# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-096169
**Filing Date:** 2026-3
**Character Count:** 137355
**Document Hash:** 95f6fcf86472c39d1cd8e5fd3e541e5c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-096169.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-096169

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26730230

**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):** 2026-02-28

**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:** 24 days

- **WAL:** 26 days

- **Total Value of Portfolio Securities:** $8270974185.53

- **Amortized Cost of Portfolio Securities:** $4860000000.00

- **Cash:** $350783727.96

- **Total Other Assets:** $5849681.73

- **Total Liabilities:** $242726.76

- **Net Assets of Series:** $8627364868.46

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $2010228905.95            | $2827779762.90             | 43.4500%                  | 61.1200%                   |
| 2026-02-03 | $2157784150.70            | $2988217791.54             | 46.6600%                  | 64.6200%                   |
| 2026-02-04 | $2013719790.03            | $2966512925.83             | 43.2800%                  | 63.7600%                   |
| 2026-02-05 | $5765169766.11            | $6742968281.01             | 66.1600%                  | 77.3800%                   |
| 2026-02-06 | $5734896094.78            | $6747673914.78             | 66.1400%                  | 77.8200%                   |
| 2026-02-09 | $5793998916.62            | $6743809894.12             | 66.8600%                  | 77.8200%                   |
| 2026-02-10 | $6103216026.81            | $6888047079.31             | 68.1200%                  | 76.8800%                   |
| 2026-02-11 | $5464918157.95            | $6549704432.95             | 62.5400%                  | 74.9500%                   |
| 2026-02-12 | $5298478193.45            | $6458187683.45             | 61.6400%                  | 75.1400%                   |
| 2026-02-13 | $5848922588.51            | $6758711807.01             | 65.7300%                  | 75.9500%                   |
| 2026-02-17 | $7599677635.93            | $8374469510.93             | 73.3300%                  | 80.8100%                   |
| 2026-02-18 | $5883576142.34            | $6908352187.34             | 65.9600%                  | 77.4400%                   |
| 2026-02-19 | $6086333670.41            | $7086081380.41             | 65.6400%                  | 76.4300%                   |
| 2026-02-20 | $5658643816.28            | $6658434768.78             | 60.8800%                  | 71.6400%                   |
| 2026-02-23 | $4630681656.80            | $5579473663.67             | 57.4100%                  | 69.1700%                   |
| 2026-02-24 | $4858489424.87            | $5747170213.87             | 59.3700%                  | 70.2300%                   |
| 2026-02-25 | $4612795964.11            | $5700983647.84             | 56.0500%                  | 69.2700%                   |
| 2026-02-26 | $4432055713.69            | $5620201363.67             | 53.5700%                  | 67.9300%                   |
| 2026-02-27 | $4759662683.96            | $6123770805.58             | 55.1700%                  | 70.9800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%             |
| 2026-02-03 | 0.0000%             |
| 2026-02-04 | 0.0000%             |
| 2026-02-05 | 0.0000%             |
| 2026-02-06 | 0.0000%             |
| 2026-02-09 | 0.0000%             |
| 2026-02-10 | 0.0000%             |
| 2026-02-11 | 0.0000%             |
| 2026-02-12 | 0.0000%             |
| 2026-02-13 | 0.0000%             |
| 2026-02-17 | 0.0000%             |
| 2026-02-18 | 0.0000%             |
| 2026-02-19 | 0.0000%             |
| 2026-02-20 | 0.0000%             |
| 2026-02-23 | 0.0000%             |
| 2026-02-24 | 0.0000%             |
| 2026-02-25 | 0.0000%             |
| 2026-02-26 | 0.0000%             |
| 2026-02-27 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.0000                      |
|  |  |
| 2026-02-03 | 0.0000                      |
|  |  |
| 2026-02-04 | 0.0000                      |
|  |  |
| 2026-02-05 | 0.0000                      |
|  |  |
| 2026-02-06 | 0.0000                      |
|  |  |
| 2026-02-09 | 0.0000                      |
|  |  |
| 2026-02-10 | 0.0000                      |
|  |  |
| 2026-02-11 | 0.0000                      |
|  |  |
| 2026-02-12 | 0.0000                      |
|  |  |
| 2026-02-13 | 0.0000                      |
|  |  |
| 2026-02-17 | 0.0000                      |
|  |  |
| 2026-02-18 | 0.0000                      |
|  |  |
| 2026-02-19 | 0.0000                      |
|  |  |
| 2026-02-20 | 0.0000                      |
|  |  |
| 2026-02-23 | 0.0000                      |
|  |  |
| 2026-02-24 | 0.0000                      |
|  |  |
| 2026-02-25 | 0.0000                      |
|  |  |
| 2026-02-26 | 0.0000                      |
|  |  |
| 2026-02-27 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $8627364868.46

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 630747.01

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $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   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO FUNDING USA LLC

- **C.1 - Title:** ABN AMRO FUNDING USA LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084CHK1, C.4 - ISIN: US00084CHK18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73655647.50
- **C.18.a - Value (excl. sponsor support):** $73655647.50
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AMAZON.COM INC

- **C.1 - Title:** AMAZON.COM INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02314QC23, C.4 - ISIN: US02314QC237, C.3 - LEI: ZXTILKJKG63JELOEG630
- **C.18 - Value (incl. sponsor support):** $43886610.50
- **C.18.a - Value (excl. sponsor support):** $43886610.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: ATLANTIC ASSET SECURITIZATION CORP

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UDL3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99462280.00
- **C.18.a - Value (excl. sponsor support):** $99462280.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CJ49, C.4 - ISIN: US05253CJ494, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49048175.00
- **C.18.a - Value (excl. sponsor support):** $49048175.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A3C48, C.4 - ISIN: US0530A3C487, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $174910137.50
- **C.18.a - Value (excl. sponsor support):** $174910137.50
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970UDU9, C.4 - ISIN: US05970UDU97, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $49688335.00
- **C.18.a - Value (excl. sponsor support):** $49688335.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHC9, C.4 - ISIN: US05973RHC97, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $75001567.50
- **C.18.a - Value (excl. sponsor support):** $75001567.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 8: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHJ4, C.4 - ISIN: US05973RHJ41, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $49452012.62
- **C.18.a - Value (excl. sponsor support):** $49452012.62
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: BANK NEW ZEALAND

- **C.1 - Title:** BANK NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QGT0, C.4 - ISIN: US06406QGT04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49237500.00
- **C.18.a - Value (excl. sponsor support):** $49237500.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BARCLAYS CAPITAL INC

- **C.1 - Title:** BARCLAYS CAPITAL INC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743VHD5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49123545.00
- **C.18.a - Value (excl. sponsor support):** $49123545.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RC63, C.4 - ISIN: US06744RC635, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $149893035.00
- **C.18.a - Value (excl. sponsor support):** $149893035.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: BARCLAYS BANK PLC/NY

- **C.1 - Title:** BARCLAYS BANK PLC/NY 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFJ5, C.4 - ISIN: US06745GFJ58, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $50009730.00
- **C.18.a - Value (excl. sponsor support):** $50009730.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MC38, C.4 - ISIN: US06945MC381, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $64973324.00
- **C.18.a - Value (excl. sponsor support):** $64973324.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 14: BNG BANK NV

- **C.1 - Title:** BNG BANK NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657SC37, C.4 - ISIN: US09657SC378, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99959170.00
- **C.18.a - Value (excl. sponsor support):** $99959170.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: BNG BANK NV

- **C.1 - Title:** BNG BANK NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657SCC7, C.4 - ISIN: US09657SCC70, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $74900527.50
- **C.18.a - Value (excl. sponsor support):** $74900527.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BET5, C.4 - ISIN: US12800BET52, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $99092610.00
- **C.18.a - Value (excl. sponsor support):** $99092610.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: CREDIT AGRICOLE CIB NY

- **C.1 - Title:** CREDIT AGRICOLE CIB NY 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XBR4, C.4 - ISIN: US22536XBR44, C.3 - LEI: 1VUV7VQFKUOQSJ21A20
- **C.18 - Value (incl. sponsor support):** $50007360.00
- **C.18.a - Value (excl. sponsor support):** $50007360.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 23305EEE9, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $98867279.15
- **C.18.a - Value (excl. sponsor support):** $98867279.15
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fairway Finance Company LLC

- **C.1 - Title:** Fairway Finance Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WEB1, C.4 - ISIN: US30601WEB19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49622835.00
- **C.18.a - Value (excl. sponsor support):** $49622835.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch, 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 20: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JC32, C.4 - ISIN: US39014JC326, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $49979480.00
- **C.18.a - Value (excl. sponsor support):** $49979480.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 39014JC99, C.4 - ISIN: US39014JC995, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99897220.00
- **C.18.a - Value (excl. sponsor support):** $99897220.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, 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: GOLDMAN SACHS BANK USA/NEW YORK NY

- **C.1 - Title:** GOLDMAN SACHS BANK USA/NEW YORK NY 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLL7, C.4 - ISIN: US40054PLL75, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $100003110.00
- **C.18.a - Value (excl. sponsor support):** $100003110.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: HOME DEPOT INC/THE

- **C.1 - Title:** HOME DEPOT INC/THE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 43707MCH8, C.4 - ISIN: US43707MCH88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149725860.00
- **C.18.a - Value (excl. sponsor support):** $149725860.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RDN4, C.4 - ISIN: US45685RDN44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84526975.00
- **C.18.a - Value (excl. sponsor support):** $84526975.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, 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 25: KBC BANK NV NY

- **C.1 - Title:** KBC BANK NV NY 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDU74, C.4 - ISIN: US4823TDU743, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74195214.10
- **C.18.a - Value (excl. sponsor support):** $74195214.10
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: KBC BANK N.V.

- **C.1 - Title:** KBC BANK N.V. 3.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDV24, C.4 - ISIN: US4823TDV246, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000010.00
- **C.18.a - Value (excl. sponsor support):** $100000010.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RFP8, C.4 - ISIN: US53944RFP82, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $43817786.70
- **C.18.a - Value (excl. sponsor support):** $43817786.70
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UDG1, C.4 - ISIN: US54316UDG13, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $63683411.20
- **C.18.a - Value (excl. sponsor support):** $63683411.20
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, 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: MITSUBISHI UFJ TR&BK NY

- **C.1 - Title:** MITSUBISHI UFJ TR&BK NY 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FFQ2, C.4 - ISIN: US60683FFQ28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75007372.50
- **C.18.a - Value (excl. sponsor support):** $75007372.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 60689QF82, C.4 - ISIN: US60689QF820, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $74213602.50
- **C.18.a - Value (excl. sponsor support):** $74213602.50
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AAW3, C.4 - ISIN: US60701AAW36, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $74199836.76
- **C.18.a - Value (excl. sponsor support):** $74199836.76
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: MIZUHO BANK LTD/NEW YORK NY

- **C.1 - Title:** MIZUHO BANK LTD/NEW YORK NY 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7K1, C.4 - ISIN: US60710T7K19, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $50014155.00
- **C.18.a - Value (excl. sponsor support):** $50014155.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MC54, C.4 - ISIN: US62939MC542, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $99939670.00
- **C.18.a - Value (excl. sponsor support):** $99939670.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 2.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: OVERSEA-CHINESE BANKING

- **C.1 - Title:** OVERSEA-CHINESE BANKING 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKV6, C.4 - ISIN: US69033NKV63, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $75001282.50
- **C.18.a - Value (excl. sponsor support):** $75001282.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 35: 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: 69034BEB2, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $99235510.00
- **C.18.a - Value (excl. sponsor support):** $99235510.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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: 69034BF21, C.4 - ISIN: US69034BF210, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $49507590.00
- **C.18.a - Value (excl. sponsor support):** $49507590.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: SIEMENS CAPITAL CO LLC

- **C.1 - Title:** SIEMENS CAPITAL CO LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UCA0, C.3 - LEI: EOSCVWUER252U910GR08
- **C.18 - Value (incl. sponsor support):** $84906024.00
- **C.18.a - Value (excl. sponsor support):** $84906024.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch, 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 38: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MHB2, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $49150940.00
- **C.18.a - Value (excl. sponsor support):** $49150940.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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: 86564XDD3, C.4 - ISIN: US86564XDD30, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49767290.00
- **C.18.a - Value (excl. sponsor support):** $49767290.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: 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: 86564XDQ4, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $59653566.00
- **C.18.a - Value (excl. sponsor support):** $59653566.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: SUMITOMO MIT/SINGAPORE

- **C.1 - Title:** SUMITOMO MIT/SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XE59, C.4 - ISIN: US86564XE592, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49654170.00
- **C.18.a - Value (excl. sponsor support):** $49654170.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: SUMITOMO MITSUI BANKING CORP/NEW YORK

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP/NEW YORK 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUT5, C.4 - ISIN: US86565GUT56, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $50012700.00
- **C.18.a - Value (excl. sponsor support):** $50012700.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: SUMITOMO MITSUI BANKING CORP

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYV6, C.4 - ISIN: US86565GYV66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75019275.00
- **C.18.a - Value (excl. sponsor support):** $75019275.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 44: TORONTO DOMINION BANK

- **C.1 - Title:** TORONTO DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BET9, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $99071620.00
- **C.18.a - Value (excl. sponsor support):** $99071620.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FC29, C.4 - ISIN: US89152FC297, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $29990778.00
- **C.18.a - Value (excl. sponsor support):** $29990778.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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 46: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.909022%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RKJ5, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $50008055.00
- **C.18.a - Value (excl. sponsor support):** $50008055.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: LMNI47430423
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: ROYAL BANK CANADA TORONTO

- **C.1 - Title:** ROYAL BANK CANADA TORONTO 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47430433
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 49: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.590000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21N/A, C.5 - Other ID: LMNI47430453
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47431373
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 51: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMNI47432613
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 52: SWEDBANK (NEW YORK)

- **C.1 - Title:** SWEDBANK (NEW YORK) 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47432623
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 53: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: LMNI47433423
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 54: NATIONAL BANK OF CANADA MONTREAL

- **C.1 - Title:** NATIONAL BANK OF CANADA MONTREAL 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47433453
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 55: RABOBANK NEDERLAND NV NY

- **C.1 - Title:** RABOBANK NEDERLAND NV NY 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47433463
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 56: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.830000%
- **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: LMRP10423353
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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

**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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ENTERPRISE PRODUCTS OPER | 2067-06-01      | 6.8315%  | 0.0000% | $355000.00         | $360509.28         | Corporate Debt Securities |
| EQUINOR ASA              | 2041-11-23      | 4.2500%  | 0.0000% | $214000.00         | $193821.35         | Corporate Debt Securities |
| FRONTIER CALIFORNIA INC  | 2027-05-15      | 6.7500%  | 0.0000% | $4011000.00        | $4187985.38        | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO     | 2041-09-27      | 3.6514%  | 0.0000% | $2629000.00        | $2641441.79        | Corporate Debt Securities |
| LOUISVILLE GAS & ELEC    | 2045-10-01      | 4.3750%  | 0.0000% | $43000.00          | $37955.80          | Corporate Debt Securities |
| ABBVIE INC               | 2039-11-21      | 4.0500%  | 0.0000% | $5468000.00        | $4999829.84        | Corporate Debt Securities |
| GENERAL ELECTRIC CO      | 2046-12-21      | 3.5415%  | 0.0000% | $3890000.00        | $3860398.07        | Corporate Debt Securities |
| PROCTER & GAMBLE CO/THE  | 2057-11-09      | 3.6215%  | 0.0000% | $759000.00         | $756556.59         | Corporate Debt Securities |
| HCA INC                  | 2028-06-01      | 5.2000%  | 0.0000% | $1792000.00        | $1857895.82        | Corporate Debt Securities |
| INTEL CORP               | 2050-03-25      | 4.7500%  | 0.0000% | $13465000.00       | $11509014.26       | Corporate Debt Securities |
| FRONTIER CALIFORNIA INC  | 2027-05-15      | 6.7500%  | 0.0000% | $5417000.00        | $5635711.38        | Corporate Debt Securities |
| MORGAN STANLEY FIN LLC   | 2061-12-31      | 3.0799%  | 0.0000% | $496000.00         | $482445.59         | Corporate Debt Securities |
| ATHENE HOLDING LTD       | 2054-04-01      | 6.2500%  | 0.0000% | $13594000.00       | $13205037.90       | Corporate Debt Securities |
| SINOPEC GRP OVERSEA 2015 | 2045-04-28      | 4.1000%  | 0.0000% | $226000.00         | $207296.87         | Corporate Debt Securities |
| ENERGY TRANSFER LP       | 2056-01-15      | 6.3000%  | 0.0000% | $12284000.00       | $12503146.56       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2034-10-24      | 6.5610%  | 0.0000% | $7763000.00        | $8830542.53        | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC    | 2029-01-28      | 5.1000%  | 0.0000% | $289000.00         | $287080.56         | Corporate Debt Securities |
| ALPHABET INC             | 2036-02-15      | 4.8000%  | 0.0000% | $3528000.00        | $3582601.68        | Corporate Debt Securities |
| CENCORA INC              | 2030-11-15      | 4.2500%  | 0.0000% | $850000.00         | $853495.86         | Corporate Debt Securities |
| BANCO SANTANDER SA       | 2030-12-03      | 2.7490%  | 0.0000% | $200000.00         | $185012.87         | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2036-09-16      | 5.1000%  | 0.0000% | $25000.00          | $25688.96          | Corporate Debt Securities |
| BOEING CO                | 2059-03-01      | 3.8250%  | 0.0000% | $268000.00         | $193292.32         | Corporate Debt Securities |
| CIGNA GROUP/THE          | 2050-03-15      | 3.4000%  | 0.0000% | $170000.00         | $122865.80         | Corporate Debt Securities |
| CAMDEN PROPERTY TRUST    | 2036-02-28      | 4.9000%  | 0.0000% | $5875000.00        | $5872114.72        | Corporate Debt Securities |
| CITIGROUP INC            | 2035-02-13      | 5.8270%  | 0.0000% | $4899000.00        | $5111156.37        | Corporate Debt Securities |
| COMCAST CORP             | 2053-05-15      | 5.3500%  | 0.0000% | $623000.00         | $582989.90         | Corporate Debt Securities |
| DELL INT LLC / EMC CORP  | 2036-02-15      | 5.1000%  | 0.0000% | $1700000.00        | $1694543.00        | Corporate Debt Securities |
| EQT CORP                 | 2031-01-15      | 4.7500%  | 0.0000% | $255000.00         | $259417.02         | Corporate Debt Securities |
| ENERGY TRANSFER LP       | 2028-02-15      | 5.5500%  | 0.0000% | $6390000.00        | $6589495.80        | Corporate Debt Securities |
| ENTERGY CORP             | 2056-06-15      | 5.8750%  | 0.0000% | $713000.00         | $730084.47         | Corporate Debt Securities |
| FEDEX CORP               | 2029-08-05      | 3.1000%  | 0.0000% | $1445000.00        | $1402277.77        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC    | 2037-01-25      | 6.2000%  | 0.0000% | $27948000.00       | $29998855.29       | Corporate Debt Securities |
| GE VERNOVA INC           | 2036-02-04      | 4.8750%  | 0.0000% | $15788000.00       | $16016051.08       | Corporate Debt Securities |
| GLENCORE FUNDING LLC     | 2027-04-04      | 5.3380%  | 0.0000% | $305000.00         | $315831.69         | Corporate Debt Securities |
| KEYBANK NATIONAL ASSN    | 2033-01-26      | 5.0000%  | 0.0000% | $3599000.00        | $3655812.21        | Corporate Debt Securities |
| LKQ CORP                 | 2028-06-15      | 5.7500%  | 0.0000% | $255000.00         | $265016.40         | Corporate Debt Securities |
| ELI LILLY & CO           | 2065-10-15      | 5.6500%  | 0.0000% | $16304000.00       | $17017277.36       | Corporate Debt Securities |
| LOWE'S COS INC           | 2030-04-15      | 4.5000%  | 0.0000% | $3307000.00        | $3409748.49        | Corporate Debt Securities |
| MACQUARIE BANK LTD       | 2027-07-02      | 4.6069%  | 0.0000% | $21000.00          | $21316.61          | Corporate Debt Securities |
| MCCORMICK & CO           | 2029-02-15      | 4.1500%  | 0.0000% | $17905000.00       | $18050856.12       | Corporate Debt Securities |
| MORGAN STANLEY           | 2031-10-22      | 4.3560%  | 0.0000% | $604000.00         | $613129.46         | Corporate Debt Securities |
| PROSUS NV                | 2027-07-06      | 4.8500%  | 0.0000% | $986000.00         | $998197.64         | Corporate Debt Securities |
| NATIONAL BANK HOLDINGS   | 2036-02-15      | 5.8750%  | 0.0000% | $5999000.00        | $6089651.56        | Corporate Debt Securities |
| NORTH HAVEN PRIVATE INC  | 2030-02-01      | 5.7500%  | 0.0000% | $10000.00          | $9931.13           | Corporate Debt Securities |
| ORACLE CORP              | 2065-09-26      | 6.1000%  | 0.0000% | $2225000.00        | $1999443.10        | Corporate Debt Securities |
| PAYPAL HOLDINGS INC      | 2050-06-01      | 3.2500%  | 0.0000% | $1344000.00        | $962416.75         | Corporate Debt Securities |
| S&P GLOBAL INC           | 2052-03-01      | 3.7000%  | 0.0000% | $322000.00         | $250737.82         | Corporate Debt Securities |
| SHELL FINANCE US INC     | 2045-05-11      | 4.3750%  | 0.0000% | $2182000.00        | $1940435.02        | Corporate Debt Securities |
| 3M COMPANY               | 2048-09-14      | 4.0000%  | 0.0000% | $1764000.00        | $1456219.24        | Corporate Debt Securities |
| TRANSCONT GAS PIPE LINE  | 2056-03-15      | 5.7500%  | 0.0000% | $2216000.00        | $2263517.81        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC   | 2054-04-15      | 5.3750%  | 0.0000% | $413000.00         | $400539.10         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS   | 2041-09-03      | 2.8500%  | 0.0000% | $1066000.00        | $794036.75         | Corporate Debt Securities |
| WACHOVIA BANK NA         | 2039-05-21      | 3.6757%  | 0.0000% | $1302000.00        | $1297042.78        | Corporate Debt Securities |
| WELLS FARGO & COMPANY    | 2046-07-06      | 3.6614%  | 0.0000% | $4640000.00        | $4641988.98        | Corporate Debt Securities |

### Security 57: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.680000%
- **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: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10480693
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2038-05-01      | 6.0000%  | 0.0000% | $233000.00         | $1387.68           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $36999.00          | $122.11            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-04-01      | 4.5000%  | 0.0000% | $209999.00         | $4260.50           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-11-01      | 6.0000%  | 0.0000% | $5000.00           | $9.71              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 6.5000%  | 0.0000% | $421481.00         | $2244.49           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-11-01      | 5.5000%  | 0.0000% | $15000.00          | $125.72            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 6.0000%  | 0.0000% | $5750000.00        | $48636.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-08-01      | 5.5000%  | 0.0000% | $1310376.00        | $21564.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-01-01      | 5.5000%  | 0.0000% | $10000.00          | $165.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 3.0000%  | 0.0000% | $66685.00          | $9321.26           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 4.5000%  | 0.0000% | $1980000.00        | $236175.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 4.0000%  | 0.0000% | $286000.00         | $24914.21          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 2.5000%  | 0.0000% | $60000.00          | $11230.15          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 3.0000%  | 0.0000% | $125000.00         | $25856.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 2.5000%  | 0.0000% | $7564400.00        | $1526281.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $2418740.00        | $685415.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $172.06            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $967000.00         | $620388.82         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $4008.31           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $2980300.00        | $2443739.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $72000.00          | $41830.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 4.5000%  | 0.0000% | $865000.00         | $710393.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 2.5000%  | 0.0000% | $1650000.00        | $1210130.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $40000.00          | $29722.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 3.0000%  | 0.0000% | $200000.00         | $61468.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 2.5000%  | 0.0000% | $10000.00          | $5164.99           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-09-01      | 3.5000%  | 0.0000% | $492000.00         | $184665.79         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $50000.00          | $36399.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $41870592.00       | $27320412.80       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-03-01      | 5.5000%  | 0.0000% | $505000.00         | $7219.89           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $55000.00          | $34125.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $5100000.00        | $3043802.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 4.5000%  | 0.0000% | $60000.00          | $23834.15          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 4.0000%  | 0.0000% | $86000.00          | $13415.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.0000%  | 0.0000% | $25000.00          | $16850.84          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.0000%  | 0.0000% | $21000.00          | $14925.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-12-01      | 3.0000%  | 0.0000% | $45902.00          | $6334.64           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 4.0000%  | 0.0000% | $2040000.00        | $1670309.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-09-01      | 4.0000%  | 0.0000% | $31380000.00       | $4432273.21        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $810000.00         | $721688.04         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $755000.00         | $353723.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $2906872.00        | $1949600.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.0000%  | 0.0000% | $79000.00          | $68259.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.0000%  | 0.0000% | $10000.00          | $6361.53           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $347000.00         | $308017.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $2596996.00        | $2244217.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $100013.00         | $90286.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.0000%  | 0.0000% | $18241000.00       | $14268269.02       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $8790000.00        | $7613992.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 4.5000%  | 0.0000% | $250000.00         | $241116.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 5.0000%  | 0.0000% | $2000.00           | $220.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $17998.00          | $2375.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $793310.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-10-01      | 4.5000%  | 0.0000% | $10000.00          | $79.37             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $15000.00          | $10039.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 2.5000%  | 0.0000% | $1727000.00        | $1027382.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $56000.00          | $38171.72          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $10000.00          | $7581.85           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $450000.00         | $366854.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $27061024.00       | $25380476.30       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $95000.00          | $92179.87          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $398727.00         | $397342.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $19403.89          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 6.0000%  | 0.0000% | $410000.00         | $2830.84           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 3.0000%  | 0.0000% | $1938346.00        | $1466919.66        | Agency Mortgage-Backed Securities |

### Security 58: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.670000%
- **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: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10480703
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.65             | U.S. Treasuries (including strips) |
| Freddie Mac     | 2035-08-01      | 5.0000%  | 0.0000% | $6337392.00        | $101069.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $266.12            | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2056-07-01      | 4.0000%  | 0.0000% | $1024.00           | $337.82            | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2048-05-01      | 4.5000%  | 0.0000% | $6063240.00        | $2303574.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2053-01-01      | 5.5000%  | 0.0000% | $28390912.00       | $23679133.53       | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $702.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $989.91            | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2050-09-01      | 4.0000%  | 0.0000% | $1024.00           | $231.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2049-10-01      | 4.5000%  | 0.0000% | $24799000.00       | $8814730.21        | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2044-11-01      | 4.0000%  | 0.0000% | $20563328.00       | $14314741.69       | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2052-07-01      | 3.0000%  | 0.0000% | $33786560.00       | $26050260.64       | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2055-09-01      | 6.0000%  | 0.0000% | $1042596.00        | $1087931.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2053-06-01      | 6.0000%  | 0.0000% | $1889246.00        | $1675639.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2030-08-01      | 4.5100%  | 0.0000% | $1000.00           | $1029.17           | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2052-08-01      | 5.0000%  | 0.0000% | $15604656.00       | $9021676.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2055-10-01      | 5.5000%  | 0.0000% | $3834880.00        | $3902365.09        | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2052-09-01      | 2.5000%  | 0.0000% | $1986.00           | $1382.11           | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1373.07           | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2032-02-01      | 2.5000%  | 0.0000% | $399999.00         | $59671.32          | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2034-09-01      | 4.4000%  | 0.0000% | $9736000.00        | $9903116.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2054-04-01      | 4.5000%  | 0.0000% | $970890.00         | $896608.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2052-02-01      | 3.0000%  | 0.0000% | $1056.00           | $947.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2043-07-01      | 3.5000%  | 0.0000% | $1024.00           | $455.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2054-03-01      | 6.0000%  | 0.0000% | $2024.00           | $1677.45           | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1020.18           | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2030-08-01      | 2.5000%  | 0.0000% | $3710808.00        | $175032.47         | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2055-02-01      | 5.5000%  | 0.0000% | $2032.00           | $1929.30           | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.96           | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.01           | Agency Mortgage-Backed Securities  |

### Security 59: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.660000%
- **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: LMRP10480723
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 4.6400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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 | 2026-04-15      | 0.1250%  | 0.0000% | $329730300.00      | $408000025.19      | U.S. Treasuries (including strips) |

### Security 60: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: LMRP10480773
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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         |
|:---|:---|:---|:---|:---|:---|:---|
| NEW YORK CITY NY HSG DEV CORP MF HSG REV                    | 2054-11-01      | 4.5500%  | 0.0000% | $2010000.00        | $2004635.53        | Other Instrument |
| ALASKA ST HSG FIN CORP                                      | 2029-06-01      | 5.0000%  | 0.0000% | $1500000.00        | $1569891.67        | Other Instrument |
| ALLEGHENY CNTY PA HGR EDU BLDG AUTH UNIV REVENUE            | 2050-03-01      | 4.5000%  | 0.0000% | $1630000.00        | $1602061.80        | Other Instrument |
| ANAHEIM CA UNION HIGH SCH DIST                              | 2038-08-01      | 3.0000%  | 0.0000% | $1545000.00        | $1514712.85        | Other Instrument |
| BLOOMINGTON MN INDEP SCH DIST#271                           | 2034-02-01      | 5.0000%  | 0.0000% | $1565000.00        | $1821739.99        | Other Instrument |
| BOYS TOWN VLG NE REVENUE                                    | 2055-07-01      | 5.2500%  | 0.0000% | $3300000.00        | $3445838.00        | Other Instrument |
| CALIFORNIA ST                                               | 2038-04-01      | 4.6000%  | 0.0000% | $2930000.00        | $3045663.38        | Other Instrument |
| CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                  | 2027-06-01      | 5.0000%  | 0.0000% | $1870000.00        | $1963096.91        | Other Instrument |
| CHAFFEY CA JT UNION HIGH SCH DIST                           | 2039-08-01      | 3.0000%  | 0.0000% | $1920000.00        | $1893670.40        | Other Instrument |
| COLORADO ST HLTH FACS AUTH REVENUE                          | 2046-11-15      | 4.0000%  | 0.0000% | $1860000.00        | $1757073.80        | Other Instrument |
| DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE             | 2029-11-01      | 5.0000%  | 0.0000% | $1085000.00        | $1200890.06        | Other Instrument |
| DESCHUTES CNTY OR HOSP FACS AUTH HOSP REVENUE               | 2050-01-01      | 3.9850%  | 0.0000% | $3100000.00        | $2494907.56        | Other Instrument |
| EL CAMINO CA CMNTY CLG DIST                                 | 2043-08-01      | 4.0000%  | 0.0000% | $2130000.00        | $2145610.53        | Other Instrument |
| FORNEY TX INDEP SCH DIST                                    | 2055-08-15      | 5.2500%  | 0.0000% | $2285000.00        | $2439214.65        | Other Instrument |
| GEISINGER PA AUTH HLTH SYS REVENUE                          | 2047-02-15      | 4.0000%  | 0.0000% | $3925000.00        | $3572508.83        | Other Instrument |
| GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT | 2030-06-01      | 2.3460%  | 0.0000% | $3000000.00        | $2825863.00        | Other Instrument |
| GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT | 2041-06-01      | 3.7140%  | 0.0000% | $2000000.00        | $1629964.67        | Other Instrument |
| LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                   | 2032-05-15      | 5.0000%  | 0.0000% | $1505000.00        | $1589290.03        | Other Instrument |
| LOS ANGELES CA DEPT OF WTR & PWR WTRWKS REVENUE             | 2037-07-01      | 5.0000%  | 0.0000% | $1310000.00        | $1519767.39        | Other Instrument |
| LOS ANGELES CA UNIF SCH DIST                                | 2038-07-01      | 3.0000%  | 0.0000% | $2885000.00        | $2850658.88        | Other Instrument |
| LOS ANGELES CA UNIF SCH DIST                                | 2033-07-01      | 5.0000%  | 0.0000% | $2165000.00        | $2634129.04        | Other Instrument |
| LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE      | 2050-12-01      | 3.0000%  | 0.0000% | $5000000.00        | $3904233.33        | Other Instrument |
| LOUISVILLE & JEFFERSON CNTY KY MET SWR DIST SWR & DRAIN SYS | 2035-05-15      | 5.0000%  | 0.0000% | $1620000.00        | $1897014.60        | Other Instrument |
| MARYLAND CMNTY DEV ADMIN HSG & CMNTY DEV                    | 2051-03-01      | 4.6000%  | 0.0000% | $1775000.00        | $1814438.53        | Other Instrument |
| MASSACHUSETTS ST                                            | 2049-04-01      | 3.0000%  | 0.0000% | $4310000.00        | $3389628.23        | Other Instrument |
| MEDINA VLY TX INDEP SCH DIST                                | 2060-02-15      | 5.2500%  | 0.0000% | $3385000.00        | $3595276.20        | Other Instrument |
| MIAMI-DADE CNTY FL AVIATION REVENUE                         | 2050-10-01      | 5.0000%  | 0.0000% | $2175000.00        | $2311824.42        | Other Instrument |
| MICHIGAN ST FIN AUTH REVENUE                                | 2050-02-15      | 4.0000%  | 0.0000% | $3625000.00        | $3306410.83        | Other Instrument |
| NEW ORLEANS LA                                              | 2032-12-01      | 5.0000%  | 0.0000% | $2150000.00        | $2454342.06        | Other Instrument |
| NEW YORK NY                                                 | 2042-08-01      | 4.0000%  | 0.0000% | $2700000.00        | $2708529.00        | Other Instrument |
| NEW YORK CITY NY HSG DEV CORP REVENUE                       | 2053-02-01      | 4.8000%  | 0.0000% | $3650000.00        | $3677362.83        | Other Instrument |
| NEW YORK ST MTGE AGY HOMEOWNER MTGE REVENUE                 | 2049-10-01      | 4.5500%  | 0.0000% | $2550000.00        | $2594657.58        | Other Instrument |
| NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT        | 2036-10-01      | 5.0000%  | 0.0000% | $1800000.00        | $2096150.00        | Other Instrument |
| NORTHWEST TX INDEP SCH DIST                                 | 2055-02-15      | 5.2500%  | 0.0000% | $2095000.00        | $2240036.85        | Other Instrument |
| OKLAHOMA ST WTR RESOURCE BRD REVOLVING FUND REVENUE         | 2055-04-01      | 5.0000%  | 0.0000% | $1835000.00        | $1972561.79        | Other Instrument |
| ROYSE CITY TX INDEP SCH DIST                                | 2055-02-15      | 5.2500%  | 0.0000% | $2250000.00        | $2402325.00        | Other Instrument |
| SAN FRANCISCO CA BAY AREA RAPID TRANSIT DIST                | 2037-08-01      | 3.0000%  | 0.0000% | $3000000.00        | $2989910.00        | Other Instrument |
| SAN FRANCISCO CA CITY &CNTY ARPTS COMMN INTL ARPT REV       | 2035-05-01      | 5.0000%  | 0.0000% | $3000000.00        | $3363513.33        | Other Instrument |
| S ESTRN PA TRANSPRTN AUTH                                   | 2052-06-01      | 5.2500%  | 0.0000% | $1555000.00        | $1643000.04        | Other Instrument |
| ST CENTER CA CMNTY CLG DIST                                 | 2039-08-01      | 3.0000%  | 0.0000% | $2600000.00        | $2495367.33        | Other Instrument |
| UNIV OF CALIFORNIA CA REVENUES                              | 2027-05-15      | 1.3160%  | 0.0000% | $3900000.00        | $3810411.80        | Other Instrument |
| UNIV OF CALIFORNIA CA REVENUES                              | 2029-05-15      | 5.0000%  | 0.0000% | $1655000.00        | $1834048.93        | Other Instrument |
| UNIV SYS OF MD AUXILIARY FAC & TUITION REVENUE              | 2056-04-01      | 4.5000%  | 0.0000% | $3675000.00        | $3680255.25        | Other Instrument |
| VIRGINIA ST HSG DEV AUTH                                    | 2050-09-01      | 4.6000%  | 0.0000% | $2250000.00        | $2300330.00        | Other Instrument |

### Security 61: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 3.670000%
- **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: 254900J6B390XMPVLV82, C.5 - Other ID: LMRP10482823
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2036-08-01      | 5.9900%  | 0.0000% | $1022.00           | $3.67              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-01-01      | 6.0910%  | 0.0000% | $4998000.00        | $68235.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-05-01      | 3.5000%  | 0.0000% | $1024.00           | $140.42            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $105.64            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $99.70             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 6.5540%  | 0.0000% | $1006.00           | $15.33             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $139.71            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $1088.00           | $230.01            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 6.0000%  | 0.0000% | $15068780.00       | $10060437.15       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $28480800.00       | $22160384.82       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $631.03            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $689.69            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.0000%  | 0.0000% | $335000.00         | $220779.08         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.5000%  | 0.0000% | $2355456.00        | $1600834.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $900.99            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $41060032.00       | $36809144.23       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-07-01      | 6.3850%  | 0.0000% | $2288000.00        | $97859.09          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $750.73            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-07-01      | 4.2280%  | 0.0000% | $23295328.00       | $23279523.42       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-02-01      | 4.6500%  | 0.0000% | $1000.00           | $1026.21           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $1862046.00        | $1445567.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $4600855.00        | $3376901.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.5000%  | 0.0000% | $5752832.00        | $4458207.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $975.71            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 5.6210%  | 0.0000% | $1000.00           | $170.20            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-07-01      | 3.0000%  | 0.0000% | $1000.00           | $15.40             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 3.5000%  | 0.0000% | $1280.00           | $199.85            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 5.8430%  | 0.0000% | $1000.00           | $28.93             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $849.70            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $923.64            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $934.27            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1903669.00        | $1985260.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.5000%  | 0.0000% | $3980000.00        | $4063359.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $367.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.0000%  | 0.0000% | $8387250.00        | $2697067.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.2570%  | 0.0000% | $1008.00           | $684.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 3.5000%  | 0.0000% | $3160000.00        | $822012.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.0000%  | 0.0000% | $1001.00           | $671.11            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $1317836.00        | $890739.79         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.1720%  | 0.0000% | $1000.00           | $833.97            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 4.5350%  | 0.0000% | $812208.00         | $740271.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 4.5000%  | 0.0000% | $1046282.00        | $777754.56         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $827.03            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-04-01      | 4.7200%  | 0.0000% | $5626000.00        | $5846364.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-07-01      | 4.6200%  | 0.0000% | $22100000.00       | $22726461.34       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-08-01      | 4.4300%  | 0.0000% | $2498990.00        | $2534179.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-05-01      | 4.5300%  | 0.0000% | $17899000.00       | $18418584.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 4.5200%  | 0.0000% | $4792504.00        | $4928776.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 4.2300%  | 0.0000% | $3330200.00        | $3389714.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 4.3300%  | 0.0000% | $27124416.00       | $27767189.31       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $98.74             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $86.98             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $3024000.00        | $565492.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $2673092.00        | $1004171.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $1115.00           | $535.90            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $698.46            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $165360.00         | $138124.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 4.0000%  | 0.0000% | $1005.00           | $121.34            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $932.51            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $1141251.00        | $1111047.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $919.29            | Agency Mortgage-Backed Securities |

### Security 62: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.660000%
- **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: LMRP10482873
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 16.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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 | 2048-11-15      | 3.3750%  | 0.0000% | $50000000.00       | $41297306.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35968577.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-17      | 2.3750%  | 0.0000% | $50000000.00       | $37914364.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $4305100.00        | $4425259.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395544.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395544.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395544.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395544.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395544.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395544.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395544.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $50616366.90       | U.S. Treasuries (including strips) |

### Security 63: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.700000%
- **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: LMRP10482893
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| MERCK SHARP & DOHME CORP                             | 2028-12-01      | 5.9500%  | 0.0000% | $1475000.00        | $1579066.99        | Corporate Debt Securities |
| APPLE INC                                            | 2043-05-04      | 3.8500%  | 0.0000% | $23228000.00       | $20166194.73       | Corporate Debt Securities |
| AUST & NZ BANKING GROUP                              | 2028-12-08      | 4.3015%  | 0.0000% | $4300000.00        | $4354181.67        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK/NY                             | 2028-12-13      | 3.8500%  | 0.0000% | $1940000.00        | $1954347.38        | Corporate Debt Securities |
| NESTLE CAPITAL CORP                                  | 2029-03-12      | 4.6500%  | 0.0000% | $10000000.00       | $10466525.00       | Corporate Debt Securities |
| NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE | 2059-03-15      | 5.0000%  | 0.0000% | $4380000.00        | $4680701.60        | Other Instrument          |
| AMAZON.COM INC                                       | 2028-11-20      | 3.9000%  | 0.0000% | $2000000.00        | $2028956.67        | Corporate Debt Securities |
| ATHENE GLOBAL FUNDING                                | 2031-07-11      | 5.5260%  | 0.0000% | $33000.00          | $34245.45          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN                               | 2051-01-15      | 2.5000%  | 0.0000% | $4571000.00        | $2754606.49        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK/NY                             | 2029-01-10      | 4.7870%  | 0.0000% | $308000.00         | $319124.87         | Corporate Debt Securities |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV           | 2034-11-01      | 5.0000%  | 0.0000% | $18375000.00       | $21748180.42       | Other Instrument          |
| PROTECTIVE LIFE GLOBAL                               | 2030-07-05      | 5.7630%  | 0.0000% | $17582000.00       | $18699763.93       | Corporate Debt Securities |
| TOTALENERGI CAP USA LLC                              | 2031-01-13      | 4.2480%  | 0.0000% | $6468000.00        | $6545176.18        | Corporate Debt Securities |
| WESTPAC NEW ZEALAND LTD                              | 2029-01-29      | 4.1270%  | 0.0000% | $2785000.00        | $2810343.19        | Corporate Debt Securities |
| WESTPAC NEW ZEALAND LTD                              | 2031-01-30      | 4.4344%  | 0.0000% | $7557000.00        | $7593320.92        | Corporate Debt Securities |

### Security 64: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.670000%
- **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: LMRP10483743
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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 | 2050-11-15      | 1.6250%  | 0.0000% | $25226600.00       | $13878093.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $165000000.00      | $137999060.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $52464600.00       | $52122862.38       | U.S. Treasuries (including strips) |

### Security 65: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.670000%
- **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: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10483763
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS        | 2026-08-15      | 0.0000%  | 0.0000% | $22779248.64       | $22398311.26       | U.S. Treasuries (including strips) |
| STRIPS        | 2027-05-15      | 0.0000%  | 0.0000% | $29842387.00       | $28601689.76       | U.S. Treasuries (including strips) |

### Security 66: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.670000%
- **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: LMRP10484243
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $12000.00          | $7793.98           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-10-01      | 2.5000%  | 0.0000% | $1093000.00        | $508976.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.0000%  | 0.0000% | $9000.00           | $6065.64           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $33366272.00       | $27431942.67       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-08-01      | 6.5000%  | 0.0000% | $16207584.00       | $10714210.50       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $9755840.00        | $7498213.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.5000%  | 0.0000% | $10094704.00       | $6509739.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 3.0000%  | 0.0000% | $310000.00         | $195730.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 7.0000%  | 0.0000% | $1095537.00        | $1187118.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2062-03-01      | 5.0000%  | 0.0000% | $16704896.00       | $11964131.34       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.5000%  | 0.0000% | $5651216.00        | $5835801.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.5000%  | 0.0000% | $3194730.00        | $3287595.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $6069504.00        | $5837019.23        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.0000%  | 0.0000% | $1114950.00        | $1133060.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 4.5000%  | 0.0000% | $10088960.00       | $10002508.47       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 5.0000%  | 0.0000% | $1043000.00        | $1057547.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $8762400.00        | $8853740.23        | Agency Mortgage-Backed Securities |

### Security 67: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.660000%
- **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: 1VUV7VQFKUOQSJ21N/A, C.5 - Other ID: LMRP10484253
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 5.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $94012900.00       | $92415043.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.36             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $87777400.00       | $90994388.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $86175600.00       | $89335924.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $95397600.00       | $96955332.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $88061700.00       | $89299122.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |

### Security 68: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.830000%
- **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:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MONDELEZ INTERNATIONAL                           | 2037-08-11      | 7.0000%  | 0.0000% | $288000.00         | $332110.40         | Corporate Debt Securities                         |
| FHLMC Multifamily Structured Pass Through Certs. | 2026-03-25      | 1.3109%  | 0.0000% | $604104.00         | $137.09            | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2026-05-25      | 1.2078%  | 0.0000% | $100022.00         | $143.05            | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2028-05-25      | 0.9033%  | 0.0000% | $100000.00         | $1795.19           | Agency Collateralized Mortgage Obligation         |
| Angel Oak Mortgage Trust                         | 2070-04-25      | 5.5150%  | 0.0000% | $17967018.00       | $15767319.60       | Private Label Collateralized Mortgage Obligations |
| BXMT Ltd                                         | 2043-08-19      | 5.1500%  | 0.0000% | $20000000.00       | $20069700.00       | Private Label Collateralized Mortgage Obligations |
| BINOM Securitization Trust                       | 2057-08-25      | 4.4907%  | 0.0000% | $17504000.00       | $16344889.95       | Private Label Collateralized Mortgage Obligations |
| FS Rialto Issuer Ltd                             | 2044-01-19      | 5.1000%  | 0.0000% | $15013080.00       | $15082265.27       | Private Label Collateralized Mortgage Obligations |
| FHLMC Multifamily Structured Pass Through Certs. | 2030-11-25      | 0.8397%  | 0.0000% | $100000.00         | $3224.84           | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2030-12-25      | 0.7619%  | 0.0000% | $100000.00         | $2987.90           | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2030-12-25      | 0.7136%  | 0.0000% | $26714123.00       | $777611.16         | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2030-12-25      | 0.7136%  | 0.0000% | $2900000.00        | $84414.99          | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2027-12-25      | 0.3565%  | 0.0000% | $166672.00         | $946.91            | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2030-01-25      | 1.1056%  | 0.0000% | $100010.00         | $3465.05           | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2030-05-25      | 1.5626%  | 0.0000% | $24106594.00       | $1330487.12        | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2030-07-25      | 1.4075%  | 0.0000% | $17432285.00       | $864192.89         | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2033-01-25      | 0.3529%  | 0.0000% | $6900000.00        | $167501.85         | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2033-05-25      | 0.2543%  | 0.0000% | $10300000.00       | $201786.50         | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2032-01-25      | 1.1824%  | 0.0000% | $5207624.00        | $265124.92         | Agency Collateralized Mortgage Obligation         |
| Flagstar Mortgage Trust                          | 2051-11-25      | 0.5000%  | 0.0000% | $260922000.00      | $5581222.78        | Private Label Collateralized Mortgage Obligations |
| Onslow Bay Financial LLC                         | 2055-02-25      | 5.4000%  | 0.0000% | $24266000.00       | $17757824.63       | Private Label Collateralized Mortgage Obligations |
| Onslow Bay Financial LLC                         | 2065-07-25      | 5.1430%  | 0.0000% | $17331834.00       | $14793087.59       | Private Label Collateralized Mortgage Obligations |
| PMT Loan Trust                                   | 2056-12-25      | 6.3413%  | 0.0000% | $17743000.00       | $18783382.77       | Private Label Collateralized Mortgage Obligations |
| Wells Fargo Mortgage Backed Securities Trust     | 2051-08-25      | 0.4668%  | 0.0000% | $251784394.00      | $5457502.69        | Private Label Collateralized Mortgage Obligations |

### Security 69: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.830000%
- **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:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BLACK HILLS CORP            | 2026-04-08      | 0.0000%  | 0.0000% | $14961522.00       | $14896199.99       | Corporate Debt Securities |
| FIDELITY NATL INFO SVCS INC | 2026-03-10      | 0.0000%  | 0.0000% | $30991337.00       | $30951885.03       | Corporate Debt Securities |
| FIDELITY NATL INFO SVCS INC | 2026-03-26      | 0.0000%  | 0.0000% | $36220000.00       | $36112064.40       | Corporate Debt Securities |
| FIDELITY NATL INFO SVCS INC | 2026-03-31      | 0.0000%  | 0.0000% | $23121006.00       | $23039851.27       | Corporate Debt Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-03-06

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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