# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-25-233278
**Filing Date:** 2025-10
**Character Count:** 156951
**Document Hash:** 6c5a9b16b7a53f55638a9424b84431d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-233278.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001193125-25-233278

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASTER PORTFOLIO TRUST
- **CENTRAL INDEX KEY:** 0001140869

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10407
- **FILM NUMBER:** 251379477

**BUSINESS ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 1-877-721-1926

**MAIL ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSTITUTIONAL PORTFOLIO
- **DATE OF NAME CHANGE:** 20010518

## Series and Classes Contracts Data

### Liquid Reserves Portfolio (Series ID: S000018041)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000049971 | Liquid Reserves Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001140869

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Liquid Reserve Portfolio

**LEI of Series:** 549300YFP8WIZM5ZX343

**EDGAR Series Identifier:** S000018041

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

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

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

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

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Franklin Templeton Fund Adviser LLC                        | 801-66785         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Baltimore<br>State: MD |  |
| Transfer Agent                | None<br>CIK: —                                             |  |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 11 days

- **WAL:** 14 days

- **Total Value of Portfolio Securities:** $5673766045.34

- **Amortized Cost of Portfolio Securities:** $3045300000.00

- **Cash:** $350010121.30

- **Total Other Assets:** $3015014.51

- **Total Liabilities:** $406090.66

- **Net Assets of Series:** $6026385090.49

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

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

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

- **Is cash management vehicle an affiliated fund?:** 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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $2527477682.20            | $3458205872.25             | 52.7200%                  | 72.1300%                   |
| 2025-09-03 | $3047136042.10            | $3832845608.20             | 57.8300%                  | 72.7400%                   |
| 2025-09-04 | $2847679609.93            | $3751902402.33             | 53.3500%                  | 70.2900%                   |
| 2025-09-05 | $2692069770.23            | $3696278585.48             | 50.9500%                  | 69.9600%                   |
| 2025-09-08 | $3015273782.46            | $3880089299.46             | 56.1800%                  | 72.3000%                   |
| 2025-09-09 | $3182546495.00            | $3922441993.00             | 58.8300%                  | 72.5100%                   |
| 2025-09-10 | $3240735455.23            | $4090431565.23             | 59.7000%                  | 75.3600%                   |
| 2025-09-11 | $3306530931.78            | $4481010759.78             | 58.5300%                  | 79.3300%                   |
| 2025-09-12 | $3261597969.92            | $4386163989.42             | 57.6900%                  | 77.5800%                   |
| 2025-09-15 | $3273058750.26            | $4537729580.26             | 56.3900%                  | 78.1800%                   |
| 2025-09-16 | $5192402869.41            | $6167227519.91             | 69.3800%                  | 82.4000%                   |
| 2025-09-17 | $5527660267.73            | $6227425652.73             | 73.7600%                  | 83.0900%                   |
| 2025-09-18 | $3442195023.90            | $4506880612.40             | 58.1200%                  | 76.0900%                   |
| 2025-09-19 | $3378824829.73            | $4418553870.73             | 57.8900%                  | 75.7100%                   |
| 2025-09-22 | $3402126085.93            | $4416894259.93             | 56.7600%                  | 73.6900%                   |
| 2025-09-23 | $3390184541.19            | $4254256915.19             | 57.5000%                  | 72.1600%                   |
| 2025-09-24 | $2375545735.17            | $2924634726.53             | 52.6000%                  | 64.7600%                   |
| 2025-09-25 | $3026145644.09            | $3825134095.29             | 55.5100%                  | 70.1600%                   |
| 2025-09-26 | $2935799805.85            | $3609867701.89             | 55.5200%                  | 68.2700%                   |
| 2025-09-29 | $3197977116.89            | $3887819327.39             | 57.4600%                  | 69.8600%                   |
| 2025-09-30 | $3775739390.12            | $4350636390.12             | 62.6500%                  | 72.1900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 0.0000%             |
| 2025-09-03 | 0.0000%             |
| 2025-09-04 | 0.0000%             |
| 2025-09-05 | 0.0000%             |
| 2025-09-08 | 0.0000%             |
| 2025-09-09 | 0.0000%             |
| 2025-09-10 | 0.0000%             |
| 2025-09-11 | 0.0000%             |
| 2025-09-12 | 0.0000%             |
| 2025-09-15 | 0.0000%             |
| 2025-09-16 | 0.0000%             |
| 2025-09-17 | 0.0000%             |
| 2025-09-18 | 0.0000%             |
| 2025-09-19 | 0.0000%             |
| 2025-09-22 | 0.0000%             |
| 2025-09-23 | 0.0000%             |
| 2025-09-24 | 0.0000%             |
| 2025-09-25 | 0.0000%             |
| 2025-09-26 | 0.0000%             |
| 2025-09-29 | 0.0000%             |
| 2025-09-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.0000                      |
|  |  |
| 2025-09-03 | 0.0000                      |
|  |  |
| 2025-09-04 | 0.0000                      |
|  |  |
| 2025-09-05 | 0.0000                      |
|  |  |
| 2025-09-08 | 0.0000                      |
|  |  |
| 2025-09-09 | 0.0000                      |
|  |  |
| 2025-09-10 | 0.0000                      |
|  |  |
| 2025-09-11 | 0.0000                      |
|  |  |
| 2025-09-12 | 0.0000                      |
|  |  |
| 2025-09-15 | 0.0000                      |
|  |  |
| 2025-09-16 | 0.0000                      |
|  |  |
| 2025-09-17 | 0.0000                      |
|  |  |
| 2025-09-18 | 0.0000                      |
|  |  |
| 2025-09-19 | 0.0000                      |
|  |  |
| 2025-09-22 | 0.0000                      |
|  |  |
| 2025-09-23 | 0.0000                      |
|  |  |
| 2025-09-24 | 0.0000                      |
|  |  |
| 2025-09-25 | 0.0000                      |
|  |  |
| 2025-09-26 | 0.0000                      |
|  |  |
| 2025-09-29 | 0.0000                      |
|  |  |
| 2025-09-30 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $6026385090.49

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 459729.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.0000          |
|  |  |
| 2025-09-03 | 0.0000          |
|  |  |
| 2025-09-04 | 0.0000          |
|  |  |
| 2025-09-05 | 0.0000          |
|  |  |
| 2025-09-08 | 0.0000          |
|  |  |
| 2025-09-09 | 0.0000          |
|  |  |
| 2025-09-10 | 0.0000          |
|  |  |
| 2025-09-11 | 0.0000          |
|  |  |
| 2025-09-12 | 0.0000          |
|  |  |
| 2025-09-15 | 0.0000          |
|  |  |
| 2025-09-16 | 0.0000          |
|  |  |
| 2025-09-17 | 0.0000          |
|  |  |
| 2025-09-18 | 0.0000          |
|  |  |
| 2025-09-19 | 0.0000          |
|  |  |
| 2025-09-22 | 0.0000          |
|  |  |
| 2025-09-23 | 0.0000          |
|  |  |
| 2025-09-24 | 0.0000          |
|  |  |
| 2025-09-25 | 0.0000          |
|  |  |
| 2025-09-26 | 0.0000          |
|  |  |
| 2025-09-29 | 0.0000          |
|  |  |
| 2025-09-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $0.00                     | $0.00                   |
| 2025-09-15 | $0.00                     | $0.00                   |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $0.00                   |
| 2025-09-26 | $0.00                     | $0.00                   |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 0.0000%           |
| 2025-09-03 | 0.0000%           |
| 2025-09-04 | 0.0000%           |
| 2025-09-05 | 0.0000%           |
| 2025-09-08 | 0.0000%           |
| 2025-09-09 | 0.0000%           |
| 2025-09-10 | 0.0000%           |
| 2025-09-11 | 0.0000%           |
| 2025-09-12 | 0.0000%           |
| 2025-09-15 | 0.0000%           |
| 2025-09-16 | 0.0000%           |
| 2025-09-17 | 0.0000%           |
| 2025-09-18 | 0.0000%           |
| 2025-09-19 | 0.0000%           |
| 2025-09-22 | 0.0000%           |
| 2025-09-23 | 0.0000%           |
| 2025-09-24 | 0.0000%           |
| 2025-09-25 | 0.0000%           |
| 2025-09-26 | 0.0000%           |
| 2025-09-29 | 0.0000%           |
| 2025-09-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: ALPHABET INC.

- **C.1 - Title:** ALPHABET INC.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02079NZ53, C.4 - ISIN: US02079NZ531, C.3 - LEI: 5493006MHB84DD0ZWV18
- **C.18 - Value (incl. sponsor support):** $99263730.00
- **C.18.a - Value (excl. sponsor support):** $99263730.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TX18, C.4 - ISIN: US04821TX189, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49994275.00
- **C.18.a - Value (excl. sponsor support):** $49994275.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2X13, C.4 - ISIN: US0530A2X139, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $274968650.00
- **C.18.a - Value (excl. sponsor support):** $274968650.00
- **C.19 - Percentage of Net Assets:** 4.5600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK 4.130000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDX7, C.4 - ISIN: US05973RDX70, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $5000576.00
- **C.18.a - Value (excl. sponsor support):** $5000576.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QX21, C.4 - ISIN: US06744QX211, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $99977100.00
- **C.18.a - Value (excl. sponsor support):** $99977100.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LXL7, C.4 - ISIN: US06945LXL79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49884805.00
- **C.18.a - Value (excl. sponsor support):** $49884805.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AXL3, C.4 - ISIN: US07644AXL33, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99770170.00
- **C.18.a - Value (excl. sponsor support):** $99770170.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07645RFH4, C.4 - ISIN: US07645RFH49, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $34999244.00
- **C.18.a - Value (excl. sponsor support):** $34999244.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNG BANK NV

- **C.1 - Title:** BNG BANK NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RX69, C.4 - ISIN: US09657RX699, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99931380.00
- **C.18.a - Value (excl. sponsor support):** $99931380.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: BNG BANK NV

- **C.1 - Title:** BNG BANK NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RX93, C.4 - ISIN: US09657RX939, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $64933050.00
- **C.18.a - Value (excl. sponsor support):** $64933050.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GXQ8, C.4 - ISIN: US12710GXQ80, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49861485.00
- **C.18.a - Value (excl. sponsor support):** $49861485.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GZB9, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49592000.00
- **C.18.a - Value (excl. sponsor support):** $49592000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608AX19, C.4 - ISIN: US13608AX197, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $99988620.00
- **C.18.a - Value (excl. sponsor support):** $99988620.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963TXG9, C.4 - ISIN: US15963TXG92, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $49907960.00
- **C.18.a - Value (excl. sponsor support):** $49907960.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963TXN4, C.4 - ISIN: US15963TXN44, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $74809815.00
- **C.18.a - Value (excl. sponsor support):** $74809815.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DX83, C.4 - ISIN: US23305DX838, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $60544769.16
- **C.18.a - Value (excl. sponsor support):** $60544769.16
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: DBS BANK LTD/SINGAPORE

- **C.1 - Title:** DBS BANK LTD/SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DXM2, C.4 - ISIN: US23305DXM28, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $99760250.00
- **C.18.a - Value (excl. sponsor support):** $99760250.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DYR0, C.4 - ISIN: US23305DYR06, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $44714727.00
- **C.18.a - Value (excl. sponsor support):** $44714727.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: EXPORT DEVELOPMENT CANADA

- **C.1 - Title:** EXPORT DEVELOPMENT CANADA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30215GX15, C.4 - ISIN: US30215GX155, C.3 - LEI: Z6MHCSLXHKYG4B6PHW02
- **C.18 - Value (incl. sponsor support):** $64992681.00
- **C.18.a - Value (excl. sponsor support):** $64992681.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HX25, C.4 - ISIN: US39014HX250, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $49988520.00
- **C.18.a - Value (excl. sponsor support):** $49988520.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HY40, C.4 - ISIN: US39014HY407, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $64737426.00
- **C.18.a - Value (excl. sponsor support):** $64737426.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316TXQ0, C.4 - ISIN: US54316TXQ02, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $74793000.00
- **C.18.a - Value (excl. sponsor support):** $74793000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PXF8, C.4 - ISIN: US60689PXF88, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $49913540.00
- **C.18.a - Value (excl. sponsor support):** $49913540.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PYH3, C.4 - ISIN: US60689PYH36, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $49723465.00
- **C.18.a - Value (excl. sponsor support):** $49723465.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QAN4, C.4 - ISIN: US60689QAN43, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $49358750.00
- **C.18.a - Value (excl. sponsor support):** $49358750.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: OVERSEA-CHINESE BANKING

- **C.1 - Title:** OVERSEA-CHINESE BANKING 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NHP3, C.4 - ISIN: US69033NHP33, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $75005857.50
- **C.18.a - Value (excl. sponsor support):** $75005857.50
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: OVERSEA-CHINESE BANKING CORP LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORP LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BAN0, C.4 - ISIN: US69034BAN01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $59229192.00
- **C.18.a - Value (excl. sponsor support):** $59229192.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: SANOFI PAPER

- **C.1 - Title:** SANOFI PAPER
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2XH0, C.4 - ISIN: US8010M2XH03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74854860.00
- **C.18.a - Value (excl. sponsor support):** $74854860.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BYM2, C.4 - ISIN: US83369BYM26, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $74554597.50
- **C.18.a - Value (excl. sponsor support):** $74554597.50
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: STANDARD CHARTERED BANK/NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK/NEW YORK 4.130000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQZ6, C.4 - ISIN: US85325VQZ66, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $25017432.50
- **C.18.a - Value (excl. sponsor support):** $25017432.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LX18, C.4 - ISIN: US85520LX186, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $99988550.00
- **C.18.a - Value (excl. sponsor support):** $99988550.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563GXH0, C.4 - ISIN: US86563GXH00, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49903840.00
- **C.18.a - Value (excl. sponsor support):** $49903840.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563HA67, C.4 - ISIN: US86563HA678, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49450515.00
- **C.18.a - Value (excl. sponsor support):** $49450515.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YXV9, C.4 - ISIN: US86564YXV90, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $93554719.86
- **C.18.a - Value (excl. sponsor support):** $93554719.86
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.068000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149973996.00
- **C.18.a - Value (excl. sponsor support):** $149973996.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: VICTORY RECEIVABLES CORPORATION

- **C.1 - Title:** VICTORY RECEIVABLES CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KX15, C.4 - ISIN: US92646KX158, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65522496.82
- **C.18.a - Value (excl. sponsor support):** $65522496.82
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 4.100000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47299223
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: NATIONAL BANK OF CANADA MONTREAL

- **C.1 - Title:** NATIONAL BANK OF CANADA MONTREAL 4.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47305053
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 4.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: RABOBANK NEDERLAND NV NY

- **C.1 - Title:** RABOBANK NEDERLAND NV NY 4.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47306103
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: NORDEA BANK AB/NEW YORK

- **C.1 - Title:** NORDEA BANK AB/NEW YORK 4.060000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47307053
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: DNB NOR BANK

- **C.1 - Title:** DNB NOR BANK 4.060000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: LMNI47308093
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: SVENSKA HANDELSBANKEN NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN NY 4.060000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47308103
- **C.18 - Value (incl. sponsor support):** $30300000.00
- **C.18.a - Value (excl. sponsor support):** $30300000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: SKANDINAV ENSKILDA BANK NY

- **C.1 - Title:** SKANDINAV ENSKILDA BANK NY 4.060000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47309053
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: ROYAL BANK CANADA TORONTO

- **C.1 - Title:** ROYAL BANK CANADA TORONTO 4.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47309063
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 4.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: LMNI47310053
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 3.9800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 4.100000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: LMNI47310063
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.090000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMNI47310083
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.290000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10266563
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| IMPERIAL BRANDS FIN PLC  | 2055-07-01      | 6.3750%  | 0.0000% | $6119000.00        | $6478922.13        | Corporate Debt Securities |
| ORACLE CORP              | 2065-09-26      | 6.1000%  | 0.0000% | $6443000.00        | $6472301.33        | Corporate Debt Securities |
| TRITON CONTAINER/TAL INT | 2032-03-15      | 3.2500%  | 0.0000% | $4055000.00        | $3625957.35        | Corporate Debt Securities |
| US BANK NA CINCINNATI    | 2065-05-14      | 4.2635%  | 0.0000% | $9360000.00        | $9320774.21        | Corporate Debt Securities |
| AT&T INC                 | 2035-11-01      | 4.9000%  | 0.0000% | $1000.00           | $995.15            | Corporate Debt Securities |
| ADVOCATE HEALTH CORP     | 2049-10-15      | 3.3870%  | 0.0000% | $236000.00         | $175452.72         | Corporate Debt Securities |
| CIGNA GROUP/THE          | 2056-01-15      | 6.0000%  | 0.0000% | $10514000.00       | $11023333.20       | Corporate Debt Securities |
| CITIGROUP INC            | 2028-01-10      | 3.8870%  | 0.0000% | $5941000.00        | $5967602.48        | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS | 2070-01-31      | 4.2195%  | 0.0000% | $1999000.00        | $1973152.41        | Corporate Debt Securities |
| DOW CHEMICAL CO/THE      | 2050-11-15      | 3.6000%  | 0.0000% | $3999000.00        | $2784583.68        | Corporate Debt Securities |
| EASTERN ENERGY GAS       | 2055-01-15      | 6.2000%  | 0.0000% | $15133000.00       | $16106909.44       | Corporate Debt Securities |
| EXXON MOBIL CORPORATION  | 2075-03-28      | 3.7315%  | 0.0000% | $8312000.00        | $8229355.68        | Corporate Debt Securities |
| 3M COMPANY               | 2047-10-15      | 3.6250%  | 0.0000% | $12894000.00       | $10017794.51       | Corporate Debt Securities |
| UNITED PARCEL SERVICE    | 2067-03-15      | 3.9994%  | 0.0000% | $1764000.00        | $1752341.94        | Corporate Debt Securities |
| WELLS FARGO & COMPANY    | 2047-12-20      | 4.0149%  | 0.0000% | $1923000.00        | $1906414.61        | Corporate Debt Securities |
| CONSUMERS ENERGY CO      | 2069-09-15      | 4.5537%  | 0.0000% | $5073000.00        | $5038693.25        | Corporate Debt Securities |
| CITGO PETROLEUM CORP     | 2029-01-15      | 8.3750%  | 0.0000% | $11000.00          | $11669.33          | Corporate Debt Securities |
| PROCTER & GAMBLE CO/THE  | 2065-11-13      | 4.1900%  | 0.0000% | $7202000.00        | $7170502.97        | Corporate Debt Securities |
| VIKING CRUISES LTD       | 2031-07-15      | 9.1250%  | 0.0000% | $1000.00           | $1094.31           | Corporate Debt Securities |
| VOYA FINANCIAL INC       | 2048-01-23      | 4.7000%  | 0.0000% | $271000.00         | $264370.59         | Corporate Debt Securities |
| PROSUS NV                | 2051-02-08      | 3.8320%  | 0.0000% | $10596000.00       | $7212433.48        | Corporate Debt Securities |

### Security 49: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10313703
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 8.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $500844500.00      | $510000057.70      | U.S. Treasuries (including strips) |

### Security 50: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10314323
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 8.3000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2037-12-01      | 5.5000%  | 0.0000% | $322526.00         | $11105.82          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 3.5000%  | 0.0000% | $216000.00         | $33398.66          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.0000%  | 0.0000% | $621695.00         | $416961.01         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 5.0000%  | 0.0000% | $143582.00         | $139422.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-05-01      | 3.5000%  | 0.0000% | $9999000.00        | $1778895.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-04-01      | 3.5000%  | 0.0000% | $2749000.00        | $287866.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-10-01      | 4.5000%  | 0.0000% | $1501000.00        | $156716.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.5000%  | 0.0000% | $458393.00         | $415141.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $1997240.00        | $1544503.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.5000%  | 0.0000% | $1644030.00        | $1581588.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $1569088.00        | $1495742.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $1049172.00        | $877756.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.0000%  | 0.0000% | $1003586.00        | $1060565.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1547386.00        | $714682.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $12280464.00       | $12431399.02       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $4024384.00        | $4085528.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $7453104.00        | $7668478.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $14320144.00       | $14609891.44       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $11767088.00       | $12083520.68       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2151164.00        | $2213591.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 4.0000%  | 0.0000% | $548000.00         | $105502.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 3.0000%  | 0.0000% | $56513.00          | $18474.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-02-01      | 4.0000%  | 0.0000% | $12102688.00       | $2732661.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 3.9600%  | 0.0000% | $9053184.00        | $8811717.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 4.0000%  | 0.0000% | $9457648.00        | $1730572.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 3.5000%  | 0.0000% | $321000.00         | $76066.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 2.5000%  | 0.0000% | $192872704.00      | $76109043.68       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $665000.00         | $435912.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-08-01      | 1.7900%  | 0.0000% | $285000.00         | $243391.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $23219680.00       | $15638535.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.0700%  | 0.0000% | $6700000.00        | $6996100.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 3.5000%  | 0.0000% | $101000.00         | $25020.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 2.5000%  | 0.0000% | $108382.00         | $48850.47          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 2.0000%  | 0.0000% | $6758744.00        | $3681347.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-11-01      | 2.0000%  | 0.0000% | $4089528.00        | $2375447.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $904151.00         | $613522.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $2567764.00        | $1731576.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $1310766.00        | $876350.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-05-01      | 3.0000%  | 0.0000% | $300000.00         | $192831.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.0000%  | 0.0000% | $4349000.00        | $2942089.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $999000.00         | $685470.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $1876864.00        | $1397545.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.0000%  | 0.0000% | $3886980.00        | $2915014.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $526325.00         | $371100.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $154000.00         | $118732.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $8018360.00        | $6691942.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 4.0000%  | 0.0000% | $11350.00          | $9372.53           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.0000%  | 0.0000% | $58354432.00       | $49443479.53       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $30256256.00       | $28790667.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $141233.00         | $123153.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.5000%  | 0.0000% | $18364960.00       | $4151479.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $4079208.00        | $1215364.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $36000.00          | $6790.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 4.0000%  | 0.0000% | $694713.00         | $256828.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 4.0000%  | 0.0000% | $107995.00         | $36025.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-07-01      | 2.0000%  | 0.0000% | $730079.00         | $348508.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 4.0000%  | 0.0000% | $301000.00         | $209861.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $2339000.00        | $1486898.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $1150000.00        | $673321.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $4037008.00        | $3414742.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $288000.00         | $226550.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-05-01      | 3.5000%  | 0.0000% | $2393364.00        | $1246737.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $339600.00         | $232451.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $269977.00         | $214139.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $32265728.00       | $21635544.64       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $10731620.00       | $8030378.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $188550.00         | $160410.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 2.0000%  | 0.0000% | $241006.00         | $168557.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $214000.00         | $155931.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 4.5000%  | 0.0000% | $314996.00         | $263143.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $6813384.00        | $5072154.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $453643.00         | $357438.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $38703320.00       | $39655135.64       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $1425392.00        | $30772.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-01-01      | 2.5000%  | 0.0000% | $18495008.00       | $2563054.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-01-01      | 3.0000%  | 0.0000% | $304069632.00      | $55511325.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.0000%  | 0.0000% | $149000.00         | $25350.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.0000%  | 0.0000% | $881824.00         | $590049.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $3938000.00        | $2696186.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $331837.00         | $232839.13         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $11688500.00       | $9131514.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $4567848.00        | $3331597.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.0000%  | 0.0000% | $10077500.00       | $8673237.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.5000%  | 0.0000% | $365625.00         | $232768.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 4.5000%  | 0.0000% | $16078840.00       | $14878220.48       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $42457856.00       | $39450918.50       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 7.0000%  | 0.0000% | $51350.00          | $48458.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.0000%  | 0.0000% | $3875336.00        | $3863073.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.0000%  | 0.0000% | $900000.00         | $43630.80          | Agency Mortgage-Backed Securities |

### Security 51: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10315203
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 4.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-05-31      | 3.8800%  | 0.0000% | $50000000.00       | $50822730.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8800%  | 0.0000% | $50000000.00       | $50822730.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8800%  | 0.0000% | $50000000.00       | $50822730.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8800%  | 0.0000% | $50000000.00       | $50822730.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8800%  | 0.0000% | $872000.00         | $886348.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8800%  | 0.0000% | $50000000.00       | $50822730.31       | U.S. Treasuries (including strips) |

### Security 52: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10317343
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GENWORTH HOLDINGS INC    | 2066-11-15      | 6.4755%  | 0.0000% | $9960000.00        | $8541837.80        | Corporate Debt Securities |
| GOTO GROUP INC           | 2028-05-01      | 5.5000%  | 0.0000% | $10000000.00       | $8117005.56        | Corporate Debt Securities |
| IRON MOUNTAIN INC        | 2027-09-15      | 4.8750%  | 0.0000% | $9300000.00        | $9273599.62        | Corporate Debt Securities |
| NCR ATLEOS LLC           | 2029-04-01      | 9.5000%  | 0.0000% | $8300000.00        | $9381125.72        | Corporate Debt Securities |
| PRIME SECSRVC BRW/FINANC | 2028-01-15      | 6.2500%  | 0.0000% | $8998000.00        | $9123709.56        | Corporate Debt Securities |
| PRIME SECSRVC BRW/FINANC | 2027-08-31      | 3.3750%  | 0.0000% | $9700000.00        | $9517773.38        | Corporate Debt Securities |
| SCIENCE APPLICATIONS INT | 2033-11-01      | 5.8750%  | 0.0000% | $8075000.00        | $8102018.73        | Corporate Debt Securities |
| SHEA HOMES LP/FNDG CP    | 2028-02-15      | 4.7500%  | 0.0000% | $9845000.00        | $9773894.49        | Corporate Debt Securities |
| SIRIUS XM RADIO LLC      | 2030-07-01      | 4.1250%  | 0.0000% | $9000000.00        | $8543591.25        | Corporate Debt Securities |
| SOLSTICE ADVANCED MATERI | 2033-09-30      | 5.6250%  | 0.0000% | $9271000.00        | $9294733.76        | Corporate Debt Securities |
| TOPAZ SOLAR FARMS LLC    | 2039-09-30      | 5.7500%  | 0.0000% | $8373000.00        | $8487458.91        | Corporate Debt Securities |
| UNITED RENTALS NORTH AM  | 2027-11-15      | 3.8750%  | 0.0000% | $10265000.00       | $10258135.28       | Corporate Debt Securities |
| ASGN INCORPORATED        | 2028-05-15      | 4.6250%  | 0.0000% | $1758000.00        | $1755053.15        | Corporate Debt Securities |
| CIVITAS RESOURCES INC    | 2031-07-01      | 8.7500%  | 0.0000% | $8600000.00        | $9001722.72        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS | 2030-05-15      | 3.6250%  | 0.0000% | $10000000.00       | $9409937.50        | Corporate Debt Securities |
| ENTEGRIS INC             | 2029-04-15      | 4.7500%  | 0.0000% | $10189000.00       | $10322790.06       | Corporate Debt Securities |
| FORTESCUE TREASURY PTY L | 2031-04-01      | 4.3750%  | 0.0000% | $10725000.00       | $10238744.89       | Corporate Debt Securities |
| FORD MOTOR CREDIT CO LLC | 2026-03-06      | 7.1694%  | 0.0000% | $1894000.00        | $1916941.94        | Corporate Debt Securities |
| PRIMO / TRITON WATER HLD | 2029-04-30      | 4.3750%  | 0.0000% | $8073000.00        | $7994523.71        | Corporate Debt Securities |
| WESTERN DIGITAL CORP     | 2032-02-01      | 3.1000%  | 0.0000% | $9838000.00        | $8945895.63        | Corporate Debt Securities |

### Security 53: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.290000%
- **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: LMRP8205703
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| FLEX LTD                 | 2030-05-12      | 4.8750%  | 0.0000% | $828000.00         | $851587.65         | Corporate Debt Securities |
| FLEX LTD                 | 2026-02-01      | 3.7500%  | 0.0000% | $325000.00         | $325921.65         | Corporate Debt Securities |
| FREEPORT-MCMORAN INC     | 2029-09-01      | 5.2500%  | 0.0000% | $11000.00          | $11178.63          | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC    | 2028-09-01      | 3.5000%  | 0.0000% | $680000.00         | $665998.42         | Corporate Debt Securities |
| GARTNER INC              | 2030-10-01      | 3.7500%  | 0.0000% | $2000.00           | $1928.23           | Corporate Debt Securities |
| GARTNER INC              | 2029-06-15      | 3.6250%  | 0.0000% | $900000.00         | $871580.62         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2049-08-15      | 4.1500%  | 0.0000% | $100000.00         | $77242.75          | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2030-05-15      | 2.9000%  | 0.0000% | $5000.00           | $4684.72           | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2031-11-15      | 2.9000%  | 0.0000% | $13000.00          | $11798.34          | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2031-11-15      | 2.9000%  | 0.0000% | $664000.00         | $602623.16         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2029-08-15      | 5.3000%  | 0.0000% | $76000.00          | $78249.22          | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2029-08-15      | 5.3000%  | 0.0000% | $400000.00         | $411838.00         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2032-08-15      | 5.4000%  | 0.0000% | $575000.00         | $593147.00         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2032-08-15      | 5.4000%  | 0.0000% | $4000.00           | $4126.24           | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2032-08-15      | 5.4000%  | 0.0000% | $410000.00         | $422939.60         | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC    | 2030-09-09      | 5.6500%  | 0.0000% | $300000.00         | $303064.75         | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC    | 2030-09-09      | 5.6500%  | 0.0000% | $435000.00         | $439443.89         | Corporate Debt Securities |
| GOLUB CAPITAL BDC        | 2026-08-24      | 2.5000%  | 0.0000% | $76000.00          | $74768.04          | Corporate Debt Securities |
| GOLUB CAPITAL BDC        | 2028-12-05      | 7.0500%  | 0.0000% | $243000.00         | $262333.28         | Corporate Debt Securities |
| GOLUB CAPITAL CAP FND    | 2029-09-12      | 5.8000%  | 0.0000% | $400000.00         | $406664.00         | Corporate Debt Securities |
| GOLUB CAPITAL CAP FND    | 2029-09-12      | 5.8000%  | 0.0000% | $890000.00         | $904827.40         | Corporate Debt Securities |
| GOLUB CAPITAL CAP FND    | 2030-05-01      | 5.8750%  | 0.0000% | $213000.00         | $224035.53         | Corporate Debt Securities |
| GOLUB CAPITAL CAP FND    | 2028-08-15      | 5.4500%  | 0.0000% | $120000.00         | $121809.97         | Corporate Debt Securities |
| HF SINCLAIR CORP         | 2030-10-01      | 4.5000%  | 0.0000% | $100000.00         | $100678.50         | Corporate Debt Securities |
| HF SINCLAIR CORP         | 2031-01-15      | 5.7500%  | 0.0000% | $386000.00         | $404072.20         | Corporate Debt Securities |
| HF SINCLAIR CORP         | 2031-01-15      | 5.7500%  | 0.0000% | $47000.00          | $49200.50          | Corporate Debt Securities |
| HF SINCLAIR CORP         | 2031-01-15      | 5.7500%  | 0.0000% | $190000.00         | $198895.64         | Corporate Debt Securities |
| HA SUSTAINABLE INF CAP   | 2035-07-15      | 6.7500%  | 0.0000% | $100000.00         | $104590.00         | Corporate Debt Securities |
| HA SUSTAINABLE INF CAP   | 2035-07-15      | 6.7500%  | 0.0000% | $35000.00          | $36606.50          | Corporate Debt Securities |
| HCA INC                  | 2031-04-01      | 5.4500%  | 0.0000% | $24000.00          | $25608.69          | Corporate Debt Securities |
| HCA INC                  | 2031-04-01      | 5.4500%  | 0.0000% | $3000.00           | $3201.09           | Corporate Debt Securities |
| HCA INC                  | 2034-04-01      | 5.6000%  | 0.0000% | $90000.00          | $96088.90          | Corporate Debt Securities |
| HCA INC                  | 2028-03-01      | 5.0000%  | 0.0000% | $27000.00          | $27592.59          | Corporate Debt Securities |
| HCA INC                  | 2028-09-01      | 5.6250%  | 0.0000% | $6000.00           | $6217.21           | Corporate Debt Securities |
| HSBC HOLDINGS PLC        | 2079-12-31      | 6.0000%  | 0.0000% | $500000.00         | $514791.67         | Corporate Debt Securities |
| HSBC HOLDINGS PLC        | 2500-12-31      | 6.8750%  | 0.0000% | $806000.00         | $838730.43         | Corporate Debt Securities |
| HSBC HOLDINGS PLC        | 2500-12-31      | 6.8750%  | 0.0000% | $500000.00         | $520304.24         | Corporate Debt Securities |
| HSBC HOLDINGS PLC        | 2059-01-01      | 6.9500%  | 0.0000% | $200000.00         | $209542.17         | Corporate Debt Securities |
| HSBC HOLDINGS PLC        | 2099-12-31      | 7.0500%  | 0.0000% | $300000.00         | $321426.25         | Corporate Debt Securities |
| HPS CORPORATE LENDING FU | 2029-09-30      | 6.2500%  | 0.0000% | $100000.00         | $103245.00         | Corporate Debt Securities |
| HPS CORPORATE LENDING FU | 2029-01-30      | 6.7500%  | 0.0000% | $517000.00         | $544861.13         | Corporate Debt Securities |
| HPS CORPORATE LENDING FU | 2029-01-30      | 6.7500%  | 0.0000% | $585000.00         | $616525.65         | Corporate Debt Securities |
| HPS CORPORATE LENDING FU | 2032-04-14      | 5.9500%  | 0.0000% | $23000.00          | $24039.05          | Corporate Debt Securities |
| HPS CORPORATE LENDING FU | 2030-06-05      | 5.8500%  | 0.0000% | $700000.00         | $725723.25         | Corporate Debt Securities |
| HASBRO INC               | 2044-05-15      | 5.1000%  | 0.0000% | $15000.00          | $13652.92          | Corporate Debt Securities |
| HASBRO INC               | 2044-05-15      | 5.1000%  | 0.0000% | $97000.00          | $88288.92          | Corporate Debt Securities |
| HIGHWOODS REALTY LP      | 2034-02-01      | 7.6500%  | 0.0000% | $338000.00         | $389321.08         | Corporate Debt Securities |
| HIGHWOODS REALTY LP      | 2034-02-01      | 7.6500%  | 0.0000% | $162000.00         | $186597.68         | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP | 2031-12-15      | 2.9000%  | 0.0000% | $102000.00         | $91441.81          | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP | 2035-04-15      | 5.5000%  | 0.0000% | $80000.00          | $82703.87          | Corporate Debt Securities |
| HYATT HOTELS CORP        | 2031-12-15      | 5.3750%  | 0.0000% | $2000.00           | $2077.27           | Corporate Debt Securities |
| ILLUMINA INC             | 2031-03-23      | 2.5500%  | 0.0000% | $15000.00          | $13419.69          | Corporate Debt Securities |
| JBS USA HOLD/FOOD/LUX CO | 2032-05-15      | 3.0000%  | 0.0000% | $100000.00         | $90607.00          | Corporate Debt Securities |
| JABIL INC                | 2030-01-15      | 3.6000%  | 0.0000% | $657000.00         | $638137.53         | Corporate Debt Securities |
| JBS USA HOLD/FOOD/LUX CO | 2034-03-15      | 6.7500%  | 0.0000% | $465000.00         | $516113.96         | Corporate Debt Securities |
| JBS USA HOLD/FOOD/LUX CO | 2053-11-15      | 7.2500%  | 0.0000% | $129000.00         | $151679.17         | Corporate Debt Securities |
| JDE PEET'S NV            | 2031-09-24      | 2.2500%  | 0.0000% | $725000.00         | $627360.62         | Corporate Debt Securities |
| KILROY REALTY LP         | 2030-02-15      | 3.0500%  | 0.0000% | $50000.00          | $46338.12          | Corporate Debt Securities |
| LPL HOLDINGS INC         | 2028-04-03      | 4.9000%  | 0.0000% | $358000.00         | $370376.66         | Corporate Debt Securities |
| LPL HOLDINGS INC         | 2028-04-03      | 4.9000%  | 0.0000% | $16000.00          | $16553.15          | Corporate Debt Securities |
| LAZARD GROUP LLC         | 2035-08-01      | 5.6250%  | 0.0000% | $80000.00          | $82111.10          | Corporate Debt Securities |
| LOUISIANA-PACIFIC CORP   | 2029-03-15      | 3.6250%  | 0.0000% | $876000.00         | $841906.44         | Corporate Debt Securities |
| LOUISIANA-PACIFIC CORP   | 2029-03-15      | 3.6250%  | 0.0000% | $124000.00         | $119173.97         | Corporate Debt Securities |
| MSD INVESTMENT CORP      | 2030-05-31      | 6.2500%  | 0.0000% | $200000.00         | $208746.56         | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC   | 2026-04-15      | 1.6500%  | 0.0000% | $64000.00          | $63555.36          | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC   | 2035-07-15      | 5.4500%  | 0.0000% | $12000.00          | $12543.30          | Corporate Debt Securities |
| MATTEL INC               | 2026-04-01      | 3.3750%  | 0.0000% | $250000.00         | $252785.31         | Corporate Debt Securities |
| MATTEL INC               | 2029-04-01      | 3.7500%  | 0.0000% | $46000.00          | $45373.75          | Corporate Debt Securities |
| MICRON TECHNOLOGY INC    | 2041-11-01      | 3.3660%  | 0.0000% | $63000.00          | $49551.48          | Corporate Debt Securities |
| MORGAN STANLEY           | 2099-12-31      | 7.4594%  | 0.0000% | $1000.00           | $1007.66           | Corporate Debt Securities |
| MORGAN STANLEY DIRECT    | 2029-05-17      | 6.1500%  | 0.0000% | $42000.00          | $44443.60          | Corporate Debt Securities |
| NRG ENERGY INC           | 2029-06-15      | 4.4500%  | 0.0000% | $23000.00          | $23106.47          | Corporate Debt Securities |
| NRG ENERGY INC           | 2033-03-15      | 7.0000%  | 0.0000% | $100000.00         | $110876.67         | Corporate Debt Securities |
| NXP BV/NXP FUNDING LLC   | 2028-12-01      | 5.5500%  | 0.0000% | $11000.00          | $11582.95          | Corporate Debt Securities |
| NXP BV/NXP FDG/NXP USA   | 2051-11-30      | 3.2500%  | 0.0000% | $100000.00         | $68429.33          | Corporate Debt Securities |
| NXP BV/NXP FDG/NXP USA   | 2029-06-18      | 4.3000%  | 0.0000% | $31000.00          | $31341.10          | Corporate Debt Securities |
| NXP BV/NXP FDG/NXP USA   | 2030-05-01      | 3.4000%  | 0.0000% | $67000.00          | $65195.84          | Corporate Debt Securities |
| NXP BV/NXP FDG/NXP USA   | 2032-08-19      | 4.8500%  | 0.0000% | $358000.00         | $360439.27         | Corporate Debt Securities |
| NXP BV/NXP FDG/NXP USA   | 2032-08-19      | 4.8500%  | 0.0000% | $342000.00         | $344330.26         | Corporate Debt Securities |
| NXP BV/NXP FDG/NXP USA   | 2035-08-19      | 5.2500%  | 0.0000% | $250000.00         | $254194.79         | Corporate Debt Securities |
| NATIONAL FUEL GAS CO     | 2035-03-15      | 5.9500%  | 0.0000% | $95000.00          | $99385.12          | Corporate Debt Securities |
| NATIONAL HEALTH INVESTOR | 2031-02-01      | 3.0000%  | 0.0000% | $150000.00         | $136868.50         | Corporate Debt Securities |
| NEWS CORP                | 2029-05-15      | 3.8750%  | 0.0000% | $200000.00         | $195760.25         | Corporate Debt Securities |
| NEWS CORP                | 2032-02-15      | 5.1250%  | 0.0000% | $600000.00         | $599739.75         | Corporate Debt Securities |
| NEWS CORP                | 2032-02-15      | 5.1250%  | 0.0000% | $646000.00         | $645719.80         | Corporate Debt Securities |
| OAKTREE SPECIALTY LEND   | 2030-02-27      | 6.3400%  | 0.0000% | $403000.00         | $407731.89         | Corporate Debt Securities |
| OCHSNER LSU HEALTH SYST  | 2031-05-15      | 2.5100%  | 0.0000% | $946000.00         | $803648.28         | Corporate Debt Securities |
| OMEGA HLTHCARE INVESTORS | 2031-02-01      | 3.3750%  | 0.0000% | $200000.00         | $186668.25         | Corporate Debt Securities |
| OMEGA HLTHCARE INVESTORS | 2030-07-01      | 5.2000%  | 0.0000% | $650000.00         | $669151.89         | Corporate Debt Securities |
| OSHKOSH CORP             | 2030-03-01      | 3.1000%  | 0.0000% | $35000.00          | $33371.70          | Corporate Debt Securities |
| OVINTIV INC              | 2033-07-15      | 6.2500%  | 0.0000% | $200000.00         | $213818.17         | Corporate Debt Securities |
| OVINTIV INC              | 2053-07-15      | 7.1000%  | 0.0000% | $80000.00          | $88323.33          | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME   | 2026-09-23      | 3.1250%  | 0.0000% | $50000.00          | $49302.38          | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME   | 2031-03-15      | 6.6500%  | 0.0000% | $101000.00         | $106307.63         | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME   | 2028-06-13      | 7.9500%  | 0.0000% | $55000.00          | $60248.05          | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP    | 2030-07-15      | 6.2000%  | 0.0000% | $416000.00         | $437540.48         | Corporate Debt Securities |
| PNC FINANCIAL SERVICES   | 2079-12-31      | 6.0000%  | 0.0000% | $26000.00          | $26391.30          | Corporate Debt Securities |
| PVH CORP                 | 2030-06-13      | 5.5000%  | 0.0000% | $400000.00         | $414166.89         | Corporate Debt Securities |
| PERTAMINA GEOTHERMAL ENE | 2028-04-27      | 5.1500%  | 0.0000% | $400000.00         | $414483.00         | Corporate Debt Securities |
| PENTAIR FINANCE SARL     | 2029-07-01      | 4.5000%  | 0.0000% | $42000.00          | $42694.05          | Corporate Debt Securities |
| FREEPORT MINERALS CORP   | 2031-06-01      | 9.5000%  | 0.0000% | $107000.00         | $132621.45         | Corporate Debt Securities |
| PIEDMONT OPERATING PARTN | 2030-08-15      | 3.1500%  | 0.0000% | $40000.00          | $36494.70          | Corporate Debt Securities |
| QUANTA SERVICES INC      | 2034-08-09      | 5.2500%  | 0.0000% | $835000.00         | $862385.91         | Corporate Debt Securities |
| QUANTA SERVICES INC      | 2034-08-09      | 5.2500%  | 0.0000% | $443000.00         | $457529.29         | Corporate Debt Securities |
| QUANTA SERVICES INC      | 2028-08-09      | 4.3000%  | 0.0000% | $351000.00         | $354724.31         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS IN | 2027-03-15      | 3.2000%  | 0.0000% | $215000.00         | $212175.62         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS IN | 2042-03-15      | 4.5000%  | 0.0000% | $67000.00          | $58591.84          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS IN | 2052-03-15      | 4.5500%  | 0.0000% | $2000.00           | $1665.67           | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES  | 2028-04-01      | 5.5000%  | 0.0000% | $200000.00         | $209347.44         | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES  | 2026-07-01      | 4.2500%  | 0.0000% | $2000.00           | $2019.43           | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES  | 2032-03-15      | 6.2500%  | 0.0000% | $500000.00         | $517947.08         | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES  | 2033-02-01      | 6.0000%  | 0.0000% | $398000.00         | $412822.85         | Corporate Debt Securities |
| ROYALTY PHARMA PLC       | 2030-09-02      | 2.2000%  | 0.0000% | $44000.00          | $39563.53          | Corporate Debt Securities |
| ROYALTY PHARMA PLC       | 2031-09-02      | 2.1500%  | 0.0000% | $98000.00          | $85530.70          | Corporate Debt Securities |
| ROYALTY PHARMA PLC       | 2029-09-02      | 5.1500%  | 0.0000% | $26000.00          | $26799.12          | Corporate Debt Securities |
| ROYALTY PHARMA PLC       | 2035-09-25      | 5.2000%  | 0.0000% | $573000.00         | $574433.77         | Corporate Debt Securities |
| SBL HOLDINGS INC         | 2034-10-30      | 7.2000%  | 0.0000% | $80000.00          | $82664.80          | Corporate Debt Securities |
| SBL HOLDINGS INC         | 2028-09-26      | 5.9000%  | 0.0000% | $400000.00         | $400782.22         | Corporate Debt Securities |
| SABRA HEALTH CARE LP     | 2029-10-15      | 3.9000%  | 0.0000% | $92000.00          | $90758.46          | Corporate Debt Securities |
| SABRA HEALTH CARE LP     | 2031-12-01      | 3.2000%  | 0.0000% | $200000.00         | $183727.56         | Corporate Debt Securities |
| SABRA HEALTH CARE LP     | 2031-12-01      | 3.2000%  | 0.0000% | $300000.00         | $275591.33         | Corporate Debt Securities |
| SEMPRA                   | 2054-10-01      | 6.8750%  | 0.0000% | $98000.00          | $105266.11         | Corporate Debt Securities |
| SEMPRA                   | 2055-04-01      | 6.5500%  | 0.0000% | $306000.00         | $322550.95         | Corporate Debt Securities |
| SIERRA PACIFIC POWER CO  | 2055-12-15      | 6.2000%  | 0.0000% | $775000.00         | $777014.14         | Corporate Debt Securities |
| SIXTH STREET LENDING PAR | 2030-07-15      | 6.1250%  | 0.0000% | $32000.00          | $33499.53          | Corporate Debt Securities |
| SIXTH STREET LENDING PAR | 2030-07-15      | 6.1250%  | 0.0000% | $353000.00         | $369541.73         | Corporate Debt Securities |
| SIXTH STREET LENDING PAR | 2030-07-15      | 6.1250%  | 0.0000% | $475000.00         | $497258.70         | Corporate Debt Securities |
| SIXTH STREET LENDING PAR | 2030-07-15      | 6.1250%  | 0.0000% | $114000.00         | $119342.09         | Corporate Debt Securities |
| SOUTH BOW USA INFRA HLDS | 2029-10-01      | 5.0260%  | 0.0000% | $9000.00           | $9327.24           | Corporate Debt Securities |
| SIXTH STREET SPECIALTY   | 2030-08-15      | 5.6250%  | 0.0000% | $15000.00          | $15326.42          | Corporate Debt Securities |
| SOCIETE GENERALE         | 2026-08-19      | 4.2500%  | 0.0000% | $459000.00         | $459803.38         | Corporate Debt Securities |
| SOCIETE GENERALE         | 2026-08-19      | 4.2500%  | 0.0000% | $612000.00         | $613071.17         | Corporate Debt Securities |
| SOCIETE GENERALE         | 2035-07-08      | 3.6530%  | 0.0000% | $929000.00         | $873056.29         | Corporate Debt Securities |
| SOCIETE GENERALE         | 2041-03-01      | 3.6250%  | 0.0000% | $590000.00         | $444122.58         | Corporate Debt Securities |
| SOCIETE GENERALE         | 2043-01-21      | 4.0270%  | 0.0000% | $350000.00         | $274350.45         | Corporate Debt Securities |
| SOCIETE GENERALE         | 2053-01-10      | 7.3670%  | 0.0000% | $666000.00         | $744442.22         | Corporate Debt Securities |
| SOLVENTUM CORP           | 2029-03-01      | 5.4000%  | 0.0000% | $10000.00          | $10364.10          | Corporate Debt Securities |
| SOUTHERN CAL EDISON      | 2029-04-01      | 6.6500%  | 0.0000% | $777000.00         | $840259.67         | Corporate Debt Securities |
| SOUTHERN CO              | 2051-01-15      | 4.0000%  | 0.0000% | $50000.00          | $50248.17          | Corporate Debt Securities |
| STANLEY BLACK & DECKER I | 2028-11-15      | 4.2500%  | 0.0000% | $85000.00          | $86486.44          | Corporate Debt Securities |
| STANLEY BLACK & DECKER I | 2028-11-15      | 4.2500%  | 0.0000% | $80000.00          | $81399.00          | Corporate Debt Securities |
| STANLEY BLACK & DECKER I | 2026-03-01      | 3.4000%  | 0.0000% | $104000.00         | $103837.64         | Corporate Debt Securities |
| TD SYNNEX CORP           | 2026-08-09      | 1.7500%  | 0.0000% | $822000.00         | $805633.30         | Corporate Debt Securities |
| SYNCHRONY FINANCIAL      | 2026-08-04      | 3.7000%  | 0.0000% | $448000.00         | $447738.17         | Corporate Debt Securities |
| SYNCHRONY FINANCIAL      | 2026-08-04      | 3.7000%  | 0.0000% | $58000.00          | $57966.10          | Corporate Debt Securities |
| SYNCHRONY FINANCIAL      | 2026-08-04      | 3.7000%  | 0.0000% | $150000.00         | $149912.33         | Corporate Debt Securities |
| SYNCHRONY FINANCIAL      | 2029-07-29      | 5.0190%  | 0.0000% | $9000.00           | $9150.16           | Corporate Debt Securities |
| TELUS CORP               | 2032-05-13      | 3.4000%  | 0.0000% | $22000.00          | $20546.66          | Corporate Debt Securities |
| THAIOIL TRSRY CENTER     | 2030-06-18      | 2.5000%  | 0.0000% | $497000.00         | $451227.96         | Corporate Debt Securities |
| TRITON CONTAINER/TAL INT | 2032-03-15      | 3.2500%  | 0.0000% | $42000.00          | $37556.16          | Corporate Debt Securities |
| TRITON CONTAINER/TAL INT | 2032-03-15      | 3.2500%  | 0.0000% | $146000.00         | $130552.35         | Corporate Debt Securities |
| TRUIST FIN CORP          | 2500-12-31      | 5.1250%  | 0.0000% | $284000.00         | $284263.53         | Corporate Debt Securities |
| TRUIST FINANCIAL CORP    | 2079-12-31      | 5.1000%  | 0.0000% | $68000.00          | $68254.89          | Corporate Debt Securities |
| ABN AMRO BANK NV         | 2026-04-18      | 4.8000%  | 0.0000% | $600000.00         | $613428.00         | Corporate Debt Securities |
| ABN AMRO BANK NV         | 2026-04-18      | 4.8000%  | 0.0000% | $400000.00         | $408952.00         | Corporate Debt Securities |
| AGCO CORP                | 2034-03-21      | 5.8000%  | 0.0000% | $683000.00         | $711911.39         | Corporate Debt Securities |
| AEP TEXAS INC            | 2032-05-15      | 4.7000%  | 0.0000% | $17000.00          | $17264.94          | Corporate Debt Securities |
| AEP TEXAS INC            | 2034-05-15      | 5.7000%  | 0.0000% | $8000.00           | $8500.84           | Corporate Debt Securities |
| AEP TEXAS INC            | 2055-10-15      | 5.8500%  | 0.0000% | $101000.00         | $101169.18         | Corporate Debt Securities |
| AEP TEXAS INC            | 2033-02-15      | 6.6500%  | 0.0000% | $22000.00          | $24442.72          | Corporate Debt Securities |
| AES CORP/THE             | 2031-01-15      | 2.4500%  | 0.0000% | $35000.00          | $31580.30          | Corporate Debt Securities |
| AERCAP IRELAND CAP/GLOBA | 2055-03-10      | 6.9500%  | 0.0000% | $669000.00         | $702965.87         | Corporate Debt Securities |
| AETNA INC                | 2036-06-15      | 6.6250%  | 0.0000% | $100000.00         | $112083.29         | Corporate Debt Securities |
| AETNA INC                | 2044-03-15      | 4.7500%  | 0.0000% | $277000.00         | $241086.72         | Corporate Debt Securities |
| AETNA INC                | 2047-08-15      | 3.8750%  | 0.0000% | $497000.00         | $377582.70         | Corporate Debt Securities |
| AIRCASTLE LTD            | 2029-02-15      | 5.9500%  | 0.0000% | $84000.00          | $88248.51          | Corporate Debt Securities |
| OVINTIV INC              | 2031-11-01      | 7.3750%  | 0.0000% | $290000.00         | $331369.75         | Corporate Debt Securities |
| OVINTIV INC              | 2031-11-01      | 7.3750%  | 0.0000% | $160000.00         | $182824.69         | Corporate Debt Securities |
| ALLY FINANCIAL INC       | 2033-07-31      | 5.5480%  | 0.0000% | $26000.00          | $26381.85          | Corporate Debt Securities |
| AMERICAN ASSETS TRUST LP | 2034-10-01      | 6.1500%  | 0.0000% | $570000.00         | $598009.33         | Corporate Debt Securities |
| AMERICAN EXPRESS CO      | 2079-12-31      | 3.5500%  | 0.0000% | $66000.00          | $64870.69          | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2051-01-15      | 2.9500%  | 0.0000% | $26000.00          | $17087.09          | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2028-03-15      | 5.5000%  | 0.0000% | $50000.00          | $51650.08          | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2033-07-15      | 5.5500%  | 0.0000% | $4000.00           | $4236.93           | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2030-03-15      | 4.9000%  | 0.0000% | $102000.00         | $104245.19         | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2030-03-15      | 4.9000%  | 0.0000% | $2000.00           | $2044.02           | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2030-03-15      | 4.9000%  | 0.0000% | $82000.00          | $83804.96          | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2035-03-15      | 5.3500%  | 0.0000% | $26000.00          | $26796.10          | Corporate Debt Securities |
| APACHE CORP              | 2030-01-15      | 4.2500%  | 0.0000% | $2000.00           | $1967.87           | Corporate Debt Securities |
| APACHE CORP              | 2049-07-01      | 5.3500%  | 0.0000% | $10000.00          | $8333.86           | Corporate Debt Securities |
| APA CORP                 | 2035-02-15      | 6.1000%  | 0.0000% | $400000.00         | $412654.00         | Corporate Debt Securities |
| APA CORP                 | 2055-02-15      | 6.7500%  | 0.0000% | $40000.00          | $40557.90          | Corporate Debt Securities |
| APA CORP                 | 2043-04-15      | 4.7500%  | 0.0000% | $812000.00         | $642081.56         | Corporate Debt Securities |
| APA CORP                 | 2049-07-01      | 5.3500%  | 0.0000% | $798000.00         | $682087.62         | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BD | 2029-04-13      | 6.9000%  | 0.0000% | $50000.00          | $54172.92          | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BD | 2031-07-29      | 6.7000%  | 0.0000% | $486000.00         | $521075.97         | Corporate Debt Securities |
| APTARGROUP INC           | 2032-03-15      | 3.6000%  | 0.0000% | $500000.00         | $463860.00         | Corporate Debt Securities |
| ARCELORMITTAL            | 2041-03-01      | 6.7500%  | 0.0000% | $10000.00          | $10958.68          | Corporate Debt Securities |
| ARCELORMITTAL SA         | 2032-11-29      | 6.8000%  | 0.0000% | $103000.00         | $116943.68         | Corporate Debt Securities |
| ARCELORMITTAL SA         | 2054-06-17      | 6.3500%  | 0.0000% | $376000.00         | $402048.55         | Corporate Debt Securities |
| ARCELORMITTAL SA         | 2054-06-17      | 6.3500%  | 0.0000% | $428000.00         | $457651.01         | Corporate Debt Securities |
| ARCELORMITTAL SA         | 2054-06-17      | 6.3500%  | 0.0000% | $96000.00          | $102650.69         | Corporate Debt Securities |
| ARCELORMITTAL SA         | 2054-06-17      | 6.3500%  | 0.0000% | $87000.00          | $93027.19          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU | 2029-08-15      | 6.3500%  | 0.0000% | $35000.00          | $36536.06          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU | 2030-02-15      | 5.6000%  | 0.0000% | $443000.00         | $450601.88         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU | 2030-02-15      | 5.6000%  | 0.0000% | $194000.00         | $197329.04         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU | 2032-03-21      | 6.2000%  | 0.0000% | $279000.00         | $289334.16         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU | 2030-09-09      | 5.8000%  | 0.0000% | $157000.00         | $160123.25         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU | 2030-09-09      | 5.8000%  | 0.0000% | $120000.00         | $122387.20         | Corporate Debt Securities |
| ATHENE HOLDING LTD       | 2055-06-28      | 6.8750%  | 0.0000% | $2000.00           | $2084.54           | Corporate Debt Securities |
| ATLAS WAREHOUSE LEND     | 2030-01-15      | 6.2500%  | 0.0000% | $600000.00         | $624726.50         | Corporate Debt Securities |
| AUTONATION INC           | 2032-03-01      | 3.8500%  | 0.0000% | $286000.00         | $269089.22         | Corporate Debt Securities |
| AUTONATION INC           | 2035-03-15      | 5.8900%  | 0.0000% | $78000.00          | $80951.07          | Corporate Debt Securities |
| AUTONATION INC           | 2035-03-15      | 5.8900%  | 0.0000% | $430000.00         | $446268.69         | Corporate Debt Securities |
| AUTONATION INC           | 2035-03-15      | 5.8900%  | 0.0000% | $715000.00         | $742051.43         | Corporate Debt Securities |
| AUTONATION INC           | 2035-03-15      | 5.8900%  | 0.0000% | $264000.00         | $273988.22         | Corporate Debt Securities |
| AVIATION CAPITAL GROUP   | 2026-01-30      | 1.9500%  | 0.0000% | $850000.00         | $845214.50         | Corporate Debt Securities |
| AVIATION CAPITAL GROUP   | 2026-09-20      | 1.9500%  | 0.0000% | $489000.00         | $477729.36         | Corporate Debt Securities |
| AVIATION CAPITAL GROUP   | 2027-04-14      | 4.7500%  | 0.0000% | $398000.00         | $409475.00         | Corporate Debt Securities |
| AVIATION CAPITAL GROUP   | 2030-04-10      | 5.1250%  | 0.0000% | $50000.00          | $52065.46          | Corporate Debt Securities |
| AVIATION CAPITAL GROUP   | 2030-10-24      | 4.8000%  | 0.0000% | $288000.00         | $290243.52         | Corporate Debt Securities |
| AVNET INC                | 2032-06-01      | 5.5000%  | 0.0000% | $15000.00          | $15514.81          | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2026-01-15      | 5.5000%  | 0.0000% | $480000.00         | $486090.40         | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2030-05-30      | 5.3750%  | 0.0000% | $44000.00          | $45941.57          | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2030-10-10      | 4.9000%  | 0.0000% | $100000.00         | $101637.89         | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2032-10-15      | 4.9500%  | 0.0000% | $3000.00           | $2979.01           | Corporate Debt Securities |
| BAC CAPITAL TRUST XIV    | 2099-01-01      | 4.6994%  | 0.0000% | $40000.00          | $33687.52          | Corporate Debt Securities |
| BGC GROUP INC            | 2029-06-10      | 6.6000%  | 0.0000% | $60000.00          | $63660.40          | Corporate Debt Securities |
| BACARDI-MARTINI BV       | 2035-02-01      | 6.0000%  | 0.0000% | $100000.00         | $105235.33         | Corporate Debt Securities |
| BACARDI LTD / MARTINI BV | 2033-06-15      | 5.4000%  | 0.0000% | $100000.00         | $102903.00         | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2079-12-31      | 6.1250%  | 0.0000% | $361000.00         | $368400.05         | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2149-12-31      | 6.6250%  | 0.0000% | $25000.00          | $26268.94          | Corporate Debt Securities |
| BANK OF MONTREAL         | 2500-12-31      | 6.7090%  | 0.0000% | $60000.00          | $60337.98          | Corporate Debt Securities |
| BANK OF MONTREAL         | 2085-11-26      | 6.8750%  | 0.0000% | $200000.00         | $206373.86         | Corporate Debt Securities |
| BARCLAYS PLC             | 2028-05-09      | 4.8360%  | 0.0000% | $400000.00         | $409668.40         | Corporate Debt Securities |
| BARCLAYS PLC             | 2042-03-10      | 3.8110%  | 0.0000% | $810000.00         | $656956.35         | Corporate Debt Securities |
| BARINGS BDC INC          | 2026-11-23      | 3.3000%  | 0.0000% | $420000.00         | $417224.50         | Corporate Debt Securities |
| BARINGS PRIVATE CREDIT   | 2030-06-11      | 6.1500%  | 0.0000% | $300000.00         | $304881.25         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2026-12-15      | 2.6250%  | 0.0000% | $149000.00         | $146597.56         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2028-11-27      | 7.3000%  | 0.0000% | $184000.00         | $201084.71         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2031-01-25      | 6.2500%  | 0.0000% | $855000.00         | $903012.29         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2030-04-01      | 5.2500%  | 0.0000% | $667000.00         | $687159.52         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2034-11-22      | 6.0000%  | 0.0000% | $22000.00          | $23030.99          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2034-11-22      | 6.0000%  | 0.0000% | $194000.00         | $203091.49         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2030-09-10      | 5.0500%  | 0.0000% | $522000.00         | $518803.04         | Corporate Debt Securities |
| BLACKSTONE SECURED LEND  | 2028-04-13      | 5.3500%  | 0.0000% | $35000.00          | $36346.03          | Corporate Debt Securities |
| BLOCK FINANCIAL LLC      | 2032-09-15      | 5.3750%  | 0.0000% | $500000.00         | $507133.19         | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME   | 2029-09-15      | 6.6000%  | 0.0000% | $100000.00         | $104764.00         | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME   | 2029-09-15      | 6.6000%  | 0.0000% | $100000.00         | $104764.00         | Corporate Debt Securities |
| BOEING CO                | 2033-02-15      | 6.1250%  | 0.0000% | $1000.00           | $1085.18           | Corporate Debt Securities |
| BOEING CO                | 2048-03-01      | 3.6250%  | 0.0000% | $206000.00         | $150458.31         | Corporate Debt Securities |
| BOEING CO                | 2034-05-01      | 3.6000%  | 0.0000% | $717000.00         | $658542.99         | Corporate Debt Securities |
| BOEING CO                | 2035-02-01      | 3.2500%  | 0.0000% | $69000.00          | $60317.48          | Corporate Debt Securities |
| BOEING CO                | 2030-05-01      | 5.1500%  | 0.0000% | $505000.00         | $528545.77         | Corporate Debt Securities |
| BOEING CO                | 2026-02-01      | 2.7500%  | 0.0000% | $400000.00         | $399426.78         | Corporate Debt Securities |
| BOEING CO                | 2026-02-01      | 2.7500%  | 0.0000% | $175000.00         | $174749.22         | Corporate Debt Securities |
| BOEING CO/THE            | 2034-05-01      | 6.5280%  | 0.0000% | $400000.00         | $454203.47         | Corporate Debt Securities |
| BOEING CO/THE            | 2054-05-01      | 6.8580%  | 0.0000% | $743000.00         | $873793.63         | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL IN | 2030-05-15      | 5.6250%  | 0.0000% | $570000.00         | $597042.94         | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL IN | 2051-12-22      | 3.8500%  | 0.0000% | $654000.00         | $437814.12         | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL IN | 2051-12-22      | 3.8500%  | 0.0000% | $801000.00         | $536221.89         | Corporate Debt Securities |
| BROOKFIELD INFRA FIN ULC | 2055-03-15      | 6.7500%  | 0.0000% | $133000.00         | $136745.61         | Corporate Debt Securities |
| BROWN & BROWN INC        | 2032-03-17      | 4.2000%  | 0.0000% | $2000.00           | $1934.23           | Corporate Debt Securities |
| BROWN & BROWN INC        | 2032-03-17      | 4.2000%  | 0.0000% | $100000.00         | $96711.67          | Corporate Debt Securities |
| BROWN & BROWN INC        | 2052-03-17      | 4.9500%  | 0.0000% | $562000.00         | $497582.16         | Corporate Debt Securities |
| BROWN & BROWN INC        | 2030-06-23      | 4.9000%  | 0.0000% | $84000.00          | $86295.11          | Corporate Debt Securities |
| BROWN & BROWN INC        | 2032-06-23      | 5.2500%  | 0.0000% | $774000.00         | $804771.01         | Corporate Debt Securities |
| BROWN & BROWN INC        | 2035-06-23      | 5.5500%  | 0.0000% | $32000.00          | $33412.61          | Corporate Debt Securities |
| BRUNSWICK CORP           | 2031-08-18      | 2.4000%  | 0.0000% | $155000.00         | $135037.55         | Corporate Debt Securities |
| BRUNSWICK CORP           | 2032-09-15      | 4.4000%  | 0.0000% | $954000.00         | $913992.42         | Corporate Debt Securities |
| BRUNSWICK CORP           | 2032-09-15      | 4.4000%  | 0.0000% | $46000.00          | $44070.91          | Corporate Debt Securities |
| BRUNSWICK CORP           | 2052-04-01      | 5.1000%  | 0.0000% | $50000.00          | $41394.42          | Corporate Debt Securities |
| BRUNSWICK CORP           | 2029-03-18      | 5.8500%  | 0.0000% | $54000.00          | $55946.16          | Corporate Debt Securities |
| CI FINANCIAL CORP        | 2029-05-30      | 7.5000%  | 0.0000% | $49000.00          | $53428.13          | Corporate Debt Securities |
| CI FINANCIAL CORP        | 2029-05-30      | 7.5000%  | 0.0000% | $84000.00          | $91591.08          | Corporate Debt Securities |
| CNO FINANCIAL GROUP INC  | 2034-06-15      | 6.4500%  | 0.0000% | $30000.00          | $32407.58          | Corporate Debt Securities |
| CVS HEALTH CORP          | 2035-07-20      | 4.8750%  | 0.0000% | $300000.00         | $295349.75         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2026-06-01      | 2.8750%  | 0.0000% | $595000.00         | $594966.37         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2038-03-25      | 4.7800%  | 0.0000% | $918000.00         | $862997.01         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2038-03-25      | 4.7800%  | 0.0000% | $299000.00         | $281085.08         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2026-08-15      | 3.0000%  | 0.0000% | $642000.00         | $637762.80         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2040-04-01      | 4.1250%  | 0.0000% | $443000.00         | $387239.77         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2050-04-01      | 4.2500%  | 0.0000% | $201000.00         | $161811.42         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2050-04-01      | 4.2500%  | 0.0000% | $105000.00         | $84528.35          | Corporate Debt Securities |
| CVS HEALTH CORP          | 2031-02-28      | 1.8750%  | 0.0000% | $143000.00         | $124438.12         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2031-02-28      | 1.8750%  | 0.0000% | $585000.00         | $509065.05         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2031-09-15      | 2.1250%  | 0.0000% | $4000.00           | $3474.54           | Corporate Debt Securities |
| CVS HEALTH CORP          | 2031-09-15      | 2.1250%  | 0.0000% | $275000.00         | $238874.74         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2026-02-20      | 5.0000%  | 0.0000% | $728000.00         | $732830.68         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2031-06-01      | 5.5500%  | 0.0000% | $20000.00          | $21291.12          | Corporate Debt Securities |
| CVS HEALTH CORP          | 2044-06-01      | 6.0000%  | 0.0000% | $54000.00          | $55962.00          | Corporate Debt Securities |
| CVS HEALTH CORP          | 2065-09-15      | 6.2500%  | 0.0000% | $25000.00          | $25809.81          | Corporate Debt Securities |
| THE CAMPBELLS COMPANY    | 2048-03-15      | 4.8000%  | 0.0000% | $824000.00         | $730014.56         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY    | 2030-04-24      | 2.3750%  | 0.0000% | $118000.00         | $109051.08         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY    | 2050-04-24      | 3.1250%  | 0.0000% | $322000.00         | $217791.68         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY    | 2029-03-21      | 5.2000%  | 0.0000% | $400000.00         | $411336.00         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY    | 2029-03-21      | 5.2000%  | 0.0000% | $8000.00           | $8226.72           | Corporate Debt Securities |
| CAPITAL ONE FINANCIAL CO | 2026-07-28      | 3.7500%  | 0.0000% | $14000.00          | $14028.54          | Corporate Debt Securities |
| CAPITAL ONE FINANCIAL CO | 2036-01-30      | 6.1830%  | 0.0000% | $45000.00          | $47398.72          | Corporate Debt Securities |
| CELULOSA ARAUCO CONSTITU | 2029-04-30      | 4.2500%  | 0.0000% | $560000.00         | $558391.87         | Corporate Debt Securities |
| CHOICE HOTELS INTL INC   | 2029-12-01      | 3.7000%  | 0.0000% | $20000.00          | $19327.41          | Corporate Debt Securities |
| CITADEL SECURITIES GLOBA | 2030-06-18      | 5.5000%  | 0.0000% | $750000.00         | $781832.50         | Corporate Debt Securities |
| CLECO CORPORATE HOLDINGS | 2026-05-01      | 3.7430%  | 0.0000% | $552000.00         | $558194.47         | Corporate Debt Securities |
| HCA INC                  | 2095-11-15      | 7.5000%  | 0.0000% | $305000.00         | $349626.08         | Corporate Debt Securities |
| COMISION FEDERAL DE ELEC | 2035-01-24      | 6.4500%  | 0.0000% | $300000.00         | $309577.50         | Corporate Debt Securities |
| CONAGRA BRANDS INC       | 2028-11-01      | 4.8500%  | 0.0000% | $14000.00          | $14426.21          | Corporate Debt Securities |
| CONCENTRIX CORP          | 2026-08-02      | 6.6500%  | 0.0000% | $90000.00          | $92378.15          | Corporate Debt Securities |
| TRANSMANTARO             | 2034-04-16      | 4.7000%  | 0.0000% | $200000.00         | $201828.22         | Corporate Debt Securities |
| CONTINENTAL RESOURCES    | 2044-06-01      | 4.9000%  | 0.0000% | $100000.00         | $83384.72          | Corporate Debt Securities |
| CONTINENTAL RESOURCES    | 2044-06-01      | 4.9000%  | 0.0000% | $1051000.00        | $876373.43         | Corporate Debt Securities |
| COREBRIDGE FINANCIAL INC | 2052-12-15      | 6.8750%  | 0.0000% | $56000.00          | $58491.00          | Corporate Debt Securities |
| COPT DEFENSE PROP LP     | 2029-01-15      | 2.0000%  | 0.0000% | $40000.00          | $37240.27          | Corporate Debt Securities |
| CREDIT AGRICOLE SA       | 2500-12-31      | 4.7500%  | 0.0000% | $829000.00         | $795428.49         | Corporate Debt Securities |
| CROWN CASTLE INC         | 2026-02-15      | 4.4500%  | 0.0000% | $799000.00         | $803156.80         | Corporate Debt Securities |
| CROWN CASTLE INC         | 2028-02-15      | 3.8000%  | 0.0000% | $2000.00           | $1985.90           | Corporate Debt Securities |
| CROWN CASTLE INC         | 2029-11-15      | 3.1000%  | 0.0000% | $4000.00           | $3850.10           | Corporate Debt Securities |
| CROWN CASTLE INC         | 2030-07-01      | 3.3000%  | 0.0000% | $500000.00         | $477769.17         | Corporate Debt Securities |
| CROWN CASTLE INC         | 2031-04-01      | 2.1000%  | 0.0000% | $403000.00         | $357022.40         | Corporate Debt Securities |
| CROWN CASTLE INC         | 2031-04-01      | 2.1000%  | 0.0000% | $31000.00          | $27463.26          | Corporate Debt Securities |
| CROWN CASTLE INC         | 2031-04-01      | 2.1000%  | 0.0000% | $100000.00         | $88591.17          | Corporate Debt Securities |
| CROWN CASTLE INC         | 2033-05-01      | 5.1000%  | 0.0000% | $56000.00          | $57879.27          | Corporate Debt Securities |
| CROWN CASTLE INC         | 2029-09-01      | 4.9000%  | 0.0000% | $10000.00          | $10183.47          | Corporate Debt Securities |
| CROWN CASTLE INC         | 2029-09-01      | 4.9000%  | 0.0000% | $200000.00         | $203669.44         | Corporate Debt Securities |
| DT MIDSTREAM INC         | 2029-06-15      | 4.1250%  | 0.0000% | $200000.00         | $197358.25         | Corporate Debt Securities |
| DT MIDSTREAM INC         | 2031-06-15      | 4.3750%  | 0.0000% | $107000.00         | $104747.69         | Corporate Debt Securities |
| DXC TECHNOLOGY CO        | 2028-09-15      | 2.3750%  | 0.0000% | $467000.00         | $440544.26         | Corporate Debt Securities |
| DELL INC                 | 2038-04-15      | 6.5000%  | 0.0000% | $200000.00         | $223310.33         | Corporate Debt Securities |
| DELTA AIR LINES INC      | 2029-10-28      | 3.7500%  | 0.0000% | $8000.00           | $7903.15           | Corporate Debt Securities |
| DEUTSCHE BANK NY         | 2033-01-07      | 3.7420%  | 0.0000% | $576000.00         | $537003.30         | Corporate Debt Securities |
| DOLLAR GENERAL CORP      | 2030-04-03      | 3.5000%  | 0.0000% | $10000.00          | $9775.18           | Corporate Debt Securities |
| DOLLAR GENERAL CORP      | 2050-04-03      | 4.1250%  | 0.0000% | $49000.00          | $39886.06          | Corporate Debt Securities |
| DOLLAR GENERAL CORP      | 2033-07-05      | 5.4500%  | 0.0000% | $4000.00           | $4200.07           | Corporate Debt Securities |
| DOMINION ENERGY INC      | 2055-02-01      | 6.8750%  | 0.0000% | $210000.00         | $222719.15         | Corporate Debt Securities |
| DOMINION ENERGY INC      | 2055-05-15      | 6.6250%  | 0.0000% | $440000.00         | $467514.85         | Corporate Debt Securities |
| DOMINION ENERGY INC      | 2056-02-15      | 6.2000%  | 0.0000% | $407000.00         | $415441.18         | Corporate Debt Securities |
| DOMINION ENERGY INC      | 2056-02-15      | 6.2000%  | 0.0000% | $95000.00          | $96970.30          | Corporate Debt Securities |
| DUQUESNE LIGHT HOLDINGS  | 2027-08-01      | 3.6160%  | 0.0000% | $3000.00           | $2959.73           | Corporate Debt Securities |
| EQT CORP                 | 2031-05-15      | 3.6250%  | 0.0000% | $300000.00         | $284494.12         | Corporate Debt Securities |
| EQT CORP                 | 2031-01-15      | 4.7500%  | 0.0000% | $925000.00         | $932035.40         | Corporate Debt Securities |
| EPR PROPERTIES           | 2029-08-15      | 3.7500%  | 0.0000% | $100000.00         | $96739.75          | Corporate Debt Securities |
| ENACT HOLDINGS INC       | 2029-05-28      | 6.2500%  | 0.0000% | $2000.00           | $2133.08           | Corporate Debt Securities |
| OVINTIV INC              | 2038-02-01      | 6.5000%  | 0.0000% | $400000.00         | $426069.11         | Corporate Debt Securities |
| OVINTIV INC              | 2038-02-01      | 6.5000%  | 0.0000% | $200000.00         | $213034.56         | Corporate Debt Securities |
| ESSENTIAL PROPERTIES LP  | 2035-12-01      | 5.4000%  | 0.0000% | $339000.00         | $342847.65         | Corporate Debt Securities |
| EVERGY INC               | 2055-06-01      | 6.6500%  | 0.0000% | $905000.00         | $947898.76         | Corporate Debt Securities |
| FS KKR CAPITAL CORP      | 2027-07-15      | 3.2500%  | 0.0000% | $335000.00         | $325861.48         | Corporate Debt Securities |
| FS KKR CAPITAL CORP      | 2029-01-15      | 7.8750%  | 0.0000% | $337000.00         | $359557.52         | Corporate Debt Securities |
| FS KKR CAPITAL CORP      | 2029-08-15      | 6.8750%  | 0.0000% | $155000.00         | $159957.48         | Corporate Debt Securities |
| FS KKR CAPITAL CORP      | 2029-08-15      | 6.8750%  | 0.0000% | $197000.00         | $203300.80         | Corporate Debt Securities |
| FWD GROUP HOLDINGS LTD   | 2035-09-22      | 5.8360%  | 0.0000% | $440000.00         | $444596.63         | Corporate Debt Securities |
| ARES FINANCE CO          | 2051-06-30      | 4.1250%  | 0.0000% | $449000.00         | $445099.31         | Corporate Debt Securities |
| ARES FINANCE CO          | 2051-06-30      | 4.1250%  | 0.0000% | $97000.00          | $96157.31          | Corporate Debt Securities |
| BOEING CO                | 2049-05-01      | 3.9000%  | 0.0000% | $161000.00         | $124409.80         | Corporate Debt Securities |
| BOEING CO                | 2049-05-01      | 3.9000%  | 0.0000% | $4000.00           | $3090.93           | Corporate Debt Securities |
| BOEING CO                | 2049-05-01      | 3.9000%  | 0.0000% | $35000.00          | $27045.61          | Corporate Debt Securities |
| CONAGRA BRANDS INC       | 2048-11-01      | 5.4000%  | 0.0000% | $100000.00         | $93914.00          | Corporate Debt Securities |
| EPR PROPERTIES           | 2028-04-15      | 4.9500%  | 0.0000% | $34000.00          | $35019.92          | Corporate Debt Securities |
| HCA INC                  | 2051-07-15      | 3.5000%  | 0.0000% | $25000.00          | $17372.54          | Corporate Debt Securities |
| STANLEY BLACK & DECKER I | 2032-05-15      | 3.0000%  | 0.0000% | $300000.00         | $273426.00         | Corporate Debt Securities |
| TRUIST FINANCIAL CORP    | 2099-12-31      | 4.9500%  | 0.0000% | $343000.00         | $346612.65         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT | 2048-03-01      | 5.3000%  | 0.0000% | $557000.00         | $489218.36         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT | 2048-03-01      | 5.3000%  | 0.0000% | $3000.00           | $2634.93           | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT | 2048-03-01      | 5.3000%  | 0.0000% | $33000.00          | $28984.21          | Corporate Debt Securities |
| WILLIS NORTH AMERICA INC | 2033-05-15      | 5.3500%  | 0.0000% | $30000.00          | $31677.68          | Corporate Debt Securities |
| BOEING CO                | 2040-05-01      | 5.7050%  | 0.0000% | $314000.00         | $328560.92         | Corporate Debt Securities |
| HCA INC                  | 2033-06-01      | 5.5000%  | 0.0000% | $768000.00         | $812091.31         | Corporate Debt Securities |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $188000.00         | $186221.94         | Corporate Debt Securities |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $77000.00          | $76271.75          | Corporate Debt Securities |
| AEP TEXAS INC            | 2052-05-15      | 5.2500%  | 0.0000% | $100000.00         | $94357.75          | Corporate Debt Securities |
| AUTONATION INC           | 2030-06-01      | 4.7500%  | 0.0000% | $32000.00          | $32663.40          | Corporate Debt Securities |
| MAIN STREET CAPITAL CORP | 2029-03-01      | 6.9500%  | 0.0000% | $270000.00         | $284628.22         | Corporate Debt Securities |
| BANK OF NOVA SCOTIA      | 2079-12-31      | 7.2299%  | 0.0000% | $83000.00          | $84517.77          | Corporate Debt Securities |
| HASBRO INC               | 2029-11-19      | 3.9000%  | 0.0000% | $55000.00          | $54313.14          | Corporate Debt Securities |
| PNC FINANCIAL SERVICES   | 2079-12-31      | 3.4000%  | 0.0000% | $1000.00           | $970.95            | Corporate Debt Securities |
| PNC FINANCIAL SERVICES   | 2079-12-31      | 3.4000%  | 0.0000% | $273000.00         | $265068.44         | Corporate Debt Securities |
| CHARLES SCHWAB CORP      | 2500-12-31      | 5.0000%  | 0.0000% | $44000.00          | $44041.70          | Corporate Debt Securities |
| SPRINT CAPITAL CORP      | 2028-11-15      | 6.8750%  | 0.0000% | $20000.00          | $22016.42          | Corporate Debt Securities |
| BOEING CO                | 2060-05-01      | 5.9300%  | 0.0000% | $450000.00         | $463623.12         | Corporate Debt Securities |
| BOEING CO                | 2060-05-01      | 5.9300%  | 0.0000% | $30000.00          | $30908.21          | Corporate Debt Securities |
| NXP BV/NXP FDG/NXP USA   | 2031-05-11      | 2.5000%  | 0.0000% | $144000.00         | $130617.04         | Corporate Debt Securities |
| PNC FINANCIAL SERVICES   | 2500-12-31      | 6.2000%  | 0.0000% | $892000.00         | $907505.93         | Corporate Debt Securities |
| PNC FINANCIAL SERVICES   | 2500-12-31      | 6.2000%  | 0.0000% | $2000.00           | $2034.77           | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2030-10-15      | 1.8750%  | 0.0000% | $447000.00         | $399248.67         | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2028-11-15      | 5.8000%  | 0.0000% | $12000.00          | $12782.88          | Corporate Debt Securities |
| BLOCK FINANCIAL LLC      | 2030-08-15      | 3.8750%  | 0.0000% | $365000.00         | $353522.12         | Corporate Debt Securities |
| BLOCK FINANCIAL LLC      | 2030-08-15      | 3.8750%  | 0.0000% | $498000.00         | $482339.77         | Corporate Debt Securities |
| BOEING CO                | 2040-02-15      | 5.8750%  | 0.0000% | $23000.00          | $23911.12          | Corporate Debt Securities |
| BOEING CO/THE            | 2064-05-01      | 7.0080%  | 0.0000% | $636000.00         | $757733.79         | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL IN | 2047-06-22      | 4.7000%  | 0.0000% | $190000.00         | $153906.54         | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL IN | 2047-06-22      | 4.7000%  | 0.0000% | $96000.00          | $77763.31          | Corporate Debt Securities |
| CVS HEALTH CORP          | 2029-08-15      | 3.2500%  | 0.0000% | $220000.00         | $211570.15         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY    | 2035-03-23      | 4.7500%  | 0.0000% | $177000.00         | $172011.01         | Corporate Debt Securities |
| CANTOR FITZGERALD LP     | 2028-12-12      | 7.2000%  | 0.0000% | $100000.00         | $109061.00         | Corporate Debt Securities |
| CANTOR FITZGERALD LP     | 2028-12-12      | 7.2000%  | 0.0000% | $80000.00          | $87248.80          | Corporate Debt Securities |
| CHENIERE ENERGY INC      | 2034-04-15      | 5.6500%  | 0.0000% | $6000.00           | $6339.40           | Corporate Debt Securities |
| CROWN CASTLE INC         | 2029-02-15      | 4.3000%  | 0.0000% | $35000.00          | $35023.28          | Corporate Debt Securities |
| CROWN CASTLE INC         | 2029-02-15      | 4.3000%  | 0.0000% | $53000.00          | $53035.24          | Corporate Debt Securities |
| CROWN CASTLE INC         | 2031-07-15      | 2.5000%  | 0.0000% | $5000.00           | $4479.39           | Corporate Debt Securities |
| ENBRIDGE INC             | 2054-06-27      | 7.2000%  | 0.0000% | $45000.00          | $48636.45          | Corporate Debt Securities |
| EXELON CORP              | 2055-03-15      | 6.5000%  | 0.0000% | $682000.00         | $717162.78         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2029-08-15      | 3.2000%  | 0.0000% | $498000.00         | $474743.40         | Corporate Debt Securities |
| HF SINCLAIR CORP         | 2035-01-15      | 6.2500%  | 0.0000% | $2000.00           | $2118.92           | Corporate Debt Securities |
| HCA INC                  | 2030-09-01      | 3.5000%  | 0.0000% | $510000.00         | $489191.72         | Corporate Debt Securities |
| HCA INC                  | 2030-09-01      | 3.5000%  | 0.0000% | $10000.00          | $9591.99           | Corporate Debt Securities |
| HCA INC                  | 2034-09-15      | 5.4500%  | 0.0000% | $682000.00         | $701614.89         | Corporate Debt Securities |
| HASBRO INC               | 2034-05-14      | 6.0500%  | 0.0000% | $772000.00         | $825720.05         | Corporate Debt Securities |
| LPL HOLDINGS INC         | 2035-03-15      | 5.6500%  | 0.0000% | $478000.00         | $488795.23         | Corporate Debt Securities |
| LPL HOLDINGS INC         | 2035-03-15      | 5.6500%  | 0.0000% | $866000.00         | $885557.89         | Corporate Debt Securities |
| MSCI INC                 | 2031-02-15      | 3.8750%  | 0.0000% | $90000.00          | $87316.11          | Corporate Debt Securities |
| MICRON TECHNOLOGY INC    | 2030-02-15      | 4.6630%  | 0.0000% | $383000.00         | $388526.21         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC    | 2033-02-09      | 5.8750%  | 0.0000% | $430000.00         | $460346.35         | Corporate Debt Securities |
| NXP BV/NXP FDG/NXP USA   | 2033-01-15      | 5.0000%  | 0.0000% | $33000.00          | $33791.56          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS IN | 2032-03-15      | 3.8000%  | 0.0000% | $4000.00           | $3787.65           | Corporate Debt Securities |
| SIXTH STREET LENDING PAR | 2029-03-11      | 6.5000%  | 0.0000% | $163000.00         | $169899.88         | Corporate Debt Securities |
| SOUTHERN CO              | 2055-03-15      | 6.3750%  | 0.0000% | $229000.00         | $244596.33         | Corporate Debt Securities |
| EXPAND ENERGY CORP       | 2032-02-01      | 4.7500%  | 0.0000% | $252000.00         | $249876.83         | Corporate Debt Securities |
| EXPAND ENERGY CORP       | 2032-02-01      | 4.7500%  | 0.0000% | $200000.00         | $198314.94         | Corporate Debt Securities |
| STANLEY BLACK & DECKER I | 2048-11-15      | 4.8500%  | 0.0000% | $330000.00         | $294583.58         | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH      | 2032-01-15      | 3.1250%  | 0.0000% | $255000.00         | $230122.31         | Corporate Debt Securities |
| VERISIGN INC             | 2032-06-01      | 5.2500%  | 0.0000% | $6000.00           | $6268.65           | Corporate Debt Securities |
| VICI PROPERTIES LP       | 2032-05-15      | 5.1250%  | 0.0000% | $4000.00           | $4117.32           | Corporate Debt Securities |
| VICI PROPERTIES LP       | 2035-04-01      | 5.6250%  | 0.0000% | $737000.00         | $774374.19         | Corporate Debt Securities |
| VICI PROPERTIES LP       | 2035-04-01      | 5.6250%  | 0.0000% | $461000.00         | $484377.89         | Corporate Debt Securities |
| AMAZON.COM INC           | 2025-12-01      | 4.6000%  | 0.0000% | $4193000.00        | $4259398.49        | Corporate Debt Securities |
| AMERICAN ASSETS TRUST LP | 2031-02-01      | 3.3750%  | 0.0000% | $30000.00          | $27409.24          | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2030-01-15      | 5.1500%  | 0.0000% | $48000.00          | $49203.32          | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2500-12-31      | 6.3000%  | 0.0000% | $872000.00         | $880484.56         | Corporate Debt Securities |
| FLEX LTD                 | 2029-06-15      | 4.8750%  | 0.0000% | $202000.00         | $207106.31         | Corporate Debt Securities |
| FLOWERS FOODS INC        | 2055-03-15      | 6.2000%  | 0.0000% | $62000.00          | $61990.29          | Corporate Debt Securities |
| FLOWERS FOODS INC        | 2055-03-15      | 6.2000%  | 0.0000% | $483000.00         | $482924.33         | Corporate Debt Securities |
| ALLY FINANCIAL INC       | 2031-11-01      | 8.0000%  | 0.0000% | $181000.00         | $212054.37         | Corporate Debt Securities |
| ALLY FINANCIAL INC       | 2031-11-01      | 8.0000%  | 0.0000% | $35000.00          | $41004.99          | Corporate Debt Securities |
| ALLY FINANCIAL INC       | 2031-11-01      | 8.0000%  | 0.0000% | $68000.00          | $79666.84          | Corporate Debt Securities |
| HA SUSTAINABLE INF CAP   | 2031-01-15      | 6.1500%  | 0.0000% | $600000.00         | $625122.00         | Corporate Debt Securities |
| HCA INC                  | 2026-06-15      | 5.2500%  | 0.0000% | $314000.00         | $319382.74         | Corporate Debt Securities |
| IQVIA INC                | 2029-02-01      | 6.2500%  | 0.0000% | $50000.00          | $53164.15          | Corporate Debt Securities |
| JACKSON FINANCIAL INC    | 2051-11-23      | 4.0000%  | 0.0000% | $10000.00          | $7369.11           | Corporate Debt Securities |
| JACKSON FINANCIAL INC    | 2051-11-23      | 4.0000%  | 0.0000% | $31000.00          | $22844.24          | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES  | 2028-03-15      | 3.7000%  | 0.0000% | $19000.00          | $18712.75          | Corporate Debt Securities |
| SONOCO PRODUCTS CO       | 2029-09-01      | 4.6000%  | 0.0000% | $25000.00          | $25253.39          | Corporate Debt Securities |
| UNIVERSAL HEALTH SVCS    | 2030-10-15      | 2.6500%  | 0.0000% | $817000.00         | $747192.12         | Corporate Debt Securities |
| UNIVERSAL HEALTH SVCS    | 2032-01-15      | 2.6500%  | 0.0000% | $608000.00         | $532316.67         | Corporate Debt Securities |
| VICI PROPERTIES / NOTE   | 2030-08-15      | 4.1250%  | 0.0000% | $933000.00         | $906424.66         | Corporate Debt Securities |
| VICI PROPERTIES / NOTE   | 2027-02-01      | 5.7500%  | 0.0000% | $149000.00         | $152223.41         | Corporate Debt Securities |
| VICI PROPERTIES / NOTE   | 2027-02-01      | 5.7500%  | 0.0000% | $35000.00          | $35757.18          | Corporate Debt Securities |
| VICI PROPERTIES LP       | 2052-05-15      | 5.6250%  | 0.0000% | $95000.00          | $92786.86          | Corporate Debt Securities |
| VICI PROPERTIES LP       | 2034-04-01      | 5.7500%  | 0.0000% | $768000.00         | $820047.57         | Corporate Debt Securities |
| VICI PROPERTIES LP       | 2034-04-01      | 5.7500%  | 0.0000% | $263000.00         | $280823.58         | Corporate Debt Securities |
| VICI PROPERTIES LP       | 2028-04-01      | 4.7500%  | 0.0000% | $61000.00          | $62981.06          | Corporate Debt Securities |
| VIDEOTRON LTD / LTEE     | 2027-04-15      | 5.1250%  | 0.0000% | $7000.00           | $7164.50           | Corporate Debt Securities |
| VIDEOTRON LTD            | 2029-06-15      | 3.6250%  | 0.0000% | $303000.00         | $296804.53         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC | 2033-10-15      | 6.9500%  | 0.0000% | $88000.00          | $101012.05         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC | 2034-12-30      | 5.7000%  | 0.0000% | $76000.00          | $79542.36          | Corporate Debt Securities |
| VONTIER CORP             | 2026-04-01      | 1.8000%  | 0.0000% | $414000.00         | $412422.66         | Corporate Debt Securities |
| VONTIER CORP             | 2026-04-01      | 1.8000%  | 0.0000% | $129000.00         | $128508.51         | Corporate Debt Securities |
| WEIR GROUP INC           | 2030-05-06      | 5.3500%  | 0.0000% | $898000.00         | $942226.50         | Corporate Debt Securities |
| WESTERN ALLIANCE BANCORP | 2031-06-15      | 3.0000%  | 0.0000% | $25000.00          | $24526.25          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT | 2044-04-01      | 5.4500%  | 0.0000% | $765000.00         | $716536.19         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT | 2028-08-15      | 4.7500%  | 0.0000% | $10000.00          | $10140.78          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT | 2034-11-15      | 5.4500%  | 0.0000% | $241000.00         | $246568.91         | Corporate Debt Securities |
| WHISTLER PIPELINE LLC    | 2029-09-30      | 5.4000%  | 0.0000% | $5000.00           | $5141.70           | Corporate Debt Securities |
| WILLIS NORTH AMERICA INC | 2049-09-15      | 3.8750%  | 0.0000% | $50000.00          | $38169.73          | Corporate Debt Securities |
| WILLIS NORTH AMERICA INC | 2049-09-15      | 3.8750%  | 0.0000% | $100000.00         | $76339.46          | Corporate Debt Securities |
| YAMANA GOLD INC          | 2031-08-15      | 2.6300%  | 0.0000% | $100000.00         | $89411.75          | Corporate Debt Securities |
| YAMANA GOLD INC          | 2031-08-15      | 2.6300%  | 0.0000% | $35000.00          | $31294.11          | Corporate Debt Securities |
| CELLNEX FINANCE CO SA    | 2041-07-07      | 3.8750%  | 0.0000% | $400000.00         | $322489.61         | Corporate Debt Securities |
| AIRCASTLE LTD            | 2028-07-18      | 6.5000%  | 0.0000% | $23000.00          | $24467.63          | Corporate Debt Securities |
| AS MILEAGE PLAN IP LTD   | 2031-10-20      | 5.3080%  | 0.0000% | $495000.00         | $497010.25         | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2026-02-21      | 2.1250%  | 0.0000% | $700000.00         | $694457.46         | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2028-01-15      | 4.9500%  | 0.0000% | $3000.00           | $3060.25           | Corporate Debt Securities |
| BACARDI LTD              | 2026-07-15      | 2.7500%  | 0.0000% | $100000.00         | $99190.92          | Corporate Debt Securities |
| NEXA RESOURCES SA        | 2034-04-09      | 6.7500%  | 0.0000% | $700000.00         | $764758.75         | Corporate Debt Securities |
| ALPEK SA DE CV           | 2029-09-18      | 4.2500%  | 0.0000% | $900000.00         | $865959.00         | Corporate Debt Securities |
| SITIOS LATINOAMERICA     | 2032-04-04      | 5.3750%  | 0.0000% | $200000.00         | $200301.44         | Corporate Debt Securities |
| CELULOSA ARAUCO CONSTITU | 2030-01-29      | 4.2000%  | 0.0000% | $328000.00         | $318559.07         | Corporate Debt Securities |
| CELULOSA ARAUCO CONSTITU | 2050-01-29      | 5.1500%  | 0.0000% | $872000.00         | $760764.53         | Corporate Debt Securities |
| CELULOSA ARAUCO CONSTITU | 2032-05-05      | 6.1800%  | 0.0000% | $591000.00         | $631537.68         | Corporate Debt Securities |
| COMISION FEDERAL DE ELEC | 2029-05-15      | 4.6880%  | 0.0000% | $300000.00         | $301497.00         | Corporate Debt Securities |
| COMISION FEDERAL DE ELEC | 2035-01-24      | 6.4500%  | 0.0000% | $300000.00         | $309577.50         | Corporate Debt Securities |
| ORBIA ADVANCE CORP SAB   | 2044-09-17      | 5.8750%  | 0.0000% | $300000.00         | $256068.46         | Corporate Debt Securities |
| INVERSIONES CMPC SA      | 2033-06-23      | 6.1250%  | 0.0000% | $600000.00         | $634682.08         | Corporate Debt Securities |
| MEXICO CITY ARPT TRUST   | 2046-10-31      | 5.5000%  | 0.0000% | $269000.00         | $239637.75         | Corporate Debt Securities |
| ORBIA ADVANCE CORP SAB   | 2035-05-13      | 7.5000%  | 0.0000% | $519000.00         | $561709.38         | Corporate Debt Securities |
| EXPAND ENERGY CORP       | 2029-02-01      | 5.8750%  | 0.0000% | $15000.00          | $15177.58          | Corporate Debt Securities |
| HARLEY-DAVIDSON FINL SER | 2027-02-14      | 3.0500%  | 0.0000% | $200000.00         | $197579.44         | Corporate Debt Securities |
| HARLEY-DAVIDSON FINL SER | 2028-03-10      | 6.5000%  | 0.0000% | $771000.00         | $807407.48         | Corporate Debt Securities |
| INTL FLAVOR & FRAGRANCES | 2027-10-15      | 1.8320%  | 0.0000% | $68000.00          | $65244.41          | Corporate Debt Securities |
| MATTEL INC               | 2029-04-01      | 3.7500%  | 0.0000% | $200000.00         | $197277.17         | Corporate Debt Securities |
| MERITAGE HOMES CORP      | 2029-04-15      | 3.8750%  | 0.0000% | $860000.00         | $852062.56         | Corporate Debt Securities |
| LLPL CAPITAL PTE LTD     | 2039-02-04      | 6.8750%  | 0.0000% | $553000.00         | $407570.85         | Corporate Debt Securities |
| FREEPORT INDONESIA PT    | 2027-04-14      | 4.7630%  | 0.0000% | $270000.00         | $276469.93         | Corporate Debt Securities |

### Security 54: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.290000%
- **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: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP9816333
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| FORD MOTOR CREDIT CO LLC            | 2026-11-05      | 5.1250%  | 0.0000% | $500000.00         | $511911.18         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC             | 2500-12-31      | 6.1250%  | 0.0000% | $105000.00         | $109142.19         | Corporate Debt Securities |
| HQLA FDG LLC SER TAHOE 0.00 01OCT25 | 2025-10-01      | 0.0000%  | 0.0000% | $14.00             | $14.00             | Corporate Debt Securities |
| HUNTINGTON BANCSHARES               | 2500-12-31      | 4.4500%  | 0.0000% | $1275000.00        | $1260925.06        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES               | 2500-12-31      | 6.2500%  | 0.0000% | $500000.00         | $500789.31         | Corporate Debt Securities |
| JANE STREET GRP/JSG FIN             | 2032-11-01      | 6.1250%  | 0.0000% | $530000.00         | $552414.07         | Corporate Debt Securities |
| MGM RESORTS INTL                    | 2032-04-15      | 6.5000%  | 0.0000% | $75000.00          | $78843.13          | Corporate Debt Securities |
| NGL ENRGY OP/FIN CORP               | 2032-02-15      | 8.3750%  | 0.0000% | $520000.00         | $541750.95         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN       | 2025-10-09      | 0.0000%  | 0.0000% | $50000000.00       | $49942850.00       | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN       | 2025-10-10      | 0.0000%  | 0.0000% | $35000000.00       | $34956005.00       | Corporate Debt Securities |
| NOVA CHEMICALS CORP                 | 2028-11-15      | 8.5000%  | 0.0000% | $300000.00         | $323707.50         | Corporate Debt Securities |
| CHORD ENERGY CORP                   | 2030-10-01      | 6.0000%  | 0.0000% | $3900000.00        | $3885453.00        | Corporate Debt Securities |
| PACIFICORP                          | 2055-09-15      | 7.3750%  | 0.0000% | $18000.00          | $18952.07          | Corporate Debt Securities |
| PROVIDENT FDG/PFG FIN               | 2029-09-15      | 9.7500%  | 0.0000% | $200000.00         | $213166.50         | Corporate Debt Securities |
| SEAGATE DATA STOR                   | 2034-12-01      | 5.7500%  | 0.0000% | $43000.00          | $43721.84          | Corporate Debt Securities |
| SONOCO PRODS CO DISC C 0.00 01OCT25 | 2025-10-01      | 0.0000%  | 0.0000% | $7999948.00        | $7959948.26        | Corporate Debt Securities |
| SUNOCO LP                           | 2034-03-15      | 5.8750%  | 0.0000% | $3592000.00        | $3572238.01        | Corporate Debt Securities |
| BLACKROCK TCP CAP CORP              | 2029-05-30      | 6.9500%  | 0.0000% | $4000.00           | $4221.11           | Corporate Debt Securities |
| CHARTER COMM OPT LLC/CAP            | 2062-06-30      | 3.9500%  | 0.0000% | $2000000.00        | $1290730.00        | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP            | 2500-12-31      | 7.5504%  | 0.0000% | $21000.00          | $21374.64          | Corporate Debt Securities |
| CROWN CORK & SEAL CO INC            | 2026-12-15      | 7.3750%  | 0.0000% | $1000.00           | $1050.89           | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU            | 2033-11-01      | 3.8750%  | 0.0000% | $22000.00          | $20203.66          | Corporate Debt Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-10-07

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

**Title of Signing Officer:** Principal Financial Officer