# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001145549-25-050874
**Filing Date:** 2025-8
**Character Count:** 105964
**Document Hash:** 85e2efa18a8f5c4dff35407371945703
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050874.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050874

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**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:** 251193529

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**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:** 14 days

- **WAL:** 19 days

- **Total Value of Portfolio Securities:** $5987096850.16

- **Amortized Cost of Portfolio Securities:** $2739500000.00

- **Cash:** $350056025.91

- **Total Other Assets:** $1613063.60

- **Total Liabilities:** $115296746.41

- **Net Assets of Series:** $6223469193.26

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $1707834894.34            | $2157630169.34             | 53.3200%                  | 67.3700%                   |
| 2025-07-02 | $1577473698.45            | $2102232743.70             | 50.1200%                  | 66.7900%                   |
| 2025-07-03 | $2534254736.21            | $3313452990.75             | 58.4500%                  | 76.4300%                   |
| 2025-07-07 | $2479858834.63            | $3385497502.82             | 56.9200%                  | 77.7000%                   |
| 2025-07-08 | $3182780489.52            | $3957818923.39             | 65.1400%                  | 81.0100%                   |
| 2025-07-09 | $3185919714.31            | $3955897437.39             | 62.3600%                  | 77.4400%                   |
| 2025-07-10 | $2711691095.57            | $3606648217.59             | 55.5200%                  | 73.8400%                   |
| 2025-07-11 | $2567060049.34            | $3375792247.07             | 55.1500%                  | 72.5200%                   |
| 2025-07-14 | $2807562589.35            | $3382466614.35             | 60.2400%                  | 72.5700%                   |
| 2025-07-15 | $2849795599.14            | $3378476632.51             | 59.6700%                  | 70.7400%                   |
| 2025-07-16 | $3752009664.99            | $4455458736.75             | 58.7000%                  | 69.7100%                   |
| 2025-07-17 | $3286042864.43            | $4414240427.08             | 48.6500%                  | 65.3500%                   |
| 2025-07-18 | $2862861621.59            | $4191035193.51             | 43.8200%                  | 64.1500%                   |
| 2025-07-21 | $2981212337.11            | $4205950912.11             | 45.5300%                  | 64.2400%                   |
| 2025-07-22 | $3424466959.88            | $4274280759.88             | 51.7600%                  | 64.6000%                   |
| 2025-07-23 | $2587857006.77            | $3112615121.77             | 47.4400%                  | 57.0600%                   |
| 2025-07-24 | $2593359000.73            | $3677787028.73             | 43.1100%                  | 61.1400%                   |
| 2025-07-25 | $2487632008.37            | $3946916839.87             | 41.0000%                  | 65.0600%                   |
| 2025-07-28 | $2111116979.69            | $3725630810.70             | 36.6900%                  | 64.7400%                   |
| 2025-07-29 | $2448480956.54            | $3703171983.97             | 42.7100%                  | 64.6000%                   |
| 2025-07-30 | $2701902957.44            | $3787024762.60             | 46.3000%                  | 64.8900%                   |
| 2025-07-31 | $3159574474.91            | $4360168373.13             | 49.8500%                  | 68.7900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%             |
| 2025-07-02 | 0.0000%             |
| 2025-07-03 | 0.0000%             |
| 2025-07-07 | 0.0000%             |
| 2025-07-08 | 0.0000%             |
| 2025-07-09 | 0.0000%             |
| 2025-07-10 | 0.0000%             |
| 2025-07-11 | 0.0000%             |
| 2025-07-14 | 0.0000%             |
| 2025-07-15 | 0.0000%             |
| 2025-07-16 | 0.0000%             |
| 2025-07-17 | 0.0000%             |
| 2025-07-18 | 0.0000%             |
| 2025-07-21 | 0.0000%             |
| 2025-07-22 | 0.0000%             |
| 2025-07-23 | 0.0000%             |
| 2025-07-24 | 0.0000%             |
| 2025-07-25 | 0.0000%             |
| 2025-07-28 | 0.0000%             |
| 2025-07-29 | 0.0000%             |
| 2025-07-30 | 0.0000%             |
| 2025-07-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 0.0000                      |
|  |  |
| 2025-07-02 | 0.0000                      |
|  |  |
| 2025-07-03 | 0.0000                      |
|  |  |
| 2025-07-07 | 0.0000                      |
|  |  |
| 2025-07-08 | 0.0000                      |
|  |  |
| 2025-07-09 | 0.0000                      |
|  |  |
| 2025-07-10 | 0.0000                      |
|  |  |
| 2025-07-11 | 0.0000                      |
|  |  |
| 2025-07-14 | 0.0000                      |
|  |  |
| 2025-07-15 | 0.0000                      |
|  |  |
| 2025-07-16 | 0.0000                      |
|  |  |
| 2025-07-17 | 0.0000                      |
|  |  |
| 2025-07-18 | 0.0000                      |
|  |  |
| 2025-07-21 | 0.0000                      |
|  |  |
| 2025-07-22 | 0.0000                      |
|  |  |
| 2025-07-23 | 0.0000                      |
|  |  |
| 2025-07-24 | 0.0000                      |
|  |  |
| 2025-07-25 | 0.0000                      |
|  |  |
| 2025-07-28 | 0.0000                      |
|  |  |
| 2025-07-29 | 0.0000                      |
|  |  |
| 2025-07-30 | 0.0000                      |
|  |  |
| 2025-07-31 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $6223469193.26

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 448995.28

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.0000          |
|  |  |
| 2025-07-02 | 0.0000          |
|  |  |
| 2025-07-03 | 0.0000          |
|  |  |
| 2025-07-07 | 0.0000          |
|  |  |
| 2025-07-08 | 0.0000          |
|  |  |
| 2025-07-09 | 0.0000          |
|  |  |
| 2025-07-10 | 0.0000          |
|  |  |
| 2025-07-11 | 0.0000          |
|  |  |
| 2025-07-14 | 0.0000          |
|  |  |
| 2025-07-15 | 0.0000          |
|  |  |
| 2025-07-16 | 0.0000          |
|  |  |
| 2025-07-17 | 0.0000          |
|  |  |
| 2025-07-18 | 0.0000          |
|  |  |
| 2025-07-21 | 0.0000          |
|  |  |
| 2025-07-22 | 0.0000          |
|  |  |
| 2025-07-23 | 0.0000          |
|  |  |
| 2025-07-24 | 0.0000          |
|  |  |
| 2025-07-25 | 0.0000          |
|  |  |
| 2025-07-28 | 0.0000          |
|  |  |
| 2025-07-29 | 0.0000          |
|  |  |
| 2025-07-30 | 0.0000          |
|  |  |
| 2025-07-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%           |
| 2025-07-02 | 0.0000%           |
| 2025-07-03 | 0.0000%           |
| 2025-07-07 | 0.0000%           |
| 2025-07-08 | 0.0000%           |
| 2025-07-09 | 0.0000%           |
| 2025-07-10 | 0.0000%           |
| 2025-07-11 | 0.0000%           |
| 2025-07-14 | 0.0000%           |
| 2025-07-15 | 0.0000%           |
| 2025-07-16 | 0.0000%           |
| 2025-07-17 | 0.0000%           |
| 2025-07-18 | 0.0000%           |
| 2025-07-21 | 0.0000%           |
| 2025-07-22 | 0.0000%           |
| 2025-07-23 | 0.0000%           |
| 2025-07-24 | 0.0000%           |
| 2025-07-25 | 0.0000%           |
| 2025-07-28 | 0.0000%           |
| 2025-07-29 | 0.0000%           |
| 2025-07-30 | 0.0000%           |
| 2025-07-31 | 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: 00084BVR2, C.4 - ISIN: US00084BVR22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99694750.00
- **C.18.a - Value (excl. sponsor support):** $99694750.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: 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: 00084BW26, C.4 - ISIN: US00084BW261, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29878917.00
- **C.18.a - Value (excl. sponsor support):** $29878917.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 3: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TV10, C.4 - ISIN: US04821TV100, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69991558.00
- **C.18.a - Value (excl. sponsor support):** $69991558.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TX18, C.4 - ISIN: US04821TX189, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49621915.00
- **C.18.a - Value (excl. sponsor support):** $49621915.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDX7, C.4 - ISIN: US05973RDX70, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $5001496.00
- **C.18.a - Value (excl. sponsor support):** $5001496.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QV64, C.4 - ISIN: US06744QV645, C.3 - LEI: 213800UUGANOMFJ9X769, C.5 - Other ID: 06744QV64
- **C.18 - Value (incl. sponsor support):** $99927220.00
- **C.18.a - Value (excl. sponsor support):** $99927220.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 7: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QV72, C.4 - ISIN: US06744QV728, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $79932080.00
- **C.18.a - Value (excl. sponsor support):** $79932080.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LV70, C.4 - ISIN: US06945LV706, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29974683.30
- **C.18.a - Value (excl. sponsor support):** $29974683.30
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: BNG BANK NV

- **C.1 - Title:** BNG BANK NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RV79, C.4 - ISIN: US09657RV792, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $64945907.00
- **C.18.a - Value (excl. sponsor support):** $64945907.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GWQ9, C.4 - ISIN: US12710GWQ99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49665160.00
- **C.18.a - Value (excl. sponsor support):** $49665160.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-24
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963TVT3, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $64786605.00
- **C.18.a - Value (excl. sponsor support):** $64786605.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 12: DBS BANK LTD/SINGAPORE

- **C.1 - Title:** DBS BANK LTD/SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DXM2, C.4 - ISIN: US23305DXM28, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $99004610.00
- **C.18.a - Value (excl. sponsor support):** $99004610.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: EXXON MOBIL CORP

- **C.1 - Title:** EXXON MOBIL CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229AV48, C.4 - ISIN: US30229AV484, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91
- **C.18 - Value (incl. sponsor support):** $97053440.55
- **C.18.a - Value (excl. sponsor support):** $97053440.55
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LVT0, C.4 - ISIN: US38346LVT06, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49835850.00
- **C.18.a - Value (excl. sponsor support):** $49835850.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 15: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HV68, C.4 - ISIN: US39014HV684, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99927360.00
- **C.18.a - Value (excl. sponsor support):** $99927360.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QVM8, C.4 - ISIN: US45685QVM85, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $74810032.50
- **C.18.a - Value (excl. sponsor support):** $74810032.50
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 17: KBC BANK NV

- **C.1 - Title:** KBC BANK NV 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDE64, C.4 - ISIN: US4823TDE648, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999870.00
- **C.18.a - Value (excl. sponsor support):** $99999870.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 18: LVMH MOET HENNESSY LOUIS VUITTON SE

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244LVK7, C.4 - ISIN: US50244LVK78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64851618.00
- **C.18.a - Value (excl. sponsor support):** $64851618.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LLOYDS BANK CORPORATE MARKETS

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53948AV65, C.4 - ISIN: US53948AV655, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $30477844.80
- **C.18.a - Value (excl. sponsor support):** $30477844.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 20: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316TWA6, C.4 - ISIN: US54316TWA68, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $49750525.00
- **C.18.a - Value (excl. sponsor support):** $49750525.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **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 21: 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: 60689PV78, C.4 - ISIN: US60689PV787, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $60598580.93
- **C.18.a - Value (excl. sponsor support):** $60598580.93
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: 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: 60689PWC6, C.4 - ISIN: US60689PWC66, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $49736525.00
- **C.18.a - Value (excl. sponsor support):** $49736525.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 23: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PXF8, C.4 - ISIN: US60689PXF88, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $49534995.00
- **C.18.a - Value (excl. sponsor support):** $49534995.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: NESTLE FINANCE INTERNATIONAL LTD

- **C.1 - Title:** NESTLE FINANCE INTERNATIONAL LTD
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106GVS9, C.4 - ISIN: US64106GVS91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $131587896.00
- **C.18.a - Value (excl. sponsor support):** $131587896.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: NOVARTIS FINANCE CORP

- **C.1 - Title:** NOVARTIS FINANCE CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4V41, C.4 - ISIN: US6698M4V411, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32884260.64
- **C.18.a - Value (excl. sponsor support):** $32884260.64
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: NOVARTIS FINANCE CORP

- **C.1 - Title:** NOVARTIS FINANCE CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4V82, C.4 - ISIN: US6698M4V825, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44956872.00
- **C.18.a - Value (excl. sponsor support):** $44956872.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 27: NOVARTIS FINANCE CORP

- **C.1 - Title:** NOVARTIS FINANCE CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M4W24, C.4 - ISIN: US6698M4W245, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49801815.00
- **C.18.a - Value (excl. sponsor support):** $49801815.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: ONTARIO (PROVINCE OF)

- **C.1 - Title:** ONTARIO (PROVINCE OF)
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323JV85, C.4 - ISIN: US68323JV853, C.3 - LEI: C7PVKCRGLG18EBQGZV36
- **C.18 - Value (incl. sponsor support):** $74928157.50
- **C.18.a - Value (excl. sponsor support):** $74928157.50
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 29: OVERSEA-CHINESE BANKING

- **C.1 - Title:** OVERSEA-CHINESE BANKING 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NHP3, C.4 - ISIN: US69033NHP33, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $74994060.00
- **C.18.a - Value (excl. sponsor support):** $74994060.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: OVERSEA-CHINESE BANKING

- **C.1 - Title:** OVERSEA-CHINESE BANKING
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AVE9, C.4 - ISIN: US69034AVE99, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $74872867.50
- **C.18.a - Value (excl. sponsor support):** $74872867.50
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 31: SANOFI PAPER

- **C.1 - Title:** SANOFI PAPER
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2VU3, C.4 - ISIN: US8010M2VU32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74747467.50
- **C.18.a - Value (excl. sponsor support):** $74747467.50
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 32: SANOFI PAPER

- **C.1 - Title:** SANOFI PAPER
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2XH0, C.4 - ISIN: US8010M2XH03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74296372.50
- **C.18.a - Value (excl. sponsor support):** $74296372.50
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: SIEMENS CAPITAL CO LLC

- **C.1 - Title:** SIEMENS CAPITAL CO LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TVE4, C.4 - ISIN: US82619TVE45, C.3 - LEI: EOSCVWUER252U910GR08
- **C.18 - Value (incl. sponsor support):** $99833440.00
- **C.18.a - Value (excl. sponsor support):** $99833440.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BYM2, C.4 - ISIN: US83369BYM26, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $73959802.50
- **C.18.a - Value (excl. sponsor support):** $73959802.50
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: STANDARD CHARTERED BANK/NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK/NEW YORK 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQZ6, C.4 - ISIN: US85325VQZ66, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $25017462.50
- **C.18.a - Value (excl. sponsor support):** $25017462.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: STATE OF THE NETHERLANDS

- **C.1 - Title:** STATE OF THE NETHERLANDS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85730LV16, C.4 - ISIN: US85730LV169, C.3 - LEI: 254900G14ALGVKORFN62
- **C.18 - Value (incl. sponsor support):** $149982075.00
- **C.18.a - Value (excl. sponsor support):** $149982075.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563GXH0, C.4 - ISIN: US86563GXH00, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49520225.00
- **C.18.a - Value (excl. sponsor support):** $49520225.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TAQ6, C.4 - ISIN: US86564TAQ67, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $50000425.00
- **C.18.a - Value (excl. sponsor support):** $50000425.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 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: 86564YXV9, C.4 - ISIN: US86564YXV90, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $92830091.44
- **C.18.a - Value (excl. sponsor support):** $92830091.44
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EV13, C.4 - ISIN: US89152EV134, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99987960.00
- **C.18.a - Value (excl. sponsor support):** $99987960.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EV70, C.4 - ISIN: US89152EV704, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $79932176.00
- **C.18.a - Value (excl. sponsor support):** $79932176.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 42: UNILEVER FINANCE NETHERLANDS BV

- **C.1 - Title:** UNILEVER FINANCE NETHERLANDS BV
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90478CW86, C.4 - ISIN: US90478CW868, C.3 - LEI: 549300SWJ4YK4LLNT176
- **C.18 - Value (incl. sponsor support):** $99530270.00
- **C.18.a - Value (excl. sponsor support):** $99530270.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **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 43: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.456000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150056856.00
- **C.18.a - Value (excl. sponsor support):** $150056856.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: WALMART INC

- **C.1 - Title:** WALMART INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114EV46, C.4 - ISIN: US93114EV468, C.3 - LEI: Y87794H0US1R65VBXU25
- **C.18 - Value (incl. sponsor support):** $124940475.00
- **C.18.a - Value (excl. sponsor support):** $124940475.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 45: WALMART INC

- **C.1 - Title:** WALMART INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114EVB0, C.4 - ISIN: US93114EVB00, C.3 - LEI: Y87794H0US1R65VBXU25
- **C.18 - Value (incl. sponsor support):** $49934280.00
- **C.18.a - Value (excl. sponsor support):** $49934280.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 46: DBS BANK LTD/SINGAPORE

- **C.1 - Title:** DBS BANK LTD/SINGAPORE 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: LMNI47249133
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47251113
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: SVENSKA HANDELSBANKEN NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN NY 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47251123
- **C.18 - Value (incl. sponsor support):** $124500000.00
- **C.18.a - Value (excl. sponsor support):** $124500000.00
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: LMNI47252193
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: DNB NOR BANK

- **C.1 - Title:** DNB NOR BANK 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47252203
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 2.8100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: NORDEA BANK AB/NEW YORK

- **C.1 - Title:** NORDEA BANK AB/NEW YORK 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47253153
- **C.18 - Value (incl. sponsor support):** $215000000.00
- **C.18.a - Value (excl. sponsor support):** $215000000.00
- **C.19 - Percentage of Net Assets:** 3.4500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: ROYAL BANK CANADA TORONTO

- **C.1 - Title:** ROYAL BANK CANADA TORONTO 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47253163
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: LMNI47254133
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: SKANDINAV ENSKILDA BANK NY

- **C.1 - Title:** SKANDINAV ENSKILDA BANK NY 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47255123
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 2.8100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: NATIONAL BANK OF CANADA MONTREAL

- **C.1 - Title:** NATIONAL BANK OF CANADA MONTREAL 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47255133
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: TORONTO DOMINION BANK TORONTO

- **C.1 - Title:** TORONTO DOMINION BANK TORONTO 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47255173
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: SWEDBANK (NEW YORK)

- **C.1 - Title:** SWEDBANK (NEW YORK) 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47256113
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.530000%
- **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: LMRP10208033
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| INTERFACE INC            | 2028-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1989.15           | Corporate Debt Securities |
| TRINITY ACQUISITION PLC  | 2043-08-15      | 6.1250%  | 0.0000% | $3000.00           | $3062.77           | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST | 2031-11-15      | 8.6250%  | 0.0000% | $1769000.00        | $1919609.71        | Corporate Debt Securities |
| HCA INC                  | 2051-07-15      | 3.5000%  | 0.0000% | $5000.00           | $3283.63           | Corporate Debt Securities |
| JOHNSON CONTROLS INTL PL | 2044-07-02      | 4.6250%  | 0.0000% | $3000.00           | $2591.87           | Corporate Debt Securities |
| ZIFF DAVIS INC           | 2030-10-15      | 4.6250%  | 0.0000% | $2812000.00        | $2645383.53        | Corporate Debt Securities |
| MASCO CORP               | 2029-08-01      | 7.7500%  | 0.0000% | $2000.00           | $2281.00           | Corporate Debt Securities |
| MOHEGAN TRIBAL / MS DIG  | 2031-04-15      | 11.8750% | 0.0000% | $16021000.00       | $17203903.86       | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM COR | 2031-09-15      | 7.8750%  | 0.0000% | $1064000.00        | $1224078.80        | Corporate Debt Securities |
| ONEOK INC                | 2050-03-15      | 4.5000%  | 0.0000% | $3000.00           | $2347.08           | Corporate Debt Securities |
| COLBUN SA                | 2032-01-19      | 3.1500%  | 0.0000% | $2000.00           | $1784.36           | Corporate Debt Securities |
| DUKE ENERGY INDIANA LLC  | 2043-07-15      | 4.9000%  | 0.0000% | $2000.00           | $1822.32           | Corporate Debt Securities |
| ATMOS ENERGY CORP        | 2048-10-01      | 4.3000%  | 0.0000% | $3000.00           | $2508.10           | Corporate Debt Securities |
| UNION PACIFIC CORP       | 2043-04-15      | 4.2500%  | 0.0000% | $2000.00           | $1668.27           | Corporate Debt Securities |
| PARAMOUNT GLOBAL         | 2034-12-15      | 4.8500%  | 0.0000% | $4000.00           | $3399.47           | Corporate Debt Securities |
| ERAC USA FINANCE LLC     | 2037-10-15      | 7.0000%  | 0.0000% | $4000.00           | $4659.58           | Corporate Debt Securities |
| FIRSTENERGY PENN ELECTRI | 2028-04-01      | 5.2000%  | 0.0000% | $4000.00           | $4140.53           | Corporate Debt Securities |
| NEW ALBERTSONS LP        | 2026-06-15      | 7.7500%  | 0.0000% | $1000.00           | $1026.74           | Corporate Debt Securities |
| ALLINA HEALTH SYSTEM     | 2049-04-15      | 3.8870%  | 0.0000% | $3000.00           | $2267.45           | Corporate Debt Securities |
| GENERAL ELECTRIC CO      | 2026-01-05      | 5.5500%  | 0.0000% | $4000.00           | $4010.91           | Corporate Debt Securities |
| ORGANON & CO/ORGANON FOR | 2028-04-30      | 4.1250%  | 0.0000% | $2255000.00        | $2163159.49        | Corporate Debt Securities |
| KOHL'S CORPORATION       | 2033-01-15      | 6.0000%  | 0.0000% | $5000.00           | $3309.58           | Corporate Debt Securities |
| ALLIANCE RES OP/FINANCE  | 2029-06-15      | 8.6250%  | 0.0000% | $3968000.00        | $4240962.03        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2027-10-21      | 1.9480%  | 0.0000% | $5000.00           | $4868.11           | Corporate Debt Securities |
| GLOBAL AIR LEASE CO LTD  | 2027-09-01      | 8.7500%  | 0.0000% | $77767000.00       | $83000351.87       | Corporate Debt Securities |

### Security 59: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.360000%
- **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: LMRP10242803
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $16818000.00       | $18436722.47       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $50000000.00       | $54812470.19       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $50000000.00       | $54812470.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $24659000.00       | $24938337.15       | U.S. Treasuries (including strips) |

### Security 60: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.360000%
- **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: LMRP10243183
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 8.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $50000000.00       | $37174178.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $201772100.00      | $204000000.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $221064300.00      | $219095474.80      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $50000000.00       | $49730429.00       | U.S. Treasuries (including strips) |

### Security 61: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10243193
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED AIRLINES INC      | 2026-04-15      | 4.3750%  | 0.0000% | $10682000.00       | $10755192.47       | Corporate Debt Securities |
| TEGNA INC                | 2026-03-15      | 4.7500%  | 0.0000% | $13196000.00       | $13374072.69       | Corporate Debt Securities |
| TEVA PHARMACEUTICAL INDU | 2027-05-09      | 4.7500%  | 0.0000% | $4073000.00        | $4091888.54        | Corporate Debt Securities |
| LAS VEGAS SANDS CORP     | 2034-08-15      | 6.2000%  | 0.0000% | $11156000.00       | $11746028.45       | Corporate Debt Securities |
| MOHEGAN TRIBAL / MS DIG  | 2031-04-15      | 11.8750% | 0.0000% | $10000000.00       | $10738345.83       | Corporate Debt Securities |
| GEN DIGITAL INC          | 2027-09-30      | 6.7500%  | 0.0000% | $11377000.00       | $11800110.63       | Corporate Debt Securities |
| PRIME SECSRVC BRW/FINANC | 2026-04-15      | 5.7500%  | 0.0000% | $13343000.00       | $13668732.28       | Corporate Debt Securities |
| PRIMO / TRITON WATER HLD | 2029-04-30      | 4.3750%  | 0.0000% | $12194000.00       | $11896313.98       | Corporate Debt Securities |
| FORD MOTOR CREDIT CO LLC | 2026-03-06      | 7.3115%  | 0.0000% | $10285000.00       | $10486985.77       | Corporate Debt Securities |
| FORD MOTOR CREDIT CO LLC | 2035-02-07      | 6.5000%  | 0.0000% | $11646000.00       | $11971893.90       | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC    | 2029-06-15      | 4.7500%  | 0.0000% | $11755000.00       | $11572885.66       | Corporate Debt Securities |
| CARS.COM INC             | 2028-11-01      | 6.3750%  | 0.0000% | $12100000.00       | $12236699.75       | Corporate Debt Securities |
| PARAMOUNT GLOBAL         | 2042-07-01      | 4.8500%  | 0.0000% | $13906000.00       | $11201306.18       | Corporate Debt Securities |
| MATADOR RESOURCES CO     | 2033-04-15      | 6.2500%  | 0.0000% | $11962000.00       | $12081533.61       | Corporate Debt Securities |
| ENTEGRIS INC             | 2029-04-15      | 4.7500%  | 0.0000% | $10439000.00       | $10378204.42       | Corporate Debt Securities |

### Security 62: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP8205703
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| XCEL ENERGY INC          | 2034-03-15      | 5.5000%  | 0.0000% | $100000.00         | $103478.78         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP   | 2026-04-12      | 3.4770%  | 0.0000% | $6359000.00        | $6377256.69        | Corporate Debt Securities                         |
| AES ANDES SA             | 2029-03-15      | 6.3000%  | 0.0000% | $200000.00         | $211197.00         | Corporate Debt Securities                         |
| ALLY FINANCIAL INC       | 2031-11-01      | 8.0000%  | 0.0000% | $66000.00          | $75803.64          | Corporate Debt Securities                         |
| TRAVELERS COS INC        | 2047-05-30      | 4.0000%  | 0.0000% | $839000.00         | $673227.58         | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP    | 2030-06-05      | 1.9500%  | 0.0000% | $45000.00          | $40061.40          | Corporate Debt Securities                         |
| SIEMENS FINANCIERINGSMAT | 2026-08-17      | 6.1250%  | 0.0000% | $8500000.00        | $8893062.43        | Corporate Debt Securities                         |
| SOCIETE GENERALE         | 2029-05-22      | 5.2490%  | 0.0000% | $2058000.00        | $2100281.15        | Corporate Debt Securities                         |
| SONOCO PRODUCTS CO       | 2029-09-01      | 4.6000%  | 0.0000% | $25000.00          | $25349.92          | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC   | 2036-02-18      | 3.2650%  | 0.0000% | $1537000.00        | $1403469.28        | Corporate Debt Securities                         |
| T-MOBILE USA INC         | 2062-09-15      | 5.8000%  | 0.0000% | $110000.00         | $109441.32         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC  | 2032-04-22      | 2.6150%  | 0.0000% | $608000.00         | $544817.40         | Corporate Debt Securities                         |
| GOLUB CAPITAL BDC        | 2029-07-15      | 6.0000%  | 0.0000% | $1102000.00        | $1121105.01        | Corporate Debt Securities                         |
| HA SUSTAINABLE INF CAP   | 2031-01-15      | 6.1500%  | 0.0000% | $3000.00           | $3044.49           | Corporate Debt Securities                         |
| HCA INC                  | 2026-06-15      | 5.2500%  | 0.0000% | $2000.00           | $2015.96           | Corporate Debt Securities                         |
| INTEL CORP               | 2051-08-12      | 3.0500%  | 0.0000% | $340000.00         | $201054.94         | Corporate Debt Securities                         |
| IQVIA INC                | 2029-02-01      | 6.2500%  | 0.0000% | $14000.00          | $15081.08          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2045-06-01      | 4.9500%  | 0.0000% | $13000.00          | $11900.07          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2027-01-29      | 3.9600%  | 0.0000% | $217000.00         | $216483.54         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2045-11-29      | 5.5340%  | 0.0000% | $236000.00         | $238025.06         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2031-01-24      | 5.1400%  | 0.0000% | $2000.00           | $2046.10           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2036-07-23      | 5.5760%  | 0.0000% | $289000.00         | $292823.21         | Corporate Debt Securities                         |
| JACKSON FINANCIAL INC    | 2051-11-23      | 4.0000%  | 0.0000% | $31000.00          | $21176.89          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2500-12-31      | 6.8750%  | 0.0000% | $92000.00          | $97529.97          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2500-12-31      | 6.8750%  | 0.0000% | $131000.00         | $138874.19         | Corporate Debt Securities                         |
| KENVUE INC               | 2033-03-22      | 4.9000%  | 0.0000% | $165000.00         | $169555.38         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO     | 2026-06-01      | 3.0000%  | 0.0000% | $5512000.00        | $5466250.40        | Corporate Debt Securities                         |
| LPL HOLDINGS INC         | 2030-06-15      | 5.1500%  | 0.0000% | $34000.00          | $34575.30          | Corporate Debt Securities                         |
| MARS INC                 | 2027-03-01      | 4.4500%  | 0.0000% | $38000.00          | $38708.01          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP     | 2037-01-29      | 6.1100%  | 0.0000% | $275000.00         | $288881.85         | Corporate Debt Securities                         |
| MORGAN STANLEY           | 2028-07-22      | 3.5910%  | 0.0000% | $6000.00           | $5900.93           | Corporate Debt Securities                         |
| MORGAN STANLEY           | 2027-01-28      | 5.0500%  | 0.0000% | $3000.00           | $3006.72           | Corporate Debt Securities                         |
| MORGAN STANLEY           | 2030-01-16      | 5.1730%  | 0.0000% | $1000.00           | $1022.32           | Corporate Debt Securities                         |
| MORGAN STANLEY PVT BANK  | 2028-07-06      | 4.4660%  | 0.0000% | $2152000.00        | $2154067.12        | Corporate Debt Securities                         |
| MORGAN STANLEY PVT BANK  | 2031-07-18      | 4.7340%  | 0.0000% | $3442000.00        | $3461257.99        | Corporate Debt Securities                         |
| NEW ENGLAND POWER CO     | 2050-10-06      | 2.8070%  | 0.0000% | $957000.00         | $586302.99         | Corporate Debt Securities                         |
| NOMURA HOLDINGS INC      | 2035-06-29      | 5.4910%  | 0.0000% | $408000.00         | $413133.99         | Corporate Debt Securities                         |
| ORACLE CORP              | 2035-08-03      | 5.5000%  | 0.0000% | $100000.00         | $104072.44         | Corporate Debt Securities                         |
| PACIFIC GAS & ELECTRIC   | 2040-08-01      | 3.3000%  | 0.0000% | $150000.00         | $110317.50         | Corporate Debt Securities                         |
| PACIFIC GAS & ELECTRIC   | 2040-07-01      | 4.5000%  | 0.0000% | $11787.00          | $9835.66           | Corporate Debt Securities                         |
| PEPSICO INC              | 2035-02-07      | 5.0000%  | 0.0000% | $2000.00           | $2063.57           | Corporate Debt Securities                         |
| PIONEER NATURAL RESOURCE | 2026-03-29      | 5.1000%  | 0.0000% | $979000.00         | $999493.73         | Corporate Debt Securities                         |
| REGENERON PHARMACEUTICAL | 2030-09-15      | 1.7500%  | 0.0000% | $407000.00         | $355877.18         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC       | 2027-01-28      | 2.3750%  | 0.0000% | $1425000.00        | $1388594.02        | Corporate Debt Securities                         |
| ROLLINS INC              | 2035-02-24      | 5.2500%  | 0.0000% | $1020000.00        | $1041232.15        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES  | 2028-03-15      | 3.7000%  | 0.0000% | $19000.00          | $18759.18          | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP      | 2030-01-15      | 6.1250%  | 0.0000% | $2000.00           | $2011.72           | Corporate Debt Securities                         |
| FLEX LTD                 | 2029-06-15      | 4.8750%  | 0.0000% | $5000.00           | $5048.32           | Corporate Debt Securities                         |
| FLOWERS FOODS INC        | 2055-03-15      | 6.2000%  | 0.0000% | $230000.00         | $230947.86         | Corporate Debt Securities                         |
| ALLY FINANCIAL INC       | 2031-11-01      | 8.0000%  | 0.0000% | $3000.00           | $3458.88           | Corporate Debt Securities                         |
| CITIGROUP INC            | 2028-07-25      | 4.1250%  | 0.0000% | $99000.00          | $98158.25          | Corporate Debt Securities                         |
| DELL INT LLC / EMC CORP  | 2036-07-15      | 8.1000%  | 0.0000% | $84000.00          | $101154.48         | Corporate Debt Securities                         |
| DOMINION ENERGY INC      | 2028-06-01      | 4.2500%  | 0.0000% | $1052000.00        | $1053960.23        | Corporate Debt Securities                         |
| DOW CHEMICAL CO/THE      | 2041-11-15      | 5.2500%  | 0.0000% | $124000.00         | $112625.89         | Corporate Debt Securities                         |
| DOW CHEMICAL CO/THE      | 2054-02-15      | 5.6000%  | 0.0000% | $56000.00          | $50751.80          | Corporate Debt Securities                         |
| EASTERN ENERGY GAS       | 2054-10-15      | 5.6500%  | 0.0000% | $1000.00           | $969.74            | Corporate Debt Securities                         |
| EDISON INTERNATIONAL     | 2029-06-15      | 5.4500%  | 0.0000% | $81000.00          | $80840.75          | Corporate Debt Securities                         |
| EDISON INTERNATIONAL     | 2030-03-15      | 6.2500%  | 0.0000% | $3000.00           | $3108.88           | Corporate Debt Securities                         |
| ENERGY TRANSFER LP       | 2029-04-15      | 5.2500%  | 0.0000% | $111000.00         | $114901.46         | Corporate Debt Securities                         |
| EQUINIX EU 2 FINANCING C | 2034-06-15      | 5.5000%  | 0.0000% | $100000.00         | $102340.78         | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD | 2030-01-15      | 5.1500%  | 0.0000% | $48000.00          | $48451.48          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC      | 2030-05-15      | 2.2500%  | 0.0000% | $1000.00           | $904.86            | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2029-02-15      | 4.3000%  | 0.0000% | $23000.00          | $23144.39          | Corporate Debt Securities                         |
| ENI SPA                  | 2034-05-15      | 5.5000%  | 0.0000% | $639000.00         | $650060.02         | Corporate Debt Securities                         |
| EDISON INTERNATIONAL     | 2032-03-15      | 5.2500%  | 0.0000% | $5000.00           | $4855.22           | Corporate Debt Securities                         |
| HCA INC                  | 2029-06-15      | 4.1250%  | 0.0000% | $40000.00          | $39420.43          | Corporate Debt Securities                         |
| HCA INC                  | 2030-09-01      | 3.5000%  | 0.0000% | $97000.00          | $92831.26          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP     | 2500-12-31      | 6.3000%  | 0.0000% | $2000.00           | $2056.25           | Corporate Debt Securities                         |
| BANK OF MONTREAL         | 2032-12-15      | 3.8030%  | 0.0000% | $2000.00           | $1952.71           | Corporate Debt Securities                         |
| BANK OF MONTREAL         | 2032-12-15      | 3.8030%  | 0.0000% | $18000.00          | $17574.37          | Corporate Debt Securities                         |
| BANK OF NY MELLON CORP   | 2099-12-31      | 4.6250%  | 0.0000% | $1000.00           | $1002.54           | Corporate Debt Securities                         |
| BECTON DICKINSON & CO    | 2044-12-15      | 4.6850%  | 0.0000% | $115000.00         | $100406.08         | Corporate Debt Securities                         |
| BOEING CO                | 2039-03-15      | 6.8750%  | 0.0000% | $4000.00           | $4478.29           | Corporate Debt Securities                         |
| BOEING CO                | 2059-08-01      | 3.9500%  | 0.0000% | $50000.00          | $35319.00          | Corporate Debt Securities                         |
| BROADCOM INC             | 2034-04-15      | 3.4690%  | 0.0000% | $200000.00         | $179704.86         | Corporate Debt Securities                         |
| BROADCOM INC             | 2035-07-15      | 5.2000%  | 0.0000% | $2289000.00        | $2306462.53        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2028-07-22      | 4.9790%  | 0.0000% | $16426000.00       | $16609063.66       | Corporate Debt Securities                         |
| MICROSOFT CORP           | 2025-11-03      | 3.1250%  | 0.0000% | $2088000.00        | $2096579.36        | Corporate Debt Securities                         |
| MICROSOFT CORP           | 2026-08-08      | 2.4000%  | 0.0000% | $27000.00          | $26819.73          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS IN | 2032-03-15      | 3.8000%  | 0.0000% | $17000.00          | $16053.10          | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT | 2050-02-01      | 5.2500%  | 0.0000% | $3000.00           | $2589.90           | Corporate Debt Securities                         |
| AETNA INC                | 2037-12-15      | 6.7500%  | 0.0000% | $6000.00           | $6484.41           | Corporate Debt Securities                         |
| AKER BP ASA              | 2034-10-01      | 5.1250%  | 0.0000% | $3908000.00        | $3813977.32        | Corporate Debt Securities                         |
| AMAZON.COM INC           | 2025-12-01      | 4.6000%  | 0.0000% | $10567000.00       | $10652557.48       | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AM | 2035-03-17      | 5.5000%  | 0.0000% | $500000.00         | $517911.11         | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST LP | 2031-02-01      | 3.3750%  | 0.0000% | $15000.00          | $13672.28          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC          | 2034-03-26      | 5.3000%  | 0.0000% | $740000.00         | $767857.71         | Corporate Debt Securities                         |
| NORTHERN TRUST CORP      | 2079-12-31      | 4.6000%  | 0.0000% | $33000.00          | $33136.73          | Corporate Debt Securities                         |
| RADIAN GROUP INC         | 2029-05-15      | 6.2000%  | 0.0000% | $64000.00          | $67299.13          | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP    | 2099-12-31      | 4.9500%  | 0.0000% | $2000.00           | $2004.68           | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $1000.00           | $992.19            | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP        | 2026-03-25      | 1.3390%  | 0.0000% | $11387000.00       | $11212087.78       | Corporate Debt Securities                         |
| BOEING CO                | 2050-05-01      | 5.8050%  | 0.0000% | $6000.00           | $5849.12           | Corporate Debt Securities                         |
| DUKE ENERGY CORP         | 2054-09-01      | 6.4500%  | 0.0000% | $2000.00           | $2107.31           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC  | 2032-07-21      | 2.3830%  | 0.0000% | $1593000.00        | $1390692.10        | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA   | 2027-05-21      | 5.4140%  | 0.0000% | $11519000.00       | $11708570.74       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2032-11-08      | 2.5450%  | 0.0000% | $225000.00         | $198818.47         | Corporate Debt Securities                         |
| SIEMENS FINANCIERINGSMAT | 2026-03-11      | 1.2000%  | 0.0000% | $3731000.00        | $3676465.22        | Corporate Debt Securities                         |
| TELEFONICA EMISIONES SAU | 2036-06-20      | 7.0450%  | 0.0000% | $1000.00           | $1112.76           | Corporate Debt Securities                         |
| BOEING CO                | 2060-05-01      | 5.9300%  | 0.0000% | $50000.00          | $48519.75          | Corporate Debt Securities                         |
| BUNGE LTD FINANCE CORP   | 2026-08-15      | 3.2500%  | 0.0000% | $513000.00         | $513280.15         | Corporate Debt Securities                         |
| STATE STREET CORP        | 2500-12-31      | 6.7000%  | 0.0000% | $1000.00           | $1040.67           | Corporate Debt Securities                         |
| FMC CORP                 | 2029-10-01      | 3.4500%  | 0.0000% | $40000.00          | $37596.00          | Corporate Debt Securities                         |
| GLENCORE FUNDING LLC     | 2027-10-27      | 3.8750%  | 0.0000% | $598000.00         | $595104.52         | Corporate Debt Securities                         |
| INTEL CORP               | 2032-08-05      | 4.1500%  | 0.0000% | $139000.00         | $133516.30         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $52000.00          | $47864.27          | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY    | 2033-03-02      | 3.3500%  | 0.0000% | $23595000.00       | $21913272.93       | Corporate Debt Securities                         |
| BXMT Ltd                 | 2042-10-20      | 5.9886%  | 0.0000% | $100000.00         | $99447.74          | Private Label Collateralized Mortgage Obligations |

### Security 63: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.530000%
- **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:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| Hertz Vehicle Financing LLC                        | 2029-09-25      | 5.4500%  | 0.0000% | $1000000.00        | $1006888.33        | Asset-Backed Securities   |
| Hertz Vehicle Financing LLC                        | 2031-09-25      | 5.6600%  | 0.0000% | $2000000.00        | $1999990.67        | Asset-Backed Securities   |
| BMW Vehicle Lease Trust                            | 2027-03-25      | 4.9800%  | 0.0000% | $140000.00         | $140465.36         | Asset-Backed Securities   |
| American Credit Acceptance Receivables Trust       | 2029-09-12      | 4.7500%  | 0.0000% | $1950000.00        | $1952203.50        | Asset-Backed Securities   |
| AutoNation Finance Trust 2025-1                    | 2030-12-10      | 5.1900%  | 0.0000% | $1928000.00        | $1952091.32        | Asset-Backed Securities   |
| Carvana Auto Receivables Trust                     | 2031-06-10      | 4.7500%  | 0.0000% | $1500000.00        | $1512308.75        | Asset-Backed Securities   |
| Exeter Automobile Receivables Trust                | 2027-09-15      | 4.7000%  | 0.0000% | $2500000.00        | $1760459.69        | Asset-Backed Securities   |
| Exeter Automobile Receivables Trust                | 2028-04-17      | 6.5800%  | 0.0000% | $499000.00         | $346606.32         | Asset-Backed Securities   |
| Harley-Davidson Motorcycle Trust                   | 2028-07-15      | 4.7100%  | 0.0000% | $1800000.00        | $1806270.00        | Asset-Backed Securities   |
| Hertz Vehicle Financing LLC                        | 2031-09-25      | 6.4000%  | 0.0000% | $1000000.00        | $1008400.67        | Asset-Backed Securities   |
| Hyundai Auto Lease Securitization Trust            | 2029-04-16      | 4.5700%  | 0.0000% | $625000.00         | $628828.19         | Asset-Backed Securities   |
| GLS Auto Receivables Trust                         | 2028-03-15      | 4.7500%  | 0.0000% | $500000.00         | $501330.06         | Asset-Backed Securities   |
| GLS Auto Receivables Trust                         | 2029-01-16      | 4.7500%  | 0.0000% | $625000.00         | $627353.82         | Asset-Backed Securities   |
| GM Financial Consumer Automobile Receivables Trust | 2031-09-16      | 4.5300%  | 0.0000% | $1850000.00        | $1852383.72        | Asset-Backed Securities   |
| SFS Auto Receivables Securitization Trust          | 2028-11-20      | 4.5200%  | 0.0000% | $900000.00         | $901725.40         | Asset-Backed Securities   |
| SFS Auto Receivables Securitization Trust          | 2031-05-20      | 4.5800%  | 0.0000% | $1681000.00        | $1693485.53        | Asset-Backed Securities   |
| SBNA Auto Receivables Trust                        | 2028-12-15      | 5.3200%  | 0.0000% | $1630000.00        | $1266993.05        | Asset-Backed Securities   |
| Toyota Auto Loan Extended Note Trust               | 2034-02-27      | 1.0700%  | 0.0000% | $335000.00         | $328542.32         | Asset-Backed Securities   |
| GLS Auto Select Receivables Trust                  | 2031-09-15      | 4.9400%  | 0.0000% | $1750000.00        | $1745459.14        | Asset-Backed Securities   |
| Toyota Auto Receivables Owner Trust                | 2029-11-15      | 4.3400%  | 0.0000% | $195000.00         | $195920.77         | Asset-Backed Securities   |
| Toyota Auto Receivables Owner Trust                | 2030-06-17      | 4.4900%  | 0.0000% | $450000.00         | $454280.65         | Asset-Backed Securities   |
| Westlake Automobile Receivables Trust              | 2027-09-15      | 4.8500%  | 0.0000% | $1697000.00        | $488113.83         | Asset-Backed Securities   |
| Westlake Automobile Receivables Trust              | 2027-09-15      | 4.8200%  | 0.0000% | $2400000.00        | $1423344.09        | Asset-Backed Securities   |
| Wheels Fleet Lease Funding LLC                     | 2040-05-18      | 4.4100%  | 0.0000% | $2000000.00        | $1996702.00        | Asset-Backed Securities   |
| TOYOTA INDS COML FIN 144A                          | 2025-08-14      | 0.0000%  | 0.0000% | $6699910.00        | $6687796.56        | Corporate Debt Securities |
| GOTHAM FDG CORP                                    | 2025-08-01      | 0.0000%  | 0.0000% | $16070300.00       | $16066427.06       | Corporate Debt Securities |
| FISERV INC                                         | 2025-08-11      | 0.0000%  | 0.0000% | $55000000.00       | $54915960.00       | Corporate Debt Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-08-07

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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