      | 6.7500%  | N/A     | $2000000.00        | $2099360.00        | Corporate Debt Securities |
| BMW US CAP LLC REGS N | 2027-03-19      | 4.6500%  | N/A     | $2550000.00        | $2613038.13        | Corporate Debt Securities |
| BNP PARIBASFR 2.588%0 | 2035-08-12      | 2.5880%  | N/A     | $1500000.00        | $1377896.00        | Corporate Debt Securities |
| BNP PARIBASFR 5.176%0 | 2030-01-09      | 5.1760%  | N/A     | $3580000.00        | $3678590.81        | Corporate Debt Securities |
| BOC AVIATION PTE LTD  | 2029-09-11      | 3.0000%  | N/A     | $1712000.00        | $1668709.23        | Corporate Debt Securities |
| BOSTON PPTYS LTD PART | 2034-01-15      | 6.5000%  | N/A     | $9000.00           | $9691.37           | Corporate Debt Securities |
| BROADCOM INC GLBL NT  | 2034-10-15      | 4.8000%  | N/A     | $2015000.00        | $2042101.75        | Corporate Debt Securities |
| CENOVUS ENERGY INC GL | 2052-02-15      | 3.7500%  | N/A     | $4841000.00        | $3530868.07        | Corporate Debt Securities |
| CHEVRON USA INCSR GLB | 2028-02-26      | 4.2164%  | N/A     | $3929000.00        | $3974697.32        | Corporate Debt Securities |
| CI FINL CORP CR SEN S | 2029-05-30      | 7.5000%  | N/A     | $1501000.00        | $1617162.39        | Corporate Debt Securities |
| CITIBANK N A SR GLBL  | 2030-05-29      | 4.8475%  | N/A     | $2000000.00        | $2041333.65        | Corporate Debt Securities |
| CITIBANK N A SR GLBL  | 2027-05-29      | 4.5760%  | N/A     | $13929000.00       | $14162781.24       | Corporate Debt Securities |
| CITIGROUP INCSR NT FX | 2028-07-24      | 3.6680%  | N/A     | $1452000.00        | $1445322.74        | Corporate Debt Securities |
| CONSTELLATION ENERGY  | 2066-01-15      | 5.8750%  | N/A     | $104000.00         | $102713.55         | Corporate Debt Securities |
| CONSUMERS ENERGY CO1M | 2046-08-15      | 3.2500%  | N/A     | $2715000.00        | $2010744.84        | Corporate Debt Securities |
| COREBRIDGE FINL INCJR | 2052-12-15      | 6.8750%  | N/A     | $947000.00         | $980754.63         | Corporate Debt Securities |
| COX COMMUNICATIONS IN | 2028-01-15      | 6.9500%  | N/A     | $2778000.00        | $2898275.83        | Corporate Debt Securities |
| CREDIT AGRICOLE S AFR | 2035-01-10      | 6.2510%  | N/A     | $3800000.00        | $4037282.56        | Corporate Debt Securities |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $3421000.00        | $1570824.83        | Corporate Debt Securities |
| DAI-ICHI LIFE HOLDING | 2099-01-01      | 4.0000%  | N/A     | $1603000.00        | $1600510.01        | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NO | 2030-01-13      | 5.2500%  | N/A     | $1000000.00        | $1031129.17        | Corporate Debt Securities |
| DEUTSCHE BK AG N Y LW | 2033-01-07      | 3.7420%  | N/A     | $2465000.00        | $2301375.08        | Corporate Debt Securities |
| DEUTSCHE BK AG N Y SN | 2029-01-10      | 5.3730%  | N/A     | $2800000.00        | $2867354.00        | Corporate Debt Securities |
| DEVON ENERGY CORP NEW | 2054-09-15      | 5.7500%  | N/A     | $5737000.00        | $5589516.07        | Corporate Debt Securities |
| DOMINION ENERGY INCSR | 2041-08-01      | 4.9000%  | N/A     | $2309000.00        | $2189980.03        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS | 2038-04-15      | 6.0500%  | N/A     | $2000000.00        | $2210851.67        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE | 2035-10-13      | 4.7500%  | N/A     | $2048000.00        | $2051661.94        | Corporate Debt Securities |
| ENEL FIN INTL N.V. SR | 2052-06-15      | 5.5000%  | N/A     | $1525000.00        | $1452768.38        | Corporate Debt Securities |
| EXXON MOBIL CORP SR G | 2050-03-19      | 4.3270%  | N/A     | $2010000.00        | $1722179.00        | Corporate Debt Securities |
| GENERAL MTRS COSR GLB | 2028-04-15      | 5.3500%  | N/A     | $2193000.00        | $2281825.64        | Corporate Debt Securities |
| GENERAL MTRS COSR GLB | 2029-10-15      | 5.4000%  | N/A     | $1600000.00        | $1681712.00        | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2031-02-08      | 5.7500%  | N/A     | $1448000.00        | $1561410.58        | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2028-10-27      | 4.2000%  | N/A     | $1952000.00        | $1976360.96        | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2031-06-18      | 5.6000%  | N/A     | $2470000.00        | $2592347.33        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 4.8790%  | N/A     | $1999000.00        | $2029495.27        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2028-04-23      | 4.9469%  | N/A     | $2905000.00        | $2932598.84        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2031-01-28      | 4.7363%  | N/A     | $1861000.00        | $1871092.84        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2030-10-23      | 4.6920%  | N/A     | $1000.00           | $1025.00           | Corporate Debt Securities |
| HANWHA Q CELLS AMERS  | 2028-07-27      | 5.0000%  | N/A     | $3000000.00        | $3069440.00        | Corporate Debt Securities |
| HOME DEPOT INC SR GLB | 2029-06-25      | 4.7500%  | N/A     | $9000.00           | $9261.97           | Corporate Debt Securities |
| HSBC HLDGS PLC ALT TI | 2099-12-31      | 7.0500%  | N/A     | $1914000.00        | $2008074.70        | Corporate Debt Securities |
| HSBC HLDGS PLC ALT TI | 2079-12-31      | 6.5000%  | N/A     | $3809000.00        | $3981854.54        | Corporate Debt Securities |
| HSBC HLDGS PLC ALT TI | 2079-12-31      | 4.6000%  | N/A     | $2800000.00        | $2661916.44        | Corporate Debt Securities |
| HSBC HLDGS PLC LW TIE | 2034-06-20      | 6.5470%  | N/A     | $3205000.00        | $3490259.24        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2032-05-24      | 2.8040%  | N/A     | $3682000.00        | $3387516.09        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2028-11-03      | 7.3900%  | N/A     | $3000000.00        | $3219147.50        | Corporate Debt Securities |
| HYUNDAI CAP AMER FR 5 | 2028-01-07      | 5.0000%  | N/A     | $2150000.00        | $2189913.56        | Corporate Debt Securities |
| HYUNDAI CAP AMER VR 0 | 2028-01-07      | 4.5784%  | N/A     | $1996000.00        | $2008219.35        | Corporate Debt Securities |
| INTERNATIONAL FLAVORS | 2030-11-01      | 2.3000%  | N/A     | $421000.00         | $383091.52         | Corporate Debt Securities |
| INVERSIONES CMPC S A  | 2033-06-23      | 6.1250%  | N/A     | $1500000.00        | $1546492.71        | Corporate Debt Securities |
| JACKSON FINANCIAL INC | 2051-11-23      | 4.0000%  | N/A     | $2520000.00        | $1807657.60        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD | 2052-02-02      | 4.3750%  | N/A     | $4800000.00        | $3865785.33        | Corporate Debt Securities |
| KEMPER CORPSR GLBL NT | 2030-09-30      | 2.4000%  | N/A     | $2330000.00        | $2100844.50        | Corporate Debt Securities |
| KLA CORP SR GLBL NT 5 | 2049-03-15      | 5.0000%  | N/A     | $4158000.00        | $3956004.36        | Corporate Debt Securities |
| KT CORPSR GLBL REGS 2 | 2026-07-18      | 2.5000%  | N/A     | $2617000.00        | $2600259.92        | Corporate Debt Securities |
| LAUDER ESTEE COS INC  | 2053-05-15      | 5.1500%  | N/A     | $2000000.00        | $1879838.33        | Corporate Debt Securities |
| LLOYDS BANKING GROUP  | 2033-08-11      | 4.9760%  | N/A     | $2078000.00        | $2162386.66        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN | 2033-05-15      | 5.6250%  | N/A     | $2051000.00        | $2099195.94        | Corporate Debt Securities |
| MACQUARIE BK LTD FR 6 | 2099-01-01      | 6.1250%  | N/A     | $2205000.00        | $2294654.69        | Corporate Debt Securities |
| MACQUARIE GROUP LIMIT | 2034-12-07      | 6.2550%  | N/A     | $2256000.00        | $2472099.42        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW | 2035-03-15      | 5.3500%  | N/A     | $4956000.00        | $5190827.67        | Corporate Debt Securities |
| MCDONALDS CORP FR 5.2 | 2034-05-17      | 5.2000%  | N/A     | $3180000.00        | $3333099.33        | Corporate Debt Securities |
| MEGA ADVANCE INVESTME | 2041-05-12      | 6.3750%  | N/A     | $2777000.00        | $3125853.68        | Corporate Debt Securities |
| MEIJI YASUDA LIFE INS | 2048-04-26      | 5.1000%  | N/A     | $1750000.00        | $1792361.67        | Corporate Debt Securities |
| MICRON TECHNOLOGY INC | 2035-01-15      | 5.8000%  | N/A     | $2088000.00        | $2215966.56        | Corporate Debt Securities |
| MICROSOFT CORP SR GLB | 2050-09-15      | 2.5000%  | N/A     | $2924000.00        | $1802309.74        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANC | 2032-07-20      | 2.3090%  | N/A     | $2055000.00        | $1839495.00        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANC | 2031-01-16      | 5.1970%  | N/A     | $1592000.00        | $1641815.36        | Corporate Debt Securities |
| MONDELEZ INTL INCSR G | 2029-02-20      | 4.7500%  | N/A     | $2065000.00        | $2149109.74        | Corporate Debt Securities |
| MORGAN STANLEY BK N A | 2029-01-12      | 5.0160%  | N/A     | $1500000.00        | $1531377.00        | Corporate Debt Securities |
| MORGAN STANLEY FR 4.3 | 2031-10-22      | 4.3560%  | N/A     | $2387000.00        | $2403035.87        | Corporate Debt Securities |
| MORGAN STANLEY PRIVAT | 2028-07-06      | 4.4660%  | N/A     | $2675000.00        | $2699255.12        | Corporate Debt Securities |
| NATWEST MKTS PLC US M | 2030-03-21      | 4.8658%  | N/A     | $3000000.00        | $3061746.72        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2053-02-28      | 5.2500%  | N/A     | $2000000.00        | $1916793.33        | Corporate Debt Securities |
| NIPPON LIFE INSURANCE | 2051-09-16      | 2.9000%  | N/A     | $4350000.00        | $3951254.83        | Corporate Debt Securities |
| NISOURCE INC SR NT 4. | 2044-02-15      | 4.8000%  | N/A     | $1000.00           | $923.09            | Corporate Debt Securities |
| NORDEA BK ABP MED TER | 2030-08-28      | 4.5722%  | N/A     | $2000000.00        | $2025365.63        | Corporate Debt Securities |
| NORDEA BK ABP MED TER | 2099-01-01      | 6.3000%  | N/A     | $1650000.00        | $1722921.75        | Corporate Debt Securities |
| NORDEA BK ABP MED TER | 2079-12-31      | 3.7500%  | N/A     | $4600000.00        | $4426491.83        | Corporate Debt Securities |
| NORDSON CORP SR GLBL  | 2029-12-15      | 4.5000%  | N/A     | $319000.00         | $323151.78         | Corporate Debt Securities |
| NORFOLK SOUTHN CORPSR | 2064-03-15      | 5.9500%  | N/A     | $2000000.00        | $2092625.00        | Corporate Debt Securities |
| NTT FINANCE CORP GLBL | 2028-04-03      | 1.5910%  | N/A     | $8921000.00        | $8526074.02        | Corporate Debt Securities |
| NTT FINANCE CORP SR G | 2035-07-16      | 5.5020%  | N/A     | $3500000.00        | $3628518.83        | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2031-03-25      | 2.8750%  | N/A     | $3402000.00        | $3089127.04        | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2030-09-26      | 4.4500%  | N/A     | $1000.00           | $990.09            | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2028-03-25      | 2.3000%  | N/A     | $2995000.00        | $2882825.60        | Corporate Debt Securities |
| OVINTIV INCGLBL NT 6. | 2033-07-15      | 6.2500%  | N/A     | $1751000.00        | $1866748.40        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2043-06-15      | 4.6000%  | N/A     | $4558000.00        | $3861902.24        | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NE | 2049-07-17      | 4.8750%  | N/A     | $4787000.00        | $4040134.25        | Corporate Debt Securities |
| PNC BK N A PITTSBURGH | 2029-10-22      | 2.7000%  | N/A     | $2300000.00        | $2192383.00        | Corporate Debt Securities |
| POLAND REP GLBL NT 4. | 2033-10-04      | 4.8750%  | N/A     | $393000.00         | $403193.77         | Other Instrument          |
| PROSUS N V FR 4.027%0 | 2050-08-03      | 4.0270%  | N/A     | $2363000.00        | $1700342.53        | Corporate Debt Securities |
| PSEG POWER LLC SR 144 | 2035-05-15      | 5.7500%  | N/A     | $1175000.00        | $1230529.52        | Corporate Debt Securities |
| PTT TREASURY CENTER C | 2070-07-16      | 3.7000%  | N/A     | $3510000.00        | $2426564.40        | Corporate Debt Securities |
| PUGET ENERGY INC 1LIE | 2039-10-01      | 5.7570%  | N/A     | $3860000.00        | $4103141.72        | Corporate Debt Securities |
| QUALCOMM INC SR GLBL  | 2032-05-20      | 4.7500%  | N/A     | $2000000.00        | $2057112.22        | Corporate Debt Securities |
| RENAISSANCERE HLDGS L | 2033-06-05      | 5.7500%  | N/A     | $2037000.00        | $2148005.75        | Corporate Debt Securities |
| ROYAL BK CDA ALT TIER | 2085-11-24      | 6.5000%  | N/A     | $3102000.00        | $3124137.94        | Corporate Debt Securities |
| ROYAL BK CDA ALT TIER | 2084-11-24      | 6.3500%  | N/A     | $2000000.00        | $1991843.33        | Corporate Debt Securities |
| ROYALTY PHARMA PLC SR | 2050-09-02      | 3.5500%  | N/A     | $1992000.00        | $1421798.85        | Corporate Debt Securities |
| SANDS CHINA LTDCR SEN | 2027-03-08      | 2.3000%  | N/A     | $2800000.00        | $2763886.22        | Corporate Debt Securities |
| SANTANDER HOLDINGS US | 2035-05-31      | 6.3420%  | N/A     | $3000000.00        | $3241200.00        | Corporate Debt Securities |
| SCHWAB CHARLES CORPPE | 2079-12-31      | 4.0000%  | N/A     | $3740000.00        | $3748809.78        | Corporate Debt Securities |
| SEMPRA SR NT 6%39     | 2039-10-15      | 6.0000%  | N/A     | $1803000.00        | $1902922.26        | Corporate Debt Securities |
| SHINHAN BK REG S FR 4 | 2030-05-13      | 4.6250%  | N/A     | $9710000.00        | $9988991.23        | Corporate Debt Securities |
| SINOPEC GRP OVSEAS DE | 2045-04-28      | 4.1000%  | N/A     | $22524000.00       | $20244971.63       | Corporate Debt Securities |
| SIXTH STR LENDING PAR | 2030-07-15      | 6.1250%  | N/A     | $2203000.00        | $2259048.91        | Corporate Debt Securities |
| SOUTHERN CO GAS CAPSR | 2041-03-15      | 5.8750%  | N/A     | $1412000.00        | $1494406.09        | Corporate Debt Securities |
| SOUTHERN COGLBL 2023C | 2033-06-15      | 5.2000%  | N/A     | $33000.00          | $34114.08          | Corporate Debt Securities |
| SPIRE INCJR SB GLBL - | 2056-06-01      | 6.2500%  | N/A     | $1900000.00        | $1914512.83        | Corporate Debt Securities |
| STANDARD CHARTERED PL | 2029-01-21      | 4.8975%  | N/A     | $2000000.00        | $2018625.04        | Corporate Debt Securities |
| STAR ENERGY GEOTHERMA | 2038-10-14      | 4.8500%  | N/A     | $1600000.00        | $1572336.89        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2032-01-15      | 5.4540%  | N/A     | $3746000.00        | $3926304.35        | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK | 2026-09-14      | 4.8478%  | N/A     | $1700000.00        | $1719236.75        | Corporate Debt Securities |
| T MOBILE USA INC SR G | 2052-10-15      | 3.4000%  | N/A     | $2280000.00        | $1560128.00        | Corporate Debt Securities |
| TANGER PPTYS LTD PART | 2026-09-01      | 3.1250%  | N/A     | $3074000.00        | $3095222.98        | Corporate Debt Securities |
| TARGET CORPSR NT 7%38 | 2038-01-15      | 7.0000%  | N/A     | $258000.00         | $301895.26         | Corporate Debt Securities |
| THAIOIL TREAS CTR CO  | 2048-11-20      | 5.3750%  | N/A     | $398000.00         | $384400.89         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY | 2035-03-23      | 4.7500%  | N/A     | $2375000.00        | $2319892.74        | Corporate Debt Securities |
| TRUST 1401 SR REGS NT | 2032-01-23      | 7.7000%  | N/A     | $500000.00         | $546998.61         | Corporate Debt Securities |
| UBS GROUP AG ALT TIER | 2099-01-01      | 7.0000%  | N/A     | $2198000.00        | $2239757.12        | Corporate Debt Securities |
| UBS GROUP AG SR GLBL  | 2033-08-12      | 6.5370%  | N/A     | $2000000.00        | $2255392.00        | Corporate Debt Securities |
| URUGUAY REPGLBL AMRTZ | 2034-10-28      | 5.7500%  | N/A     | $361.00            | $387.78            | Other Instrument          |
| VENTAS RLTY LTD PARTN | 2030-11-15      | 4.7500%  | N/A     | $2153000.00        | $2201498.12        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2055-11-30      | 5.8750%  | N/A     | $2000000.00        | $2005481.67        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2035-04-02      | 5.2500%  | N/A     | $3578000.00        | $3686872.58        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2036-01-15      | 5.0000%  | N/A     | $1500000.00        | $1498480.00        | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2029-09-24      | 2.3750%  | N/A     | $30000.00          | $28786.28          | Corporate Debt Securities |
| WEBSTER FINL CORPSUB  | 2035-09-11      | 5.7840%  | N/A     | $1000.00           | $1029.87           | Corporate Debt Securities |
| WESTPAC BKG CORP LW T | 2035-11-20      | 5.6180%  | N/A     | $2810000.00        | $2935336.93        | Corporate Debt Securities |
| WILLIAMS COS INC SR G | 2031-03-15      | 2.6000%  | N/A     | $2256000.00        | $2085356.16        | Corporate Debt Securities |

### Security 402: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02XL1, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| AIA GROUP LTD HONG KO | 2040-09-16      | 3.2000%  | N/A     | $9958000.00        | $7953366.08        | Corporate Debt Securities          |
| ALIBABA GROUP HLDG LT | 2061-02-09      | 3.2500%  | N/A     | $6206000.00        | $4152667.33        | Corporate Debt Securities          |
| APPLE INCSR GLBL NT2. | 2029-09-11      | 2.2000%  | N/A     | $281000.00         | $267923.51         | Corporate Debt Securities          |
| BARCLAYS BANK PLCFR 4 | 2027-02-24      | 4.7000%  | N/A     | $10249000.00       | $10745843.05       | Corporate Debt Securities          |
| BLACKSTONE PRIVATE CR | 2030-04-01      | 5.2500%  | N/A     | $12821000.00       | $12904133.50       | Corporate Debt Securities          |
| BLACKSTONE SECD LENDI | 2028-04-13      | 5.3500%  | N/A     | $9050000.00        | $9273366.57        | Corporate Debt Securities          |
| BNP PARIBASSNR NPF RE | 2030-05-20      | 5.4970%  | N/A     | $9861000.00        | $10442809.96       | Corporate Debt Securities          |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.4500%  | N/A     | $8136000.00        | $8861860.02        | Corporate Debt Securities          |
| CITIBANK N A SR GLBL  | 2027-05-29      | 4.5760%  | N/A     | $250000.00         | $254195.94         | Corporate Debt Securities          |
| CONSOLIDATED EDISON C | 2048-12-01      | 4.6500%  | N/A     | $17300000.00       | $15131978.42       | Corporate Debt Securities          |
| CROWN CASTLE INC SR G | 2026-06-15      | 3.7000%  | N/A     | $7435000.00        | $7456226.93        | Corporate Debt Securities          |
| DEUTSCHE BK AG N Y SN | 2035-09-11      | 5.4030%  | N/A     | $11730000.00       | $12172474.17       | Corporate Debt Securities          |
| DOMINION ENERGY INCSR | 2027-03-15      | 3.6000%  | N/A     | $7428000.00        | $7497823.20        | Corporate Debt Securities          |
| GENERAL MTRS FINL CO  | 2026-03-01      | 5.2500%  | N/A     | $7180000.00        | $7343195.42        | Corporate Debt Securities          |
| GOLUB CAP PRIVATE CR  | 2029-09-12      | 5.8000%  | N/A     | $15000000.00       | $15555950.00       | Corporate Debt Securities          |
| HF SINCLAIR CORP SR G | 2035-01-15      | 6.2500%  | N/A     | $9385000.00        | $9861327.85        | Corporate Debt Securities          |
| JABIL INCSR GLBL NT 3 | 2033-02-01      | 4.7500%  | N/A     | $953000.00         | $941062.35         | Corporate Debt Securities          |
| KINDER MORGAN INC DEL | 2028-03-01      | 4.3000%  | N/A     | $8362000.00        | $8560825.13        | Corporate Debt Securities          |
| KOREA HOUSING FINANCE | 2031-01-15      | 3.8750%  | N/A     | $2000.00           | $1982.45           | Other Instrument                   |
| LEIGHTON FINANCE (USA | 2034-03-25      | 7.0000%  | N/A     | $2331000.00        | $2594462.57        | Corporate Debt Securities          |
| LENOVO GROUP LTD SR G | 2032-07-27      | 6.5360%  | N/A     | $11999000.00       | $13148800.18       | Corporate Debt Securities          |
| MORGAN STANLEY FR 2.2 | 2032-07-21      | 2.2390%  | N/A     | $14999000.00       | $13310558.82       | Corporate Debt Securities          |
| NIPPON LIFE INSURANCE | 2054-04-16      | 5.9500%  | N/A     | $2265000.00        | $2391565.68        | Corporate Debt Securities          |
| NORTHROP GRUMMAN CORP | 2033-03-15      | 4.7000%  | N/A     | $15000000.00       | $15414675.00       | Corporate Debt Securities          |
| POLAND REP GLBL NT 4. | 2033-10-04      | 4.8750%  | N/A     | $69000.00          | $70789.74          | Other Instrument                   |
| SANTOS FINANCE LTD SR | 2031-04-29      | 3.6490%  | N/A     | $14769000.00       | $13991026.10       | Corporate Debt Securities          |
| SINOCHEM OVERSEAS CAP | 2040-11-12      | 6.3000%  | N/A     | $13200000.00       | $15146736.00       | Corporate Debt Securities          |
| STANDARD CHARTERED PL | 2030-02-08      | 7.0180%  | N/A     | $11221000.00       | $12445664.93       | Corporate Debt Securities          |
| TAKEDA PHARMACEUTICAL | 2034-07-05      | 5.3000%  | N/A     | $12900000.00       | $13329706.17       | Corporate Debt Securities          |
| UBS GROUP AG ALT TIER | 2099-01-01      | 3.8750%  | N/A     | $11398000.00       | $11417753.37       | Corporate Debt Securities          |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $11000.00          | $6793.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $41200.00          | $40965.53          | U.S. Treasuries (including strips) |

### Security 403: STANDARD CHARTERED BANK - NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VUA6, C.4 - ISIN: US85325VUA69, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $124999851.25
- **C.18.a - Value (excl. sponsor support):** $124999851.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 404: STARBIRD FUNDING CORPORATION

- **C.1 - Title:** STARBIRD FUNDING CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PPD2, C.4 - ISIN: US85520PPD23, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $91025161.50
- **C.18.a - Value (excl. sponsor support):** $91025161.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 405: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCL4, C.4 - ISIN: US86564KCL44, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $130037882.00
- **C.18.a - Value (excl. sponsor support):** $130037882.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 406: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCS9, C.4 - ISIN: US86564KCS96, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $100030920.00
- **C.18.a - Value (excl. sponsor support):** $100030920.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 407: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LC91, C.4 - ISIN: US86562LC918, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $24899990.00
- **C.18.a - Value (excl. sponsor support):** $24899990.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCE0, C.4 - ISIN: US86564KCE01, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $255058752.00
- **C.18.a - Value (excl. sponsor support):** $255058752.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 409: SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3274806184, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: YCA2352
- **C.18 - Value (incl. sponsor support):** $142509204.50
- **C.18.a - Value (excl. sponsor support):** $142509204.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 410: SUMITOMO MITSUI BANKING CORPORATION-NY

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION-NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTS9, C.4 - ISIN: US86565GTS92, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200044720.00
- **C.18.a - Value (excl. sponsor support):** $200044720.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 411: SUMITOMO MITSUI BANKING CORPORATION-NY

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION-NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXP0, C.4 - ISIN: US86565GXP08, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $99995710.00
- **C.18.a - Value (excl. sponsor support):** $99995710.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 412: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XBK9, C.4 - ISIN: US86564XBK90, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $129733786.00
- **C.18.a - Value (excl. sponsor support):** $129733786.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 413: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XCW2, C.4 - ISIN: US86564XCW20, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $173936350.00
- **C.18.a - Value (excl. sponsor support):** $173936350.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 414: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XC51, C.4 - ISIN: US86564XC513, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $303924204.00
- **C.18.a - Value (excl. sponsor support):** $303924204.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 415: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TKZ5, C.4 - ISIN: US86564TKZ56, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $192004396.80
- **C.18.a - Value (excl. sponsor support):** $192004396.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 416: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEQ2, C.4 - ISIN: US86564TEQ22, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $247080299.70
- **C.18.a - Value (excl. sponsor support):** $247080299.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 417: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TGM9, C.4 - ISIN: US86564TGM99, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $60003954.00
- **C.18.a - Value (excl. sponsor support):** $60003954.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 418: SUMITOMO MITSUI TRUST BANK LIMITED

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3181510671, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: P2049F7
- **C.18 - Value (incl. sponsor support):** $110554268.40
- **C.18.a - Value (excl. sponsor support):** $110554268.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 419: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KFV9, C.4 - ISIN: US86960KFV98, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $115190431.20
- **C.18.a - Value (excl. sponsor support):** $115190431.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 420: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KEB4, C.4 - ISIN: US86960KEB44, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $217740072.00
- **C.18.a - Value (excl. sponsor support):** $217740072.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 421: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KF15, C.4 - ISIN: US86960KF158, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $108642732.00
- **C.18.a - Value (excl. sponsor support):** $108642732.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 422: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KG71, C.4 - ISIN: US86960KG719, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $120016841.20
- **C.18.a - Value (excl. sponsor support):** $120016841.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 423: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KEU2, C.4 - ISIN: US86960KEU25, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $128449555.00
- **C.18.a - Value (excl. sponsor support):** $128449555.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 424: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KGF3, C.4 - ISIN: US86960KGF30, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $147443865.00
- **C.18.a - Value (excl. sponsor support):** $147443865.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 425: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KFA5, C.4 - ISIN: US86960KFA51, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $125306823.30
- **C.18.a - Value (excl. sponsor support):** $125306823.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 426: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KDU3, C.4 - ISIN: US86960KDU34, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $99101010.00
- **C.18.a - Value (excl. sponsor support):** $99101010.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 427: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNH9, C.4 - ISIN: US86960LNH95, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $49025602.50
- **C.18.a - Value (excl. sponsor support):** $49025602.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 428: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KEK4, C.4 - ISIN: US86960KEK43, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $102850436.00
- **C.18.a - Value (excl. sponsor support):** $102850436.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 429: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KB35, C.4 - ISIN: US86960KB355, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $109955648.00
- **C.18.a - Value (excl. sponsor support):** $109955648.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 430: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRL2, C.4 - ISIN: US86959TRL25, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $53027819.70
- **C.18.a - Value (excl. sponsor support):** $53027819.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 431: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XGD6, C.4 - ISIN: US87020XGD66, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $98324940.00
- **C.18.a - Value (excl. sponsor support):** $98324940.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 432: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XED8, C.4 - ISIN: US87020XED84, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $89056377.00
- **C.18.a - Value (excl. sponsor support):** $89056377.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 433: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XE14, C.4 - ISIN: US87020XE149, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $226882963.70
- **C.18.a - Value (excl. sponsor support):** $226882963.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 434: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XJV3, C.4 - ISIN: US87020XJV38, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $136575852.00
- **C.18.a - Value (excl. sponsor support):** $136575852.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 435: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XEB2, C.4 - ISIN: US87020XEB29, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $100951674.60
- **C.18.a - Value (excl. sponsor support):** $100951674.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 436: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFN3, C.4 - ISIN: US87020YFN31, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $98010623.20
- **C.18.a - Value (excl. sponsor support):** $98010623.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 437: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XF39, C.4 - ISIN: US87020XF393, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $135265963.60
- **C.18.a - Value (excl. sponsor support):** $135265963.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 438: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XES5, C.4 - ISIN: US87020XES53, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $77076987.00
- **C.18.a - Value (excl. sponsor support):** $77076987.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 439: SWEDBANK AB - NEW YORK

- **C.1 - Title:** SWEDBANK AB - NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3MW8C
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 440: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03TG9
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2029-06-15      | 6.1250%  | N/A     | $438000.00         | $452347.24         | Corporate Debt Securities |
| AMERICAN HONDA FIN CO | 2027-03-08      | 4.4317%  | N/A     | $23000.00          | $23232.71          | Corporate Debt Securities |
| AMERICAN NATIONAL GRO | 2032-06-13      | 6.1440%  | N/A     | $334000.00         | $350075.87         | Corporate Debt Securities |
| ASTRAZENECA PLCSR GLB | 2037-09-15      | 6.4500%  | N/A     | $1218000.00        | $1411196.12        | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN  | 2049-09-10      | 3.5000%  | N/A     | $9528000.00        | $6941539.71        | Corporate Debt Securities |
| BPCE FR 7.003%101934  | 2034-10-19      | 7.0030%  | N/A     | $30000000.00       | $34041819.17       | Corporate Debt Securities |
| CAMP PENDLETON & QUAN | 2050-10-01      | 5.5720%  | N/A     | $2120000.00        | $2096350.46        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2034-11-02      | 7.9640%  | N/A     | $17616000.00       | $20970747.98       | Corporate Debt Securities |
| CENOVUS ENERGY INC SR | 2042-09-15      | 4.4500%  | N/A     | $900000.00         | $747204.75         | Corporate Debt Securities |
| CENTERPOINT ENERGY IN | 2055-05-15      | 6.7000%  | N/A     | $2663000.00        | $2770367.72        | Corporate Debt Securities |
| CHEVRON CORPORATIONSR | 2050-05-11      | 3.0780%  | N/A     | $5950000.00        | $4111476.78        | Corporate Debt Securities |
| COCA COLA CO SR GLBL  | 2051-03-05      | 3.0000%  | N/A     | $1947000.00        | $1331540.32        | Corporate Debt Securities |
| EBAY INC.SR GLBL NT 5 | 2051-05-10      | 3.6500%  | N/A     | $4045000.00        | $3016967.74        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE | 2039-01-26      | 6.9500%  | N/A     | $2000.00           | $2236.56           | Corporate Debt Securities |
| ENBRIDGE INC GLBL NT  | 2051-08-01      | 3.4000%  | N/A     | $15000000.00       | $10539233.33       | Corporate Debt Securities |
| ENERGY TRANSFER L PSR | 2054-05-15      | 5.9500%  | N/A     | $2919000.00        | $2828411.27        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $7882000.00        | $5434836.05        | Corporate Debt Securities |
| EQT AB SR GLBL 144A 3 | 2035-05-08      | 5.8500%  | N/A     | $4509000.00        | $4710619.93        | Corporate Debt Securities |
| EQUINIX INCSR GLBL NT | 2052-02-15      | 3.4000%  | N/A     | $8250000.00        | $5777337.50        | Corporate Debt Securities |
| EQUINIX INCSR GLBL NT | 2050-07-15      | 3.0000%  | N/A     | $4617000.00        | $2960051.04        | Corporate Debt Securities |
| FIDELITY NATL FINL IN | 2030-06-15      | 3.4000%  | N/A     | $1208000.00        | $1158423.68        | Corporate Debt Securities |
| FIDELITY NATL FINL IN | 2051-09-17      | 3.2000%  | N/A     | $13600000.00       | $8869678.22        | Corporate Debt Securities |
| FIDELITY NATL INFORMA | 2041-03-01      | 3.1000%  | N/A     | $6877000.00        | $5175427.71        | Corporate Debt Securities |
| FMG RESOURCES AUGUST  | 2031-04-01      | 4.3750%  | N/A     | $5000.00           | $4906.56           | Corporate Debt Securities |
| FS KKR CAP CORPSR GLB | 2027-07-15      | 3.2500%  | N/A     | $27878000.00       | $27097532.16       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2029-10-21      | 4.5775%  | N/A     | $10141000.00       | $10176924.72       | Corporate Debt Securities |
| ING GROEP N.V. SR GLB | 2028-10-02      | 4.5500%  | N/A     | $22708000.00       | $23325291.75       | Corporate Debt Securities |
| LCM INVESTMENTS HOLDI | 2031-08-01      | 8.2500%  | N/A     | $315000.00         | $344714.21         | Corporate Debt Securities |
| NGL ENERGY OPERATING  | 2029-02-15      | 8.1250%  | N/A     | $1772000.00        | $1871882.47        | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2030-09-26      | 4.4500%  | N/A     | $1408000.00        | $1394043.59        | Corporate Debt Securities |
| PROSPECT CAP CORPSR G | 2026-11-15      | 3.3640%  | N/A     | $82000.00          | $80527.14          | Corporate Debt Securities |
| ROYAL BK CDA VR 01242 | 2029-01-24      | 4.4870%  | N/A     | $306000.00         | $306831.42         | Corporate Debt Securities |
| SANTANDER UK GROUP HO | 2029-09-22      | 4.7458%  | N/A     | $1958000.00        | $1973500.85        | Corporate Debt Securities |
| SMUCKER J M CO GLBL N | 2053-11-15      | 6.5000%  | N/A     | $239000.00         | $262878.89         | Corporate Debt Securities |
| SOCIEDAD QUIMICA Y MI | 2033-11-07      | 6.5000%  | N/A     | $276000.00         | $303441.61         | Corporate Debt Securities |
| SOUTH BOW USA INFRAST | 2027-09-01      | 4.9110%  | N/A     | $4745000.00        | $4889229.42        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2042-01-14      | 3.0500%  | N/A     | $1985000.00        | $1520044.63        | Corporate Debt Securities |
| TRANSDIGM INCSR SEC G | 2029-03-01      | 6.3750%  | N/A     | $433000.00         | $454314.61         | Corporate Debt Securities |
| UNIVISION COMMUNICATI | 2028-08-15      | 8.0000%  | N/A     | $1777000.00        | $1900424.50        | Corporate Debt Securities |
| WESTPAC BKG CORP COCO | 2031-11-23      | 4.3220%  | N/A     | $36092000.00       | $36364989.86       | Corporate Debt Securities |
| WP CAREY INC SR GLBL  | 2033-04-01      | 2.2500%  | N/A     | $53000.00          | $45254.98          | Corporate Debt Securities |

### Security 441: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03TH7
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| ACADEMY LTD / ACADEMY | 2027-11-15      | 6.0000%  | N/A     | $22964000.00       | $23254724.24       | Corporate Debt Securities                 |
| AIR CDA INC1LIEN GLBL | 2026-08-15      | 3.8750%  | N/A     | $16172000.00       | $16385962.30       | Corporate Debt Securities                 |
| APLD COMPUTECO LLC 1L | 2030-12-15      | 9.2500%  | N/A     | $25000000.00       | $26353152.78       | Corporate Debt Securities                 |
| ASURION LLC / ASURION | 2034-02-01      | 8.3750%  | N/A     | $21500000.00       | $21705755.00       | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT  | 2027-07-15      | 5.7500%  | N/A     | $24000000.00       | $24042620.00       | Corporate Debt Securities                 |
| CARNIVAL CORPSR GLBL  | 2031-06-15      | 5.8750%  | N/A     | $20000000.00       | $20817675.00       | Corporate Debt Securities                 |
| CARVANA CO 1LIEN GLBL | 2031-06-01      | 9.0000%  | N/A     | $31179000.00       | $36430375.04       | Corporate Debt Securities                 |
| CHEMOURS COSR GLBL 14 | 2028-11-15      | 5.7500%  | N/A     | $17690000.00       | $17744824.26       | Corporate Debt Securities                 |
| FMG RESOURCES AUGUST  | 2031-04-01      | 4.3750%  | N/A     | $18335000.00       | $17992351.95       | Corporate Debt Securities                 |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $165181866.00      | $100167949.81      | Agency Collateralized Mortgage Obligation |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $15802000.00       | $16127872.36       | Corporate Debt Securities                 |
| MO TR GA AU/MS DI EN  | 2029-12-15      | 13.2500% | N/A     | $14189000.00       | $16481410.31       | Corporate Debt Securities                 |
| MPT OPER PTSHP LP/MPT | 2032-02-15      | 8.5000%  | N/A     | $25732000.00       | $28547037.91       | Corporate Debt Securities                 |
| NEPTUNE BIDCO US INC  | 2029-04-15      | 9.2900%  | N/A     | $26837000.00       | $28235364.25       | Corporate Debt Securities                 |
| SINCLAIR TELEVISION G | 2033-02-15      | 9.7500%  | N/A     | $29698000.00       | $33994929.38       | Corporate Debt Securities                 |
| SIRIUS XM RADIO INCSR | 2027-08-01      | 5.0000%  | N/A     | $18972000.00       | $19440250.04       | Corporate Debt Securities                 |
| SS&C TECHNOLOGIES INC | 2027-09-30      | 5.5000%  | N/A     | $32600000.00       | $33171912.67       | Corporate Debt Securities                 |
| TRAVEL PLUS LEISURE C | 2026-07-31      | 6.6250%  | N/A     | $28700000.00       | $29763478.50       | Corporate Debt Securities                 |
| UNITI SVC LLC/ UNITI  | 2029-02-15      | 6.5000%  | N/A     | $659000.00         | $657867.62         | Corporate Debt Securities                 |

### Security 442: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03TI5
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| AIR CANADA 2015-2AA 2 | 2029-06-15      | 3.7500%  | N/A     | $1896000.00        | $1017488.99        | Asset-Backed Securities |
| AIR CANADA 2017-1AA 2 | 2031-07-15      | 3.3000%  | N/A     | $300000.00         | $176274.80         | Asset-Backed Securities |
| ALAMO TEX CMNTY COLLE | 2031-08-15      | 5.0000%  | N/A     | $140000.00         | $148399.53         | Other Instrument        |
| ALASKA HSG FIN CORP M | 2053-12-01      | 6.2500%  | N/A     | $8715000.00        | $8029269.29        | Other Instrument        |
| ALBANY N Y CAP RESOUR | 2055-05-01      | 5.5000%  | N/A     | $4000000.00        | $4277160.00        | Other Instrument        |
| ALLEGHENY CNTY PA SAN | 2033-12-01      | 4.0000%  | N/A     | $135000.00         | $137324.10         | Other Instrument        |
| AMER AIRLINES PT TR 2 | 2031-04-15      | 3.3500%  | N/A     | $400000.00         | $232794.31         | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2029-03-22      | 3.6000%  | N/A     | $800000.00         | $441236.52         | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2030-08-15      | 3.6500%  | N/A     | $600000.00         | $354157.27         | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2027-05-01      | 3.3750%  | N/A     | $11875000.00       | $5607198.16        | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2029-07-15      | 3.5750%  | N/A     | $2900000.00        | $1568207.72        | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2030-04-15      | 3.0000%  | N/A     | $100000.00         | $56032.04          | Asset-Backed Securities |
| AMERICAN AIRLINE PAS  | 2036-01-11      | 2.8750%  | N/A     | $300000.00         | $221769.23         | Asset-Backed Securities |
| AMERICAN AIRLN PSTHRU | 2033-08-15      | 3.1500%  | N/A     | $1700000.00        | $1148370.03        | Asset-Backed Securities |
| AMERICAN MUN PWR OHIO | 2028-02-15      | 7.3340%  | N/A     | $2605000.00        | $2129249.12        | Other Instrument        |
| ATLANTA GA ARPT REVGE | 2030-07-01      | 5.0000%  | N/A     | $455000.00         | $496062.74         | Other Instrument        |
| ATLANTA GA ARPT REVGE | 2032-07-01      | 5.0000%  | N/A     | $170000.00         | $184578.82         | Other Instrument        |
| ATLANTA GA WTR & WAST | 2043-11-01      | 2.9130%  | N/A     | $4000000.00        | $3036086.33        | Other Instrument        |
| BAYTOWN TEXCOMBINATIO | 2042-02-01      | 5.0000%  | N/A     | $135000.00         | $149015.85         | Other Instrument        |
| BENICIA CALIF UNI SCH | 2058-08-01      | 5.0000%  | N/A     | $1000000.00        | $1041237.78        | Other Instrument        |
| BEXAR CNTY TEX COMB T | 2032-06-15      | 5.0000%  | N/A     | $180000.00         | $186944.40         | Other Instrument        |
| BEXAR CNTY TEX HOSP D | 2037-02-15      | 5.0000%  | N/A     | $300000.00         | $341333.00         | Other Instrument        |
| BIRDVILLE TEX INDPT S | 2035-02-15      | 5.0000%  | N/A     | $225000.00         | $256992.00         | Other Instrument        |
| BIRMINGHAM ALA WTRWKS | 2038-01-01      | 2.7100%  | N/A     | $380000.00         | $289770.20         | Other Instrument        |
| BLACK BELT ENERGY GAS | 2035-12-01      | 5.0000%  | N/A     | $4900000.00        | $5276831.78        | Other Instrument        |
| BLACK BELT ENERGY GAS | 2032-12-01      | 5.0000%  | N/A     | $4800000.00        | $5192373.33        | Other Instrument        |
| BLACK BELT ENERGY GAS | 2035-10-01      | 5.0000%  | N/A     | $8850000.00        | $9547901.17        | Other Instrument        |
| BLACK BELT ENERGY GAS | 2033-12-01      | 5.0000%  | N/A     | $1450000.00        | $1567340.44        | Other Instrument        |
| BLACK BELT ENERGY GAS | 2034-12-01      | 5.0000%  | N/A     | $4840000.00        | $5217493.11        | Other Instrument        |
| BLACK BELT ENERGY GAS | 2035-05-01      | 5.0000%  | N/A     | $3330000.00        | $3659692.20        | Other Instrument        |
| BOSTON MASSGO BDS 202 | 2039-11-01      | 2.0000%  | N/A     | $435000.00         | $353078.38         | Other Instrument        |
| BOYS TOWN VLG NEB REV | 2046-07-01      | 5.0000%  | N/A     | $8240000.00        | $8490898.84        | Other Instrument        |
| BOYS TOWN VLG NEB REV | 2055-07-01      | 5.2500%  | N/A     | $1500000.00        | $1537553.75        | Other Instrument        |
| BRITISH AIRWAYS PLC 2 | 2034-06-15      | 3.3000%  | N/A     | $700000.00         | $475716.14         | Asset-Backed Securities |
| BROOKLINE MASS GO MUN | 2033-03-15      | 2.0000%  | N/A     | $920000.00         | $871663.20         | Other Instrument        |
| CALIFORNIA CMNTY CHOI | 2034-01-01      | 5.0000%  | N/A     | $2475000.00        | $2711258.00        | Other Instrument        |
| CALIFORNIA INFRASTRUC | 2035-05-15      | 5.0000%  | N/A     | $165000.00         | $176359.70         | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2034-11-01      | 5.0000%  | N/A     | $2000000.00        | $2489731.11        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2035-11-01      | 5.0000%  | N/A     | $175000.00         | $182616.19         | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2036-11-01      | 5.0000%  | N/A     | $1250000.00        | $1545381.94        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2052-11-01      | 2.9390%  | N/A     | $1255000.00        | $846404.46         | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2042-11-01      | 3.0650%  | N/A     | $2140000.00        | $1685543.95        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2034-11-01      | 4.0000%  | N/A     | $350000.00         | $354283.61         | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2055-11-01      | 5.5000%  | N/A     | $2500000.00        | $2767093.06        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2041-11-01      | 3.0000%  | N/A     | $205000.00         | $187313.97         | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2037-11-01      | 2.8340%  | N/A     | $1950000.00        | $1638226.74        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2036-11-01      | 2.7840%  | N/A     | $1000000.00        | $853552.67         | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2036-11-01      | 2.4900%  | N/A     | $1675000.00        | $1387094.02        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2037-11-01      | 2.5250%  | N/A     | $3400000.00        | $2759754.03        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2031-11-01      | 1.8540%  | N/A     | $585000.00         | $520412.20         | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2042-11-01      | 5.0000%  | N/A     | $1000000.00        | $1166065.56        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2034-11-01      | 2.2740%  | N/A     | $11920000.00       | $10133094.65       | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2046-11-01      | 3.0000%  | N/A     | $470000.00         | $375678.83         | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2041-11-01      | 2.7950%  | N/A     | $5750000.00        | $4403349.20        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2035-11-01      | 5.0000%  | N/A     | $1000000.00        | $1251525.56        | Other Instrument        |
| CALIFORNIA STATEWIDE  | 2030-08-01      | 3.2500%  | N/A     | $200000.00         | $203863.94         | Other Instrument        |
| CALIFORNIA STGO BDS   | 2039-11-01      | 7.3500%  | N/A     | $5000000.00        | $5912404.17        | Other Instrument        |
| CALIFORNIA STGO BDS   | 2040-03-01      | 7.6250%  | N/A     | $8950000.00        | $11030508.30       | Other Instrument        |
| CALIFORNIA STGO BDS   | 2039-04-01      | 7.5500%  | N/A     | $9035000.00        | $11141934.39       | Other Instrument        |
| CALIFORNIA STGO VAR P | 2046-03-01      | 3.0000%  | N/A     | $660000.00         | $538260.80         | Other Instrument        |
| CALIFORNIA STGO VAR P | 2031-09-01      | 5.0000%  | N/A     | $175000.00         | $181442.53         | Other Instrument        |
| CALIFORNIA STGO VAR P | 2037-09-01      | 5.0000%  | N/A     | $230000.00         | $237443.82         | Other Instrument        |
| CALIFORNIA STGO VAR P | 2035-09-01      | 5.0000%  | N/A     | $190000.00         | $196447.54         | Other Instrument        |
| CALIFORNIA STGO VARIO | 2031-11-01      | 5.0000%  | N/A     | $125000.00         | $132426.39         | Other Instrument        |
| CALIFORNIA STTAXABLE  | 2041-10-01      | 5.8750%  | N/A     | $5000000.00        | $5321350.69        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2043-09-01      | 5.0000%  | N/A     | $3985000.00        | $4462141.76        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2032-08-01      | 3.5000%  | N/A     | $75000.00          | $79889.42          | Other Instrument        |
| CALIFORNIA STVAR PURP | 2037-09-01      | 5.0000%  | N/A     | $1345000.00        | $1579990.93        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2054-08-01      | 5.5000%  | N/A     | $1000000.00        | $1119187.22        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2036-12-01      | 5.0000%  | N/A     | $140000.00         | $156097.82         | Other Instrument        |
| CALIFORNIA STVAR PURP | 2033-03-01      | 5.0000%  | N/A     | $360000.00         | $406016.80         | Other Instrument        |
| CALIFORNIA STVAR PURP | 2037-10-01      | 3.0000%  | N/A     | $1445000.00        | $1402078.68        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2050-08-01      | 5.0000%  | N/A     | $2505000.00        | $2710332.07        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2032-10-01      | 5.0000%  | N/A     | $305000.00         | $351636.87         | Other Instrument        |
| CALIFORNIA STVAR PURP | 2043-03-01      | 5.0000%  | N/A     | $765000.00         | $869357.05         | Other Instrument        |
| CALIFORNIA STVAR PURP | 2035-03-01      | 5.0000%  | N/A     | $960000.00         | $1076932.27        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2047-10-01      | 3.6250%  | N/A     | $250000.00         | $219413.16         | Other Instrument        |
| CALIFORNIA STVAR PURP | 2039-09-01      | 5.0000%  | N/A     | $2000000.00        | $2327908.89        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2049-08-01      | 5.5000%  | N/A     | $1000000.00        | $1132237.22        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2029-11-01      | 5.0000%  | N/A     | $135000.00         | $151042.20         | Other Instrument        |
| CALIFORNIA STVARIOUS  | 2055-11-01      | 5.0000%  | N/A     | $2500000.00        | $2662216.67        | Other Instrument        |
| CALIFORNIA STVARIOUS  | 2035-04-01      | 5.0000%  | N/A     | $260000.00         | $284647.42         | Other Instrument        |
| CALIFORNIA STVARIOUS  | 2031-09-01      | 5.0000%  | N/A     | $190000.00         | $196994.74         | Other Instrument        |
| CALIFORNIA STVETERAN  | 2041-12-01      | 3.3000%  | N/A     | $135000.00         | $132232.28         | Other Instrument        |
| CALIFORNIA STVETERANS | 2047-12-01      | 3.3000%  | N/A     | $330000.00         | $281456.45         | Other Instrument        |
| CENTRAL PUGET SOUND W | 2029-11-01      | 5.0000%  | N/A     | $160000.00         | $165296.18         | Other Instrument        |
| CENTRAL PUGET SOUND W | 2036-11-01      | 5.0000%  | N/A     | $175000.00         | $180054.19         | Other Instrument        |
| CENTRAL PUGET SOUND W | 2035-11-01      | 5.0000%  | N/A     | $85000.00          | $87531.39          | Other Instrument        |
| CENTRAL WASH UNIV SYS | 2040-05-01      | 6.9500%  | N/A     | $2640000.00        | $2932173.93        | Other Instrument        |
| CHAFFEY CMNTY COLLEGE | 2049-06-01      | 5.5000%  | N/A     | $2000000.00        | $2225167.78        | Other Instrument        |
| CHICAGO ILL MET WTR R | 2029-12-01      | 5.0000%  | N/A     | $515000.00         | $529710.69         | Other Instrument        |
| CHICAGO ILL WASTEWATE | 2040-01-01      | 6.9000%  | N/A     | $4000000.00        | $4431513.33        | Other Instrument        |
| CHICAGO ILL WASTEWATE | 2038-01-01      | 5.0000%  | N/A     | $135000.00         | $137609.25         | Other Instrument        |
| CLARK CNTY NEV SCH DI | 2030-06-15      | 5.0000%  | N/A     | $140000.00         | $145824.00         | Other Instrument        |
| COAST CMNTY COLLEGE D | 2038-08-01      | 2.9570%  | N/A     | $5000000.00        | $4256214.31        | Other Instrument        |
| CONNECTICUT ST GO BDS | 2031-01-15      | 5.0000%  | N/A     | $240000.00         | $270632.00         | Other Instrument        |
| CONNECTICUT ST GO BDS | 2036-01-15      | 5.0000%  | N/A     | $1635000.00        | $1897815.35        | Other Instrument        |
| CONNECTICUT ST GO BDS | 2032-09-15      | 5.0000%  | N/A     | $140000.00         | $151722.20         | Other Instrument        |
| CONNECTICUT ST HSG FI | 2044-11-15      | 5.3670%  | N/A     | $6575000.00        | $6480525.47        | Other Instrument        |
| CONNECTICUT ST SPL TA | 2032-10-01      | 5.0000%  | N/A     | $200000.00         | $216437.56         | Other Instrument        |
| CONNECTICUT ST SPL TA | 2032-05-01      | 5.0000%  | N/A     | $140000.00         | $156357.76         | Other Instrument        |
| CONNECTICUT ST SPL TA | 2030-07-01      | 5.0000%  | N/A     | $165000.00         | $184709.80         | Other Instrument        |
| CONROE TEX CTFS OBLIG | 2032-03-01      | 5.0000%  | N/A     | $200000.00         | $214382.89         | Other Instrument        |
| CONROE TEX CTFS OBLIG | 2042-03-01      | 4.3750%  | N/A     | $540000.00         | $566728.73         | Other Instrument        |
| COOK CNTY ILLGO REF B | 2030-11-15      | 5.0000%  | N/A     | $230000.00         | $236487.53         | Other Instrument        |
| CORONA-NORCO CALIF UN | 2039-08-01      | 3.1910%  | N/A     | $3750000.00        | $3228623.85        | Other Instrument        |
| COTATI-ROHNERT PK CAL | 2038-08-01      | 5.0000%  | N/A     | $750000.00         | $776865.83         | Other Instrument        |
| CUPERTINO CALIF UN SC | 2044-08-01      | 5.7500%  | N/A     | $1050000.00        | $1256818.79        | Other Instrument        |
| CUPERTINO CALIF UN SC | 2050-08-01      | 5.7500%  | N/A     | $1000000.00        | $1150890.28        | Other Instrument        |
| CUYAHOGA CNTY OHIO SA | 2035-01-01      | 4.0000%  | N/A     | $475000.00         | $501035.81         | Other Instrument        |
| DALLAS FORT WORTH TEX | 2050-11-01      | 2.9190%  | N/A     | $6500000.00        | $4618746.71        | Other Instrument        |
| DALLAS FORT WORTH TEX | 2031-11-01      | 5.0000%  | N/A     | $325000.00         | $365115.11         | Other Instrument        |
| DALLAS FORT WORTH TEX | 2051-11-01      | 4.5070%  | N/A     | $6160000.00        | $5401779.80        | Other Instrument        |
| DALLAS TEX AREA RAPID | 2035-12-01      | 2.1960%  | N/A     | $1850000.00        | $1510837.65        | Other Instrument        |
| DALLAS TEX CONVENTION | 2042-01-01      | 7.0880%  | N/A     | $9810000.00        | $10696370.15       | Other Instrument        |
| DALLAS TEX WTRWKS & S | 2040-10-01      | 2.7720%  | N/A     | $7815000.00        | $6125654.90        | Other Instrument        |
| DALLAS TEX2025        | 2041-02-15      | 4.0000%  | N/A     | $630000.00         | $640101.70         | Other Instrument        |
| DELAWARE STGO BDS 202 | 2040-05-01      | 4.0000%  | N/A     | $255000.00         | $270730.67         | Other Instrument        |
| DELAWARE TRANSN AUTH  | 2032-07-01      | 5.0000%  | N/A     | $215000.00         | $234128.07         | Other Instrument        |
| DESERT SANDS CALIF UN | 2041-08-01      | 2.0000%  | N/A     | $150000.00         | $109965.67         | Other Instrument        |
| DISTRICT COLUMBIA INC | 2032-12-01      | 1.8100%  | N/A     | $10750000.00       | $9224751.18        | Other Instrument        |
| EAST BAY CALIF MUN UT | 2032-06-01      | 5.0000%  | N/A     | $150000.00         | $157010.17         | Other Instrument        |
| EAST BAY CALIF MUN UT | 2037-06-01      | 5.0000%  | N/A     | $2000000.00        | $2313668.89        | Other Instrument        |
| EAST BAY CALIF MUN UT | 2036-06-01      | 5.0000%  | N/A     | $1600000.00        | $1978311.11        | Other Instrument        |
| EAST SIDE UN HIGH SCH | 2039-08-01      | 3.0000%  | N/A     | $210000.00         | $197773.10         | Other Instrument        |
| EASTERN MUN WTR FING  | 2035-07-01      | 4.0000%  | N/A     | $250000.00         | $251680.56         | Other Instrument        |
| ENERGY SOUTHEAST ALA  | 2034-11-01      | 5.0000%  | N/A     | $1400000.00        | $1525006.00        | Other Instrument        |
| ENERGY SOUTHEAST ALA  | 2035-11-01      | 5.0000%  | N/A     | $4800000.00        | $5214192.00        | Other Instrument        |
| FLORIDA DEV FIN CORP  | 2052-02-01      | 4.0000%  | N/A     | $6000000.00        | $5389013.33        | Other Instrument        |
| FRANKLIN CNTY OHIO HO | 2050-11-01      | 2.8770%  | N/A     | $8900000.00        | $5875980.99        | Other Instrument        |
| FREMONT CALIF UN HIGH | 2042-08-01      | 3.2500%  | N/A     | $165000.00         | $155895.25         | Other Instrument        |
| FREMONT CALIF UNI SCH | 2035-08-01      | 2.0000%  | N/A     | $1400000.00        | $1235142.22        | Other Instrument        |
| GARDEN GROVE CALIF UN | 2041-08-01      | 3.1250%  | N/A     | $155000.00         | $143376.27         | Other Instrument        |
| GARLAND TEX ELEC UTIL | 2051-03-01      | 5.0000%  | N/A     | $125000.00         | $128994.86         | Other Instrument        |
| GEORGIA ST GO BDS 202 | 2040-07-01      | 3.0000%  | N/A     | $230000.00         | $212845.83         | Other Instrument        |
| GEORGIA ST PORTS AUTH | 2051-07-01      | 2.6250%  | N/A     | $305000.00         | $203454.70         | Other Instrument        |
| GILROY CALIF UNI SCH  | 2039-08-01      | 3.2140%  | N/A     | $3000000.00        | $2623352.17        | Other Instrument        |
| GOLDEN ST TOB SECURIT | 2034-06-01      | 2.7460%  | N/A     | $1715000.00        | $1137509.42        | Other Instrument        |
| GOLDEN ST TOB SECURIT | 2041-06-01      | 3.7140%  | N/A     | $5000000.00        | $3924934.17        | Other Instrument        |
| GRAND FORKS N D HEALT | 2046-12-01      | 4.0000%  | N/A     | $1500000.00        | $1324613.33        | Other Instrument        |
| GRAND PARKWAY TRANSN  | 2049-10-01      | 3.3060%  | N/A     | $4250000.00        | $3169387.21        | Other Instrument        |
| GREAT LAKES WTR AUTH  | 2031-07-01      | 5.0000%  | N/A     | $280000.00         | $22337.08          | Other Instrument        |
| HAMILTON CNTY OHIO SA | 2029-12-01      | 5.0000%  | N/A     | $170000.00         | $175291.16         | Other Instrument        |
| HARRIS CNTY TEX FLOOD | 2048-09-15      | 4.0000%  | N/A     | $8615000.00        | $8076907.10        | Other Instrument        |
| HARRIS CNTY TEXTOLL R | 2033-08-15      | 5.0000%  | N/A     | $235000.00         | $243250.07         | Other Instrument        |
| HARRISONBURG VAGO PUB | 2039-07-15      | 1.8750%  | N/A     | $5095000.00        | $3843113.92        | Other Instrument        |
| HARTNELL CALIF CMNTY  | 2047-08-01      | 3.2500%  | N/A     | $255000.00         | $215059.28         | Other Instrument        |
| HAWAII ST ARPTS SYS R | 2041-07-01      | 4.0000%  | N/A     | $9795000.00        | $9790418.12        | Other Instrument        |
| HAWAII STGO BDS 2019  | 2032-01-01      | 5.0000%  | N/A     | $330000.00         | $355831.67         | Other Instrument        |
| HENNEPIN CNTY MINN GO | 2033-12-15      | 5.0000%  | N/A     | $580000.00         | $637130.00         | Other Instrument        |
| HIDALGO CNTY TEX DRAI | 2029-09-01      | 5.0000%  | N/A     | $300000.00         | $318943.33         | Other Instrument        |
| HORRY CNTY S C ARPT R | 2040-07-01      | 7.3280%  | N/A     | $5000000.00        | $5821065.56        | Other Instrument        |
| HOUSTON TEX ARPT SYS  | 2026-07-01      | 5.0000%  | N/A     | $150000.00         | $152209.17         | Other Instrument        |
| HOUSTON TEX UTIL SYS  | 2032-11-15      | 5.0000%  | N/A     | $140000.00         | $30902.00          | Other Instrument        |
| HUDSON YDS INFRASTRUC | 2035-02-15      | 5.0000%  | N/A     | $285000.00         | $298126.15         | Other Instrument        |
| HUDSON YDS INFRASTRUC | 2042-02-15      | 5.0000%  | N/A     | $710000.00         | $736580.03         | Other Instrument        |
| HUNTINGTON BEACH CALI | 2040-06-15      | 3.2760%  | N/A     | $2000000.00        | $1658070.00        | Other Instrument        |
| IDAHO HSG & FIN ASSN  | 2044-01-01      | 6.0600%  | N/A     | $10455000.00       | $7658680.46        | Other Instrument        |
| ILLINOIS FIN AUTH REV | 2044-04-01      | 5.2500%  | N/A     | $135000.00         | $148673.36         | Other Instrument        |
| ILLINOIS HSG DEV AUTH | 2049-10-01      | 6.1010%  | N/A     | $1855000.00        | $1769973.33        | Other Instrument        |
| ILLINOIS MUN ELEC AGY | 2035-02-01      | 7.2880%  | N/A     | $5425000.00        | $2664186.13        | Other Instrument        |
| ILLINOIS ST TOLL HWY  | 2032-01-01      | 5.0000%  | N/A     | $155000.00         | $157234.76         | Other Instrument        |
| ILLINOIS ST TOLL HWY  | 2034-01-01      | 5.0000%  | N/A     | $155000.00         | $157107.66         | Other Instrument        |
| ILLINOIS ST TOLL HWY  | 2031-01-01      | 5.0000%  | N/A     | $235000.00         | $238451.63         | Other Instrument        |
| ILLINOIS ST TOLL HWY  | 2034-12-01      | 5.8510%  | N/A     | $2415000.00        | $2541568.07        | Other Instrument        |
| ILLINOIS ST TOLL HWY  | 2046-01-01      | 4.0000%  | N/A     | $370000.00         | $337059.72         | Other Instrument        |
| ILLINOIS STGO BDS 201 | 2035-04-01      | 6.7250%  | N/A     | $10950000.00       | $9078559.60        | Other Instrument        |
| ILLINOIS STGO BDS 201 | 2035-07-01      | 7.3500%  | N/A     | $13410000.00       | $10432987.98       | Other Instrument        |
| INDIANA ST FIN AUTH R | 2039-02-01      | 6.5960%  | N/A     | $7900000.00        | $9015770.54        | Other Instrument        |
| JEFFERSON CNTY ALA SW | 2049-10-01      | 5.2500%  | N/A     | $3900000.00        | $4087216.25        | Other Instrument        |
| JUDSON TEX INDPT SCH  | 2049-02-01      | 4.0000%  | N/A     | $5600000.00        | $5312881.78        | Other Instrument        |
| KENTUCKY INC KY PUB E | 2036-05-01      | 5.0000%  | N/A     | $8915000.00        | $9677668.34        | Other Instrument        |
| KING CNTY WASH SWR RE | 2043-01-01      | 5.0000%  | N/A     | $185000.00         | $203869.59         | Other Instrument        |
| LAMAR TEX CONS INDPT  | 2048-02-15      | 4.0000%  | N/A     | $4565000.00        | $4354294.82        | Other Instrument        |
| LAS VEGAS NEV CONVENT | 2049-07-01      | 4.0000%  | N/A     | $12210000.00       | $11005388.53       | Other Instrument        |
| LONG BEACH CALIF CMNT | 2044-08-01      | 5.0000%  | N/A     | $1250000.00        | $1410775.00        | Other Instrument        |
| LONG BEACH CALIF UNI  | 2030-08-01      | 4.0000%  | N/A     | $165000.00         | $169458.12         | Other Instrument        |
| LONG BEACH CALIF UNI  | 2047-08-01      | 3.0000%  | N/A     | $230000.00         | $181478.43         | Other Instrument        |
| LOS ANGELES CALIF CMN | 2032-08-01      | 2.1060%  | N/A     | $16755000.00       | $5301441.46        | Other Instrument        |
| LOS ANGELES CALIF CMN | 2037-08-01      | 4.0000%  | N/A     | $300000.00         | $306740.67         | Other Instrument        |
| LOS ANGELES CALIF CMN | 2039-08-01      | 3.0000%  | N/A     | $285000.00         | $279928.90         | Other Instrument        |
| LOS ANGELES CALIF DEP | 2033-05-15      | 5.0000%  | N/A     | $1600000.00        | $1686378.67        | Other Instrument        |
| LOS ANGELES CALIF DEP | 2035-07-01      | 5.0000%  | N/A     | $1000000.00        | $1177387.78        | Other Instrument        |
| LOS ANGELES CALIF DEP | 2037-07-01      | 5.0000%  | N/A     | $1000000.00        | $1108987.78        | Other Instrument        |
| LOS ANGELES CALIF DEP | 2039-05-15      | 5.5000%  | N/A     | $4400000.00        | $4929444.67        | Other Instrument        |
| LOS ANGELES CALIF DEP | 2040-05-15      | 5.5000%  | N/A     | $3000000.00        | $3341455.00        | Other Instrument        |
| LOS ANGELES CALIF UNI | 2048-07-01      | 5.2500%  | N/A     | $595000.00         | $645384.10         | Other Instrument        |
| LOS ANGELES CALIF UNI | 2049-07-01      | 5.2500%  | N/A     | $205000.00         | $222531.43         | Other Instrument        |
| LOS ANGELES CALIF UNI | 2047-07-01      | 5.2500%  | N/A     | $590000.00         | $636532.81         | Other Instrument        |
| LOS ANGELES CALIF WAS | 2035-06-01      | 5.0000%  | N/A     | $155000.00         | $161406.84         | Other Instrument        |
| LOS ANGELES CALIF WAS | 2036-06-01      | 5.0000%  | N/A     | $750000.00         | $800508.33         | Other Instrument        |
| LOS ANGELES CNTY CALI | 2034-06-01      | 4.0000%  | N/A     | $275000.00         | $277776.28         | Other Instrument        |
| LOS ANGELES CNTY CALI | 2033-07-01      | 5.0000%  | N/A     | $250000.00         | $261029.44         | Other Instrument        |
| LOS ANGELES CNTY CALI | 2035-06-01      | 4.0000%  | N/A     | $190000.00         | $202637.96         | Other Instrument        |
| LOS ANGELES CNTY CALI | 2030-07-01      | 5.0000%  | N/A     | $170000.00         | $178040.62         | Other Instrument        |
| LOUDOUN CNTY VAGO PUB | 2031-12-01      | 5.0000%  | N/A     | $135000.00         | $149482.05         | Other Instrument        |
| LOUISIANA LOC GOVT EN | 2039-12-01      | 5.1980%  | N/A     | $9750000.00        | $10071057.21       | Other Instrument        |
| LOUISVILLE & JEFFERSO | 2044-05-15      | 2.6500%  | N/A     | $10000000.00       | $7278408.33        | Other Instrument        |
| LOUISVILLE & JEFFERSO | 2043-05-15      | 6.2500%  | N/A     | $2800000.00        | $2953554.33        | Other Instrument        |
| LOWER ALA GAS DIST GA | 2046-09-01      | 5.0000%  | N/A     | $2685000.00        | $2887407.23        | Other Instrument        |
| MARICOPA CNTY ARIZ SP | 2032-07-01      | 5.0000%  | N/A     | $190000.00         | $201179.18         | Other Instrument        |
| MARYLAND ST DEPT TRAN | 2033-10-01      | 5.0000%  | N/A     | $220000.00         | $247270.71         | Other Instrument        |
| MARYLAND ST HEALTH &  | 2046-07-01      | 5.2500%  | N/A     | $1000000.00        | $1034755.83        | Other Instrument        |
| MARYLAND STGO ST AND  | 2030-03-15      | 5.0000%  | N/A     | $120000.00         | $132090.00         | Other Instrument        |
| MASSACHUSETTS BAY TRA | 2035-07-01      | 5.0000%  | N/A     | $160000.00         | $165681.24         | Other Instrument        |
| MASSACHUSETTS ST DEV  | 2031-07-15      | 5.0000%  | N/A     | $585000.00         | $413056.80         | Other Instrument        |
| MASSACHUSETTS ST DEV  | 2034-07-15      | 5.0000%  | N/A     | $215000.00         | $119565.61         | Other Instrument        |
| MASSACHUSETTS ST GEN  | 2050-12-01      | 5.0000%  | N/A     | $3745000.00        | $3943093.86        | Other Instrument        |
| MASSACHUSETTS ST GO B | 2048-05-01      | 5.0000%  | N/A     | $430000.00         | $453822.48         | Other Instrument        |
| MASSACHUSETTS ST GO B | 2045-07-01      | 5.0000%  | N/A     | $180000.00         | $188911.40         | Other Instrument        |
| MASSACHUSETTS ST GO B | 2049-01-01      | 5.0000%  | N/A     | $440000.00         | $460454.62         | Other Instrument        |
| MASSACHUSETTS ST GO B | 2055-04-01      | 5.0000%  | N/A     | $205000.00         | $215489.39         | Other Instrument        |
| MASSACHUSETTS ST GO B | 2032-07-01      | 5.0000%  | N/A     | $305000.00         | $339961.47         | Other Instrument        |
| MASSACHUSETTS ST GO B | 2035-01-01      | 5.0000%  | N/A     | $720000.00         | $772047.20         | Other Instrument        |
| MASSACHUSETTS ST GO C | 2050-10-01      | 5.0000%  | N/A     | $2460000.00        | $2593031.33        | Other Instrument        |
| MASSACHUSETTS ST GO C | 2053-08-01      | 5.0000%  | N/A     | $850000.00         | $898884.44         | Other Instrument        |
| MASSACHUSETTS ST GO C | 2046-09-01      | 3.0000%  | N/A     | $965000.00         | $774409.28         | Other Instrument        |
| MASSACHUSETTS ST PORT | 2042-07-01      | 2.7190%  | N/A     | $425000.00         | $325044.38         | Other Instrument        |
| MASSACHUSETTS ST SCH  | 2035-11-15      | 5.0000%  | N/A     | $150000.00         | $96905.21          | Other Instrument        |
| MCKINNEY MUN UTIL DIS | 2032-09-01      | 4.0000%  | N/A     | $250000.00         | $261441.39         | Other Instrument        |
| MECKLENBURG CNTY N C  | 2041-03-01      | 2.0000%  | N/A     | $625000.00         | $479661.11         | Other Instrument        |
| MEDICAL CENTER BUILDI | 2041-06-01      | 2.9170%  | N/A     | $2315000.00        | $1825147.48        | Other Instrument        |
| MENIFEE CALIF UN SCH  | 2031-08-01      | 3.2500%  | N/A     | $160000.00         | $164015.96         | Other Instrument        |
| METROPOLITAN ATLANTA  | 2030-07-01      | 4.0000%  | N/A     | $260000.00         | $266386.18         | Other Instrument        |
| METROPOLITAN GOVT NAS | 2031-07-01      | 5.0000%  | N/A     | $300000.00         | $318956.33         | Other Instrument        |
| METROPOLITAN GOVT NAS | 2036-07-01      | 5.0000%  | N/A     | $270000.00         | $78709.32          | Other Instrument        |
| METROPOLITAN GOVT NAS | 2043-07-01      | 6.7310%  | N/A     | $7000000.00        | $7596485.36        | Other Instrument        |
| METROPOLITAN TRANSN A | 2034-11-15      | 5.2500%  | N/A     | $200000.00         | $206075.50         | Other Instrument        |
| METROPOLITAN TRANSN A | 2045-11-15      | 4.7500%  | N/A     | $2500000.00        | $2533339.58        | Other Instrument        |
| METROPOLITAN WASH D C | 2047-10-01      | 8.0000%  | N/A     | $5750000.00        | $7259573.06        | Other Instrument        |
| METROPOLITAN WASH D C | 2053-10-01      | 5.2500%  | N/A     | $5000000.00        | $5221020.83        | Other Instrument        |
| METROPOLITAN WASH D C | 2046-10-01      | 5.0000%  | N/A     | $5700000.00        | $5895896.33        | Other Instrument        |
| METROPOLITAN WTR DIST | 2036-04-01      | 5.0000%  | N/A     | $1000000.00        | $1237487.78        | Other Instrument        |
| METROPOLITAN WTR DIST | 2048-04-01      | 5.0000%  | N/A     | $115000.00         | $124004.24         | Other Instrument        |
| MIAMI-DADE CNTY FLA S | 2035-10-01      | 5.0000%  | N/A     | $510000.00         | $524957.17         | Other Instrument        |
| MIAMI-DADE CNTY FLA W | 2055-10-01      | 5.0000%  | N/A     | $10000000.00       | $10374577.78       | Other Instrument        |
| MIAMI-DADE CNTY FLA W | 2049-10-01      | 3.0000%  | N/A     | $300000.00         | $225203.00         | Other Instrument        |
| MICHIGAN ST TRUNK LIN | 2045-11-15      | 4.0000%  | N/A     | $610000.00         | $591244.53         | Other Instrument        |
| MICHIGAN ST UNIV REVS | 2032-08-15      | 5.0000%  | N/A     | $275000.00         | $304784.33         | Other Instrument        |
| MICHIGAN ST UNIV REVS | 2050-02-15      | 6.1730%  | N/A     | $4790000.00        | $5059595.17        | Other Instrument        |
| MINNEAPOLIS & ST PAUL | 2030-01-01      | 5.0000%  | N/A     | $240000.00         | $246513.07         | Other Instrument        |
| MINNESOTA ST GO ST VA | 2030-10-01      | 5.0000%  | N/A     | $160000.00         | $169806.04         | Other Instrument        |
| MINNESOTA ST GO VAR P | 2034-08-01      | 5.0000%  | N/A     | $415000.00         | $459090.06         | Other Instrument        |
| MOBILE CNTY ALA INDL  | 2054-06-01      | 5.0000%  | N/A     | $6500000.00        | $6298333.89        | Other Instrument        |
| MOBILE CNTY ALA INDL  | 2054-12-01      | 4.7500%  | N/A     | $2500000.00        | $2333736.81        | Other Instrument        |
| MOUNT SAN ANTONIO CAL | 2055-08-01      | 5.2500%  | N/A     | $1500000.00        | $1641883.75        | Other Instrument        |
| NASH HEALTH CARE SYS  | 2055-02-01      | 5.2500%  | N/A     | $2650000.00        | $2782709.79        | Other Instrument        |
| NATIONAL FIN AUTH N H | 2046-08-15      | 3.0000%  | N/A     | $1395000.00        | $1120910.40        | Other Instrument        |
| NATIONAL FIN AUTH N H | 2034-04-01      | 6.8900%  | N/A     | $1000000.00        | $1040254.44        | Other Instrument        |
| NATOMAS UNI SCH DIST  | 2039-08-01      | 3.0000%  | N/A     | $250000.00         | $235631.67         | Other Instrument        |
| NEW CANEY TEX INDPT S | 2042-02-15      | 2.4040%  | N/A     | $7025000.00        | $5136317.04        | Other Instrument        |
| NEW JERSEY INST TECHN | 2042-07-01      | 3.4150%  | N/A     | $7500000.00        | $6191407.29        | Other Instrument        |
| NEW JERSEY ST TPK AUT | 2033-01-01      | 5.0000%  | N/A     | $510000.00         | $306649.03         | Other Instrument        |
| NEW JERSEY ST TPK AUT | 2043-01-01      | 5.0000%  | N/A     | $1655000.00        | $1811691.72        | Other Instrument        |
| NEW JERSEY ST TPK AUT | 2032-01-01      | 5.0000%  | N/A     | $220000.00         | $134767.67         | Other Instrument        |
| NEW JERSEY ST TPK AUT | 2034-01-01      | 5.0000%  | N/A     | $215000.00         | $107122.17         | Other Instrument        |
| NEW JERSEY ST TPK AUT | 2050-01-01      | 5.2500%  | N/A     | $2655000.00        | $2856114.04        | Other Instrument        |
| NEW JERSEY ST TRANSN  | 2046-06-15      | 4.0000%  | N/A     | $3340000.00        | $3182819.60        | Other Instrument        |
| NEW JERSEY ST TRANSN  | 2050-06-15      | 5.0000%  | N/A     | $3135000.00        | $3207136.35        | Other Instrument        |
| NEW JERSEY ST TRANSN  | 2042-06-15      | 4.0000%  | N/A     | $9300000.00        | $9274890.00        | Other Instrument        |
| NEW JERSEY ST TRANSN  | 2044-06-15      | 4.2500%  | N/A     | $3500000.00        | $3521323.75        | Other Instrument        |
| NEW JERSEY STGO VAR P | 2035-06-01      | 2.2500%  | N/A     | $145000.00         | $132288.94         | Other Instrument        |
| NEW YORK N Y CITY HSG | 2049-08-01      | 5.3980%  | N/A     | $6550000.00        | $6493670.36        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2055-06-15      | 5.2500%  | N/A     | $2000000.00        | $2123476.67        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2037-06-15      | 5.0000%  | N/A     | $370000.00         | $390301.90         | Other Instrument        |
| NEW YORK N Y CITY MUN | 2047-06-15      | 5.2500%  | N/A     | $475000.00         | $508792.69         | Other Instrument        |
| NEW YORK N Y CITY MUN | 2043-06-15      | 5.4400%  | N/A     | $1495000.00        | $1461541.90        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2042-06-15      | 4.0000%  | N/A     | $2785000.00        | $2782744.15        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2054-06-15      | 5.2500%  | N/A     | $2100000.00        | $2209121.25        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2044-06-15      | 5.8820%  | N/A     | $7590000.00        | $7755708.68        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2046-06-15      | 5.2500%  | N/A     | $175000.00         | $187820.94         | Other Instrument        |
| NEW YORK N Y CITY MUN | 2050-06-15      | 5.2500%  | N/A     | $5000000.00        | $5326412.50        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2048-06-15      | 5.2500%  | N/A     | $430000.00         | $458329.48         | Other Instrument        |
| NEW YORK N Y CITY MUN | 2054-06-15      | 5.2500%  | N/A     | $3400000.00        | $3584764.50        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2046-06-15      | 5.0000%  | N/A     | $300000.00         | $316005.00         | Other Instrument        |
| NEW YORK N Y CITY MUN | 2046-06-15      | 5.0000%  | N/A     | $790000.00         | $836365.10         | Other Instrument        |
| NEW YORK N Y CITY MUN | 2047-06-15      | 5.2500%  | N/A     | $1995000.00        | $2129946.79        | Other Instrument        |
| NEW YORK N Y CITY TR  | 2033-12-01      | 4.0000%  | N/A     | $1000000.00        | $1052165.56        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2041-11-01      | 5.0000%  | N/A     | $110000.00         | $122756.82         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2045-05-01      | 5.0000%  | N/A     | $1195000.00        | $1278256.98        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2035-11-01      | 5.0000%  | N/A     | $205000.00         | $236598.93         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2039-05-01      | 5.0000%  | N/A     | $420000.00         | $475251.47         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2043-02-01      | 4.0000%  | N/A     | $1390000.00        | $1389011.56        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2047-05-01      | 5.5000%  | N/A     | $1000000.00        | $1090227.22        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2054-05-01      | 5.0000%  | N/A     | $1800000.00        | $1866422.00        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2046-05-01      | 5.0000%  | N/A     | $1085000.00        | $1152032.51        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2048-05-01      | 5.2500%  | N/A     | $305000.00         | $326514.45         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2033-05-01      | 5.0000%  | N/A     | $280000.00         | $312639.91         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2046-05-01      | 5.0000%  | N/A     | $860000.00         | $911110.76         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2043-02-01      | 5.0000%  | N/A     | $175000.00         | $192594.69         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2033-08-01      | 5.0000%  | N/A     | $310000.00         | $335401.74         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2035-08-01      | 5.0000%  | N/A     | $905000.00         | $958142.61         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2044-02-01      | 5.0000%  | N/A     | $235000.00         | $253438.36         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2044-05-01      | 5.0000%  | N/A     | $740000.00         | $806674.82         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2046-05-01      | 5.0000%  | N/A     | $2455000.00        | $2618183.85        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2046-02-01      | 5.0000%  | N/A     | $745000.00         | $797709.58         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2044-05-01      | 5.0000%  | N/A     | $2800000.00        | $3042651.11        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2047-02-01      | 5.0000%  | N/A     | $420000.00         | $442651.07         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2041-11-01      | 5.2500%  | N/A     | $4015000.00        | $4481579.80        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2042-02-01      | 3.2500%  | N/A     | $145000.00         | $128944.11         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2047-05-01      | 5.0000%  | N/A     | $265000.00         | $279803.19         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2034-08-01      | 5.0000%  | N/A     | $435000.00         | $461139.63         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2040-11-01      | 5.0000%  | N/A     | $165000.00         | $184747.38         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2048-05-01      | 5.2500%  | N/A     | $4020000.00        | $4324454.70        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2039-11-01      | 5.0000%  | N/A     | $1000000.00        | $1133601.11        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2035-11-01      | 5.0000%  | N/A     | $2990000.00        | $3536794.59        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2039-05-01      | 5.0000%  | N/A     | $195000.00         | $218160.37         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2039-02-01      | 3.0000%  | N/A     | $540000.00         | $489864.60         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2045-11-01      | 5.0000%  | N/A     | $805000.00         | $863814.19         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2035-11-01      | 5.0000%  | N/A     | $135000.00         | $145526.10         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2048-11-01      | 5.2500%  | N/A     | $7990000.00        | $8579415.64        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2036-11-01      | 5.0000%  | N/A     | $160000.00         | $185707.38         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2044-11-01      | 5.0000%  | N/A     | $3800000.00        | $4133504.89        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2048-05-01      | 5.2500%  | N/A     | $1680000.00        | $1793919.40        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2042-05-01      | 5.0000%  | N/A     | $230000.00         | $254640.16         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2038-11-01      | 5.0000%  | N/A     | $210000.00         | $236346.83         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2048-05-01      | 5.2500%  | N/A     | $4945000.00        | $5318788.43        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2044-02-01      | 5.0000%  | N/A     | $1450000.00        | $1563768.61        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2048-05-01      | 5.0000%  | N/A     | $510000.00         | $535000.77         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2032-11-01      | 5.0000%  | N/A     | $310000.00         | $347501.04         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2034-11-01      | 5.0000%  | N/A     | $170000.00         | $183867.09         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2033-05-01      | 5.0000%  | N/A     | $210000.00         | $234677.33         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2044-05-01      | 5.0000%  | N/A     | $160000.00         | $173865.78         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2044-02-01      | 5.0000%  | N/A     | $150000.00         | $164052.17         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2038-08-01      | 5.0000%  | N/A     | $190000.00         | $196087.81         | Other Instrument        |
| NEW YORK N Y CITY TRA | 2034-11-01      | 5.0000%  | N/A     | $300000.00         | $327504.33         | Other Instrument        |
| NEW YORK N Y GEN OBLI | 2048-10-01      | 5.0000%  | N/A     | $7440000.00        | $7792449.33        | Other Instrument        |
| NEW YORK N Y GEN OBLI | 2040-10-01      | 5.0000%  | N/A     | $800000.00         | $903417.78         | Other Instrument        |
| NEW YORK N Y GEN OBLI | 2051-10-01      | 5.2500%  | N/A     | $2955000.00        | $3143014.34        | Other Instrument        |
| NEW YORK N Y GO BDS 2 | 2034-04-01      | 5.0000%  | N/A     | $545000.00         | $580696.29         | Other Instrument        |
| NEW YORK N Y GO BDS 2 | 2033-12-01      | 5.0000%  | N/A     | $230000.00         | $246593.22         | Other Instrument        |
| NEW YORK N Y GO BDS 2 | 2038-12-01      | 5.0000%  | N/A     | $125000.00         | $127988.06         | Other Instrument        |
| NEW YORK N Y GO BDS 2 | 2033-04-01      | 5.0000%  | N/A     | $140000.00         | $149364.29         | Other Instrument        |
| NEW YORK N Y GO BDS 2 | 2035-04-01      | 5.0000%  | N/A     | $205000.00         | $218039.59         | Other Instrument        |
| NEW YORK N Y GO BDS 2 | 2034-12-01      | 5.0000%  | N/A     | $215000.00         | $230044.51         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2042-03-01      | 5.0000%  | N/A     | $185000.00         | $204322.22         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2041-10-01      | 5.2500%  | N/A     | $310000.00         | $346007.79         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2047-04-01      | 5.2500%  | N/A     | $2025000.00        | $2155519.69        | Other Instrument        |
| NEW YORK N Y GO BDS F | 2044-04-01      | 5.0000%  | N/A     | $875000.00         | $943781.81         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2034-04-01      | 5.0000%  | N/A     | $230000.00         | $258919.69         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2047-04-01      | 5.2500%  | N/A     | $785000.00         | $841538.97         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2034-04-01      | 5.0000%  | N/A     | $160000.00         | $180118.04         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2041-04-01      | 5.0000%  | N/A     | $740000.00         | $815633.76         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2047-10-01      | 5.2500%  | N/A     | $800000.00         | $848363.33         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2040-10-01      | 5.2500%  | N/A     | $460000.00         | $514824.72         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2040-03-01      | 4.0000%  | N/A     | $410000.00         | $421219.88         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2043-04-01      | 5.2500%  | N/A     | $115000.00         | $126687.93         | Other Instrument        |
| NEW YORK N Y GO BDS F | 2047-09-01      | 5.0000%  | N/A     | $6890000.00        | $7288479.32        | Other Instrument        |
| NEW YORK N Y TAXABLE  | 2055-02-01      | 6.3850%  | N/A     | $3020000.00        | $3304416.47        | Other Instrument        |
| NEW YORK ST DORM AUTH | 2047-02-15      | 4.0000%  | N/A     | $875000.00         | $819589.17         | Other Instrument        |
| NEW YORK ST DORM AUTH | 2035-03-15      | 5.0000%  | N/A     | $400000.00         | $413136.00         | Other Instrument        |
| NEW YORK ST DORM AUTH | 2037-02-15      | 5.0000%  | N/A     | $560000.00         | $578685.33         | Other Instrument        |
| NEW YORK ST DORM AUTH | 2033-03-15      | 5.0000%  | N/A     | $315000.00         | $337150.80         | Other Instrument        |
| NEW YORK ST DORM AUTH | 2052-05-01      | 5.0000%  | N/A     | $10000000.00       | $10251711.11       | Other Instrument        |
| NEW YORK ST DORM AUTH | 2045-03-15      | 5.0000%  | N/A     | $200000.00         | $215064.00         | Other Instrument        |
| NEW YORK ST DORM AUTH | 2047-03-15      | 4.0000%  | N/A     | $11000000.00       | $10261350.00       | Other Instrument        |
| NEW YORK ST DORM AUTH | 2036-02-15      | 5.0000%  | N/A     | $210000.00         | $221916.80         | Other Instrument        |
| NEW YORK ST DORM AUTH | 2048-03-15      | 5.2500%  | N/A     | $1445000.00        | $1554064.99        | Other Instrument        |
| NEW YORK ST DORM AUTH | 2054-03-15      | 4.0000%  | N/A     | $2605000.00        | $2390113.55        | Other Instrument        |
| NEW YORK ST DORM AUTH | 2047-03-15      | 5.2500%  | N/A     | $1180000.00        | $1287345.58        | Other Instrument        |
| NEW YORK ST DORM AUTH | 2036-03-15      | 5.0000%  | N/A     | $165000.00         | $175936.20         | Other Instrument        |
| NEW YORK ST DORM AUTH | 2046-03-15      | 5.0000%  | N/A     | $375000.00         | $397518.75         | Other Instrument        |
| NEW YORK ST DORM AUTH | 2049-03-15      | 4.0000%  | N/A     | $5040000.00        | $4628282.40        | Other Instrument        |
| NEW YORK ST ENERGY RE | 2029-10-01      | 3.5000%  | N/A     | $1000000.00        | $1021616.11        | Other Instrument        |
| NEW YORK ST ENVIRONME | 2052-09-15      | 5.2500%  | N/A     | $1000000.00        | $1072787.50        | Other Instrument        |
| NEW YORK ST ENVIRONME | 2041-06-15      | 5.0000%  | N/A     | $170000.00         | $172121.60         | Other Instrument        |
| NEW YORK ST TWY AUTH  | 2055-03-15      | 5.0000%  | N/A     | $1430000.00        | $1510628.17        | Other Instrument        |
| NEW YORK ST TWY AUTH  | 2054-01-01      | 5.2500%  | N/A     | $1000000.00        | $1057549.17        | Other Instrument        |
| NEW YORK ST TWY AUTH  | 2049-01-01      | 4.0000%  | N/A     | $4695000.00        | $4272648.23        | Other Instrument        |
| NEW YORK ST TWY AUTH  | 2045-01-01      | 4.0000%  | N/A     | $1840000.00        | $1709180.09        | Other Instrument        |
| NEW YORK ST URBAN DEV | 2048-03-15      | 3.0000%  | N/A     | $980000.00         | $744025.80         | Other Instrument        |
| NEW YORK ST URBAN DEV | 2043-03-15      | 5.0000%  | N/A     | $80000.00          | $87472.00          | Other Instrument        |
| NEW YORK ST URBAN DEV | 2050-03-15      | 5.0000%  | N/A     | $1000000.00        | $1050530.00        | Other Instrument        |
| NEW YORK ST URBAN DEV | 2036-03-15      | 5.0000%  | N/A     | $175000.00         | $194771.50         | Other Instrument        |
| NEW YORK ST URBAN DEV | 2040-03-15      | 5.0000%  | N/A     | $65000.00          | $69308.85          | Other Instrument        |
| NEW YORK ST URBAN DEV | 2037-03-15      | 5.0000%  | N/A     | $150000.00         | $157491.00         | Other Instrument        |
| NEW YORK ST URBAN DEV | 2033-03-15      | 5.0000%  | N/A     | $365000.00         | $381556.40         | Other Instrument        |
| NEW YORK ST URBAN DEV | 2045-03-15      | 4.0000%  | N/A     | $2135000.00        | $2069903.85        | Other Instrument        |
| NEW YORK ST URBAN DEV | 2042-03-15      | 5.0000%  | N/A     | $145000.00         | $156988.60         | Other Instrument        |
| NEW YORK ST URBAN DEV | 2041-03-15      | 5.0000%  | N/A     | $345000.00         | $375939.60         | Other Instrument        |
| NEW YORK TRANSN DEV C | 2054-12-31      | 0.0000%  | N/A     | $1700000.00        | $1126896.00        | Other Instrument        |
| NEW YORK TRANSN DEV C | 2054-12-31      | 5.2500%  | N/A     | $2995000.00        | $3054166.23        | Other Instrument        |
| NEW YORK TRANSN DEV C | 2060-12-31      | 5.5000%  | N/A     | $5890000.00        | $5972361.83        | Other Instrument        |
| NEW YORK TRANSN DEV C | 2054-06-30      | 5.0000%  | N/A     | $4000000.00        | $3990586.67        | Other Instrument        |
| NORFOLK VA GO CAP IMP | 2042-10-01      | 3.0000%  | N/A     | $185000.00         | $152281.71         | Other Instrument        |
| NORTH CAROLINA ST LTD | 2032-05-01      | 5.0000%  | N/A     | $260000.00         | $290095.29         | Other Instrument        |
| NORTHSIDE TEX INDPT S | 2031-08-15      | 5.0000%  | N/A     | $185000.00         | $200927.88         | Other Instrument        |
| OAKLAND CALIF UNI SCH | 2033-08-01      | 6.8770%  | N/A     | $7795000.00        | $8113300.81        | Other Instrument        |
| OHIO ST TPK COMMN TPK | 2033-02-15      | 5.0000%  | N/A     | $210000.00         | $225203.30         | Other Instrument        |
| OHIO STCOM SCH GO BDS | 2031-06-15      | 5.0000%  | N/A     | $265000.00         | $289472.75         | Other Instrument        |
| ONONDAGA N Y CIVIC DE | 2044-12-01      | 5.2500%  | N/A     | $2575000.00        | $2884602.98        | Other Instrument        |
| ORANGE CNTY FLA HEALT | 2047-10-01      | 3.0000%  | N/A     | $4605000.00        | $3660959.65        | Other Instrument        |
| PECOS BARSTOW TOYAH T | 2030-02-15      | 5.0000%  | N/A     | $225000.00         | $241905.75         | Other Instrument        |
| PENNSYLVANIA ST HIGHE | 2032-08-15      | 5.0000%  | N/A     | $200000.00         | $209697.33         | Other Instrument        |
| PENNSYLVANIA ST TPK C | 2036-06-01      | 5.0000%  | N/A     | $345000.00         | $350121.33         | Other Instrument        |
| PENNSYLVANIA ST TPK C | 2030-12-01      | 5.0000%  | N/A     | $240000.00         | $252850.67         | Other Instrument        |
| PENNSYLVANIA ST TPK C | 2041-12-01      | 5.0000%  | N/A     | $390000.00         | $395414.93         | Other Instrument        |
| PENNSYLVANIA ST TPK C | 2043-12-01      | 3.4370%  | N/A     | $5000000.00        | $2982973.34        | Other Instrument        |
| PHILADELPHIA PA SCH D | 2030-09-01      | 5.9950%  | N/A     | $2080000.00        | $2250768.23        | Other Instrument        |
| PHILADELPHIA PA WTR & | 2046-10-01      | 5.0000%  | N/A     | $330000.00         | $347819.27         | Other Instrument        |
| PHILADELPHIA PA WTR & | 2032-10-01      | 5.0000%  | N/A     | $200000.00         | $54514.71          | Other Instrument        |
| PITTSBURGH PA SCH DIS | 2029-09-01      | 6.8500%  | N/A     | $6895000.00        | $7018151.23        | Other Instrument        |
| POMONA CALIF UNI SCH  | 2043-08-01      | 2.2500%  | N/A     | $140000.00         | $101667.65         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2045-01-15      | 5.0000%  | N/A     | $330000.00         | $356127.20         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2035-09-01      | 5.0000%  | N/A     | $200000.00         | $219702.89         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2047-01-15      | 5.0000%  | N/A     | $395000.00         | $415213.47         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2043-07-15      | 5.0000%  | N/A     | $365000.00         | $397373.07         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2033-11-15      | 5.0000%  | N/A     | $275000.00         | $289730.83         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2030-11-15      | 5.0000%  | N/A     | $135000.00         | $142733.70         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2037-09-01      | 5.0000%  | N/A     | $265000.00         | $284711.88         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2033-11-15      | 5.0000%  | N/A     | $370000.00         | $380702.87         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2031-07-15      | 5.0000%  | N/A     | $850000.00         | $905805.33         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2041-11-15      | 5.0000%  | N/A     | $270000.00         | $276195.60         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2050-01-15      | 5.0000%  | N/A     | $3740000.00        | $3927760.47        | Other Instrument        |
| PORT AUTH N Y & N JCO | 2032-11-15      | 5.0000%  | N/A     | $275000.00         | $290113.08         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2048-09-01      | 5.0000%  | N/A     | $780000.00         | $815072.27         | Other Instrument        |
| PORT AUTH N Y & N JCO | 2036-11-15      | 5.0000%  | N/A     | $180000.00         | $184823.40         | Other Instrument        |
| PORT AUTH N Y & N JTA | 2051-02-15      | 3.1390%  | N/A     | $5000000.00        | $3688085.42        | Other Instrument        |
| PORT SEATTLE WASH REV | 2047-08-01      | 5.0000%  | N/A     | $4215000.00        | $4403162.28        | Other Instrument        |
| PROSPER TEX INDPT SCH | 2054-02-15      | 4.0000%  | N/A     | $7265000.00        | $6690144.77        | Other Instrument        |
| PUBLIC FIN AUTH WIS T | 2065-12-31      | 6.5000%  | N/A     | $2300000.00        | $2531441.33        | Other Instrument        |
| RALEIGH N C COMB ENTE | 2043-12-01      | 5.0000%  | N/A     | $500000.00         | $557964.44         | Other Instrument        |
| RALEIGH N C COMB ENTE | 2040-12-01      | 5.0000%  | N/A     | $1000000.00        | $1147948.89        | Other Instrument        |
| RALEIGH N C COMB ENTE | 2042-12-01      | 5.0000%  | N/A     | $500000.00         | $566079.44         | Other Instrument        |
| SACRAMENTO CNTY CALIF | 2033-07-01      | 5.0000%  | N/A     | $225000.00         | $164823.09         | Other Instrument        |
| SACRAMENTO CNTY CALIF | 2041-07-01      | 5.0000%  | N/A     | $250000.00         | $151980.38         | Other Instrument        |
| SACRAMENTO CNTY CALIF | 2034-07-01      | 5.0000%  | N/A     | $275000.00         | $271349.83         | Other Instrument        |
| SACRAMENTO CNTY CALIF | 2049-07-01      | 5.0000%  | N/A     | $290000.00         | $307033.96         | Other Instrument        |
| SACRAMENTO CNTY CALIF | 2041-07-01      | 5.0000%  | N/A     | $175000.00         | $123051.61         | Other Instrument        |
| SALT RIVER PROJ ARIZ  | 2041-01-01      | 4.8390%  | N/A     | $7545000.00        | $7254104.99        | Other Instrument        |
| SAN ANTONIO TEX WTR R | 2036-05-15      | 5.0000%  | N/A     | $230000.00         | $238608.13         | Other Instrument        |
| SAN DIEGO CALIF PUB F | 2031-08-01      | 2.2830%  | N/A     | $2625000.00        | $2415004.16        | Other Instrument        |
| SAN DIEGO CALIF PUB F | 2047-05-15      | 5.0000%  | N/A     | $185000.00         | $198654.23         | Other Instrument        |
| SAN DIEGO CALIF UNI S | 2042-07-01      | 3.1250%  | N/A     | $325000.00         | $290903.39         | Other Instrument        |
| SAN DIEGO CALIF UNI S | 2050-07-01      | 3.0000%  | N/A     | $150000.00         | $113473.00         | Other Instrument        |
| SAN DIEGO CALIF UNI S | 2048-07-01      | 3.2500%  | N/A     | $495000.00         | $404176.44         | Other Instrument        |
| SAN DIEGO CALIF UNI S | 2050-07-01      | 5.0000%  | N/A     | $7665000.00        | $8170106.47        | Other Instrument        |
| SAN DIEGO CNTY CALIF  | 2048-07-01      | 5.0000%  | N/A     | $315000.00         | $335836.55         | Other Instrument        |
| SAN DIEGO CNTY CALIF  | 2044-07-01      | 5.0000%  | N/A     | $160000.00         | $168004.44         | Other Instrument        |
| SAN DIEGO CNTY CALIF  | 2048-04-01      | 3.2480%  | N/A     | $3375000.00        | $2258318.82        | Other Instrument        |
| SAN FRANCISCO CALIF B | 2030-07-01      | 2.1250%  | N/A     | $165000.00         | $159382.05         | Other Instrument        |
| SAN FRANCISCO CALIF B | 2050-08-01      | 3.0000%  | N/A     | $310000.00         | $237071.47         | Other Instrument        |
| SAN FRANCISCO CALIF B | 2047-08-01      | 5.2500%  | N/A     | $675000.00         | $737487.56         | Other Instrument        |
| SAN FRANCISCO CALIF C | 2049-10-01      | 5.0000%  | N/A     | $195000.00         | $210897.92         | Other Instrument        |
| SAN FRANCISCO CALIF C | 2034-11-01      | 5.0000%  | N/A     | $285000.00         | $103784.30         | Other Instrument        |
| SAN FRANCISCO CALIF C | 2045-05-01      | 5.0000%  | N/A     | $2200000.00        | $2433424.89        | Other Instrument        |
| SAN FRANCISCO CALIF C | 2036-11-01      | 5.0000%  | N/A     | $1000000.00        | $1228521.11        | Other Instrument        |
| SAN FRANCISCO CALIF C | 2050-11-01      | 3.0000%  | N/A     | $845000.00         | $642281.68         | Other Instrument        |
| SAN FRANCISCO CALIF C | 2030-11-01      | 5.0000%  | N/A     | $200000.00         | $212946.22         | Other Instrument        |
| SAN FRANCISCO CALIF C | 2040-11-01      | 5.0000%  | N/A     | $3500000.00        | $4457148.89        | Other Instrument        |
| SAN FRANCISCO CALIF C | 2043-06-15      | 5.0000%  | N/A     | $205000.00         | $227066.20         | Other Instrument        |
| SAN FRANCISCO CALIF C | 2048-11-01      | 5.2500%  | N/A     | $150000.00         | $164302.38         | Other Instrument        |
| SAN JOSE CALIF FING A | 2047-11-01      | 5.0000%  | N/A     | $25000.00          | $26800.03          | Other Instrument        |
| SAN JOSE CALIF GO REF | 2034-09-01      | 5.0000%  | N/A     | $350000.00         | $385897.56         | Other Instrument        |
| SAN JOSE EVERGREEN CA | 2042-09-01      | 4.0000%  | N/A     | $500000.00         | $520887.78         | Other Instrument        |
| SANTA BARBARA CNTY CA | 2038-12-01      | 4.0000%  | N/A     | $740000.00         | $730143.20         | Other Instrument        |
| SANTA BARBARA CNTY CA | 2038-12-01      | 4.0000%  | N/A     | $740000.00         | $730636.53         | Other Instrument        |
| SANTA CLARA CALIF UNI | 2039-07-01      | 3.0000%  | N/A     | $1310000.00        | $1256744.13        | Other Instrument        |
| SANTA CLARA CALIF UNI | 2044-07-01      | 3.2500%  | N/A     | $1400000.00        | $1224549.28        | Other Instrument        |
| SANTA CLARA CALIF UNI | 2039-07-01      | 3.2500%  | N/A     | $150000.00         | $147944.71         | Other Instrument        |
| SANTA MONICA-MALIBU U | 2042-07-01      | 3.1250%  | N/A     | $285000.00         | $253532.40         | Other Instrument        |
| SONOMA CNTY CALIF JR  | 2041-08-01      | 3.0000%  | N/A     | $230000.00         | $207751.33         | Other Instrument        |
| SONOMA CNTY CALIF PEN | 2029-12-01      | 6.0000%  | N/A     | $6485000.00        | $3576665.61        | Other Instrument        |
| SOUTH CAROLINA ST PUB | 2050-01-01      | 6.4540%  | N/A     | $4290000.00        | $4636241.85        | Other Instrument        |
| SOUTH CAROLINA TRANSN | 2034-10-01      | 5.0000%  | N/A     | $200000.00         | $210837.56         | Other Instrument        |
| SOUTHEAST ENERGY AUTH | 2034-09-01      | 5.0000%  | N/A     | $1500000.00        | $1702903.33        | Other Instrument        |
| SOUTHERN CALIF PUB PW | 2046-07-01      | 5.2500%  | N/A     | $2500000.00        | $2701222.92        | Other Instrument        |
| SOUTHERN CALIF PUB PW | 2036-07-01      | 5.0000%  | N/A     | $1500000.00        | $1759991.67        | Other Instrument        |
| SPANISH FORK CITY UTA | 2036-09-01      | 2.0000%  | N/A     | $2725000.00        | $2315971.44        | Other Instrument        |
| SPENCER EAST BROOKFIE | 2055-05-01      | 4.2500%  | N/A     | $5315000.00        | $5016384.11        | Other Instrument        |
| STOCKTON CALIF UNI SC | 2035-08-01      | 5.0000%  | N/A     | $1000000.00        | $1251021.11        | Other Instrument        |
| SUNNYVALE TEX INDPT S | 2038-02-15      | 5.0000%  | N/A     | $230000.00         | $264319.83         | Other Instrument        |
| TARRANT CNTY TEX CULT | 2050-09-01      | 3.4220%  | N/A     | $8000000.00        | $5935466.22        | Other Instrument        |
| TENNESSEE ST SCH BD A | 2041-11-01      | 2.5610%  | N/A     | $4525000.00        | $3456020.16        | Other Instrument        |
| TEXAS CITY TEX INDPT  | 2053-08-15      | 4.0000%  | N/A     | $8500000.00        | $7902733.33        | Other Instrument        |
| TEXAS NAT GAS SECURIT | 2041-04-01      | 5.1690%  | N/A     | $10000000.00       | $10341764.17       | Other Instrument        |
| TEXAS ST GO MOBILITY  | 2034-10-01      | 5.0000%  | N/A     | $175000.00         | $184776.86         | Other Instrument        |
| TEXAS ST TECHNICAL CO | 2054-08-01      | 6.0000%  | N/A     | $1740000.00        | $1941410.80        | Other Instrument        |
| TEXAS TRANSN COMMN CE | 2041-08-15      | 3.0290%  | N/A     | $8500000.00        | $6752764.79        | Other Instrument        |
| TEXAS TRANSN FIN CORP | 2055-10-01      | 5.2500%  | N/A     | $6200000.00        | $6615219.17        | Other Instrument        |
| TEXAS TRANSN FIN CORP | 2055-10-01      | 5.5000%  | N/A     | $6000000.00        | $6546196.67        | Other Instrument        |
| TEXAS WTR DEV BRD REV | 2055-10-15      | 4.7500%  | N/A     | $750000.00         | $764650.42         | Other Instrument        |
| TEXAS WTR DEV BRD REV | 2044-10-15      | 4.0000%  | N/A     | $335000.00         | $334188.18         | Other Instrument        |
| TEXAS WTR DEV BRD REV | 2047-10-15      | 4.1250%  | N/A     | $10310000.00       | $10019064.69       | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2048-05-15      | 4.0000%  | N/A     | $2940000.00        | $2745881.60        | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2033-11-15      | 5.0000%  | N/A     | $155000.00         | $161666.03         | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2046-05-15      | 5.0000%  | N/A     | $270000.00         | $282621.60         | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2035-11-15      | 5.0000%  | N/A     | $175000.00         | $182078.17         | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2047-05-15      | 5.2500%  | N/A     | $610000.00         | $649349.57         | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2041-11-15      | 5.0000%  | N/A     | $640000.00         | $648797.87         | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2048-05-15      | 5.0000%  | N/A     | $730000.00         | $765592.37         | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2035-05-15      | 2.5110%  | N/A     | $10390000.00       | $8797018.19        | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2052-05-15      | 4.0000%  | N/A     | $6250000.00        | $5677958.33        | Other Instrument        |
| TRINITY RIVER AUTH TE | 2034-08-01      | 5.0000%  | N/A     | $210000.00         | $222398.63         | Other Instrument        |
| TWIN RIVERS UNI SCH D | 2045-08-01      | 3.0000%  | N/A     | $145000.00         | $119871.02         | Other Instrument        |
| UNITED AIR PASS THRU  | 2032-05-01      | 2.7000%  | N/A     | $200000.00         | $136749.75         | Asset-Backed Securities |
| UNITED AIRLINES PT CE | 2027-10-11      | 4.0000%  | N/A     | $100000.00         | $43362.98          | Asset-Backed Securities |
| UNITED AIRLINES PT CE | 2029-06-01      | 3.4500%  | N/A     | $100000.00         | $53573.71          | Asset-Backed Securities |
| UNITED AIRLINES PT TR | 2029-04-15      | 5.8750%  | N/A     | $17208000.00       | $5754801.22        | Asset-Backed Securities |
| UNITED AIRLINES PTC 2 | 2033-02-25      | 4.1500%  | N/A     | $500000.00         | $318112.45         | Asset-Backed Securities |
| UNIVERSITY CALIF REVS | 2035-05-15      | 5.0000%  | N/A     | $175000.00         | $182310.92         | Other Instrument        |
| UNIVERSITY CALIF REVS | 2048-05-15      | 3.6250%  | N/A     | $145000.00         | $127752.55         | Other Instrument        |
| UNIVERSITY CALIF REVS | 2036-05-15      | 5.0000%  | N/A     | $495000.00         | $514976.55         | Other Instrument        |
| UNIVERSITY CALIF REVS | 2031-05-15      | 5.0000%  | N/A     | $425000.00         | $444629.33         | Other Instrument        |
| UNIVERSITY CALIF REVS | 2038-05-15      | 5.0000%  | N/A     | $200000.00         | $218931.33         | Other Instrument        |
| UNIVERSITY CALIF REVS | 2048-05-15      | 3.6250%  | N/A     | $265000.00         | $235312.60         | Other Instrument        |
| UNIVERSITY CALIF REVS | 2046-05-15      | 5.0000%  | N/A     | $135000.00         | $142737.75         | Other Instrument        |
| UNIVERSITY CALIF REVS | 2038-05-15      | 5.0000%  | N/A     | $150000.00         | $152183.50         | Other Instrument        |
| UNIVERSITY CALIF REVS | 2040-05-15      | 5.5000%  | N/A     | $2500000.00        | $3036905.56        | Other Instrument        |
| UNIVERSITY CALIF REVS | 2039-05-15      | 3.5520%  | N/A     | $1780000.00        | $1586531.80        | Other Instrument        |
| UNIVERSITY CALIF REVS | 2036-05-15      | 4.0000%  | N/A     | $500000.00         | $505571.67         | Other Instrument        |
| UNIVERSITY CALIF REVS | 2037-05-15      | 4.0000%  | N/A     | $350000.00         | $353777.67         | Other Instrument        |
| UNIVERSITY MASS BLDG  | 2033-11-01      | 2.2280%  | N/A     | $5000000.00        | $4329090.56        | Other Instrument        |
| UNIVERSITY MASS BLDG  | 2043-11-01      | 3.0130%  | N/A     | $3655000.00        | $2823629.33        | Other Instrument        |
| UNIVERSITY TEX UNIV R | 2054-08-15      | 4.0000%  | N/A     | $1135000.00        | $1056813.63        | Other Instrument        |
| UNIVERSITY TEX UNIV R | 2032-08-15      | 5.0000%  | N/A     | $260000.00         | $288435.33         | Other Instrument        |
| UTAH TRAN AUTH SALES  | 2031-12-15      | 4.0000%  | N/A     | $440000.00         | $244432.22         | Other Instrument        |
| VICTOR VALLEY CALIF U | 2037-08-01      | 4.0000%  | N/A     | $400000.00         | $408611.56         | Other Instrument        |
| VIRGINIA COLLEGE BLDG | 2041-02-01      | 5.2500%  | N/A     | $5000000.00        | $5645520.83        | Other Instrument        |
| VIRGINIA ST HSG DEV A | 2044-07-01      | 5.8230%  | N/A     | $3670000.00        | $3704610.85        | Other Instrument        |
| VIRGINIA ST HSG DEV A | 2049-10-01      | 5.5670%  | N/A     | $1700000.00        | $1716017.45        | Other Instrument        |
| VIRGINIA STGO BDS 201 | 2039-06-01      | 2.5000%  | N/A     | $215000.00         | $186662.40         | Other Instrument        |
| WASHINGTON ST CONVENT | 2040-07-01      | 6.7900%  | N/A     | $3940000.00        | $3572558.62        | Other Instrument        |
| WASHINGTON ST UNIV RE | 2029-10-01      | 5.0000%  | N/A     | $145000.00         | $147928.68         | Other Instrument        |
| WASHINGTON STGO VAR P | 2032-02-01      | 5.0000%  | N/A     | $200000.00         | $224686.22         | Other Instrument        |
| WASHINGTON STGO VAR P | 2043-02-01      | 5.0000%  | N/A     | $360000.00         | $399233.20         | Other Instrument        |
| WASHINGTON STGO VAR P | 2047-02-01      | 5.0000%  | N/A     | $2640000.00        | $2834201.33        | Other Instrument        |
| WASHINGTON STMTR VEHI | 2039-06-01      | 4.0000%  | N/A     | $1225000.00        | $1256428.06        | Other Instrument        |
| WASHINGTON STMTR VEHI | 2032-06-01      | 5.0000%  | N/A     | $90000.00          | $102212.50         | Other Instrument        |
| WASHINGTON STVAR PURP | 2031-08-01      | 5.0000%  | N/A     | $325000.00         | $361657.11         | Other Instrument        |
| WASHINGTON STVAR PURP | 2043-08-01      | 5.0000%  | N/A     | $435000.00         | $476268.93         | Other Instrument        |
| WASHINGTON STVAR PURP | 2035-02-01      | 5.0000%  | N/A     | $225000.00         | $235744.00         | Other Instrument        |
| WASHINGTON STVAR PURP | 2038-02-01      | 5.0000%  | N/A     | $165000.00         | $189553.83         | Other Instrument        |
| WASHINGTON STVAR PURP | 2046-02-01      | 5.0000%  | N/A     | $35000.00          | $37958.24          | Other Instrument        |
| WASHINGTON STVAR PURP | 2041-02-01      | 5.0000%  | N/A     | $80000.00          | $87820.89          | Other Instrument        |
| WASHINGTON STVAR PURP | 2042-02-01      | 5.0000%  | N/A     | $185000.00         | $205631.41         | Other Instrument        |
| WASHINGTON STVAR PURP | 2045-08-01      | 5.0000%  | N/A     | $1300000.00        | $1424378.22        | Other Instrument        |
| WASHINGTON STVARIOUS  | 2032-02-01      | 5.0000%  | N/A     | $690000.00         | $758779.97         | Other Instrument        |
| WASHINGTON STVARIOUS  | 2033-02-01      | 5.0000%  | N/A     | $760000.00         | $833644.84         | Other Instrument        |
| WASHINGTON STVARIOUS  | 2032-08-01      | 5.0000%  | N/A     | $175000.00         | $190431.69         | Other Instrument        |
| WASHOE CNTY NEV SCH D | 2049-10-01      | 4.0000%  | N/A     | $4745000.00        | $4482517.14        | Other Instrument        |
| WEST VIRGINIA UNIV RE | 2044-10-01      | 2.9560%  | N/A     | $5655000.00        | $4178203.66        | Other Instrument        |
| WESTCHESTER CNTY N Y  | 2029-12-01      | 4.0000%  | N/A     | $275000.00         | $281736.28         | Other Instrument        |
| WISCONSIN ST HEALTH & | 2052-08-15      | 3.0000%  | N/A     | $3785000.00        | $2714639.85        | Other Instrument        |

### Security 443: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03TJ3
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALTRIA GROUP INC SR G | 2041-02-04      | 3.4000%  | N/A     | $15197000.00       | $12026787.60       | Corporate Debt Securities |
| AMERICAN MUN PWR OHIO | 2041-02-15      | 7.8340%  | N/A     | $2765000.00        | $3349647.73        | Other Instrument          |
| AMERICAN NATIONAL GRO | 2027-06-15      | 5.0000%  | N/A     | $14810000.00       | $15006676.80       | Corporate Debt Securities |
| AS MILEAGE PLAN IP LT | 2031-10-20      | 5.3080%  | N/A     | $11800000.00       | $11950148.44       | Corporate Debt Securities |
| BARINGS BDC INCSR GLB | 2028-09-15      | 5.2000%  | N/A     | $15500000.00       | $15742885.00       | Corporate Debt Securities |
| BHP BILLITON FIN USA  | 2043-09-30      | 5.0000%  | N/A     | $5000000.00        | $4858133.33        | Corporate Debt Securities |
| BROOKLYN UNION GAS CO | 2048-03-15      | 4.2730%  | N/A     | $14900000.00       | $12194066.88       | Corporate Debt Securities |
| CAPITAL PWR US HLDGS  | 2028-06-01      | 5.2570%  | N/A     | $12676000.00       | $13033154.40       | Corporate Debt Securities |
| CHICAGO ILL O HARE IN | 2060-01-01      | 5.0000%  | N/A     | $25650000.00       | $25478088.00       | Other Instrument          |
| CONSTELLATION SOFTWAR | 2029-02-16      | 5.1580%  | N/A     | $1395000.00        | $1450866.34        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL | 2030-06-15      | 8.7500%  | N/A     | $13822000.00       | $16266386.15       | Corporate Debt Securities |
| ENERGY TRANSFER L PSR | 2056-01-15      | 6.3000%  | N/A     | $14000000.00       | $14077910.00       | Corporate Debt Securities |
| ERAC USA FINANCE COMP | 2037-10-15      | 7.0000%  | N/A     | $10911000.00       | $12816448.55       | Corporate Debt Securities |
| FEDEX CORP SR GLBL NT | 2042-08-01      | 3.8750%  | N/A     | $17918000.00       | $14761159.48       | Corporate Debt Securities |
| FRANKLIN BSP LENDING  | 2026-03-30      | 3.2500%  | N/A     | $10700000.00       | $10784886.67       | Corporate Debt Securities |
| FS KKR CAP CORPSR GLB | 2027-07-15      | 3.2500%  | N/A     | $12151000.00       | $11810822.63       | Corporate Debt Securities |
| GLOBAL NET LEASE INC  | 2027-12-15      | 3.7500%  | N/A     | $2000000.00        | $1955315.00        | Corporate Debt Securities |
| GTE CALIF INCDEB-F MB | 2027-05-15      | 6.7500%  | N/A     | $2560000.00        | $2655366.40        | Corporate Debt Securities |
| HEICO CORP NEW SR GLB | 2033-08-01      | 5.3500%  | N/A     | $5841000.00        | $6214773.70        | Corporate Debt Securities |
| LBJ INFRASTRUCTURE GR | 2057-12-31      | 3.7970%  | N/A     | $10169000.00       | $7226540.53        | Corporate Debt Securities |
| LOUISIANA PUB FACS AU | 2064-09-01      | 5.7500%  | N/A     | $46940000.00       | $49440428.61       | Other Instrument          |
| MAIN STR CAP CORPSR G | 2026-07-14      | 3.0000%  | N/A     | $15900000.00       | $15812762.00       | Corporate Debt Securities |
| METROPOLITAN GOVT NAS | 2043-07-01      | 7.4310%  | N/A     | $35105000.00       | $39848601.16       | Other Instrument          |
| MONROE CNTY N Y INDL  | 2050-07-01      | 4.0000%  | N/A     | $30025000.00       | $27106036.22       | Other Instrument          |
| NATIONWIDE BLDG SOC G | 2032-10-18      | 4.1250%  | N/A     | $13361000.00       | $13437391.52       | Corporate Debt Securities |
| NGPL PIPECO LLCSR GLB | 2037-12-15      | 7.7680%  | N/A     | $12889000.00       | $15128205.97       | Corporate Debt Securities |
| OAKTREE STRATEGIC CRE | 2030-07-15      | 6.1900%  | N/A     | $12100000.00       | $12099626.92       | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2065-09-26      | 6.1000%  | N/A     | $13150000.00       | $11679450.11       | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2039-07-08      | 6.1250%  | N/A     | $14471000.00       | $14318809.30       | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2035-09-26      | 5.2000%  | N/A     | $12800000.00       | $12369806.22       | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2037-11-15      | 3.8000%  | N/A     | $20149000.00       | $16346212.07       | Corporate Debt Securities |
| PHILLIPS 66SR GLBL NT | 2034-11-15      | 4.6500%  | N/A     | $14930000.00       | $14739157.28       | Corporate Debt Securities |
| PIONEER NAT RES CO SR | 2030-08-15      | 1.9000%  | N/A     | $4126000.00        | $3778996.52        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPE | 2045-02-15      | 4.9000%  | N/A     | $15072000.00       | $13655960.48       | Corporate Debt Securities |
| QUANTA SVCS INCSR GLB | 2034-08-09      | 5.2500%  | N/A     | $10579000.00       | $11111943.57       | Corporate Debt Securities |
| ROGERS COMMUNICATIONS | 2049-11-15      | 3.7000%  | N/A     | $15100000.00       | $11157364.83       | Corporate Debt Securities |
| SALT RIV PROJ AGRIC I | 2055-01-01      | 5.2500%  | N/A     | $154295000.00      | $164066373.77      | Other Instrument          |
| SKYMILES IP LTD & DEL | 2028-10-20      | 4.7500%  | N/A     | $1000000.00        | $924769.49         | Corporate Debt Securities |
| SOCIEDAD QUIMICA Y MI | 2033-11-07      | 6.5000%  | N/A     | $11824000.00       | $12999614.34       | Corporate Debt Securities |
| TEXAS WTR DEV BRD REV | 2050-10-15      | 4.7500%  | N/A     | $100000000.00      | $102941388.89      | Other Instrument          |
| VERIZON COMMUNICATION | 2032-03-15      | 2.3550%  | N/A     | $12752000.00       | $11344960.26       | Corporate Debt Securities |
| VIDEOTRON LTD/ VIDEOT | 2029-06-15      | 3.6250%  | N/A     | $11298000.00       | $11085498.74       | Corporate Debt Securities |
| VISTRA OPERATIONS CO  | 2035-10-15      | 5.2500%  | N/A     | $12900000.00       | $12997416.50       | Corporate Debt Securities |
| VODAFONE GROUP PLC SR | 2049-06-19      | 4.8750%  | N/A     | $15421000.00       | $13647771.34       | Corporate Debt Securities |
| WESTERN ALLIANCE BANC | 2031-06-15      | 3.0000%  | N/A     | $12000000.00       | $11731440.00       | Corporate Debt Securities |
| WILLIAMS COS INC SR G | 2051-10-15      | 3.5000%  | N/A     | $3999000.00        | $2831885.19        | Corporate Debt Securities |

### Security 444: TEXAS PUBLIC FIN AUTH

- **C.1 - Title:** TEXAS PUBLIC FIN AUTH
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 88276SLR9, C.4 - ISIN: US88276SLR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72605278.02
- **C.18.a - Value (excl. sponsor support):** $72605278.02
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 445: TEXAS PUBLIC FIN AUTH

- **C.1 - Title:** TEXAS PUBLIC FIN AUTH
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 88276SLS7, C.4 - ISIN: US88276SLS76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44327251.71
- **C.18.a - Value (excl. sponsor support):** $44327251.71
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 446: TEXAS ST

- **C.1 - Title:** TEXAS ST
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724F36, C.4 - ISIN: US882724F368, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $32300000.00
- **C.18.a - Value (excl. sponsor support):** $32300000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aaa; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 447: TEXAS ST

- **C.1 - Title:** TEXAS ST
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724Z75, C.4 - ISIN: US882724Z754, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $44300000.00
- **C.18.a - Value (excl. sponsor support):** $44300000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2051-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 448: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LC39, C.4 - ISIN: US06417LC391, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $332007005.20
- **C.18.a - Value (excl. sponsor support):** $332007005.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 449: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KF95, C.4 - ISIN: US06417KF958, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $123318012.50
- **C.18.a - Value (excl. sponsor support):** $123318012.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 450: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LD95, C.4 - ISIN: US06417LD951, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $76022731.60
- **C.18.a - Value (excl. sponsor support):** $76022731.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 451: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LF36, C.4 - ISIN: US06417LF360, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $15004321.50
- **C.18.a - Value (excl. sponsor support):** $15004321.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 452: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KBL2, C.4 - ISIN: US06417KBL26, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $81822101.00
- **C.18.a - Value (excl. sponsor support):** $81822101.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 453: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KC31, C.4 - ISIN: US06417KC310, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $36477463.20
- **C.18.a - Value (excl. sponsor support):** $36477463.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 454: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LE78, C.4 - ISIN: US06417LE785, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $130023192.00
- **C.18.a - Value (excl. sponsor support):** $130023192.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 455: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LE86, C.4 - ISIN: US06417LE868, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $130023192.00
- **C.18.a - Value (excl. sponsor support):** $130023192.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 456: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LF85, C.4 - ISIN: US06417LF857, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $125004050.00
- **C.18.a - Value (excl. sponsor support):** $125004050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KF20, C.4 - ISIN: US06417KF206, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $132294823.20
- **C.18.a - Value (excl. sponsor support):** $132294823.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LG43, C.4 - ISIN: US06417LG434, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $137975615.40
- **C.18.a - Value (excl. sponsor support):** $137975615.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KLW7, C.4 - ISIN: US06417KLW70, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $106610702.00
- **C.18.a - Value (excl. sponsor support):** $106610702.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BT68, C.4 - ISIN: US50066BT685, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $30015717.00
- **C.18.a - Value (excl. sponsor support):** $30015717.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 461: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5006E1D19, C.4 - ISIN: US5006E1D190, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $49681460.00
- **C.18.a - Value (excl. sponsor support):** $49681460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BW64, C.4 - ISIN: US50066BW648, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $49995860.00
- **C.18.a - Value (excl. sponsor support):** $49995860.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 463: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5006E1C93, C.4 - ISIN: US5006E1C937, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $29881230.00
- **C.18.a - Value (excl. sponsor support):** $29881230.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: THE NORINCHUKIN BANK-NEW YORK BRANCH

- **C.1 - Title:** THE NORINCHUKIN BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BGF0, C.4 - ISIN: US65603BGF04, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $226999841.10
- **C.18.a - Value (excl. sponsor support):** $226999841.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 465: THE NORINCHUKIN BANK-NEW YORK BRANCH

- **C.1 - Title:** THE NORINCHUKIN BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BGG8, C.4 - ISIN: US65603BGG86, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $124999837.50
- **C.18.a - Value (excl. sponsor support):** $124999837.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 466: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FGN8, C.4 - ISIN: US89120FGN87, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $161150039.12
- **C.18.a - Value (excl. sponsor support):** $161150039.12
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 467: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BE44, C.4 - ISIN: US89119BE440, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $99026990.00
- **C.18.a - Value (excl. sponsor support):** $99026990.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 468: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FFS8, C.4 - ISIN: US89120FFS83, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $195092880.45
- **C.18.a - Value (excl. sponsor support):** $195092880.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 469: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BDG8, C.4 - ISIN: US89119BDG86, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $190484006.40
- **C.18.a - Value (excl. sponsor support):** $190484006.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 470: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BBK1, C.4 - ISIN: US89119BBK17, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $104781358.50
- **C.18.a - Value (excl. sponsor support):** $104781358.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 471: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BDE3, C.4 - ISIN: US89119BDE39, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $224261540.20
- **C.18.a - Value (excl. sponsor support):** $224261540.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 472: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FDS0, C.4 - ISIN: US89120FDS02, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $250061290.00
- **C.18.a - Value (excl. sponsor support):** $250061290.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 473: THE TORONTO-DOMINION BANK LONDON BRANCH

- **C.1 - Title:** THE TORONTO-DOMINION BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3219375279, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: Y30A435
- **C.18 - Value (incl. sponsor support):** $181670629.00
- **C.18.a - Value (excl. sponsor support):** $181670629.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 474: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3MQPH
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 475: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3MVS9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 476: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UEE6, C.4 - ISIN: US88602UEE64, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $91011303.60
- **C.18.a - Value (excl. sponsor support):** $91011303.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603YJX0, C.4 - ISIN: US88603YJX04, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $100003867.00
- **C.18.a - Value (excl. sponsor support):** $100003867.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 478: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603YJZ5, C.4 - ISIN: US88603YJZ51, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $51001621.80
- **C.18.a - Value (excl. sponsor support):** $51001621.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88604GEE5, C.4 - ISIN: US88604GEE52, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $91037947.00
- **C.18.a - Value (excl. sponsor support):** $91037947.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 480: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FDF9, C.4 - ISIN: US89152FDF99, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $59535312.00
- **C.18.a - Value (excl. sponsor support):** $59535312.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 481: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FFW0, C.4 - ISIN: US89152FFW05, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $147660135.00
- **C.18.a - Value (excl. sponsor support):** $147660135.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FFS9, C.4 - ISIN: US89152FFS92, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $39392400.00
- **C.18.a - Value (excl. sponsor support):** $39392400.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HH31, C.4 - ISIN: US89233HH316, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $39239788.00
- **C.18.a - Value (excl. sponsor support):** $39239788.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 484: TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HES9, C.4 - ISIN: US89233HES94, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $39520188.00
- **C.18.a - Value (excl. sponsor support):** $39520188.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 485: TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HDF8, C.4 - ISIN: US89233HDF82, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $49610415.00
- **C.18.a - Value (excl. sponsor support):** $49610415.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 486: UBS AG LONDON BRANCH

- **C.1 - Title:** UBS AG LONDON BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351XE58, C.4 - ISIN: US90351XE580, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $198018640.00
- **C.18.a - Value (excl. sponsor support):** $198018640.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 487: UBS AG-STAMFORD BRANCH

- **C.1 - Title:** UBS AG-STAMFORD BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVC1, C.4 - ISIN: US90275DVC19, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $260208624.00
- **C.18.a - Value (excl. sponsor support):** $260208624.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 488: UBS SECURITIES LLC DBA UBS SECURITIES LLC

- **C.1 - Title:** UBS SECURITIES LLC DBA UBS SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: AIQ9952J0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AAG FH UK LTD & GLOBA | 2032-01-15      | 8.7500%  | N/A     | $4900000.00        | $4758957.58        | Corporate Debt Securities |
| AES CORP JR SB GLBL N | 2055-01-15      | 7.6000%  | N/A     | $120000.00         | $122195.60         | Corporate Debt Securities |
| AIR LEASE CORP PERP J | 2099-01-01      | 4.6500%  | N/A     | $81000.00          | $80981.57          | Corporate Debt Securities |
| AIRCASTLE LTDPERP JR  | 2099-01-01      | 5.2500%  | N/A     | $610000.00         | $621222.48         | Corporate Debt Securities |
| ALLIANT HLDGS INTER L | 2032-10-01      | 7.3750%  | N/A     | $1027000.00        | $1088731.40        | Corporate Debt Securities |
| ALLIED UNIVERSAL HOLD | 2028-06-01      | 4.6250%  | N/A     | $1056000.00        | $1049315.37        | Corporate Debt Securities |
| ALPHA GENERATION LLC  | 2032-10-15      | 6.7500%  | N/A     | $214000.00         | $226069.07         | Corporate Debt Securities |
| ALPHA GENERATION LLC  | 2034-01-15      | 6.2500%  | N/A     | $2670000.00        | $2701276.83        | Corporate Debt Securities |
| ALTRIA GROUP INC SR G | 2026-09-16      | 2.6250%  | N/A     | $36000.00          | $36078.15          | Corporate Debt Securities |
| AMERICAN ELEC PWR CO  | 2056-03-15      | 5.8000%  | N/A     | $542000.00         | $552693.06         | Corporate Debt Securities |
| AMERICAN EXPRESS COSR | 2033-07-20      | 4.9180%  | N/A     | $3880000.00        | $3939116.11        | Corporate Debt Securities |
| ANHEUSER BUSCH COS IN | 2027-12-15      | 6.7500%  | N/A     | $68000.00          | $71909.83          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV  | 2029-01-23      | 4.7500%  | N/A     | $53000.00          | $54123.26          | Corporate Debt Securities |
| APLD COMPUTECO LLC 1L | 2030-12-15      | 9.2500%  | N/A     | $2343000.00        | $2469817.48        | Corporate Debt Securities |
| ARES CAPITAL CORPSR G | 2029-07-15      | 5.9500%  | N/A     | $80000.00          | $82401.53          | Corporate Debt Securities |
| ARETEC ESCROW ISSUER  | 2030-08-15      | 10.0000% | N/A     | $94000.00          | $105422.25         | Corporate Debt Securities |
| AXIS SPECIALTY FINANC | 2040-01-15      | 4.9000%  | N/A     | $35000.00          | $33779.96          | Corporate Debt Securities |
| BAC CAP TR XIIIPERP J | 2099-01-01      | 4.3848%  | N/A     | $122000.00         | $94662.58          | Corporate Debt Securities |
| BAKER HUGHES HLDGS LL | 2040-09-15      | 5.1250%  | N/A     | $9000.00           | $8963.63           | Corporate Debt Securities |
| BALL CORPSR GLBL NT 6 | 2029-06-15      | 6.0000%  | N/A     | $6000.00           | $6216.32           | Corporate Debt Securities |
| BANK AMERICA CORPFR 2 | 2028-02-04      | 2.5510%  | N/A     | $27000.00          | $26950.36          | Corporate Debt Securities |
| BANK AMERICA CORPFR 5 | 2036-10-22      | 5.2000%  | N/A     | $105000.00         | $105335.53         | Corporate Debt Securities |
| BANK AMERICA CORPFR 5 | 2035-08-15      | 5.4250%  | N/A     | $1500000.00        | $1563621.88        | Corporate Debt Securities |
| BANK AMERICA CORPFR 5 | 2036-01-24      | 5.5110%  | N/A     | $650000.00         | $676792.03         | Corporate Debt Securities |
| BANK AMERICA CORPPERP | 2149-12-31      | 6.6250%  | N/A     | $7555000.00        | $7971117.86        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM  | 2026-06-05      | 5.3000%  | N/A     | $170000.00         | $172199.33         | Corporate Debt Securities |
| BANK NEW YORK MELLON  | 2099-01-01      | 5.9500%  | N/A     | $1000.00           | $1021.54           | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2026-02-02      | 4.7500%  | N/A     | $299000.00         | $306022.35         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2026-06-24      | 1.3500%  | N/A     | $4000.00           | $3965.48           | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2030-02-01      | 4.8500%  | N/A     | $53000.00          | $55482.80          | Corporate Debt Securities |
| BANQUE FED DU CRED MU | 2036-01-15      | 5.1060%  | N/A     | $7000000.00        | $7013982.50        | Corporate Debt Securities |
| BEAZER HOMES USA INC  | 2029-10-15      | 7.2500%  | N/A     | $47000.00          | $49022.68          | Corporate Debt Securities |
| BLACKROCK INCSR GLBL  | 2029-04-30      | 3.2500%  | N/A     | $155000.00         | $153151.63         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CR | 2029-01-15      | 4.0000%  | N/A     | $6000.00           | $5840.56           | Corporate Debt Securities |
| BLACKSTONE REG FINANC | 2036-02-15      | 4.9500%  | N/A     | $15000.00          | $15051.19          | Corporate Debt Securities |
| BLOCK INCSR GLBL NT3. | 2031-06-01      | 3.5000%  | N/A     | $8000.00           | $7523.41           | Corporate Debt Securities |
| BOEING CO3.6%34       | 2034-05-01      | 3.6000%  | N/A     | $283000.00         | $260640.17         | Corporate Debt Securities |
| BOMBARDIER INC SR 144 | 2028-02-15      | 6.0000%  | N/A     | $1405000.00        | $1445520.20        | Corporate Debt Securities |
| BOYD GAMING CORP SR G | 2027-12-01      | 4.7500%  | N/A     | $39000.00          | $39261.87          | Corporate Debt Securities |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.1250%  | N/A     | $2936000.00        | $3049669.69        | Corporate Debt Securities |
| BPCE FR 5.417%011337  | 2037-01-13      | 5.4170%  | N/A     | $11200000.00       | $11224281.91       | Corporate Debt Securities |
| BRIGHTHOUSE HLDGS LLC | 2037-09-27      | 6.5000%  | N/A     | $1500000.00        | $783308.00         | Corporate Debt Securities |
| BRITISH TELECOMMUNICA | 2081-11-23      | 4.2500%  | N/A     | $424000.00         | $428504.88         | Corporate Debt Securities |
| CALPINE CORPORATION1L | 2028-02-15      | 4.5000%  | N/A     | $10167000.00       | $10371305.87       | Corporate Debt Securities |
| CALPINE CORPORATIONSR | 2028-03-15      | 5.1250%  | N/A     | $1350000.00        | $1375999.31        | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2027-04-07      | 3.4500%  | N/A     | $25000.00          | $25167.98          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2031-09-11      | 4.4930%  | N/A     | $528000.00         | $533395.09         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2032-11-29      | 6.7000%  | N/A     | $68000.00          | $75785.51          | Corporate Debt Securities |
| CATERPILLAR FINL SVCS | 2029-11-15      | 4.7000%  | N/A     | $708000.00         | $732844.90         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2026-05-01      | 5.5000%  | N/A     | $1729000.00        | $1752526.89        | Corporate Debt Securities |
| CELANESE US HLDGS LLC | 2026-08-05      | 1.4000%  | N/A     | $1331000.00        | $1317724.01        | Corporate Debt Securities |
| CENTERPOINT ENERGY IN | 2055-02-15      | 7.0000%  | N/A     | $29000.00          | $31305.02          | Corporate Debt Securities |
| CENTURY COMMUNITIES I | 2033-09-15      | 6.6250%  | N/A     | $537000.00         | $556995.57         | Corporate Debt Securities |
| CHARLES RIV LABS INTL | 2028-05-01      | 4.2500%  | N/A     | $1982000.00        | $1977474.98        | Corporate Debt Securities |
| CHENIERE ENERGY INCSR | 2028-10-15      | 4.6250%  | N/A     | $12000.00          | $12161.52          | Corporate Debt Securities |
| CHS / CMNTY HEALTH SY | 2034-01-15      | 9.7500%  | N/A     | $4262000.00        | $4631131.82        | Corporate Debt Securities |
| CIPHER COMPUTE LLC SR | 2030-11-15      | 7.1250%  | N/A     | $119000.00         | $124257.37         | Corporate Debt Securities |
| CITIGROUP INCPERP -Z  | 2099-01-01      | 7.3750%  | N/A     | $896000.00         | $941897.23         | Corporate Debt Securities |
| CITIGROUP INCPERP GLB | 2099-01-01      | 6.8750%  | N/A     | $17197000.00       | $17826804.30       | Corporate Debt Securities |
| CITIGROUP INCPERP JR  | 2099-01-01      | 6.9500%  | N/A     | $25667000.00       | $26737035.84       | Corporate Debt Securities |
| CITIGROUP INCPERP JR  | 2079-12-31      | 3.8750%  | N/A     | $2297000.00        | $2312504.75        | Corporate Debt Securities |
| CITIGROUP INCPERP SR  | 2099-01-01      | 7.1250%  | N/A     | $876000.00         | $919303.97         | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2027-06-09      | 1.4620%  | N/A     | $3000.00           | $2978.55           | Corporate Debt Securities |
| CITIZENS FINL GROUP I | 2099-01-01      | 4.0000%  | N/A     | $1156000.00        | $1154227.47        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR | 2029-06-01      | 7.5000%  | N/A     | $3888000.00        | $3892205.52        | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC  | 2031-09-15      | 7.5000%  | N/A     | $3000000.00        | $3252195.00        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP  | 2029-09-30      | 9.0000%  | N/A     | $325000.00         | $337525.50         | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP  | 2033-08-15      | 6.6250%  | N/A     | $1626000.00        | $1600615.88        | Corporate Debt Securities |
| CMS ENERGY CORPJR SB  | 2055-06-01      | 6.5000%  | N/A     | $176000.00         | $183795.53         | Corporate Debt Securities |
| COMCAST CORP NEW SR G | 2028-10-15      | 4.1500%  | N/A     | $16000.00          | $16275.59          | Corporate Debt Securities |
| COMED FING III GTD PF | 2033-03-15      | 6.3500%  | N/A     | $1000.00           | $1071.50           | Corporate Debt Securities |
| COMMUNITY HEALTH SYS  | 2030-04-01      | 6.1250%  | N/A     | $630000.00         | $536247.51         | Corporate Debt Securities |
| COMMUNITY HEALTH SYS  | 2029-04-15      | 6.8750%  | N/A     | $15000.00          | $14143.53          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPAN | 2044-11-15      | 4.3000%  | N/A     | $25000.00          | $21490.96          | Corporate Debt Securities |
| COREBRIDGE FINL INCPE | 2099-01-01      | 6.8750%  | N/A     | $1248000.00        | $1315017.60        | Corporate Debt Securities |
| CORNERSTONE BLDG BRAN | 2028-08-01      | 8.7500%  | N/A     | $2005000.00        | $1588252.40        | Corporate Debt Securities |
| CVS HEALTH CORPSR GLB | 2035-09-15      | 5.4500%  | N/A     | $2038000.00        | $2126508.64        | Corporate Debt Securities |
| CVS HEALTH CORPSR GLB | 2031-06-01      | 5.5500%  | N/A     | $184000.00         | $193837.71         | Corporate Debt Securities |
| DEVON ENERGY CORP NEW | 2027-10-15      | 5.2500%  | N/A     | $26000.00          | $26396.05          | Corporate Debt Securities |
| DEVON FING CORP U L C | 2031-09-30      | 7.8750%  | N/A     | $35000.00          | $41416.90          | Corporate Debt Securities |
| DOLLAR GEN CORPSR GLB | 2033-07-05      | 5.4500%  | N/A     | $98000.00          | $101991.02         | Corporate Debt Securities |
| DOMINION ENERGY INCJR | 2055-02-01      | 6.8750%  | N/A     | $74000.00          | $79628.74          | Corporate Debt Securities |
| DOMINION ENERGY INCJR | 2056-02-15      | 6.2000%  | N/A     | $786000.00         | $813578.12         | Corporate Debt Securities |
| DOMINION ENERGY INCPE | 2079-12-31      | 4.3500%  | N/A     | $1676000.00        | $1685649.57        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS | 2029-08-15      | 2.4500%  | N/A     | $38000.00          | $36439.69          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS | 2034-01-15      | 4.8500%  | N/A     | $4000.00           | $4041.00           | Corporate Debt Securities |
| ECOPETROL S ASR GLBL  | 2029-01-19      | 8.6250%  | N/A     | $148000.00         | $159154.08         | Corporate Debt Securities |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $141000.00         | $128140.17         | Corporate Debt Securities |
| ECOPETROL S ASR NT 5. | 2045-05-28      | 5.8750%  | N/A     | $47000.00          | $35989.69          | Corporate Debt Securities |
| EDISON INTLPERP SUB G | 2099-01-01      | 5.3750%  | N/A     | $112000.00         | $113985.34         | Corporate Debt Securities |
| ENBRIDGE INC LW TIER  | 2078-03-01      | 6.2500%  | N/A     | $9000.00           | $9378.97           | Corporate Debt Securities |
| ENERGY TRANSFER L PJR | 2056-02-15      | 6.7500%  | N/A     | $287000.00         | $297177.74         | Corporate Debt Securities |
| ENERGY TRANSFER L PJR | 2054-05-15      | 8.0000%  | N/A     | $1536000.00        | $1663774.72        | Corporate Debt Securities |
| ENERGY TRANSFER L PPE | 2079-12-31      | 7.1250%  | N/A     | $122000.00         | $127793.02         | Corporate Debt Securities |
| ENERGY TRANSFER L PPE | 2099-01-01      | 6.6250%  | N/A     | $1438000.00        | $1497554.17        | Corporate Debt Securities |
| ENERGY TRANSFER L PPE | 2079-12-31      | 6.5000%  | N/A     | $101000.00         | $102845.44         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER | 2030-01-31      | 2.8000%  | N/A     | $1000.00           | $963.57            | Corporate Debt Securities |
| ENTERPRISE PRODS OPER | 2026-02-15      | 3.7000%  | N/A     | $8000.00           | $8133.35           | Corporate Debt Securities |
| EUSHI FINANCE INC. JR | 2056-04-01      | 6.2500%  | N/A     | $2805000.00        | $2872888.01        | Corporate Debt Securities |
| EVERGY INC JR SB GLBL | 2055-06-01      | 6.6500%  | N/A     | $73000.00          | $75852.01          | Corporate Debt Securities |
| EXPEDIA GROUP INCSR G | 2026-02-15      | 5.0000%  | N/A     | $255000.00         | $260851.40         | Corporate Debt Securities |
| FIFTH THIRD BANCORPPE | 2099-01-01      | 7.0625%  | N/A     | $268000.00         | $269207.46         | Corporate Debt Securities |
| FLORIDA PWR & LT CO1M | 2029-06-15      | 5.1500%  | N/A     | $4000.00           | $4175.67           | Corporate Debt Securities |
| FMC CORP SUB GLBL NT  | 2055-11-01      | 8.4500%  | N/A     | $2435000.00        | $2012796.03        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP | 2027-01-15      | 6.6250%  | N/A     | $165000.00         | $165580.87         | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP | 2030-10-01      | 12.2500% | N/A     | $2446000.00        | $2801337.89        | Corporate Debt Securities |
| FREEPORT MCMORAN INC  | 2028-08-01      | 4.3750%  | N/A     | $25000.00          | $25546.59          | Corporate Debt Securities |
| FREEPORT MCMORAN INC  | 2029-09-01      | 5.2500%  | N/A     | $19000.00          | $19709.25          | Corporate Debt Securities |
| FRONTIER COMMUNICATIO | 2029-11-01      | 5.8750%  | N/A     | $925.00            | $947.91            | Corporate Debt Securities |
| GARDA WORLD SECURITY  | 2028-02-15      | 7.7500%  | N/A     | $126000.00         | $133275.35         | Corporate Debt Securities |
| GARDA WORLD SECURITY  | 2029-06-01      | 6.0000%  | N/A     | $1249000.00        | $1242671.73        | Corporate Debt Securities |
| GENERAL MTRS COSR GLB | 2032-10-15      | 5.6000%  | N/A     | $2000.00           | $2123.93           | Corporate Debt Securities |
| GEORGIA PWR CO GLBL 2 | 2034-03-15      | 5.2500%  | N/A     | $6000.00           | $6314.93           | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC | 2029-08-15      | 4.3750%  | N/A     | $2402000.00        | $2404214.84        | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC | 2029-06-15      | 4.7500%  | N/A     | $4575000.00        | $4569864.56        | Corporate Debt Securities |
| GLOBAL ATLANTIC FINAN | 2054-10-15      | 7.9500%  | N/A     | $2885000.00        | $3048428.04        | Corporate Debt Securities |
| GLOBAL ATLANTIC FINAN | 2051-10-15      | 4.7000%  | N/A     | $58000.00          | $57856.06          | Corporate Debt Securities |
| GOLDMAN SACHS CAP II  | 2043-06-01      | 4.8214%  | N/A     | $1601000.00        | $1350116.50        | Corporate Debt Securities |
| GOLDMAN SACHS CAP IJR | 2034-02-15      | 6.3450%  | N/A     | $15000.00          | $16468.82          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 6.8500%  | N/A     | $96000.00          | $102837.81         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 7.3790%  | N/A     | $269000.00         | $278548.38         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2099-12-31      | 5.3000%  | N/A     | $3295000.00        | $3338058.33        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 4.1250%  | N/A     | $1487000.00        | $1484571.23        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 6.1250%  | N/A     | $480000.00         | $498158.93         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $14000.00          | $13955.76          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2038-02-15      | 5.7500%  | N/A     | $1000.00           | $1059.91           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2079-12-31      | 7.5600%  | N/A     | $338000.00         | $350454.17         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2032-11-15      | 4.2500%  | N/A     | $3000.00           | $2962.56           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2032-12-15      | 5.2500%  | N/A     | $1000.00           | $1040.18           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2027-01-15      | 5.9500%  | N/A     | $2000.00           | $2042.16           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2047-01-21      | 5.5410%  | N/A     | $5001000.00        | $4957217.50        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 7.1860%  | N/A     | $577000.00         | $596606.78         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR  | 2027-03-15      | 4.8750%  | N/A     | $2000.00           | $2032.26           | Corporate Debt Securities |
| HCA INC. SR GLBL NT3. | 2030-09-01      | 3.5000%  | N/A     | $40000.00          | $39069.84          | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2036-03-03      | 5.4500%  | N/A     | $482000.00         | $506791.27         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES | 2099-01-01      | 4.4500%  | N/A     | $785000.00         | $775284.97         | Corporate Debt Securities |
| HUNTINGTON CAPITAL I  | 2027-02-01      | 4.8020%  | N/A     | $100000.00         | $99729.84          | Corporate Debt Securities |
| HYUNDAI CAP AMER FR 2 | 2026-09-27      | 2.7500%  | N/A     | $4000.00           | $3999.98           | Corporate Debt Securities |
| ING GROEP N.V. FR 1.7 | 2027-04-01      | 1.7260%  | N/A     | $949000.00         | $950713.31         | Corporate Debt Securities |
| ING GROEP N.V. SR GLB | 2029-03-25      | 4.8580%  | N/A     | $435000.00         | $449114.90         | Corporate Debt Securities |
| INTERNATIONAL BUSINES | 2029-05-15      | 3.5000%  | N/A     | $100000.00         | $99064.17          | Corporate Debt Securities |
| IRON MTN INC DEL SR G | 2028-03-15      | 5.2500%  | N/A     | $1445000.00        | $1471093.09        | Corporate Debt Securities |
| KEYCORPPERP JR GLBL - | 2099-01-01      | 5.0000%  | N/A     | $1143000.00        | $1146794.76        | Corporate Debt Securities |
| KINDER MORGAN INC DEL | 2033-06-01      | 5.2000%  | N/A     | $31000.00          | $32207.21          | Corporate Debt Securities |
| KINDER MORGAN INC DEL | 2034-02-01      | 5.4000%  | N/A     | $2000.00           | $2123.48           | Corporate Debt Securities |
| LAMAR MEDIA CORP SR G | 2028-02-15      | 3.7500%  | N/A     | $14000.00          | $13774.36          | Corporate Debt Securities |
| LBM ACQUISITION LLC1L | 2031-06-15      | 9.5000%  | N/A     | $3205000.00        | $3413276.93        | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC | 2027-11-01      | 8.7500%  | N/A     | $6000000.00        | $6130331.67        | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC | 2028-04-01      | 6.1250%  | N/A     | $5373000.00        | $5271807.75        | Corporate Debt Securities |
| LIBERTY MUT GROUP INC | 2051-12-15      | 4.1250%  | N/A     | $47000.00          | $46816.05          | Corporate Debt Securities |
| LIBERTY MUT GROUP INC | 2051-12-15      | 4.1250%  | N/A     | $475000.00         | $473140.97         | Corporate Debt Securities |
| LIFEPOINT HEALTH INC  | 2030-08-15      | 9.8750%  | N/A     | $1850000.00        | $2067801.27        | Corporate Debt Securities |
| LIFEPOINT HEALTH INC  | 2030-10-15      | 11.0000% | N/A     | $2950000.00        | $3312210.83        | Corporate Debt Securities |
| LIFEPOINT HEALTH INC  | 2032-06-01      | 10.0000% | N/A     | $1966000.00        | $2109515.82        | Corporate Debt Securities |
| M & T BK CORPPERP JR  | 2099-01-01      | 7.3040%  | N/A     | $321000.00         | $332238.17         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LL | 2034-12-15      | 4.5000%  | N/A     | $100000.00         | $90340.50          | Corporate Debt Securities |
| MARATHON PETE CORP SR | 2026-12-15      | 5.1250%  | N/A     | $53000.00          | $53719.01          | Corporate Debt Securities |
| MCDONALDS CORP FR 4.6 | 2032-09-09      | 4.6000%  | N/A     | $16000.00          | $16561.87          | Corporate Debt Securities |
| METHANEX CORPSR GLBL  | 2029-12-15      | 5.2500%  | N/A     | $68000.00          | $68836.57          | Corporate Debt Securities |
| MGM CHINA HOLDINGS LI | 2027-02-01      | 4.7500%  | N/A     | $340000.00         | $346455.94         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC | 2033-09-15      | 5.8750%  | N/A     | $36000.00          | $39122.68          | Corporate Debt Securities |
| MIDAMERICAN ENERGY CO | 2029-04-15      | 3.6500%  | N/A     | $3000.00           | $2999.69           | Corporate Debt Securities |
| MOLINA HEALTHCARE INC | 2030-11-15      | 3.8750%  | N/A     | $500000.00         | $465356.46         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC | 2028-06-15      | 4.3750%  | N/A     | $153000.00         | $151107.20         | Corporate Debt Securities |
| MORGAN STANLEY FR 2.5 | 2032-10-20      | 2.5110%  | N/A     | $50000.00          | $45207.75          | Corporate Debt Securities |
| MORGAN STANLEY FR 4.2 | 2028-04-20      | 4.2100%  | N/A     | $8000.00           | $8109.80           | Corporate Debt Securities |
| MORGAN STANLEY PERP J | 2099-12-31      | 5.8750%  | N/A     | $120000.00         | $122386.95         | Corporate Debt Securities |
| MOZART DEBT MERGER SU | 2029-10-01      | 5.2500%  | N/A     | $1187000.00        | $1208560.87        | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT | 2032-02-15      | 8.5000%  | N/A     | $2510000.00        | $2784589.82        | Corporate Debt Securities |
| NATIONAL RURAL UTILS  | 2029-02-07      | 4.8500%  | N/A     | $4000.00           | $4185.19           | Corporate Debt Securities |
| NATWEST MKTS PLC US M | 2030-03-21      | 5.0220%  | N/A     | $460000.00         | $479851.53         | Corporate Debt Securities |
| NCL CORP LTD SR 144A  | 2033-09-15      | 6.2500%  | N/A     | $37000.00          | $38062.28          | Corporate Debt Securities |
| NEPTUNE BIDCO US INC  | 2029-04-15      | 9.2900%  | N/A     | $2000000.00        | $2104211.67        | Corporate Debt Securities |
| NEWMONT CORP SR GLBL  | 2030-10-01      | 2.2500%  | N/A     | $15000.00          | $13967.06          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2054-09-01      | 6.7000%  | N/A     | $29000.00          | $30740.89          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2077-12-01      | 4.8000%  | N/A     | $4000.00           | $3994.95           | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2066-10-01      | 5.9899%  | N/A     | $45000.00          | $40578.08          | Corporate Debt Securities |
| NISOURCE INC JR SB GL | 2055-03-31      | 6.3750%  | N/A     | $586000.00         | $617626.42         | Corporate Debt Securities |
| NORTHERN TR CORP ALT  | 2079-12-31      | 4.6000%  | N/A     | $644000.00         | $652124.42         | Corporate Debt Securities |
| NOVELIS CORP SR GLBL  | 2030-01-30      | 4.7500%  | N/A     | $2105000.00        | $2041281.65        | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2028-01-15      | 5.7500%  | N/A     | $468000.00         | $469402.05         | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2029-02-15      | 3.3750%  | N/A     | $152000.00         | $147982.45         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP  | 2036-09-15      | 6.4500%  | N/A     | $40000.00          | $43632.70          | Corporate Debt Securities |
| OCCIDENTAL PETE CORP  | 2031-01-01      | 6.1250%  | N/A     | $75000.00          | $79615.05          | Corporate Debt Securities |
| ONEOK INC NEWSR GLBL  | 2028-09-30      | 6.8750%  | N/A     | $3000.00           | $3270.59           | Corporate Debt Securities |
| ONEOK INC NEWSR GLBL  | 2033-09-01      | 6.0500%  | N/A     | $63000.00          | $68527.64          | Corporate Debt Securities |
| ONEOK INC NEWSR GLBL  | 2031-01-15      | 6.3500%  | N/A     | $56000.00          | $60189.69          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2030-05-15      | 3.2500%  | N/A     | $3000.00           | $2817.06           | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2034-07-08      | 4.3000%  | N/A     | $3000.00           | $2712.23           | Corporate Debt Securities |
| OSAIC HLDGS INCSR SEC | 2032-08-01      | 6.7500%  | N/A     | $16856000.00       | $18046429.72       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2028-06-15      | 3.0000%  | N/A     | $3000.00           | $2928.93           | Corporate Debt Securities |
| PACIFICORP 1M GLBL BD | 2031-11-15      | 7.7000%  | N/A     | $13000.00          | $15096.14          | Corporate Debt Securities |
| PACIFICORP 1M GLBL BD | 2029-02-15      | 5.1000%  | N/A     | $30000.00          | $31378.05          | Corporate Debt Securities |
| PACIFICORP JR SB GLBL | 2055-09-15      | 7.3750%  | N/A     | $37000.00          | $39018.58          | Corporate Debt Securities |
| PARAMOUNT GLOBAL JR S | 2057-02-28      | 6.2500%  | N/A     | $24000.00          | $22691.25          | Corporate Debt Securities |
| PARAMOUNT GLOBAL JR S | 2062-03-30      | 6.3750%  | N/A     | $119000.00         | $114388.75         | Corporate Debt Securities |
| PARK RIVER HOLDINGS I | 2031-03-15      | 8.0000%  | N/A     | $218000.00         | $230823.73         | Corporate Debt Securities |
| PEMEX PROJ FDG MASTER | 2038-06-15      | 6.6250%  | N/A     | $95000.00          | $87569.22          | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2032-05-15      | 6.8750%  | N/A     | $700000.00         | $740035.04         | Corporate Debt Securities |
| PERFORMANCE FOOD GROU | 2032-09-15      | 6.1250%  | N/A     | $246000.00         | $258457.13         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINA | 2043-05-20      | 5.6250%  | N/A     | $92000.00          | $81744.53          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINA | 2028-01-27      | 5.9990%  | N/A     | $697000.00         | $710995.70         | Corporate Debt Securities |
| PETROLEOS MEXICANOSFR | 2035-06-15      | 6.6250%  | N/A     | $300000.00         | $287625.38         | Corporate Debt Securities |
| PETROLEOS MEXICANOSGL | 2027-01-23      | 6.4900%  | N/A     | $147000.00         | $149199.41         | Corporate Debt Securities |
| PETROLEOS MEXICANOSGL | 2027-03-13      | 6.5000%  | N/A     | $280000.00         | $291618.91         | Corporate Debt Securities |
| PETROLEOS MEXICANOSGL | 2050-01-23      | 7.6900%  | N/A     | $162000.00         | $145611.32         | Corporate Debt Securities |
| PETROLEOS MEXICANOSSR | 2028-02-12      | 5.3500%  | N/A     | $30000.00          | $30898.40          | Corporate Debt Securities |
| PG&E CORPJR SB GLBL N | 2055-03-15      | 7.3750%  | N/A     | $47000.00          | $49841.91          | Corporate Debt Securities |
| PHILLIPS 66 CO JR SB  | 2056-03-15      | 6.2000%  | N/A     | $897000.00         | $921446.24         | Corporate Debt Securities |
| PHILLIPS 66 CO SR GLB | 2035-03-15      | 4.9500%  | N/A     | $15000.00          | $15218.29          | Corporate Debt Securities |
| PHILLIPS 66SR GLBL NT | 2034-11-15      | 4.6500%  | N/A     | $2000.00           | $1974.44           | Corporate Debt Securities |
| PLAINS ALL AMERN PIPE | 2099-01-01      | 8.2234%  | N/A     | $1462000.00        | $1492147.25        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPE | 2026-12-15      | 4.5000%  | N/A     | $126000.00         | $127088.01         | Corporate Debt Securities |
| PLAINS ALL AMERN PIPE | 2034-09-15      | 5.7000%  | N/A     | $18000.00          | $18985.59          | Corporate Debt Securities |
| PNC FINL SVCS GROUP I | 2029-01-26      | 4.0750%  | N/A     | $6579000.00        | $6587965.72        | Corporate Debt Securities |
| PNC FINL SVCS GROUP I | 2079-12-31      | 3.4000%  | N/A     | $929000.00         | $918994.67         | Corporate Debt Securities |
| POST HLDGS INC SR GLB | 2036-03-15      | 6.5000%  | N/A     | $2715000.00        | $2740317.38        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS | 2026-09-15      | 2.2500%  | N/A     | $80000.00          | $79892.60          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS | 2082-03-15      | 5.2500%  | N/A     | $56000.00          | $57035.86          | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP | 2026-07-01      | 4.2500%  | N/A     | $29000.00          | $29076.66          | Corporate Debt Securities |
| RTX CORPORATIONGLBL N | 2027-11-15      | 7.1000%  | N/A     | $4000.00           | $4258.57           | Corporate Debt Securities |
| RTX CORPORATIONSR GLB | 2033-02-27      | 5.1500%  | N/A     | $35000.00          | $37006.81          | Corporate Debt Securities |
| SANTANDER HOLDINGS US | 2029-03-20      | 5.4730%  | N/A     | $658000.00         | $685789.72         | Corporate Debt Securities |
| SBL HOLDINGS LLC PERP | 2099-01-01      | 9.5080%  | N/A     | $69000.00          | $70889.27          | Corporate Debt Securities |
| SCHWAB CHARLES CORPAL | 2079-12-31      | 5.0000%  | N/A     | $314000.00         | $313904.06         | Corporate Debt Securities |
| SCHWAB CHARLES CORPPE | 2079-12-31      | 4.0000%  | N/A     | $579000.00         | $580363.87         | Corporate Debt Securities |
| SEALED AIR CORP / SEA | 2028-02-01      | 6.1250%  | N/A     | $5000000.00        | $5225724.31        | Corporate Debt Securities |
| SEALED AIR CORP NEWSR | 2027-12-01      | 4.0000%  | N/A     | $1957000.00        | $1961609.82        | Corporate Debt Securities |
| SEMPRA JR SB GLBL 55  | 2055-04-01      | 6.6250%  | N/A     | $289000.00         | $299450.04         | Corporate Debt Securities |
| SHELL INTERNATIONAL F | 2030-04-06      | 2.7500%  | N/A     | $3000.00           | $2872.26           | Corporate Debt Securities |
| SIRIUS XM RADIO INCSR | 2026-09-01      | 3.1250%  | N/A     | $425000.00         | $427861.96         | Corporate Debt Securities |
| SM ENERGY COMPANYSR G | 2027-01-15      | 6.6250%  | N/A     | $10000.00          | $10040.50          | Corporate Debt Securities |
| SOCIETE GENERALE FR 5 | 2037-04-10      | 5.4000%  | N/A     | $6600000.00        | $6599076.00        | Corporate Debt Securities |
| SOUTH BOW CDN INFRAST | 2055-03-01      | 7.6250%  | N/A     | $233000.00         | $249871.30         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON | 2032-11-01      | 5.9500%  | N/A     | $10000.00          | $10749.50          | Corporate Debt Securities |
| SOUTHERN COJR SB GLBL | 2051-09-15      | 3.7500%  | N/A     | $1365000.00        | $1371746.51        | Corporate Debt Securities |
| SOUTHERN UNION COJR S | 2066-11-01      | 7.8712%  | N/A     | $5000.00           | $5085.89           | Corporate Debt Securities |
| SOUTHWEST AIRLS CO SR | 2035-11-15      | 5.2500%  | N/A     | $1000.00           | $992.61            | Corporate Debt Securities |
| STANDARD BLDG SOLUTIO | 2028-01-15      | 4.7500%  | N/A     | $3070000.00        | $3061063.74        | Corporate Debt Securities |
| STATE STR CORP PERP G | 2099-01-01      | 6.7000%  | N/A     | $9286000.00        | $9710788.07        | Corporate Debt Securities |
| STONEX GROUP INC SR S | 2031-03-01      | 7.8750%  | N/A     | $420000.00         | $460636.58         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2026-10-19      | 3.0100%  | N/A     | $26000.00          | $26063.30          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2028-01-17      | 3.5440%  | N/A     | $84000.00          | $83467.42          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2029-01-15      | 4.1080%  | N/A     | $2344000.00        | $2345316.55        | Corporate Debt Securities |
| SYNERGY INFRASTRUCTUR | 2030-12-01      | 7.8750%  | N/A     | $311000.00         | $329100.20         | Corporate Debt Securities |
| TEGNA INCSR GLBL NT 2 | 2028-03-15      | 4.6250%  | N/A     | $70000.00          | $70623.26          | Corporate Debt Securities |
| TELUS CORPORATIONJR S | 2055-10-15      | 6.6250%  | N/A     | $2000.00           | $2083.55           | Corporate Debt Securities |
| TENET HEALTHCARE CORP | 2030-01-15      | 4.3750%  | N/A     | $547000.00         | $538490.28         | Corporate Debt Securities |
| TENET HEALTHCARE CORP | 2030-06-15      | 6.1250%  | N/A     | $1900000.00        | $1951501.88        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2027-05-09      | 4.7500%  | N/A     | $448000.00         | $452662.56         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2029-09-15      | 7.8750%  | N/A     | $376000.00         | $423090.71         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2028-03-01      | 6.7500%  | N/A     | $2250000.00        | $2396019.38        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2036-02-01      | 6.1500%  | N/A     | $4671000.00        | $5066816.65        | Corporate Debt Securities |
| TIBCO SOFTWARE INC SR | 2029-03-31      | 6.5000%  | N/A     | $1000000.00        | $1016546.67        | Corporate Debt Securities |
| TRANSDIGM INC1LIEN GL | 2029-03-01      | 6.3750%  | N/A     | $1580000.00        | $1665296.96        | Corporate Debt Securities |
| TRANSDIGM INC2LIEN GL | 2032-03-01      | 6.6250%  | N/A     | $358000.00         | $380117.29         | Corporate Debt Securities |
| TRANSDIGM INCSR SB GL | 2029-05-01      | 4.8750%  | N/A     | $32000.00          | $32307.27          | Corporate Debt Securities |
| U S ACUTE CARE SOLUTI | 2029-05-15      | 9.7500%  | N/A     | $88000.00          | $90297.90          | Corporate Debt Securities |
| UNITED RENTALS NORTH  | 2030-01-15      | 5.2500%  | N/A     | $35000.00          | $35486.76          | Corporate Debt Securities |
| VENTURE GLOBAL CALCAS | 2031-08-15      | 4.1250%  | N/A     | $3420000.00        | $3224397.38        | Corporate Debt Securities |
| VENTURE GLOBAL LNG IN | 2030-01-15      | 7.0000%  | N/A     | $14000.00          | $14091.37          | Corporate Debt Securities |
| VENTURE GLOBAL LNG IN | 2031-06-01      | 8.3750%  | N/A     | $820000.00         | $848614.47         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUE | 2034-06-15      | 6.5000%  | N/A     | $862000.00         | $901719.52         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUE | 2030-12-15      | 6.1250%  | N/A     | $3500000.00        | $3631729.79        | Corporate Debt Securities |
| VIKING CRUISES LTD SR | 2033-10-15      | 5.8750%  | N/A     | $822000.00         | $849151.46         | Corporate Debt Securities |
| VISTRA OPERATIONS CO  | 2027-02-15      | 5.6250%  | N/A     | $980000.00         | $1005246.03        | Corporate Debt Securities |
| VODAFONE GROUP PLC SU | 2081-06-04      | 4.1250%  | N/A     | $335000.00         | $316470.03         | Corporate Debt Securities |
| VODAFONE GROUP PLC SU | 2079-04-04      | 7.0000%  | N/A     | $21000.00          | $22608.72          | Corporate Debt Securities |
| VOYA FINANCIAL INC PE | 2099-01-01      | 7.7580%  | N/A     | $6000.00           | $6492.39           | Corporate Debt Securities |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $1964000.00        | $2018841.43        | Corporate Debt Securities |
| WAYFAIR LLCSR SEC GLB | 2029-10-31      | 7.2500%  | N/A     | $3000000.00        | $3199307.50        | Corporate Debt Securities |
| WELLS FARGO & CO PERP | 2099-01-01      | 6.8500%  | N/A     | $54000.00          | $56855.66          | Corporate Debt Securities |

### Security 489: UNITED OVERSEAS BANK LIMITED

- **C.1 - Title:** UNITED OVERSEAS BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RLF2, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 490: UNITED OVERSEAS BANK LIMITED

- **C.1 - Title:** UNITED OVERSEAS BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJF5, C.4 - ISIN: US91127RJF55, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $59003805.50
- **C.18.a - Value (excl. sponsor support):** $59003805.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 491: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596970414.00
- **C.18.a - Value (excl. sponsor support):** $596970414.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 492: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $526591511.70
- **C.18.a - Value (excl. sponsor support):** $526591511.70
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 493: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1899088800.30
- **C.18.a - Value (excl. sponsor support):** $1899088800.30
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 494: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1035235246.50
- **C.18.a - Value (excl. sponsor support):** $1035235246.50
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 495: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $372273907.50
- **C.18.a - Value (excl. sponsor support):** $372273907.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 496: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512MB24, C.4 - ISIN: US92512MB246, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39987620.00
- **C.18.a - Value (excl. sponsor support):** $39987620.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 497: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512ME47, C.4 - ISIN: US92512ME471, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $247531625.00
- **C.18.a - Value (excl. sponsor support):** $247531625.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 498: VERTO CAPITAL I COMPARTMENT A

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544LDQ3, C.4 - ISIN: US92544LDQ32, C.3 - LEI: 635400H24DGVN77S6U37
- **C.18 - Value (incl. sponsor support):** $198202400.00
- **C.18.a - Value (excl. sponsor support):** $198202400.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 499: VERTO CAPITAL I COMPARTMENT A

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544LE17, C.4 - ISIN: US92544LE179, C.3 - LEI: 635400H24DGVN77S6U37
- **C.18 - Value (incl. sponsor support):** $108930415.00
- **C.18.a - Value (excl. sponsor support):** $108930415.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 500: VERTO CAPITAL I COMPARTMENT C

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XB48, C.4 - ISIN: US92544XB485, C.3 - LEI: 635400YWQCAXRUTWKF95
- **C.18 - Value (incl. sponsor support):** $124936037.50
- **C.18.a - Value (excl. sponsor support):** $124936037.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 501: VERTO CAPITAL I COMPARTMENT C

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XDQ7, C.4 - ISIN: US92544XDQ79, C.3 - LEI: 635400YWQCAXRUTWKF95
- **C.18 - Value (incl. sponsor support):** $99101200.00
- **C.18.a - Value (excl. sponsor support):** $99101200.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 502: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVM3, C.4 - ISIN: US95001KVM34, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $112021224.00
- **C.18.a - Value (excl. sponsor support):** $112021224.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 503: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVN1, C.4 - ISIN: US95001KVN17, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $111942532.80
- **C.18.a - Value (excl. sponsor support):** $111942532.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 504: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVJ0, C.4 - ISIN: US95001KVJ05, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $139998810.00
- **C.18.a - Value (excl. sponsor support):** $139998810.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 505: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVK7, C.4 - ISIN: US95001KVK77, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $56994151.80
- **C.18.a - Value (excl. sponsor support):** $56994151.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 506: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTE4, C.4 - ISIN: US95001KTE46, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $100050510.00
- **C.18.a - Value (excl. sponsor support):** $100050510.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 507: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KUU6, C.4 - ISIN: US95001KUU68, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $130067002.00
- **C.18.a - Value (excl. sponsor support):** $130067002.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 508: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KUX0, C.4 - ISIN: US95001KUX08, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $99987770.00
- **C.18.a - Value (excl. sponsor support):** $99987770.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 509: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001NL0
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AFRICAN DEV BK GLOBAL | 2028-10-06      | 3.6250%  | N/A     | $25000000.00       | $25237954.17       | Corporate Debt Securities |
| BANGKOK BK PUB CO LTD | 2034-07-05      | 5.6500%  | N/A     | $5000000.00        | $5226268.06        | Corporate Debt Securities |
| BANK AMERICA CORPFR 2 | 2028-02-04      | 2.5510%  | N/A     | $82000.00          | $81849.25          | Corporate Debt Securities |
| BANK AMERICA CORPFR 3 | 2027-04-23      | 3.5590%  | N/A     | $105000.00         | $105891.40         | Corporate Debt Securities |
| BANK AMERICA CORPFR 4 | 2027-11-25      | 4.1830%  | N/A     | $803000.00         | $809996.25         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM  | 2027-09-10      | 4.5670%  | N/A     | $38000.00          | $38801.82          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2032-11-10      | 4.7400%  | N/A     | $666000.00         | $679115.76         | Corporate Debt Securities |
| CAIXABANK S AFR 6.684 | 2027-09-13      | 6.6840%  | N/A     | $14842000.00       | $15452990.72       | Corporate Debt Securities |
| INTERNATIONAL FIN COR | 2027-07-30      | 3.9270%  | N/A     | $12840000.00       | $12846163.20       | Corporate Debt Securities |
| MCDONALDS CORP FR 4.4 | 2047-03-01      | 4.4500%  | N/A     | $12000.00          | $10528.66          | Corporate Debt Securities |
| MORGAN STANLEY FR 3.6 | 2027-01-20      | 3.6250%  | N/A     | $61000.00          | $60963.21          | Corporate Debt Securities |
| MORGAN STANLEY FR 4.3 | 2026-09-08      | 4.3500%  | N/A     | $158000.00         | $161112.34         | Corporate Debt Securities |
| NATIONWIDE BLDG SOC G | 2027-10-18      | 6.5570%  | N/A     | $7535000.00        | $7805266.64        | Corporate Debt Securities |
| NBN CO LTD FR 4.25%10 | 2029-10-01      | 4.2500%  | N/A     | $2209000.00        | $2248626.39        | Corporate Debt Securities |
| NORDIC INVT BK FR 3.7 | 2028-08-28      | 3.7500%  | N/A     | $2200000.00        | $2240949.33        | Corporate Debt Securities |
| NORDIC INVT BK VR 051 | 2026-05-12      | 4.8119%  | N/A     | $23850000.00       | $24158309.49       | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NE | 2029-07-17      | 3.8750%  | N/A     | $500000.00         | $488674.65         | Corporate Debt Securities |
| PETRONAS CAPITAL LTD  | 2055-04-03      | 5.8480%  | N/A     | $5809000.00        | $6175873.20        | Corporate Debt Securities |
| ROYAL BK CDA FR 4.24% | 2027-08-03      | 4.2400%  | N/A     | $35000.00          | $35954.68          | Corporate Debt Securities |
| ROYAL BK CDA FR 5.069 | 2027-07-23      | 5.0690%  | N/A     | $25000.00          | $25157.14          | Corporate Debt Securities |
| SHINHAN BK REG S FR 4 | 2028-04-12      | 4.5000%  | N/A     | $790000.00         | $809892.20         | Corporate Debt Securities |
| TENCENT HLDGS LTDFR 3 | 2050-06-03      | 3.2400%  | N/A     | $2500000.00        | $1813500.00        | Corporate Debt Securities |
| THAIOIL TREAS CTR CO  | 2050-06-18      | 3.7500%  | N/A     | $5483000.00        | $4099666.52        | Corporate Debt Securities |
| TOYOTA MTR CR CORP FR | 2029-05-16      | 5.0500%  | N/A     | $113000.00         | $117688.43         | Corporate Debt Securities |
| TRUIST FINL CORP FR 7 | 2029-10-30      | 7.1610%  | N/A     | $74000.00          | $80982.83          | Corporate Debt Securities |
| UNITED OVERSEAS BK LT | 2028-04-02      | 4.4010%  | N/A     | $19546000.00       | $20059580.92       | Corporate Debt Securities |
| US BANCORP FR 2.215%0 | 2028-01-27      | 2.2150%  | N/A     | $4000.00           | $3933.62           | Corporate Debt Securities |
| US BANCORP FR 5.046%0 | 2031-02-12      | 5.0460%  | N/A     | $111000.00         | $116590.85         | Corporate Debt Securities |
| US BANCORP FR 5.775%0 | 2029-06-12      | 5.7750%  | N/A     | $1074000.00        | $1122491.10        | Corporate Debt Securities |

### Security 510: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001NP1
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN CRYSTAL SUGA | 2026-03-05      | 0.0000%  | N/A     | $13907275.00       | $13855011.46       | Money Market              |
| BANCO SANTANDER CHILE | 2026-10-09      | 0.0000%  | N/A     | $13000000.00       | $12622311.00       | Money Market              |
| BAYER CORP            | 2026-12-08      | 0.0000%  | N/A     | $65000000.00       | $62863775.00       | Money Market              |
| BOC AVIATION PTE LTD  | 2031-03-04      | 4.2500%  | N/A     | $800000.00         | $812140.89         | Corporate Debt Securities |
| EURO BK RECON & DEV E | 2030-07-22      | 4.0778%  | N/A     | $7445000.00        | $7461257.86        | Corporate Debt Securities |
| EVERGY MO WEST INC DI | 2026-02-04      | 0.0000%  | N/A     | $14000000.00       | $13991194.00       | Money Market              |
| GLOBAL PMTS INC       | 2026-02-06      | 0.0000%  | N/A     | $80000000.00       | $79928800.00       | Money Market              |
| HACKENSACK MERIDIAN H | 2050-09-01      | 2.8750%  | N/A     | $730000.00         | $477623.89         | Corporate Debt Securities |
| HCA INC               | 2026-02-03      | 0.0000%  | N/A     | $10000000.00       | $9994390.00        | Money Market              |
| KKR GROUP FIN CO X LL | 2051-12-15      | 3.2500%  | N/A     | $54000.00          | $36102.92          | Corporate Debt Securities |
| LIBERTY UTILS CO DISC | 2026-03-02      | 0.0000%  | N/A     | $19500000.00       | $19433427.00       | Money Market              |
| LIBERTY UTILS CO DISC | 2026-03-06      | 0.0000%  | N/A     | $1969351.00        | $1961784.75        | Money Market              |
| LLOYDS BK PLC         | 2026-08-17      | 0.0000%  | N/A     | $35293663.00       | $34574731.08       | Money Market              |
| PERUSAHAAN LISTRIK NE | 2048-05-21      | 6.1500%  | N/A     | $6000000.00        | $6049245.00        | Corporate Debt Securities |
| POWER FIN CORP LTD FR | 2028-12-06      | 6.1500%  | N/A     | $2434000.00        | $2568003.87        | Corporate Debt Securities |
| PT PERTAMINA HULUFR 5 | 2030-05-21      | 5.2500%  | N/A     | $350000.00         | $359114.88         | Corporate Debt Securities |
| S&P GLOBAL INC GLBL N | 2049-12-01      | 3.2500%  | N/A     | $20000.00          | $14172.13          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON | 2026-02-23      | 0.0000%  | N/A     | $3000000.00        | $2991402.00        | Money Market              |
| TELUS CORPORATION     | 2026-07-27      | 0.0000%  | N/A     | $50000000.00       | $48980550.00       | Money Market              |
| WGL HLDGS INC         | 2026-02-04      | 0.0000%  | N/A     | $17000000.00       | $16989290.00       | Money Market              |
| WHIRLPOOL CORP        | 2026-02-02      | 0.0000%  | N/A     | $8689762.00        | $8685660.43        | Money Market              |

### Security 511: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001NQ9
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO DE CHILE DISC C | 2026-07-10      | 0.0000%  | N/A     | $24869405.00       | $24442347.58       | Money Market |
| BANCO DE CREDITO E    | 2026-04-06      | 0.0000%  | N/A     | $3750000.00        | $3722118.75        | Money Market |
| BANCO SANTANDER CHILE | 2026-08-10      | 0.0000%  | N/A     | $10000000.00       | $9773100.00        | Money Market |
| EDISON INTL DISC COML | 2026-03-16      | 0.0000%  | N/A     | $3000000.00        | $2984052.00        | Money Market |
| ENBRIDGE U S INC DISC | 2026-03-04      | 0.0000%  | N/A     | $26071461.00       | $25976326.24       | Money Market |
| GENUINE PTS CO DISC C | 2026-02-26      | 0.0000%  | N/A     | $40000000.00       | $39800000.00       | Money Market |
| IMPERIAL BRANDS FIN P | 2026-03-02      | 0.0000%  | N/A     | $70877295.00       | $70522908.53       | Money Market |
| INTERNATIONAL FLAVORS | 2026-02-20      | 0.0000%  | N/A     | $25000000.00       | $24941375.00       | Money Market |
| SONOCO PRODS CO       | 2026-02-12      | 0.0000%  | N/A     | $25000000.00       | $24960275.00       | Money Market |
| SOUTHERN CALIF EDISON | 2026-03-03      | 0.0000%  | N/A     | $9308084.00        | $9272824.98        | Money Market |
| SOUTHERN CALIF EDISON | 2026-03-06      | 0.0000%  | N/A     | $10000000.00       | $9958660.00        | Money Market |
| TELUS CORPORATION     | 2026-07-20      | 0.0000%  | N/A     | $50000000.00       | $49019300.00       | Money Market |
| TOTALENERGIES CAP USA | 2026-04-30      | 0.0000%  | N/A     | $22915000.00       | $22800425.00       | Money Market |

### Security 512: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001NR7
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO BILBAO VIZCAYA  | 2026-06-01      | 4.0100%  | N/A     | $100000.00         | $100716.19         | Money Market     |
| BANCO SANTANDER S A N | 2026-03-04      | 3.8300%  | N/A     | $142000.00         | $142877.83         | Money Market     |
| BANCO SANTANDER S A N | 2026-02-13      | 3.8700%  | N/A     | $10000000.00       | $10086464.38       | Money Market     |
| BANCO SANTANDER S A N | 2026-08-24      | 3.9600%  | N/A     | $297000.00         | $299836.11         | Money Market     |
| BANK MONTREAL CHICAGO | 2026-08-25      | 4.0400%  | N/A     | $930000.00         | $931351.60         | Money Market     |
| BANK MONTREAL CHICAGO | 2026-08-28      | 4.0400%  | N/A     | $400000.00         | $400438.22         | Money Market     |
| BANK NOVA SCOTIA B C  | 2026-02-10      | 3.9400%  | N/A     | $6050000.00        | $6104725.61        | Money Market     |
| BANK NOVA SCOTIA B C  | 2026-12-02      | 3.9900%  | N/A     | $1000000.00        | $1006731.78        | Money Market     |
| BANK NOVA SCOTIA B C  | 2026-07-01      | 3.9800%  | N/A     | $897000.00         | $900430.78         | Money Market     |
| BMO BK NATL ASSN CHIC | 2029-08-06      | 0.0000%  | N/A     | $14000.00          | $14645.23          | Money Market     |
| BMO BK NATL ASSN CHIC | 2030-08-06      | 0.0000%  | N/A     | $12000.00          | $12469.21          | Money Market     |
| BMO BK NATL ASSN CHIC | 2030-05-02      | 0.0000%  | N/A     | $1000.00           | $1014.55           | Money Market     |
| BMO BK NATL ASSN CHIC | 2028-02-02      | 0.0000%  | N/A     | $365000.00         | $438485.09         | Money Market     |
| BMO BK NATL ASSN CHIC | 2029-03-01      | 0.0000%  | N/A     | $5000.00           | $5004.54           | Money Market     |
| CITIBANK N A CD 29    | 2029-01-04      | 0.0000%  | N/A     | $1275000.00        | $1275000.00        | Money Market     |
| COOPERATIEVE CENTRALE | 2026-02-04      | 3.9600%  | N/A     | $375000.00         | $376092.29         | Money Market     |
| CREDIT AGRICOLE CORP  | 2026-02-17      | 3.9500%  | N/A     | $1600000.00        | $1614430.67        | Money Market     |
| DEUTSCHE BK AG N Y CD | 2026-02-05      | 4.1794%  | N/A     | $305000.00         | $308016.53         | Money Market     |
| GOLDMAN SACHS BK USA  | 2027-08-05      | 0.0000%  | N/A     | $170000.00         | $169150.00         | Money Market     |
| GOLDMAN SACHS BK USA  | 2026-04-06      | 0.0000%  | N/A     | $160000.00         | $249963.04         | Money Market     |
| GOLDMAN SACHS BK USA  | 2027-09-07      | 0.0000%  | N/A     | $367000.00         | $598759.40         | Money Market     |
| GOLDMAN SACHS BK USA  | 2027-07-06      | 0.0000%  | N/A     | $250000.00         | $321642.25         | Money Market     |
| GOLDMAN SACHS BK USA  | 2026-10-05      | 0.0000%  | N/A     | $246000.00         | $244770.00         | Money Market     |
| GOLDMAN SACHS BK USA  | 2030-11-01      | 0.0000%  | N/A     | $1000.00           | $1166.17           | Money Market     |
| GOLDMAN SACHS BK USA  | 2027-01-04      | 0.0000%  | N/A     | $639000.00         | $794135.14         | Money Market     |
| GOLDMAN SACHS BK USA  | 2029-05-03      | 0.0000%  | N/A     | $75000.00          | $92673.98          | Money Market     |
| GOLDMAN SACHS BK USA  | 2026-06-04      | 0.0000%  | N/A     | $65000.00          | $106942.62         | Money Market     |
| GOLDMAN SACHS BK USA  | 2027-03-04      | 0.0000%  | N/A     | $43000.00          | $42785.00          | Money Market     |
| HONG KONG GOVT SPL FR | 2027-07-24      | 4.2500%  | N/A     | $282000.00         | $284875.93         | Other Instrument |
| HSBC BANK USA NA CD F | 2026-07-10      | 3.9900%  | N/A     | $100000.00         | $100261.04         | Money Market     |
| INDONESIA REPFR 5.125 | 2045-01-15      | 5.1250%  | N/A     | $1300000.00        | $1270341.04        | Other Instrument |
| INDONESIA REPGLBL BD  | 2033-01-11      | 4.8500%  | N/A     | $8030000.00        | $8086769.87        | Other Instrument |
| INDONESIA REPGLBL BD  | 2036-04-16      | 4.9000%  | N/A     | $34000000.00       | $33935248.89       | Other Instrument |
| INDONESIA REPGLBL BD  | 2052-03-31      | 4.3000%  | N/A     | $1650000.00        | $1363681.00        | Other Instrument |
| KOOKMIN BK NEW YORK B | 2026-02-06      | 4.2600%  | N/A     | $1179000.00        | $1182553.15        | Money Market     |
| MIZUHO BK LTD NEW YOR | 2026-03-09      | 3.9800%  | N/A     | $300000.00         | $300772.25         | Money Market     |
| MIZUHO BK LTD NEW YOR | 2026-10-14      | 4.0600%  | N/A     | $211000.00         | $211654.92         | Money Market     |
| MORGAN STANLEY BK N A | 2026-03-04      | 0.0000%  | N/A     | $481000.00         | $478595.00         | Money Market     |
| MORGAN STANLEY BK N A | 2027-03-05      | 0.0000%  | N/A     | $133000.00         | $166413.72         | Money Market     |
| MORGAN STANLEY BK N A | 2027-05-03      | 0.0000%  | N/A     | $12000.00          | $15689.88          | Money Market     |
| MORGAN STANLEY PRIVAT | 2027-07-01      | 0.0000%  | N/A     | $50000.00          | $54299.95          | Money Market     |
| NONGHYUP BK NEW YORK  | 2026-07-15      | 3.9500%  | N/A     | $25000000.00       | $25048881.94       | Money Market     |
| NORDEA BK ABP NEW YOR | 2027-02-05      | 4.0200%  | N/A     | $2056000.00        | $2063116.62        | Money Market     |
| OVERSEA CHINESE BK CD | 2026-04-02      | 3.8700%  | N/A     | $6350000.00        | $6369927.65        | Money Market     |
| OVERSEA CHINESE BK CD | 2026-09-02      | 3.9400%  | N/A     | $2500000.00        | $2516601.39        | Money Market     |
| PERUSAHAAN PENERBIT S | 2029-07-02      | 5.1000%  | N/A     | $14720000.00       | $15136085.33       | Other Instrument |
| PERUSAHAAN PENERBIT S | 2035-07-23      | 5.2000%  | N/A     | $11432000.00       | $11572169.02       | Other Instrument |
| REPUBLIC OF THE PHILI | 2048-01-17      | 5.5000%  | N/A     | $11461000.00       | $11366402.18       | Other Instrument |
| SALLIE MAE BK MURRAY  | 2028-12-18      | 3.7500%  | N/A     | $200000.00         | $200642.11         | Money Market     |
| SHINHAN BK NEW YORK B | 2026-07-29      | 4.2100%  | N/A     | $27517000.00       | $27520217.96       | Money Market     |
| SHINHAN BK NEW YORK B | 2026-03-24      | 3.9300%  | N/A     | $50000000.00       | $50021833.33       | Money Market     |
| SHINHAN BK NEW YORK B | 2026-02-20      | 3.9600%  | N/A     | $9000000.00        | $9009900.00        | Money Market     |
| STANDARD CHARTERED BK | 2026-06-09      | 4.0400%  | N/A     | $6000000.00        | $6019085.00        | Money Market     |
| STANDARD CHARTERED BK | 2026-10-30      | 4.0800%  | N/A     | $741000.00         | $741466.83         | Money Market     |

### Security 513: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001NS5
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AIA GROUP LTD HONG KO | 2035-03-30      | 4.9500%  | N/A     | $2160000.00        | $2206850.40        | Corporate Debt Securities |
| ANZ NATIONAL INTL LTD | 2031-01-22      | 4.4253%  | N/A     | $884000.00         | $886481.81         | Corporate Debt Securities |
| BANGKOK BK PUB CO LTD | 2036-09-23      | 3.4660%  | N/A     | $25783000.00       | $23781911.18       | Corporate Debt Securities |
| BANGKOK BK PUB CO LTD | 2040-03-25      | 6.0560%  | N/A     | $4780000.00        | $4997527.18        | Corporate Debt Securities |
| BANGKOK BK PUB CO LTD | 2036-09-23      | 3.4660%  | N/A     | $500000.00         | $461193.64         | Corporate Debt Securities |
| BANK AMERICA CORPFR 3 | 2030-02-07      | 3.9740%  | N/A     | $205000.00         | $207885.84         | Corporate Debt Securities |
| BANK AMERICA CORPFR 4 | 2027-11-25      | 4.1830%  | N/A     | $1260000.00        | $1270977.93        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM  | 2026-09-15      | 4.2994%  | N/A     | $2517000.00        | $2536656.54        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM  | 2030-09-10      | 4.6400%  | N/A     | $89000.00          | $91795.00          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM  | 2026-06-05      | 5.3000%  | N/A     | $169000.00         | $171186.39         | Corporate Debt Securities |
| CREDIT AGRICOLE SA LO | 2033-09-25      | 4.8180%  | N/A     | $250000.00         | $253202.29         | Corporate Debt Securities |
| EURO BK RECON & DEV E | 2029-01-25      | 4.1250%  | N/A     | $8000.00           | $8114.74           | Corporate Debt Securities |
| EURO BK RECON & DEV E | 2030-07-22      | 4.0778%  | N/A     | $3405000.00        | $3412435.60        | Corporate Debt Securities |
| EURO BK RECON & DEV E | 2026-04-14      | 3.8474%  | N/A     | $1000000.00        | $1001737.81        | Corporate Debt Securities |
| FWD GROUP HLDGS LTDFR | 2035-09-22      | 5.8360%  | N/A     | $1285000.00        | $1328124.89        | Corporate Debt Securities |
| FWD GROUP HLDGS LTDFR | 2030-09-22      | 5.2520%  | N/A     | $10415000.00       | $10654584.35       | Corporate Debt Securities |
| GUARDIAN LIFE GLOBAL  | 2030-12-11      | 4.4020%  | N/A     | $5778000.00        | $5823366.61        | Corporate Debt Securities |
| KOOKMIN BANK FR 2.5%1 | 2030-11-04      | 2.5000%  | N/A     | $7430000.00        | $6802553.01        | Corporate Debt Securities |
| MORGAN STANLEY FR 4.8 | 2036-10-22      | 4.8920%  | N/A     | $7804000.00        | $7809830.46        | Corporate Debt Securities |
| NORTHWESTERN MUTUAL G | 2031-05-28      | 5.1600%  | N/A     | $180000.00         | $188108.40         | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NE | 2028-05-21      | 5.4500%  | N/A     | $10100000.00       | $10415481.92       | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NE | 2049-07-17      | 4.8750%  | N/A     | $201000.00         | $169640.06         | Corporate Debt Securities |
| PETRONAS CAPITAL LTD  | 2045-03-18      | 4.5000%  | N/A     | $200000.00         | $180876.00         | Corporate Debt Securities |
| PETRONAS CAPITAL LTD  | 2061-04-28      | 3.4040%  | N/A     | $6150000.00        | $4206533.03        | Corporate Debt Securities |
| PRUDENTIAL FINL INCFR | 2051-03-13      | 3.7000%  | N/A     | $5646000.00        | $4269169.58        | Corporate Debt Securities |
| PT PERTAMINA PERSERO  | 2026-02-09      | 1.4000%  | N/A     | $200000.00         | $199840.00         | Corporate Debt Securities |
| PTT TREASURY CENTER C | 2070-07-16      | 3.7000%  | N/A     | $8593000.00        | $5940589.14        | Corporate Debt Securities |
| REC LTDFR 5.625%04112 | 2028-04-11      | 5.6250%  | N/A     | $2000000.00        | $2083682.50        | Corporate Debt Securities |
| TORONTO DOMINION BK O | 2032-01-12      | 2.4500%  | N/A     | $140000.00         | $125650.70         | Corporate Debt Securities |
| TRUIST FINL CORP FR 6 | 2027-06-08      | 6.0470%  | N/A     | $247000.00         | $250792.58         | Corporate Debt Securities |
| US BANCORP FR 4.967%0 | 2033-07-22      | 4.9670%  | N/A     | $342000.00         | $344768.07         | Corporate Debt Securities |
| WOORI BK KOREA VR 012 | 2029-01-27      | 4.1564%  | N/A     | $2997000.00        | $2996319.94        | Corporate Debt Securities |

### Security 514: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001NU0
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO SANTANDER CHILE | 2026-07-13      | 0.0000%  | N/A     | $26000000.00       | $25488788.00       | Money Market |
| IMPERIAL BRANDS FIN P | 2026-03-02      | 0.0000%  | N/A     | $15622705.00       | $15544591.48       | Money Market |
| LIBERTY UTILS CO DISC | 2026-03-06      | 0.0000%  | N/A     | $29189050.00       | $29076905.67       | Money Market |
| WHIRLPOOL CORP        | 2026-02-06      | 0.0000%  | N/A     | $35000000.00       | $34966890.00       | Money Market |

### Security 515: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1MH7, C.4 - ISIN: US9612C1MH75, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $169310330.00
- **C.18.a - Value (excl. sponsor support):** $169310330.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 516: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAL1, C.4 - ISIN: US9612CAAL18, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $60027510.00
- **C.18.a - Value (excl. sponsor support):** $60027510.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 517: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAY3, C.4 - ISIN: US9612CAAY39, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $199989900.00
- **C.18.a - Value (excl. sponsor support):** $199989900.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 518: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1LR6, C.4 - ISIN: US9612C1LR66, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $96981340.00
- **C.18.a - Value (excl. sponsor support):** $96981340.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 519: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAZ0, C.4 - ISIN: US9612CAAZ04, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $97994776.60
- **C.18.a - Value (excl. sponsor support):** $97994776.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 520: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C46V8, C.4 - ISIN: US9612C46V81, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $81008837.10
- **C.18.a - Value (excl. sponsor support):** $81008837.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 521: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1G76, C.4 - ISIN: US9612C1G763, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $98379310.00
- **C.18.a - Value (excl. sponsor support):** $98379310.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 522: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NL7, C.4 - ISIN: US9612C1NL78, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $35662997.60
- **C.18.a - Value (excl. sponsor support):** $35662997.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 523: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CABA4, C.4 - ISIN: US9612CABA44, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 524: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C46S5, C.4 - ISIN: US9612C46S52, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $25000365.00
- **C.18.a - Value (excl. sponsor support):** $25000365.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 525: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1F51, C.4 - ISIN: US9612C1F518, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100651274.40
- **C.18.a - Value (excl. sponsor support):** $100651274.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 526: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1B48, C.4 - ISIN: US9612C1B483, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $34982188.50
- **C.18.a - Value (excl. sponsor support):** $34982188.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 527: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NM5, C.4 - ISIN: US9612C1NM51, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $40333263.93
- **C.18.a - Value (excl. sponsor support):** $40333263.93
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 528: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NR4, C.4 - ISIN: US9612C1NR49, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $99222907.60
- **C.18.a - Value (excl. sponsor support):** $99222907.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 529: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAP2, C.4 - ISIN: US9612CAAP22, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $47769806.70
- **C.18.a - Value (excl. sponsor support):** $47769806.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 530: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1G27, C.4 - ISIN: US9612C1G276, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $125994521.60
- **C.18.a - Value (excl. sponsor support):** $125994521.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 531: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1HX8, C.4 - ISIN: US9612C1HX80, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $107603056.00
- **C.18.a - Value (excl. sponsor support):** $107603056.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 532: WESTPAC BANKING CORPORATION - NEW YORK BRANCH

- **C.1 - Title:** WESTPAC BANKING CORPORATION - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AD39, C.4 - ISIN: US96130AD392, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100039580.00
- **C.18.a - Value (excl. sponsor support):** $100039580.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 533: WOORI BANK/LOS ANGELES

- **C.1 - Title:** WOORI BANK/LOS ANGELES
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 98106JWM3, C.4 - ISIN: US98106JWM34, C.3 - LEI: 549300VUVMRL6RE7R376
- **C.18 - Value (incl. sponsor support):** $40017792.00
- **C.18.a - Value (excl. sponsor support):** $40017792.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 534: WOORI BANK/LOS ANGELES

- **C.1 - Title:** WOORI BANK/LOS ANGELES
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 98106JXR1, C.4 - ISIN: US98106JXR12, C.3 - LEI: 549300VUVMRL6RE7R376
- **C.18 - Value (incl. sponsor support):** $25003095.00
- **C.18.a - Value (excl. sponsor support):** $25003095.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST I

**Date:** 2026-02-06

**By:** /s/Timothy J. Clemens

**Name of Signing Officer:** Timothy J. Clemens

**Title of Signing Officer:** Treasurer