# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-25-309403
**Filing Date:** 2025-12
**Character Count:** 204764
**Document Hash:** 99b1bd85c8a8d88992260fb686e21c92
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-309403.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-309403

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASTER 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:** 251552470

**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):** 2025-11-30

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Liquid Reserve Portfolio

**LEI of Series:** 549300YFP8WIZM5ZX343

**EDGAR Series Identifier:** S000018041

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 14 days

- **WAL:** 20 days

- **Total Value of Portfolio Securities:** $7451864977.38

- **Amortized Cost of Portfolio Securities:** $4826000000.00

- **Cash:** $350154167.27

- **Total Other Assets:** $4875238.09

- **Total Liabilities:** $50294613.74

- **Net Assets of Series:** $7756599769.00

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $8397364399.16            | $10234581336.91            | 70.2000%                  | 85.5600%                   |
| 2025-11-04 | $7548858883.18            | $8768717044.18             | 71.5800%                  | 83.1500%                   |
| 2025-11-05 | $6452542672.99            | $7222422499.99             | 71.6900%                  | 80.2500%                   |
| 2025-11-06 | $6165976166.52            | $7631518553.42             | 65.5300%                  | 81.1100%                   |
| 2025-11-07 | $6087448306.15            | $7588910999.95             | 64.8000%                  | 80.7800%                   |
| 2025-11-10 | $6472866874.09            | $7624639847.69             | 68.3200%                  | 80.4700%                   |
| 2025-11-11 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2025-11-12 | $6321232416.27            | $6870164737.07             | 71.2800%                  | 77.4700%                   |
| 2025-11-13 | $5759418609.97            | $7207904419.17             | 62.5600%                  | 78.2900%                   |
| 2025-11-14 | $5632239275.67            | $7231656380.67             | 60.3500%                  | 77.4900%                   |
| 2025-11-17 | $6058159885.70            | $8032578513.20             | 61.1500%                  | 81.0800%                   |
| 2025-11-18 | $6019561142.09            | $7939082305.59             | 61.6200%                  | 81.2700%                   |
| 2025-11-19 | $5200928727.63            | $6020678793.13             | 66.2500%                  | 76.6900%                   |
| 2025-11-20 | $5396679871.20            | $6476416381.70             | 63.6300%                  | 76.3600%                   |
| 2025-11-21 | $5446814130.50            | $6325891698.73             | 63.6600%                  | 73.9300%                   |
| 2025-11-24 | $4340368368.69            | $5024528578.82             | 59.8300%                  | 69.2700%                   |
| 2025-11-25 | $4582990203.61            | $5182796971.11             | 62.6700%                  | 70.8700%                   |
| 2025-11-26 | $3997859424.18            | $5322349044.18             | 54.7400%                  | 72.8800%                   |
| 2025-11-28 | $4576121494.77            | $5875717544.77             | 58.6200%                  | 75.2600%                   |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 0.0000                      |
|  |  |
| 2025-11-04 | 0.0000                      |
|  |  |
| 2025-11-05 | 0.0000                      |
|  |  |
| 2025-11-06 | 0.0000                      |
|  |  |
| 2025-11-07 | 0.0000                      |
|  |  |
| 2025-11-10 | 0.0000                      |
|  |  |
| 2025-11-11 | 0.0000                      |
|  |  |
| 2025-11-12 | 0.0000                      |
|  |  |
| 2025-11-13 | 0.0000                      |
|  |  |
| 2025-11-14 | 0.0000                      |
|  |  |
| 2025-11-17 | 0.0000                      |
|  |  |
| 2025-11-18 | 0.0000                      |
|  |  |
| 2025-11-19 | 0.0000                      |
|  |  |
| 2025-11-20 | 0.0000                      |
|  |  |
| 2025-11-21 | 0.0000                      |
|  |  |
| 2025-11-24 | 0.0000                      |
|  |  |
| 2025-11-25 | 0.0000                      |
|  |  |
| 2025-11-26 | 0.0000                      |
|  |  |
| 2025-11-28 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $7756599769.00

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 750555.41

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.0000          |
|  |  |
| 2025-11-04 | 0.0000          |
|  |  |
| 2025-11-05 | 0.0000          |
|  |  |
| 2025-11-06 | 0.0000          |
|  |  |
| 2025-11-07 | 0.0000          |
|  |  |
| 2025-11-10 | 0.0000          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 0.0000          |
|  |  |
| 2025-11-13 | 0.0000          |
|  |  |
| 2025-11-14 | 0.0000          |
|  |  |
| 2025-11-17 | 0.0000          |
|  |  |
| 2025-11-18 | 0.0000          |
|  |  |
| 2025-11-19 | 0.0000          |
|  |  |
| 2025-11-20 | 0.0000          |
|  |  |
| 2025-11-21 | 0.0000          |
|  |  |
| 2025-11-24 | 0.0000          |
|  |  |
| 2025-11-25 | 0.0000          |
|  |  |
| 2025-11-26 | 0.0000          |
|  |  |
| 2025-11-28 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

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

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

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

## Part C: Schedule of Portfolio Securities

### Security 1: ASB BANK LTD

- **C.1 - Title:** ASB BANK LTD 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NABX7, C.4 - ISIN: US0020NABX72, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $75016282.50
- **C.18.a - Value (excl. sponsor support):** $75016282.50
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ALPHABET INC.

- **C.1 - Title:** ALPHABET INC.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02079NZ53, C.4 - ISIN: US02079NZ531, C.3 - LEI: 5493006MHB84DD0ZWV18
- **C.18 - Value (incl. sponsor support):** $99924560.00
- **C.18.a - Value (excl. sponsor support):** $99924560.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2Z37, C.4 - ISIN: US0530A2Z373, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $274848530.00
- **C.18.a - Value (excl. sponsor support):** $274848530.00
- **C.19 - Percentage of Net Assets:** 3.5400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970UDU9, C.4 - ISIN: US05970UDU97, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $49182295.00
- **C.18.a - Value (excl. sponsor support):** $49182295.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHC9, C.4 - ISIN: US05973RHC97, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $75011430.00
- **C.18.a - Value (excl. sponsor support):** $75011430.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHJ4, C.4 - ISIN: US05973RHJ41, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $49462777.88
- **C.18.a - Value (excl. sponsor support):** $49462777.88
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QZ11, C.4 - ISIN: US06744QZ117, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $99967140.00
- **C.18.a - Value (excl. sponsor support):** $99967140.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QZ94, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $99878180.00
- **C.18.a - Value (excl. sponsor support):** $99878180.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BARCLAYS BANK PLC/NY

- **C.1 - Title:** BARCLAYS BANK PLC/NY 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFJ5, C.4 - ISIN: US06745GFJ58, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $50001470.00
- **C.18.a - Value (excl. sponsor support):** $50001470.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BARTON CAPITAL LLC

- **C.1 - Title:** BARTON CAPITAL LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZF8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49906030.00
- **C.18.a - Value (excl. sponsor support):** $49906030.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 11: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07645RFH4, C.4 - ISIN: US07645RFH49, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $35003818.50
- **C.18.a - Value (excl. sponsor support):** $35003818.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GZB9, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49928110.00
- **C.18.a - Value (excl. sponsor support):** $49928110.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HBA5, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $44635918.50
- **C.18.a - Value (excl. sponsor support):** $44635918.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, 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 14: DBS BANK LTD/SINGAPOR

- **C.1 - Title:** DBS BANK LTD/SINGAPOR
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DZJ7, C.4 - ISIN: US23305DZJ70, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $49890955.00
- **C.18.a - Value (excl. sponsor support):** $49890955.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: DBS BANK LTD/SINGAPOR

- **C.1 - Title:** DBS BANK LTD/SINGAPOR
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EAM5, C.4 - ISIN: US23305EAM57, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $74560125.00
- **C.18.a - Value (excl. sponsor support):** $74560125.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HZ23, C.4 - ISIN: US39014HZ230, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $49977895.00
- **C.18.a - Value (excl. sponsor support):** $49977895.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 17: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HZ49, C.4 - ISIN: US39014HZ495, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $49966725.00
- **C.18.a - Value (excl. sponsor support):** $49966725.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **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 18: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RDN4, C.4 - ISIN: US45685RDN44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $83676201.50
- **C.18.a - Value (excl. sponsor support):** $83676201.50
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: KBC BANK N.V.

- **C.1 - Title:** KBC BANK N.V. 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDN72, C.4 - ISIN: US4823TDN722, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QAN4, C.4 - ISIN: US60689QAN43, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $49697880.00
- **C.18.a - Value (excl. sponsor support):** $49697880.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: MIZUHO BANK LTD/NEW YORK NY

- **C.1 - Title:** MIZUHO BANK LTD/NEW YORK NY 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7K1, C.4 - ISIN: US60710T7K19, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $50002455.00
- **C.18.a - Value (excl. sponsor support):** $50002455.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MAL3, C.4 - ISIN: US63307MAL37, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $74567422.50
- **C.18.a - Value (excl. sponsor support):** $74567422.50
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: OVERSEA-CHINESE BANKING

- **C.1 - Title:** OVERSEA-CHINESE BANKING 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKR5, C.4 - ISIN: US69033NKR51, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $25000187.50
- **C.18.a - Value (excl. sponsor support):** $25000187.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: OVERSEA-CHINESE BANKING CORP LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORP LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BAN0, C.4 - ISIN: US69034BAN01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $59634666.00
- **C.18.a - Value (excl. sponsor support):** $59634666.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: OVERSEA-CHINESE BANKING

- **C.1 - Title:** OVERSEA-CHINESE BANKING
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BBQ2, C.4 - ISIN: US69034BBQ23, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $49522530.00
- **C.18.a - Value (excl. sponsor support):** $49522530.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WAL4, C.4 - ISIN: US78013WAL46, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $99419400.00
- **C.18.a - Value (excl. sponsor support):** $99419400.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: SANOFI

- **C.1 - Title:** SANOFI
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3BA7, C.4 - ISIN: US8010M3BA70, C.3 - LEI: 549300E9PC51EN656011
- **C.18 - Value (incl. sponsor support):** $74406255.00
- **C.18.a - Value (excl. sponsor support):** $74406255.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, 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: STANDARD CHARTERED BANK/NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK/NEW YORK 4.050000%
- **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):** $25010582.50
- **C.18.a - Value (excl. sponsor support):** $25010582.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563HA67, C.4 - ISIN: US86563HA678, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49789260.00
- **C.18.a - Value (excl. sponsor support):** $49789260.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: SUMITOMO MITSUI TRUST BANK

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TGA5, C.4 - ISIN: US86564TGA51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100009350.00
- **C.18.a - Value (excl. sponsor support):** $100009350.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XDQ4, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $59051580.00
- **C.18.a - Value (excl. sponsor support):** $59051580.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: SUMITOMO MITSUI BANKING CORP/NEW YORK

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP/NEW YORK 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUT5, C.4 - ISIN: US86565GUT56, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $50003535.00
- **C.18.a - Value (excl. sponsor support):** $50003535.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EZ35, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99944740.00
- **C.18.a - Value (excl. sponsor support):** $99944740.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EZ43, C.4 - ISIN: US89152EZ432, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99933600.00
- **C.18.a - Value (excl. sponsor support):** $99933600.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **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 35: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FAC9, C.4 - ISIN: US89152FAC95, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $49754685.00
- **C.18.a - Value (excl. sponsor support):** $49754685.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: 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 36: UNILEVER FINANCE NETHERLANDS

- **C.1 - Title:** UNILEVER FINANCE NETHERLANDS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90478CZF7, C.4 - ISIN: US90478CZF75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99815900.00
- **C.18.a - Value (excl. sponsor support):** $99815900.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 37: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RKJ5, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $49991145.00
- **C.18.a - Value (excl. sponsor support):** $49991145.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LAF7, C.4 - ISIN: US92646LAF76, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $99471360.00
- **C.18.a - Value (excl. sponsor support):** $99471360.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **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 39: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 3.890000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: LMNI47353173
- **C.18 - Value (incl. sponsor support):** $188000000.00
- **C.18.a - Value (excl. sponsor support):** $188000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMNI47354213
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: RABOBANK NEDERLAND NV NY

- **C.1 - Title:** RABOBANK NEDERLAND NV NY 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47355163
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: ROYAL BANK CANADA TORONTO

- **C.1 - Title:** ROYAL BANK CANADA TORONTO 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47356153
- **C.18 - Value (incl. sponsor support):** $188000000.00
- **C.18.a - Value (excl. sponsor support):** $188000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 3.880000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: LMNI47357253
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 3.910000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47358083
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: NATIONAL BANK OF CANADA MONTREAL

- **C.1 - Title:** NATIONAL BANK OF CANADA MONTREAL 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47358163
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 3.5500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10321783
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BANK OF AMERICA CORP     | 2037-01-29      | 6.1100%  | 0.0000% | $444000.00         | $492110.48         | Corporate Debt Securities |
| GEORGIA POWER COMPANY    | 2040-06-01      | 5.4000%  | 0.0000% | $133000.00         | $139729.80         | Corporate Debt Securities |
| BURLINGTN NORTH SANTA FE | 2043-09-01      | 5.1500%  | 0.0000% | $1621000.00        | $1619988.23        | Corporate Debt Securities |
| BARCLAYS PLC             | 2047-01-10      | 4.9500%  | 0.0000% | $356000.00         | $338817.66         | Corporate Debt Securities |
| GREAT-WEST LIFECO FINANC | 2047-06-03      | 4.1500%  | 0.0000% | $175000.00         | $148869.63         | Corporate Debt Securities |
| APOLLO GLOBAL MANAGEMENT | 2054-05-21      | 5.8000%  | 0.0000% | $2907000.00        | $2887487.57        | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO  | 2053-03-02      | 5.7500%  | 0.0000% | $570000.00         | $576450.18         | Corporate Debt Securities |
| BOEING CO                | 2050-02-01      | 3.7500%  | 0.0000% | $26701000.00       | $20176543.90       | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO  | 2054-02-22      | 5.5500%  | 0.0000% | $5262000.00        | $5407073.34        | Corporate Debt Securities |
| DUKE UNIVERSITY          | 2044-10-01      | 2.6820%  | 0.0000% | $1175000.00        | $875617.64         | Corporate Debt Securities |
| PROCTER & GAMBLE CO/THE  | 2057-11-09      | 3.8266%  | 0.0000% | $2919000.00        | $2902798.30        | Corporate Debt Securities |
| ONEOK INC                | 2051-01-15      | 7.1500%  | 0.0000% | $2346000.00        | $2669830.76        | Corporate Debt Securities |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $1477000.00        | $1378538.26        | Corporate Debt Securities |
| VALE OVERSEAS LIMITED    | 2033-06-12      | 6.1250%  | 0.0000% | $390000.00         | $427039.49         | Corporate Debt Securities |
| SEMPRA                   | 2054-10-01      | 6.4000%  | 0.0000% | $883000.00         | $907806.41         | Corporate Debt Securities |
| UPS OF AMERICA INC       | 2049-10-26      | 4.5102%  | 0.0000% | $522000.00         | $520013.73         | Corporate Debt Securities |
| DEERE & COMPANY          | 2055-01-19      | 5.7000%  | 0.0000% | $80000.00          | $86502.00          | Corporate Debt Securities |
| UNITED PARCEL SERVICE    | 2064-12-15      | 3.9994%  | 0.0000% | $2985000.00        | $2980047.98        | Corporate Debt Securities |
| AT&T INC                 | 2045-11-01      | 5.5500%  | 0.0000% | $7172000.00        | $7133964.49        | Corporate Debt Securities |
| AERCAP IRELAND CAP/GLOBA | 2026-10-29      | 2.4500%  | 0.0000% | $15525000.00       | $15317952.56       | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV  | 2030-05-07      | 2.8750%  | 0.0000% | $401000.00         | $379437.06         | Corporate Debt Securities |
| AMERICAN FINANCIAL GROUP | 2035-09-23      | 5.0000%  | 0.0000% | $500000.00         | $496143.89         | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO  | 2054-02-15      | 6.7500%  | 0.0000% | $467000.00         | $532890.20         | Corporate Debt Securities |
| ATHENE HOLDING LTD       | 2054-04-01      | 6.2500%  | 0.0000% | $30673000.00       | $30506931.27       | Corporate Debt Securities |
| ATMOS ENERGY CORP        | 2056-01-15      | 5.4500%  | 0.0000% | $1760000.00        | $1758660.93        | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2040-11-27      | 3.9840%  | 0.0000% | $2542000.00        | $2516886.73        | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2034-04-25      | 5.2880%  | 0.0000% | $398000.00         | $416808.42         | Corporate Debt Securities |
| BANK OF NOVA SCOTIA      | 2025-12-16      | 4.5000%  | 0.0000% | $82000.00          | $83659.68          | Corporate Debt Securities |
| BEIGNET INVESTOR LLC     | 2049-05-30      | 6.5810%  | 0.0000% | $3715000.00        | $4017266.54        | Corporate Debt Securities |
| CISCO SYSTEMS INC        | 2054-02-26      | 5.3000%  | 0.0000% | $12368000.00       | $12326251.13       | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS | 2057-08-18      | 3.8614%  | 0.0000% | $562000.00         | $551430.24         | Corporate Debt Securities |
| CON EDISON CO OF NY INC  | 2055-11-15      | 5.7500%  | 0.0000% | $16600000.00       | $17050648.50       | Corporate Debt Securities |
| EBAY INC                 | 2031-05-10      | 2.6000%  | 0.0000% | $356000.00         | $326872.08         | Corporate Debt Securities |
| ELECTRONIC ARTS INC      | 2051-02-15      | 2.9500%  | 0.0000% | $354000.00         | $336926.68         | Corporate Debt Securities |
| ENERGY TRANSFER LP       | 2054-09-01      | 6.0500%  | 0.0000% | $1361000.00        | $1354536.38        | Corporate Debt Securities |
| ESSENTIAL UTILITIES INC  | 2027-08-15      | 4.8000%  | 0.0000% | $3120000.00        | $3196918.40        | Corporate Debt Securities |
| GATX CORP                | 2054-06-05      | 6.0500%  | 0.0000% | $9980000.00        | $10570552.64       | Corporate Debt Securities |
| GS FINANCE CORP          | 2057-09-28      | 3.9517%  | 0.0000% | $2235000.00        | $2226878.38        | Corporate Debt Securities |
| KENVUE INC               | 2053-03-22      | 5.0500%  | 0.0000% | $768000.00         | $721488.64         | Corporate Debt Securities |
| KEURIG DR PEPPER INC     | 2048-05-25      | 5.0850%  | 0.0000% | $123000.00         | $111213.37         | Corporate Debt Securities |
| LOWE'S COS INC           | 2032-04-01      | 3.7500%  | 0.0000% | $601000.00         | $581580.19         | Corporate Debt Securities |
| MA'ADEN SUKUK LTD        | 2030-02-13      | 5.2500%  | 0.0000% | $255000.00         | $265537.24         | Corporate Debt Securities |
| MCDONALD'S CORP          | 2036-02-13      | 5.0000%  | 0.0000% | $5408000.00        | $5570558.47        | Corporate Debt Securities |
| NORDEA BANK ABP          | 2099-01-01      | 6.7500%  | 0.0000% | $1620000.00        | $1658013.30        | Corporate Debt Securities |
| OCEANFIRST FINANCIAL CP  | 2035-11-15      | 6.3750%  | 0.0000% | $3500000.00        | $3526723.96        | Corporate Debt Securities |
| PROCTER & GAMBLE CO/THE  | 2049-10-26      | 3.7696%  | 0.0000% | $463000.00         | $460469.92         | Corporate Debt Securities |
| PROCTER & GAMBLE CO/THE  | 2075-11-04      | 3.5742%  | 0.0000% | $2200000.00        | $2192094.06        | Corporate Debt Securities |
| SELECTIVE INSURANCE GROU | 2035-04-15      | 5.9000%  | 0.0000% | $2909000.00        | $3075968.52        | Corporate Debt Securities |
| SMURFIT WESTROCK FIN     | 2036-01-15      | 5.1850%  | 0.0000% | $8625000.00        | $8738403.18        | Corporate Debt Securities |
| STIFEL FINANCIAL CORP    | 2030-05-15      | 4.0000%  | 0.0000% | $2813000.00        | $2764882.07        | Corporate Debt Securities |
| SUMMA HEALTH             | 2051-11-15      | 3.5110%  | 0.0000% | $133000.00         | $102981.62         | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH      | 2029-01-15      | 6.0000%  | 0.0000% | $364000.00         | $383006.87         | Corporate Debt Securities |
| TRUST FIBRAUNO           | 2037-01-23      | 8.2500%  | 0.0000% | $705000.00         | $820461.96         | Corporate Debt Securities |
| US BANK NA CINCINNATI    | 2057-02-15      | 3.8134%  | 0.0000% | $8612000.00        | $8524304.59        | Corporate Debt Securities |
| VALE OVERSEAS LIMITED    | 2054-06-28      | 6.4000%  | 0.0000% | $2473000.00        | $2603318.86        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS   | 2039-03-15      | 4.8120%  | 0.0000% | $1408000.00        | $1370558.00        | Corporate Debt Securities |
| WEC ENERGY GROUP INC     | 2056-05-15      | 5.6250%  | 0.0000% | $9857000.00        | $10035879.91       | Corporate Debt Securities |
| WACHOVIA BANK NA         | 2040-03-27      | 4.0017%  | 0.0000% | $1674000.00        | $1672714.06        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL   | 2029-03-16      | 3.8750%  | 0.0000% | $200000.00         | $199290.00         | Corporate Debt Securities |
| ATL TRANSMISION SUR      | 2043-04-30      | 6.8750%  | 0.0000% | $260000.00         | $248663.50         | Corporate Debt Securities |

### Security 47: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10382323
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 16.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $11537300.00       | $11420193.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49492486.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52800204.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52800204.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52800204.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $46683900.00       | $49298389.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52800204.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52800204.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52800204.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52800204.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52800204.70       | U.S. Treasuries (including strips) |

### Security 48: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10383263
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 4.5100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $374627600.00      | $357000135.20      | U.S. Treasuries (including strips) |

### Security 49: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10383273
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 7.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $6784800.00        | $6678510.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $18802600.00       | $14561435.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $8704900.00        | $6823982.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $90243000.00       | $84862039.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $1005200.00        | $668491.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $25000200.00       | $12875433.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $179786000.00      | $171217596.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $9703400.00        | $6938709.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $1746800.00        | $1004083.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $32313400.00       | $27609251.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $10263900.00       | $10443960.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $23382600.00       | $19826645.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $78996500.00       | $79688721.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $15681900.00       | $14859593.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $13866700.00       | $13212048.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $4696600.00        | $4950092.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $82649900.00       | $84779446.54       | U.S. Treasuries (including strips) |

### Security 50: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10384223
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2040-10-01      | 4.5000%  | 0.0000% | $75000.00          | $2741.42           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 4.5000%  | 0.0000% | $2475000.00        | $14831.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.5000%  | 0.0000% | $55000.00          | $459.87            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-09-01      | 4.5000%  | 0.0000% | $850000.00         | $10151.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 6.0000%  | 0.0000% | $5000.00           | $62.12             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $16997.00          | $23.28             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 5.5000%  | 0.0000% | $3800000.00        | $61232.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.0000%  | 0.0000% | $1675000.00        | $22995.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 6.5000%  | 0.0000% | $565000.00         | $6982.13           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-05-01      | 4.5000%  | 0.0000% | $92494.00          | $3594.87           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 5.5000%  | 0.0000% | $3341544.00        | $21370.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 6.0000%  | 0.0000% | $2789000.00        | $41524.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-05-01      | 5.0000%  | 0.0000% | $19154592.00       | $113652.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-08-01      | 5.5000%  | 0.0000% | $1310376.00        | $22496.04          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-02-01      | 4.0000%  | 0.0000% | $741117.00         | $87880.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 4.0000%  | 0.0000% | $398465.00         | $44032.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-04-01      | 4.0000%  | 0.0000% | $145999.00         | $7916.12           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 5.0000%  | 0.0000% | $775000.00         | $8133.17           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-04-01      | 2.5000%  | 0.0000% | $6000.00           | $223.54            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.0000%  | 0.0000% | $500000.00         | $69524.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $6086000.00        | $643631.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.5000%  | 0.0000% | $10922544.00       | $1212603.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 4.5000%  | 0.0000% | $350000.00         | $43426.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-05-01      | 4.0000%  | 0.0000% | $17000.00          | $464.68            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $80179200.00       | $13469166.04       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-10-01      | 3.0000%  | 0.0000% | $314000.00         | $49795.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-03-01      | 4.5000%  | 0.0000% | $24000.00          | $3197.17           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 4.5000%  | 0.0000% | $21000.00          | $2416.53           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 3.0000%  | 0.0000% | $18000.00          | $4109.40           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $350.35            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $41000.00          | $5620.08           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 2.5000%  | 0.0000% | $1202000.00        | $283373.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $292000.00         | $63058.99          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.5000%  | 0.0000% | $87000.00          | $11405.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.5000%  | 0.0000% | $3000000.00        | $423713.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 2.5000%  | 0.0000% | $3543316.00        | $1559810.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $5161736.00        | $2442948.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.5000%  | 0.0000% | $266140.00         | $125883.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.0000%  | 0.0000% | $383000.00         | $237205.13         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.5000%  | 0.0000% | $134000.00         | $18612.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.0000%  | 0.0000% | $7922048.00        | $1447111.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $8333000.00        | $637369.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 4.5000%  | 0.0000% | $153000.00         | $14766.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 2.5000%  | 0.0000% | $75000.00          | $49688.74          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $287200.00         | $227265.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $619856.00         | $479937.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.0000%  | 0.0000% | $217000.00         | $168438.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $6243000.00        | $4646603.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 2.5000%  | 0.0000% | $715000.00         | $462071.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $3107000.00        | $2478635.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $1500000.00        | $36389.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $125000.00         | $78887.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 4.5000%  | 0.0000% | $200000.00         | $67104.79          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $7176000.00        | $5598824.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 4.0000%  | 0.0000% | $1034000.00        | $110857.54         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 3.0000%  | 0.0000% | $18587.00          | $4740.58           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $550000.00         | $446856.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.5000%  | 0.0000% | $87000.00          | $35348.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $20828800.00       | $15849818.72       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $295510.00         | $226726.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $1850000.00        | $1466277.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2023.30           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $34000.00          | $22013.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-10-01      | 6.0000%  | 0.0000% | $11000.00          | $6050.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 4.0000%  | 0.0000% | $1085000.00        | $179578.37         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.0000%  | 0.0000% | $9000.00           | $3949.38           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.5000%  | 0.0000% | $65000.00          | $43323.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $64203.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $3000.00           | $1566.21           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 4.5000%  | 0.0000% | $326000.00         | $287239.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $47000.00          | $32818.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 5.0000%  | 0.0000% | $664000.00         | $427818.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.5000%  | 0.0000% | $213677.00         | $191544.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $73846.45          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $369802.00         | $277397.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.0000%  | 0.0000% | $580000.00         | $507950.22         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $18522272.00       | $15248171.26       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 5.5000%  | 0.0000% | $166000.00         | $15685.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 4.0000%  | 0.0000% | $1187000.00        | $209367.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $4000000.00        | $2277308.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.5000%  | 0.0000% | $42000.00          | $23729.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $828721.00         | $448902.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $30000.00          | $18768.90          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $22363.00          | $15737.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 7.0000%  | 0.0000% | $4012808.00        | $13856.82          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $8465888.00        | $7629392.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 2.5000%  | 0.0000% | $287000.00         | $122089.49         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $8732000.00        | $6332943.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $100000.00         | $47539.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.0000%  | 0.0000% | $55000.00          | $47581.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $20000.00          | $16920.13          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $434231.00         | $318221.96         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.0000%  | 0.0000% | $40000.00          | $37372.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $1500000.00        | $955361.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-01-01      | 6.0000%  | 0.0000% | $133000.00         | $95556.52          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1379.09           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 5.0000%  | 0.0000% | $119658.00         | $19344.29          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $3975000.00        | $1435039.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 4.0000%  | 0.0000% | $4960104.00        | $1783672.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.0000%  | 0.0000% | $93000.00          | $71659.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 6.0000%  | 0.0000% | $576973.00         | $4216.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-06-01      | 5.5000%  | 0.0000% | $340000.00         | $763.46            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $7655840.00        | $6193104.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 4.5000%  | 0.0000% | $74000.00          | $5650.67           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.0000%  | 0.0000% | $35000.00          | $11117.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $131000.00         | $86877.99          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $7980464.00        | $5887305.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 5.0000%  | 0.0000% | $151000.00         | $54839.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.0000%  | 0.0000% | $8301168.00        | $5831160.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 5.0000%  | 0.0000% | $5009.00           | $147.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-03-01      | 5.5000%  | 0.0000% | $505000.00         | $7414.19           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $3270850.00        | $2535659.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $50000.00          | $37490.52          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $400000.00         | $357191.37         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 5.0000%  | 0.0000% | $216000.00         | $193838.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-03-01      | 6.0000%  | 0.0000% | $158264.00         | $662.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $985000.00         | $727304.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $20000.00          | $18819.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $82726.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 5.0000%  | 0.0000% | $7000.00           | $4403.56           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 6.0000%  | 0.0000% | $45000.00          | $26376.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.5000%  | 0.0000% | $4357928.00        | $2857731.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 5.5000%  | 0.0000% | $12000.00          | $8155.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 6.0000%  | 0.0000% | $756520.00         | $551456.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $4599072.00        | $3242850.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 6.0000%  | 0.0000% | $14000.00          | $11897.26          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-01-01      | 5.0000%  | 0.0000% | $250000.00         | $40830.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1014026.00        | $958427.14         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $235947.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-12-01      | 4.0000%  | 0.0000% | $1233012.00        | $180873.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $5100000.00        | $3040796.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 6.0000%  | 0.0000% | $22871328.00       | $71939.61          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4218.85           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 6.0000%  | 0.0000% | $32000.00          | $20669.09          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-07-01      | 4.5000%  | 0.0000% | $305000.00         | $105951.57         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $400000.00         | $314195.36         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $75000.00          | $68284.56          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $32000.00          | $26104.94          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-01-01      | 4.0000%  | 0.0000% | $26000.00          | $5.12              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-03-01      | 3.0000%  | 0.0000% | $1253884.00        | $40266.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-04-01      | 4.0000%  | 0.0000% | $128000.00         | $828.25            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 4.0000%  | 0.0000% | $34000.00          | $386.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-08-01      | 2.0000%  | 0.0000% | $300000.00         | $14119.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-01-01      | 4.0000%  | 0.0000% | $160000.00         | $2366.38           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 4.0000%  | 0.0000% | $233000.00         | $34956.99          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-01-01      | 4.5000%  | 0.0000% | $32768.00          | $9.75              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-01-01      | 3.0000%  | 0.0000% | $430432.00         | $75678.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-12-01      | 6.5000%  | 0.0000% | $14000.00          | $134.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 5.5000%  | 0.0000% | $2250000.00        | $30583.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $2186620.00        | $2235931.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-08-01      | 3.0000%  | 0.0000% | $21000.00          | $5675.24           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-10-01      | 4.0000%  | 0.0000% | $315000.00         | $51447.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-03-01      | 2.0000%  | 0.0000% | $563000.00         | $107491.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-03-01      | 4.0000%  | 0.0000% | $100000.00         | $23911.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $25000.00          | $15335.13          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $25000.00          | $15547.44          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $60950.00          | $50904.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 2.5000%  | 0.0000% | $2445156.00        | $1142733.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 2.5000%  | 0.0000% | $210000.00         | $91426.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.5000%  | 0.0000% | $935000.00         | $458278.46         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $530000.00         | $396206.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $5544000.00        | $4166894.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 5.0000%  | 0.0000% | $15034752.00       | $15421084.99       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.5000%  | 0.0000% | $24146336.00       | $24725413.43       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-12-01      | 3.0000%  | 0.0000% | $292000.00         | $82805.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 4.5000%  | 0.0000% | $60000.00          | $24266.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 3.0000%  | 0.0000% | $1600000.00        | $786496.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $21672000.00       | $13609461.98       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 4.0000%  | 0.0000% | $355000.00         | $233608.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $32010.00          | $21438.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $71519.58          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $125000.00         | $106839.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $1308000.00        | $1230535.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $43000.00          | $32914.15          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $20000.00          | $18577.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $4045170.00        | $3635254.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 3.5000%  | 0.0000% | $61000.00          | $8492.77           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 4.0000%  | 0.0000% | $18000.00          | $2488.82           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 4.0000%  | 0.0000% | $466000.00         | $49823.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 4.0000%  | 0.0000% | $1610000.00        | $244082.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 5.5000%  | 0.0000% | $112000.00         | $69835.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-07-01      | 6.0000%  | 0.0000% | $15000.00          | $8479.73           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-08-01      | 5.5000%  | 0.0000% | $42000.00          | $28316.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.0000%  | 0.0000% | $34000.00          | $27494.14          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.5000%  | 0.0000% | $900000.00         | $659846.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $5357099.00        | $5151144.62        | Agency Mortgage-Backed Securities |

### Security 51: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.950000%
- **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: LMRP10384273
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NCR ATLEOS LLC           | 2029-04-01      | 9.5000%  | 0.0000% | $8300000.00        | $9084446.83        | Corporate Debt Securities |
| 1011778 BC / NEW RED FIN | 2030-10-15      | 4.0000%  | 0.0000% | $8984000.00        | $8587875.48        | Corporate Debt Securities |
| ENTEGRIS INC             | 2029-04-15      | 4.7500%  | 0.0000% | $11750000.00       | $11775774.93       | Corporate Debt Securities |
| ARDAGH GROUP SA          | 2030-12-01      | 9.5000%  | 0.0000% | $9698000.00        | $10435586.78       | Corporate Debt Securities |
| AVIS BUDGET CAR/FINANCE  | 2027-07-15      | 5.7500%  | 0.0000% | $9543000.00        | $9730071.96        | Corporate Debt Securities |
| CARS.COM INC             | 2028-11-01      | 6.3750%  | 0.0000% | $10533000.00       | $10611168.03       | Corporate Debt Securities |
| CITRIX SYSTEMS INC       | 2027-12-01      | 4.5000%  | 0.0000% | $10404000.00       | $9991429.38        | Corporate Debt Securities |
| CIVITAS RESOURCES INC    | 2028-07-01      | 8.3750%  | 0.0000% | $4464000.00        | $4750936.62        | Corporate Debt Securities |
| COGENT COMMS GRP / FIN   | 2027-06-15      | 7.0000%  | 0.0000% | $7500000.00        | $7653783.33        | Corporate Debt Securities |
| DIRECTV FIN LLC/COINC    | 2031-02-15      | 10.0000% | 0.0000% | $8104000.00        | $8259281.64        | Corporate Debt Securities |
| GENESIS ENERGY LP/FIN    | 2032-05-15      | 7.8750%  | 0.0000% | $11736000.00       | $12127909.05       | Corporate Debt Securities |
| HOWDEN UK REFINANCE / US | 2031-02-15      | 7.2500%  | 0.0000% | $7367000.00        | $7708409.29        | Corporate Debt Securities |
| HUNT COS INC             | 2029-04-15      | 5.2500%  | 0.0000% | $8800000.00        | $8654631.33        | Corporate Debt Securities |
| ITT HOLDINGS LLC         | 2029-08-01      | 6.5000%  | 0.0000% | $11425000.00       | $11302009.88       | Corporate Debt Securities |
| JEFFERIES FIN LLC / JFIN | 2028-08-15      | 5.0000%  | 0.0000% | $8150000.00        | $7849962.28        | Corporate Debt Securities |
| LAS VEGAS SANDS CORP     | 2034-08-15      | 6.2000%  | 0.0000% | $10552000.00       | $11307722.52       | Corporate Debt Securities |
| NABORS INDUSTRIES INC    | 2032-11-15      | 7.6250%  | 0.0000% | $10000000.00       | $9713425.00        | Corporate Debt Securities |
| NEPTUNE BIDCO US INC     | 2031-05-15      | 10.3750% | 0.0000% | $9800000.00        | $9941336.42        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP I | 2027-10-15      | 5.5000%  | 0.0000% | $11400000.00       | $11468849.67       | Corporate Debt Securities |
| SABRE GLBL INC           | 2030-07-15      | 11.1250% | 0.0000% | $12000000.00       | $11054410.00       | Corporate Debt Securities |
| WESTERN DIGITAL CORP     | 2029-02-01      | 2.8500%  | 0.0000% | $11056000.00       | $10601957.72       | Corporate Debt Securities |
| WESTERN DIGITAL CORP     | 2032-02-01      | 3.1000%  | 0.0000% | $12208000.00       | $11283793.36       | Corporate Debt Securities |
| WINNEBAGO INDUSTRIES     | 2028-07-15      | 6.2500%  | 0.0000% | $9869000.00        | $10106154.81       | Corporate Debt Securities |

### Security 52: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10385753
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $248042300.00      | $255000005.10      | U.S. Treasuries (including strips) |

### Security 53: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.950000%
- **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: LMRP10386053
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| APPLE INC                | 2043-05-04      | 3.8500%  | 0.0000% | $33637000.00       | $29135584.54       | Corporate Debt Securities |
| CITIGROUP INC            | 2027-09-29      | 4.4500%  | 0.0000% | $5514000.00        | $5580184.85        | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BD | 2032-03-15      | 6.5500%  | 0.0000% | $6555000.00        | $6912522.45        | Corporate Debt Securities |
| ATHENE HOLDING LTD       | 2052-05-15      | 3.4500%  | 0.0000% | $11844000.00       | $7646437.05        | Corporate Debt Securities |
| ATHENE HOLDING LTD       | 2054-04-01      | 6.2500%  | 0.0000% | $5418000.00        | $5388666.04        | Corporate Debt Securities |
| DEERE FUNDING CANADA COR | 2030-10-09      | 4.1500%  | 0.0000% | $2789000.00        | $2808072.89        | Corporate Debt Securities |
| ENERGY TRANSFER LP       | 2054-09-01      | 6.0500%  | 0.0000% | $7000000.00        | $6966755.83        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPER | 2036-01-15      | 5.2000%  | 0.0000% | $6000000.00        | $6302473.33        | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2034-06-01      | 5.3500%  | 0.0000% | $1188000.00        | $1278174.15        | Corporate Debt Securities |
| KENTUCKY UTILITIES CO    | 2055-08-15      | 5.8500%  | 0.0000% | $7000000.00        | $7361637.50        | Corporate Debt Securities |
| MORGAN STANLEY           | 2031-01-15      | 5.2300%  | 0.0000% | $5783000.00        | $6098358.24        | Corporate Debt Securities |
| NEW ENGLAND POWER CO     | 2055-09-08      | 5.8480%  | 0.0000% | $6041000.00        | $6236278.68        | Corporate Debt Securities |
| PROCTER & GAMBLE CO/THE  | 2032-11-03      | 4.1000%  | 0.0000% | $617000.00         | $620342.43         | Corporate Debt Securities |
| TARGA RESOURCES CORP     | 2036-07-30      | 5.4000%  | 0.0000% | $6500000.00        | $6580405.00        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS   | 2055-11-30      | 5.8750%  | 0.0000% | $6000000.00        | $6084496.67        | Corporate Debt Securities |

### Security 54: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10387203
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2036-05-01      | 2.5000%  | 0.0000% | $1375000.00        | $647938.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.0000%  | 0.0000% | $3900960.00        | $296398.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $726110.00         | $480943.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $762118.81         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $76923520.00       | $61810234.34       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $2514175.00        | $1936478.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $153757.81         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $250000.00         | $188952.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.0000%  | 0.0000% | $1400000.00        | $712518.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 3.5000%  | 0.0000% | $174001.00         | $12717.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-12-01      | 5.0000%  | 0.0000% | $706000.00         | $78260.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 7.0000%  | 0.0000% | $215000.00         | $8813.79           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-06-01      | 4.0000%  | 0.0000% | $8800000.00        | $992369.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 7.5000%  | 0.0000% | $1021360.00        | $611851.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 4.5000%  | 0.0000% | $299770.00         | $300954.99         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 7.5000%  | 0.0000% | $1035446.00        | $1104012.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 5.5000%  | 0.0000% | $1068754.00        | $1091230.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $2043876.00        | $439243.46         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $594005.00         | $125668.79         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.0000%  | 0.0000% | $140949.00         | $9341.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.0000%  | 0.0000% | $2857740.00        | $406542.37         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $101777.00         | $74425.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-10-01      | 5.5000%  | 0.0000% | $3240080.00        | $2616141.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2321524.00        | $2417270.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.5000%  | 0.0000% | $244368.00         | $187061.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $329930.00         | $260543.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $2291816.00        | $1914239.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.0000%  | 0.0000% | $18000.00          | $11915.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $750000.00         | $597332.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $2780000.00        | $2831720.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 6.0000%  | 0.0000% | $867166.00         | $423421.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $1300000.00        | $1200711.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $19167488.00       | $17329636.96       | Agency Mortgage-Backed Securities |

### Security 55: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10387213
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $8600.00           | $8119.98           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $48515900.00       | $51009246.02       | U.S. Treasuries (including strips) |

### Security 56: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP8205703
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GTE LLC                                          | 2028-04-15      | 6.9400%  | 0.0000% | $36000.00          | $38310.46          | Corporate Debt Securities                         |
| PFIZER INC                                       | 2039-03-15      | 7.2000%  | 0.0000% | $28000.00          | $34340.60          | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC                          | 2034-04-15      | 5.3750%  | 0.0000% | $9000.00           | $9646.11           | Corporate Debt Securities                         |
| SOUTHERN CAL EDISON                              | 2038-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1052.22           | Corporate Debt Securities                         |
| WYETH LLC                                        | 2036-02-15      | 6.0000%  | 0.0000% | $2000.00           | $2230.33           | Corporate Debt Securities                         |
| EL PASO NATURAL GAS                              | 2032-06-15      | 8.3750%  | 0.0000% | $1000.00           | $1242.11           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                           | 2036-03-15      | 5.8000%  | 0.0000% | $1000.00           | $1090.07           | Corporate Debt Securities                         |
| ALLY FINANCIAL INC                               | 2031-11-01      | 8.0000%  | 0.0000% | $3000.00           | $3432.96           | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                           | 2031-01-15      | 7.5000%  | 0.0000% | $1000.00           | $1161.61           | Corporate Debt Securities                         |
| BAC CAPITAL TRUST XIV                            | 2099-01-01      | 4.6994%  | 0.0000% | $40000.00          | $32949.60          | Corporate Debt Securities                         |
| ALLY FINANCIAL INC                               | 2031-11-01      | 8.0000%  | 0.0000% | $35000.00          | $39911.20          | Corporate Debt Securities                         |
| ALLY FINANCIAL INC                               | 2031-11-01      | 8.0000%  | 0.0000% | $181000.00         | $206397.92         | Corporate Debt Securities                         |
| SOUTHERN CAL EDISON                              | 2029-04-01      | 6.6500%  | 0.0000% | $677000.00         | $721573.12         | Corporate Debt Securities                         |
| SOUTHERN CAL EDISON                              | 2035-07-15      | 5.3500%  | 0.0000% | $83000.00          | $85719.52          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS                           | 2041-11-01      | 4.7500%  | 0.0000% | $431000.00         | $398641.60         | Corporate Debt Securities                         |
| MARATHON PETROLEUM CORP                          | 2041-03-01      | 6.5000%  | 0.0000% | $3000.00           | $3274.02           | Corporate Debt Securities                         |
| TRAVELERS COS INC                                | 2037-06-15      | 6.2500%  | 0.0000% | $65000.00          | $74857.16          | Corporate Debt Securities                         |
| EQUINOR ASA                                      | 2043-05-15      | 3.9500%  | 0.0000% | $1000.00           | $861.17            | Corporate Debt Securities                         |
| AT&T INC                                         | 2042-12-15      | 4.3000%  | 0.0000% | $1000.00           | $881.76            | Corporate Debt Securities                         |
| EQUINOR ASA                                      | 2043-11-08      | 4.8000%  | 0.0000% | $2000.00           | $1910.81           | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP                              | 2037-08-01      | 6.6250%  | 0.0000% | $1000.00           | $1192.35           | Corporate Debt Securities                         |
| SOUTHERN CAL EDISON                              | 2043-10-01      | 4.6500%  | 0.0000% | $1000.00           | $875.23            | Corporate Debt Securities                         |
| VIRGINIA ELEC & POWER CO                         | 2038-11-15      | 8.8750%  | 0.0000% | $1000.00           | $1356.38           | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT                         | 2044-04-01      | 5.4500%  | 0.0000% | $300000.00         | $277697.75         | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                           | 2040-04-15      | 6.3000%  | 0.0000% | $170000.00         | $187184.45         | Corporate Debt Securities                         |
| CON EDISON CO OF NY INC                          | 2044-03-15      | 4.4500%  | 0.0000% | $98000.00          | $87799.53          | Corporate Debt Securities                         |
| LINDE INC/CT                                     | 2042-11-07      | 3.5500%  | 0.0000% | $2000.00           | $1635.26           | Corporate Debt Securities                         |
| WISCONSIN PUBLIC SERVICE                         | 2044-11-01      | 4.7520%  | 0.0000% | $1000.00           | $921.73            | Corporate Debt Securities                         |
| CONTINENTAL RESOURCES                            | 2044-06-01      | 4.9000%  | 0.0000% | $100000.00         | $82903.17          | Corporate Debt Securities                         |
| CONTINENTAL RESOURCES                            | 2044-06-01      | 4.9000%  | 0.0000% | $900000.00         | $746128.50         | Corporate Debt Securities                         |
| BURLINGTN NORTH SANTA FE                         | 2043-09-01      | 5.1500%  | 0.0000% | $383000.00         | $382760.94         | Corporate Debt Securities                         |
| L3HARRIS TECH INC                                | 2035-04-27      | 4.8540%  | 0.0000% | $4000.00           | $4039.60           | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2026-09-08      | 4.3500%  | 0.0000% | $1000.00           | $1012.06           | Corporate Debt Securities                         |
| APPLE INC                                        | 2026-02-23      | 3.2500%  | 0.0000% | $3000.00           | $3020.72           | Corporate Debt Securities                         |
| GILEAD SCIENCES INC                              | 2046-03-01      | 4.7500%  | 0.0000% | $67000.00          | $62920.98          | Corporate Debt Securities                         |
| EXXON MOBIL CORPORATION                          | 2026-03-01      | 3.0430%  | 0.0000% | $8000.00           | $8039.15           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2026-04-01      | 3.3000%  | 0.0000% | $3000.00           | $3008.30           | Corporate Debt Securities                         |
| CAPITAL ONE FINANCIAL CO                         | 2026-07-28      | 3.7500%  | 0.0000% | $14000.00          | $14129.22          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2026-06-15      | 3.2000%  | 0.0000% | $2000.00           | $2019.62           | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2046-05-18      | 4.7500%  | 0.0000% | $300000.00         | $267491.83         | Corporate Debt Securities                         |
| COMCAST CORP                                     | 2046-07-15      | 3.4000%  | 0.0000% | $2000.00           | $1451.42           | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN                          | 2026-09-12      | 2.5000%  | 0.0000% | $1000.00           | $994.66            | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2026-10-21      | 3.2000%  | 0.0000% | $21000.00          | $20914.72          | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2026-10-21      | 3.2000%  | 0.0000% | $208000.00         | $207155.29         | Corporate Debt Securities                         |
| SOCIETE GENERALE                                 | 2026-08-19      | 4.2500%  | 0.0000% | $600000.00         | $605734.50         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                              | 2026-11-30      | 3.7500%  | 0.0000% | $6000.00           | $6108.55           | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO                             | 2046-06-01      | 4.3750%  | 0.0000% | $2081000.00        | $1794259.88        | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                            | 2026-10-23      | 3.0000%  | 0.0000% | $1000.00           | $994.13            | Corporate Debt Securities                         |
| VISA INC                                         | 2025-12-14      | 3.1500%  | 0.0000% | $2000.00           | $2027.54           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH CO/INBEV                          | 2036-02-01      | 4.7000%  | 0.0000% | $1000.00           | $1015.26           | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD                         | 2033-09-08      | 5.2500%  | 0.0000% | $2000.00           | $2113.03           | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HOL                         | 2050-11-15      | 2.8390%  | 0.0000% | $2000.00           | $1309.95           | Corporate Debt Securities                         |
| BP CAP MARKETS AMERICA                           | 2041-06-17      | 3.0600%  | 0.0000% | $1000.00           | $784.92            | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO                          | 2054-02-22      | 5.5500%  | 0.0000% | $2000.00           | $2055.14           | Corporate Debt Securities                         |
| CISCO SYSTEMS INC                                | 2026-02-26      | 4.9000%  | 0.0000% | $4000.00           | $4057.53           | Corporate Debt Securities                         |
| CISCO SYSTEMS INC                                | 2026-02-26      | 4.9000%  | 0.0000% | $419000.00         | $425026.15         | Corporate Debt Securities                         |
| COSTCO WHOLESALE CORP                            | 2030-04-20      | 1.6000%  | 0.0000% | $271000.00         | $246761.46         | Corporate Debt Securities                         |
| ENTERGY LOUISIANA LLC                            | 2041-06-15      | 3.1000%  | 0.0000% | $5000.00           | $3899.68           | Corporate Debt Securities                         |
| EQUINOR ASA                                      | 2026-01-22      | 1.7500%  | 0.0000% | $1000.00           | $1002.60           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2029-10-24      | 6.4840%  | 0.0000% | $1000.00           | $1070.12           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2028-08-23      | 4.4820%  | 0.0000% | $2000.00           | $2037.06           | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA                           | 2027-05-21      | 4.7748%  | 0.0000% | $1000.00           | $1002.64           | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA                           | 2027-05-21      | 4.7748%  | 0.0000% | $3000.00           | $3007.93           | Corporate Debt Securities                         |
| HASBRO INC                                       | 2029-11-19      | 3.9000%  | 0.0000% | $55000.00          | $54105.98          | Corporate Debt Securities                         |
| MASTERCARD INC                                   | 2031-03-15      | 1.9000%  | 0.0000% | $2000.00           | $1805.67           | Corporate Debt Securities                         |
| MEDTRONIC GLOBAL HLDINGS                         | 2033-03-30      | 4.5000%  | 0.0000% | $1704000.00        | $1731008.40        | Corporate Debt Securities                         |
| MERCK & CO INC                                   | 2033-05-17      | 4.5000%  | 0.0000% | $2000.00           | $2037.37           | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES                           | 2079-12-31      | 3.4000%  | 0.0000% | $1000.00           | $977.70            | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES                           | 2079-12-31      | 3.4000%  | 0.0000% | $273000.00         | $266913.31         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                              | 2079-12-31      | 4.0000%  | 0.0000% | $905000.00         | $905096.53         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                              | 2079-12-31      | 4.0000%  | 0.0000% | $686000.00         | $686073.17         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                              | 2079-12-31      | 4.0000%  | 0.0000% | $188000.00         | $188020.05         | Corporate Debt Securities                         |
| SHARP HEALTHCARE                                 | 2050-08-01      | 2.6800%  | 0.0000% | $1000.00           | $642.17            | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO                            | 2044-03-15      | 4.4500%  | 0.0000% | $1000.00           | $892.08            | Corporate Debt Securities                         |
| INTL FLAVOR & FRAGRANCES                         | 2027-10-15      | 1.8320%  | 0.0000% | $68000.00          | $65131.64          | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST LP                         | 2034-10-01      | 6.1500%  | 0.0000% | $570000.00         | $589281.68         | Corporate Debt Securities                         |
| AMGEN INC                                        | 2026-08-19      | 2.6000%  | 0.0000% | $4000.00           | $3990.16           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WOR                         | 2033-08-15      | 6.6250%  | 0.0000% | $1000.00           | $1150.30           | Corporate Debt Securities                         |
| ARES CAPITAL CORP                                | 2029-07-15      | 5.9500%  | 0.0000% | $16000.00          | $16804.83          | Corporate Debt Securities                         |
| ARES FINANCE CO                                  | 2051-06-30      | 4.1250%  | 0.0000% | $449000.00         | $446781.19         | Corporate Debt Securities                         |
| ARES FINANCE CO                                  | 2051-06-30      | 4.1250%  | 0.0000% | $97000.00          | $96520.66          | Corporate Debt Securities                         |
| BGC GROUP INC                                    | 2029-06-10      | 6.6000%  | 0.0000% | $50000.00          | $53741.50          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                             | 2079-12-31      | 6.1250%  | 0.0000% | $41000.00          | $41546.30          | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                              | 2082-10-27      | 8.6250%  | 0.0000% | $1109000.00        | $1182235.12        | Corporate Debt Securities                         |
| CAMPBELLS COMPANY/THE                            | 2029-03-21      | 5.2000%  | 0.0000% | $197000.00         | $204822.43         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO                              | 2045-11-15      | 4.1000%  | 0.0000% | $23000.00          | $19224.33          | Corporate Debt Securities                         |
| COREBRIDGE FINANCIAL INC                         | 2054-09-15      | 6.3750%  | 0.0000% | $572000.00         | $583815.85         | Corporate Debt Securities                         |
| CROWN CASTLE INC                                 | 2031-07-15      | 2.5000%  | 0.0000% | $5000.00           | $4518.88           | Corporate Debt Securities                         |
| ENACT HOLDINGS INC                               | 2029-05-28      | 6.2500%  | 0.0000% | $2000.00           | $2095.82           | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP                              | 2029-01-15      | 7.8750%  | 0.0000% | $595000.00         | $637550.68         | Corporate Debt Securities                         |
| FIRSTENERGY CORP                                 | 2030-09-01      | 2.2500%  | 0.0000% | $1163000.00        | $1061874.24        | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC                              | 2031-11-15      | 2.9000%  | 0.0000% | $13000.00          | $11650.04          | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA                           | 2027-03-18      | 4.8838%  | 0.0000% | $1000.00           | $1010.95           | Corporate Debt Securities                         |
| HCA INC                                          | 2030-09-01      | 3.5000%  | 0.0000% | $510000.00         | $495856.85         | Corporate Debt Securities                         |
| HCA INC                                          | 2028-09-01      | 5.6250%  | 0.0000% | $6000.00           | $6278.12           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2099-01-01      | 6.8750%  | 0.0000% | $1000.00           | $1070.75           | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2099-12-31      | 7.4594%  | 0.0000% | $1000.00           | $1017.65           | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2030-04-18      | 5.6560%  | 0.0000% | $1000.00           | $1052.64           | Corporate Debt Securities                         |
| ORACLE CORP                                      | 2031-03-25      | 2.8750%  | 0.0000% | $429000.00         | $391840.56         | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES                           | 2099-01-01      | 6.2000%  | 0.0000% | $892000.00         | $915943.26         | Corporate Debt Securities                         |
| QUANTA SERVICES INC                              | 2034-08-09      | 5.2500%  | 0.0000% | $272000.00         | $285868.15         | Corporate Debt Securities                         |
| QUANTA SERVICES INC                              | 2034-08-09      | 5.2500%  | 0.0000% | $10000.00          | $10509.86          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC                               | 2030-09-02      | 2.2000%  | 0.0000% | $49000.00          | $44631.43          | Corporate Debt Securities                         |
| SOUTHERN CO                                      | 2051-01-15      | 4.0000%  | 0.0000% | $50000.00          | $50596.89          | Corporate Debt Securities                         |
| UNIVERSAL HEALTH SVCS                            | 2030-10-15      | 2.6500%  | 0.0000% | $713000.00         | $653767.72         | Corporate Debt Securities                         |
| UNIVERSITY OF CHICAGO                            | 2053-10-01      | 4.0030%  | 0.0000% | $1000.00           | $814.27            | Corporate Debt Securities                         |
| WILLIS NORTH AMERICA INC                         | 2049-09-15      | 3.8750%  | 0.0000% | $32000.00          | $24627.76          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO                              | 2079-12-31      | 3.5500%  | 0.0000% | $66000.00          | $65199.24          | Corporate Debt Securities                         |
| BLACKSTONE HOLDINGS FINA                         | 2049-09-10      | 3.5000%  | 0.0000% | $157000.00         | $115568.22         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CRE                           | 2031-01-25      | 6.2500%  | 0.0000% | $241000.00         | $254697.03         | Corporate Debt Securities                         |
| CDW LLC/CDW FINANCE                              | 2031-12-01      | 3.5690%  | 0.0000% | $200000.00         | $190575.52         | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2030-04-01      | 3.7500%  | 0.0000% | $3000.00           | $2949.50           | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA                               | 2099-01-01      | 4.7500%  | 0.0000% | $829000.00         | $802004.77         | Corporate Debt Securities                         |
| CROWN CASTLE INC                                 | 2031-04-01      | 2.1000%  | 0.0000% | $326000.00         | $288651.81         | Corporate Debt Securities                         |
| CROWN CASTLE INC                                 | 2031-04-01      | 2.1000%  | 0.0000% | $82000.00          | $72605.67          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                          | 2031-09-08      | 4.4000%  | 0.0000% | $1000.00           | $1022.98           | Corporate Debt Securities                         |
| FREEPORT-MCMORAN INC                             | 2030-08-01      | 4.6250%  | 0.0000% | $200000.00         | $204152.25         | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES                           | 2079-12-31      | 6.0000%  | 0.0000% | $26000.00          | $26189.97          | Corporate Debt Securities                         |
| PIEDMONT OPERATING PARTN                         | 2030-08-15      | 3.1500%  | 0.0000% | $40000.00          | $37036.50          | Corporate Debt Securities                         |
| SEMPRA                                           | 2054-10-01      | 6.8750%  | 0.0000% | $98000.00          | $101624.57         | Corporate Debt Securities                         |
| SEMPRA                                           | 2055-04-01      | 6.5500%  | 0.0000% | $306000.00         | $313234.10         | Corporate Debt Securities                         |
| TRITON CONTAINER                                 | 2031-06-15      | 3.1500%  | 0.0000% | $549000.00         | $504812.36         | Corporate Debt Securities                         |
| TRUIST FIN CORP                                  | 2099-01-01      | 5.1250%  | 0.0000% | $284000.00         | $288059.74         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AM                          | 2029-12-15      | 6.0000%  | 0.0000% | $4353000.00        | $4586088.64        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT                         | 2048-03-01      | 5.3000%  | 0.0000% | $124000.00         | $109834.03         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT                         | 2048-03-01      | 5.3000%  | 0.0000% | $255000.00         | $225868.38         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT                         | 2048-03-01      | 5.3000%  | 0.0000% | $609000.00         | $539426.82         | Corporate Debt Securities                         |
| ALPEK SA DE CV                                   | 2029-09-18      | 4.2500%  | 0.0000% | $653000.00         | $608219.80         | Corporate Debt Securities                         |
| ALPEK SA DE CV                                   | 2031-02-25      | 3.2500%  | 0.0000% | $1200000.00        | $1009399.00        | Corporate Debt Securities                         |
| CELULOSA ARAUCO CONSTITU                         | 2030-01-29      | 4.2000%  | 0.0000% | $328000.00         | $317934.77         | Corporate Debt Securities                         |
| AMAZON.COM INC                                   | 2025-12-01      | 4.6000%  | 0.0000% | $2210000.00        | $2259982.83        | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                               | 2028-05-15      | 4.9500%  | 0.0000% | $3000.00           | $3054.56           | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC                         | 2033-10-15      | 6.9500%  | 0.0000% | $40000.00          | $44990.86          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2050-04-01      | 4.2500%  | 0.0000% | $300000.00         | $238514.75         | Corporate Debt Securities                         |
| CAPITAL ONE FINANCIAL CO                         | 2036-01-30      | 6.1830%  | 0.0000% | $4000.00           | $4284.19           | Corporate Debt Securities                         |
| COREBRIDGE FINANCIAL INC                         | 2052-12-15      | 6.8750%  | 0.0000% | $56000.00          | $58899.03          | Corporate Debt Securities                         |
| HF SINCLAIR CORP                                 | 2030-10-01      | 4.5000%  | 0.0000% | $100000.00         | $99746.50          | Corporate Debt Securities                         |
| SIXTH STREET LENDING PAR                         | 2030-07-15      | 6.1250%  | 0.0000% | $3541000.00        | $3720983.62        | Corporate Debt Securities                         |
| UNION PACIFIC CORP                               | 2060-03-20      | 3.8390%  | 0.0000% | $1000.00           | $750.48            | Corporate Debt Securities                         |
| UNION PACIFIC CORP                               | 2060-03-20      | 3.8390%  | 0.0000% | $139000.00         | $104316.92         | Corporate Debt Securities                         |
| CHEVRON USA INC                                  | 2027-02-26      | 4.4050%  | 0.0000% | $24000.00          | $24474.65          | Corporate Debt Securities                         |
| DUQUESNE LIGHT HOLDINGS                          | 2027-08-01      | 3.6160%  | 0.0000% | $3000.00           | $2988.31           | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP                              | 2027-07-15      | 3.2500%  | 0.0000% | $105000.00         | $102169.93         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2035-07-23      | 5.3300%  | 0.0000% | $1000.00           | $1057.52           | Corporate Debt Securities                         |
| ELI LILLY & CO                                   | 2026-02-27      | 5.0000%  | 0.0000% | $2000.00           | $2025.26           | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                             | 2033-05-02      | 5.0000%  | 0.0000% | $946000.00         | $982384.21         | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST LP                         | 2031-02-01      | 3.3750%  | 0.0000% | $30000.00          | $27848.66          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                                  | 2034-03-26      | 5.3000%  | 0.0000% | $201000.00         | $211763.10         | Corporate Debt Securities                         |
| FLOWERS FOODS INC                                | 2055-03-15      | 6.2000%  | 0.0000% | $3000.00           | $2933.62           | Corporate Debt Securities                         |
| HF SINCLAIR CORP                                 | 2035-01-15      | 6.2500%  | 0.0000% | $877000.00         | $944029.35         | Corporate Debt Securities                         |
| HA SUSTAINABLE INF CAP                           | 2031-01-15      | 6.1500%  | 0.0000% | $600000.00         | $631577.00         | Corporate Debt Securities                         |
| LPL HOLDINGS INC                                 | 2035-03-15      | 5.6500%  | 0.0000% | $292000.00         | $302811.87         | Corporate Debt Securities                         |
| LPL HOLDINGS INC                                 | 2035-03-15      | 5.6500%  | 0.0000% | $866000.00         | $898065.33         | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2051-03-24      | 5.5970%  | 0.0000% | $1000.00           | $1034.50           | Corporate Debt Securities                         |
| PRES & FELLOWS OF HARVAR                         | 2040-10-15      | 4.8750%  | 0.0000% | $1866000.00        | $1890450.04        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS IN                         | 2032-03-15      | 3.8000%  | 0.0000% | $4000.00           | $3817.06           | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES                          | 2028-03-15      | 3.7000%  | 0.0000% | $19000.00          | $18881.49          | Corporate Debt Securities                         |
| UNIVERSAL HEALTH SVCS                            | 2032-01-15      | 2.6500%  | 0.0000% | $271000.00         | $241962.43         | Corporate Debt Securities                         |
| COREBRIDGE GLOB FUNDING                          | 2029-06-24      | 5.2000%  | 0.0000% | $300000.00         | $315652.33         | Corporate Debt Securities                         |
| ADOBE INC                                        | 2034-04-04      | 4.9500%  | 0.0000% | $3000.00           | $3142.90           | Corporate Debt Securities                         |
| AERCAP IRELAND CAP/GLOBA                         | 2034-01-19      | 5.3000%  | 0.0000% | $597000.00         | $626200.26         | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES                           | 2026-09-24      | 4.2120%  | 0.0000% | $2000.00           | $2021.00           | Corporate Debt Securities                         |
| AETNA INC                                        | 2047-08-15      | 3.8750%  | 0.0000% | $497000.00         | $385143.59         | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC                         | 2027-09-09      | 4.2000%  | 0.0000% | $3000.00           | $3036.26           | Corporate Debt Securities                         |
| AIR LEASE CORP                                   | 2026-08-15      | 1.8750%  | 0.0000% | $2000.00           | $1977.17           | Corporate Debt Securities                         |
| ALPHABET INC                                     | 2050-08-15      | 2.0500%  | 0.0000% | $4611000.00        | $2645124.49        | Corporate Debt Securities                         |
| ALPHABET INC                                     | 2032-11-15      | 4.3750%  | 0.0000% | $2000.00           | $2032.61           | Corporate Debt Securities                         |
| AMAZON.COM INC                                   | 2030-06-03      | 1.5000%  | 0.0000% | $18000.00          | $16387.77          | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AM                         | 2035-03-17      | 5.5000%  | 0.0000% | $186000.00         | $195014.90         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO                              | 2029-05-03      | 4.0500%  | 0.0000% | $8000.00           | $8077.06           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO                              | 2033-07-20      | 4.9180%  | 0.0000% | $2000.00           | $2084.29           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO                              | 2033-07-20      | 4.9180%  | 0.0000% | $197000.00         | $205302.20         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC                              | 2026-10-30      | 4.5000%  | 0.0000% | $1000.00           | $1007.66           | Corporate Debt Securities                         |
| AON CORP/AON GLOBAL HOLD                         | 2033-02-28      | 5.3500%  | 0.0000% | $56000.00          | $59281.88          | Corporate Debt Securities                         |
| APACHE CORP                                      | 2030-01-15      | 4.2500%  | 0.0000% | $2000.00           | $1992.68           | Corporate Debt Securities                         |
| APACHE CORP                                      | 2049-07-01      | 5.3500%  | 0.0000% | $10000.00          | $8637.86           | Corporate Debt Securities                         |
| APA CORP                                         | 2055-02-15      | 6.7500%  | 0.0000% | $40000.00          | $41244.90          | Corporate Debt Securities                         |
| APA CORP                                         | 2040-09-01      | 5.1000%  | 0.0000% | $1584000.00        | $1430692.56        | Corporate Debt Securities                         |
| APPLOVIN CORP                                    | 2034-12-01      | 5.5000%  | 0.0000% | $241000.00         | $255971.32         | Corporate Debt Securities                         |
| ARES CAPITAL CORP                                | 2031-11-15      | 3.2000%  | 0.0000% | $4000.00           | $3548.94           | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FU                         | 2030-09-09      | 5.8000%  | 0.0000% | $37000.00          | $37834.64          | Corporate Debt Securities                         |
| ASCENSION HEALTH                                 | 2035-11-15      | 4.9230%  | 0.0000% | $2000.00           | $2036.42           | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC                          | 2029-02-26      | 4.8500%  | 0.0000% | $2000.00           | $2082.61           | Corporate Debt Securities                         |
| ATHENE HOLDING LTD                               | 2034-01-15      | 5.8750%  | 0.0000% | $105000.00         | $111182.91         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD                               | 2054-04-01      | 6.2500%  | 0.0000% | $330000.00         | $328213.32         | Corporate Debt Securities                         |
| AVIATION CAPITAL GROUP                           | 2030-04-10      | 5.1250%  | 0.0000% | $50000.00          | $51239.67          | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD                         | 2026-01-15      | 5.5000%  | 0.0000% | $464000.00         | $473804.06         | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD                         | 2030-05-30      | 5.3750%  | 0.0000% | $44000.00          | $46443.16          | Corporate Debt Securities                         |
| BAT CAPITAL CORP                                 | 2034-02-20      | 6.0000%  | 0.0000% | $2000.00           | $2188.47           | Corporate Debt Securities                         |
| BMW US CAPITAL LLC                               | 2027-08-11      | 4.1500%  | 0.0000% | $2808000.00        | $2849627.82        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                             | 2036-05-09      | 5.4640%  | 0.0000% | $2000.00           | $2116.79           | Corporate Debt Securities                         |
| BANK OF NY MELLON CORP                           | 2033-10-25      | 5.8340%  | 0.0000% | $1000.00           | $1088.96           | Corporate Debt Securities                         |
| BANK OF NY MELLON CORP                           | 2031-02-11      | 4.9420%  | 0.0000% | $2000.00           | $2091.82           | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                              | 2034-02-01      | 5.6500%  | 0.0000% | $2000.00           | $2175.92           | Corporate Debt Securities                         |
| BARCLAYS PLC                                     | 2042-03-10      | 3.8110%  | 0.0000% | $810000.00         | $659459.20         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO                            | 2029-06-07      | 5.0810%  | 0.0000% | $3000.00           | $3159.58           | Corporate Debt Securities                         |
| BENCHMARK Mortgage Trust                         | 2051-02-17      | 4.0835%  | 0.0000% | $10000.00          | $9719.23           | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE HOLDINGS FINA                         | 2050-09-30      | 2.8000%  | 0.0000% | $2887000.00        | $1834172.05        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CRE                           | 2030-04-01      | 5.2500%  | 0.0000% | $402000.00         | $404268.28         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CRE                           | 2034-11-22      | 6.0000%  | 0.0000% | $4000.00           | $4071.20           | Corporate Debt Securities                         |
| BLACKSTONE SECURED LEND                          | 2028-09-30      | 2.8500%  | 0.0000% | $30000.00          | $28499.15          | Corporate Debt Securities                         |
| BLUE OWL CREDIT INCOME                           | 2028-05-23      | 5.9000%  | 0.0000% | $2000.00           | $2031.20           | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC                             | 2034-04-18      | 6.2500%  | 0.0000% | $11000.00          | $11427.40          | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC                             | 2034-04-18      | 6.2500%  | 0.0000% | $4000.00           | $4155.42           | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP                           | 2032-09-01      | 3.6000%  | 0.0000% | $1000.00           | $934.72            | Corporate Debt Securities                         |
| BOSTON PROPERTIES LP                             | 2026-10-01      | 2.7500%  | 0.0000% | $1023000.00        | $1014871.41        | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL IN                         | 2047-06-22      | 4.7000%  | 0.0000% | $177000.00         | $136154.89         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO                          | 2029-02-22      | 4.9000%  | 0.0000% | $3000.00           | $3127.82           | Corporate Debt Securities                         |
| BROADCOM INC                                     | 2030-07-15      | 4.6000%  | 0.0000% | $2000.00           | $2074.47           | Corporate Debt Securities                         |
| BROADCOM INC                                     | 2033-04-15      | 3.4190%  | 0.0000% | $1000.00           | $941.14            | Corporate Debt Securities                         |
| BROADCOM INC                                     | 2041-02-15      | 3.5000%  | 0.0000% | $215000.00         | $181237.24         | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGEM                         | 2055-09-15      | 6.0770%  | 0.0000% | $1000.00           | $1044.81           | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                           | 2035-01-15      | 5.6750%  | 0.0000% | $2000.00           | $2113.91           | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                           | 2055-01-15      | 6.3000%  | 0.0000% | $3000.00           | $3030.26           | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                           | 2036-01-15      | 5.3300%  | 0.0000% | $1000.00           | $1021.43           | Corporate Debt Securities                         |
| BROOKFIELD INFRA FIN ULC                         | 2055-03-15      | 6.7500%  | 0.0000% | $133000.00         | $135865.82         | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGEM                         | 2030-11-15      | 4.6530%  | 0.0000% | $1000.00           | $1008.21           | Corporate Debt Securities                         |
| BRUNSWICK CORP                                   | 2031-08-18      | 2.4000%  | 0.0000% | $155000.00         | $136907.88         | Corporate Debt Securities                         |
| CFE FIBRA E                                      | 2040-09-23      | 5.8750%  | 0.0000% | $1701000.00        | $1721792.36        | Corporate Debt Securities                         |
| CIGNA GROUP/THE                                  | 2032-09-15      | 4.8750%  | 0.0000% | $1000.00           | $1029.86           | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC                          | 2056-02-09      | 5.6000%  | 0.0000% | $1826000.00        | $1849102.96        | Corporate Debt Securities                         |
| CAMPBELLS COMPANY/THE                            | 2050-04-24      | 3.1250%  | 0.0000% | $1248000.00        | $845059.97         | Corporate Debt Securities                         |
| CHUBB INA HOLDINGS LLC                           | 2035-08-15      | 4.9000%  | 0.0000% | $2000.00           | $2056.17           | Corporate Debt Securities                         |
| CITADEL SECURITIES GLOBA                         | 2030-06-18      | 5.5000%  | 0.0000% | $665000.00         | $699569.66         | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2032-11-03      | 2.5200%  | 0.0000% | $1000.00           | $900.96            | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2056-03-04      | 5.6120%  | 0.0000% | $2000.00           | $2066.45           | Corporate Debt Securities                         |
| CITIZENS FINANCIAL GROUP                         | 2037-05-21      | 5.6410%  | 0.0000% | $329000.00         | $335690.83         | Corporate Debt Securities                         |
| COCA-COLA CO/THE                                 | 2060-06-01      | 2.7500%  | 0.0000% | $1646000.00        | $1017558.57        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH                              | 2049-10-01      | 4.1870%  | 0.0000% | $1000.00           | $810.42            | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY                           | 2053-05-15      | 5.3000%  | 0.0000% | $11000.00          | $10535.73          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY                           | 2030-01-15      | 4.7000%  | 0.0000% | $2000.00           | $2080.37           | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY                           | 2037-10-01      | 6.6000%  | 0.0000% | $2000.00           | $2272.24           | Corporate Debt Securities                         |
| CON EDISON CO OF NY INC                          | 2047-06-15      | 3.8750%  | 0.0000% | $2000.00           | $1626.95           | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC                           | 2035-02-01      | 4.8000%  | 0.0000% | $2000.00           | $1902.14           | Corporate Debt Securities                         |
| UBS GROUP AG                                     | 2029-12-23      | 4.1510%  | 0.0000% | $1000.00           | $1007.64           | Corporate Debt Securities                         |
| UBS GROUP AG                                     | 2031-09-23      | 4.3980%  | 0.0000% | $1000.00           | $1008.44           | Corporate Debt Securities                         |
| CROWN CASTLE INC                                 | 2030-07-01      | 3.3000%  | 0.0000% | $462000.00         | $445407.27         | Corporate Debt Securities                         |
| CUMMINS INC                                      | 2035-05-09      | 5.3000%  | 0.0000% | $3000.00           | $3146.42           | Corporate Debt Securities                         |
| DELL INT LLC / EMC CORP                          | 2028-02-01      | 5.2500%  | 0.0000% | $359000.00         | $373425.52         | Corporate Debt Securities                         |
| DELTA AIR LINES 2020-AA                          | 2029-12-10      | 2.0000%  | 0.0000% | $42000.00          | $28539.46          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC                           | 2026-12-01      | 3.2500%  | 0.0000% | $4000.00           | $4030.16           | Corporate Debt Securities                         |
| WALT DISNEY COMPANY/THE                          | 2040-05-13      | 3.5000%  | 0.0000% | $414000.00         | $351584.67         | Corporate Debt Securities                         |
| DOW CHEMICAL CO/THE                              | 2031-01-15      | 4.8000%  | 0.0000% | $1000.00           | $1008.28           | Corporate Debt Securities                         |
| DUKE ENERGY CORP                                 | 2053-09-15      | 6.1000%  | 0.0000% | $4000.00           | $4270.04           | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS                            | 2035-03-15      | 5.2500%  | 0.0000% | $596000.00         | $627925.24         | Corporate Debt Securities                         |
| EQT CORP                                         | 2027-06-01      | 7.5000%  | 0.0000% | $2000.00           | $2105.77           | Corporate Debt Securities                         |
| EBAY INC                                         | 2026-05-10      | 1.4000%  | 0.0000% | $75000.00          | $74160.75          | Corporate Debt Securities                         |
| ECOLAB INC                                       | 2055-08-18      | 2.7500%  | 0.0000% | $2000.00           | $1248.68           | Corporate Debt Securities                         |
| ECOLAB INC                                       | 2035-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1042.64           | Corporate Debt Securities                         |
| ENSTAR GROUP LTD                                 | 2029-06-01      | 4.9500%  | 0.0000% | $23000.00          | $23842.20          | Corporate Debt Securities                         |
| ENTERGY LOUISIANA LLC                            | 2033-03-15      | 4.0000%  | 0.0000% | $4000.00           | $3908.16           | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPER                         | 2031-01-15      | 4.6000%  | 0.0000% | $1000.00           | $1035.44           | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPER                         | 2036-01-15      | 5.2000%  | 0.0000% | $4000.00           | $4201.65           | Corporate Debt Securities                         |
| META PLATFORMS INC                               | 2032-11-15      | 4.6000%  | 0.0000% | $2000.00           | $2038.51           | Corporate Debt Securities                         |
| FWD GROUP HOLDINGS LTD                           | 2030-09-22      | 5.2520%  | 0.0000% | $2000.00           | $2033.94           | Corporate Debt Securities                         |
| FHLMC Multifamily Structured Pass Through Certs. | 2028-05-25      | 1.0077%  | 0.0000% | $182617.00         | $3681.86           | Agency Collateralized Mortgage Obligation         |
| FEDEX CORP                                       | 2043-04-15      | 4.1000%  | 0.0000% | $1000.00           | $811.56            | Corporate Debt Securities                         |
| FED CAISSES DESJARDINS                           | 2029-04-26      | 5.2500%  | 0.0000% | $1000.00           | $1041.75           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP                              | 2028-10-27      | 6.3610%  | 0.0000% | $4000.00           | $4187.79           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP                              | 2029-07-27      | 6.3390%  | 0.0000% | $285000.00         | $306550.58         | Corporate Debt Securities                         |
| FIRST AMERICAN FINANCIAL                         | 2031-08-15      | 2.4000%  | 0.0000% | $65000.00          | $57481.88          | Corporate Debt Securities                         |
| FISERV INC                                       | 2030-03-15      | 4.7500%  | 0.0000% | $1970000.00        | $2001642.03        | Corporate Debt Securities                         |
| FORTITUDE GLOBAL FUNDING                         | 2028-10-06      | 4.6250%  | 0.0000% | $22000.00          | $22177.99          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC                            | 2036-01-25      | 6.1000%  | 0.0000% | $200000.00         | $216608.33         | Corporate Debt Securities                         |
| FOX CORP                                         | 2033-10-13      | 6.5000%  | 0.0000% | $25000.00          | $27931.12          | Corporate Debt Securities                         |
| GATX CORP                                        | 2030-06-30      | 4.0000%  | 0.0000% | $4000.00           | $4013.10           | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC                            | 2028-09-01      | 3.5000%  | 0.0000% | $280000.00         | $277266.73         | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                          | 2051-05-20      | 3.5000%  | 0.0000% | $344000.00         | $245412.28         | Corporate Debt Securities                         |
| GENERAL MOTORS CO                                | 2030-04-15      | 5.6250%  | 0.0000% | $3000.00           | $3154.41           | Corporate Debt Securities                         |
| GENERAL MOTORS FINL CO                           | 2034-09-06      | 5.4500%  | 0.0000% | $3000.00           | $3099.16           | Corporate Debt Securities                         |
| GILDAN ACTIVEWEAR INC                            | 2030-10-07      | 4.7000%  | 0.0000% | $2000.00           | $2010.24           | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC                          | 2035-04-15      | 4.8750%  | 0.0000% | $9000.00           | $9247.44           | Corporate Debt Securities                         |
| GLOBAL NET LEASE/GLOBAL                          | 2027-12-15      | 3.7500%  | 0.0000% | $753000.00         | $743850.42         | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC                              | 2030-11-15      | 4.8750%  | 0.0000% | $1064000.00        | $1069283.65        | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC                              | 2035-11-15      | 5.5500%  | 0.0000% | $866000.00         | $869185.44         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2031-10-21      | 4.3690%  | 0.0000% | $2000.00           | $2013.12           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2029-10-21      | 4.9749%  | 0.0000% | $1000.00           | $1004.92           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2031-10-21      | 5.1349%  | 0.0000% | $1000.00           | $1003.39           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2031-10-21      | 5.1349%  | 0.0000% | $2000.00           | $2006.79           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2029-05-01      | 4.2230%  | 0.0000% | $2000.00           | $2011.23           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2027-10-21      | 1.9480%  | 0.0000% | $9719000.00        | $9547188.60        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2033-02-24      | 3.1020%  | 0.0000% | $1000.00           | $934.13            | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC                            | 2030-09-09      | 5.6500%  | 0.0000% | $62000.00          | $63362.05          | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC                            | 2030-09-09      | 5.6500%  | 0.0000% | $155000.00         | $158405.13         | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA                           | 2027-03-18      | 5.2830%  | 0.0000% | $2000.00           | $2027.18           | Corporate Debt Securities                         |
| GOLUB CAPITAL CAP FND                            | 2029-09-12      | 5.8000%  | 0.0000% | $400000.00         | $409433.78         | Corporate Debt Securities                         |
| GOLUB CAPITAL CAP FND                            | 2030-05-01      | 5.8750%  | 0.0000% | $213000.00         | $216779.95         | Corporate Debt Securities                         |
| HF SINCLAIR CORP                                 | 2031-01-15      | 5.7500%  | 0.0000% | $190000.00         | $201480.38         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                | 2099-01-01      | 6.8750%  | 0.0000% | $806000.00         | $844965.96         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                | 2099-01-01      | 6.8750%  | 0.0000% | $500000.00         | $524172.43         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FU                         | 2030-11-15      | 5.4500%  | 0.0000% | $3000.00           | $3017.66           | Corporate Debt Securities                         |
| HP ENTERPRISE CO                                 | 2054-10-15      | 5.6000%  | 0.0000% | $2000.00           | $1885.64           | Corporate Debt Securities                         |
| HIGHWOODS REALTY LP                              | 2034-02-01      | 7.6500%  | 0.0000% | $238000.00         | $277889.40         | Corporate Debt Securities                         |
| HIGHWOODS REALTY LP                              | 2034-02-01      | 7.6500%  | 0.0000% | $162000.00         | $189151.60         | Corporate Debt Securities                         |
| HOME DEPOT INC                                   | 2026-09-15      | 2.1250%  | 0.0000% | $2000.00           | $1982.18           | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD                               | 2032-03-10      | 2.9670%  | 0.0000% | $2000.00           | $1849.26           | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES                            | 2029-08-21      | 6.2080%  | 0.0000% | $141000.00         | $150553.75         | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                          | 2032-03-29      | 5.4000%  | 0.0000% | $4000.00           | $4185.16           | Corporate Debt Securities                         |
| INTEL CORP                                       | 2028-02-10      | 4.8750%  | 0.0000% | $2000.00           | $2060.09           | Corporate Debt Securities                         |
| INTERCONTINENTALEXCHANGE                         | 2032-09-15      | 1.8500%  | 0.0000% | $943000.00         | $808472.93         | Corporate Debt Securities                         |
| JABIL INC                                        | 2027-05-15      | 4.2500%  | 0.0000% | $687000.00         | $688761.96         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2029-12-05      | 4.4520%  | 0.0000% | $930000.00         | $960647.53         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2033-04-26      | 4.5860%  | 0.0000% | $3000.00           | $3044.63           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2028-07-25      | 4.8510%  | 0.0000% | $49000.00          | $50455.02          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2033-07-25      | 4.9120%  | 0.0000% | $2000.00           | $2086.59           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2027-10-22      | 6.0700%  | 0.0000% | $2000.00           | $2046.64           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2031-04-22      | 5.1030%  | 0.0000% | $301000.00         | $313904.77         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2099-01-01      | 6.5000%  | 0.0000% | $3000.00           | $3132.90           | Corporate Debt Securities                         |
| KKR & CO INC                                     | 2035-08-07      | 5.1000%  | 0.0000% | $2000.00           | $2033.27           | Corporate Debt Securities                         |
| KENVUE INC                                       | 2033-03-22      | 4.9000%  | 0.0000% | $176000.00         | $182313.71         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC                             | 2052-04-15      | 4.5000%  | 0.0000% | $3000.00           | $2478.74           | Corporate Debt Securities                         |
| NATIONAL GRID USA                                | 2030-11-15      | 8.0000%  | 0.0000% | $4000.00           | $4600.48           | Corporate Debt Securities                         |
| KOMATSU FINANCE AMERICA                          | 2030-09-18      | 4.1960%  | 0.0000% | $2000.00           | $2015.06           | Corporate Debt Securities                         |
| LPL HOLDINGS INC                                 | 2028-04-03      | 4.9000%  | 0.0000% | $16000.00          | $16346.02          | Corporate Debt Securities                         |
| LYB INT FINANCE III                              | 2031-01-15      | 5.1250%  | 0.0000% | $1000.00           | $1006.71           | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC                         | 2099-01-01      | 8.0000%  | 0.0000% | $724000.00         | $788997.50         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP                             | 2030-08-15      | 4.4000%  | 0.0000% | $1000.00           | $1028.84           | Corporate Debt Securities                         |
| MARKEL GROUP INC                                 | 2054-05-16      | 6.0000%  | 0.0000% | $5000.00           | $5173.80           | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC                         | 2029-03-15      | 4.3750%  | 0.0000% | $4000.00           | $4083.13           | Corporate Debt Securities                         |
| MARRIOTT INTERNATIONAL                           | 2037-04-15      | 5.5000%  | 0.0000% | $3000.00           | $3121.23           | Corporate Debt Securities                         |
| MASTERCARD INC                                   | 2050-03-26      | 3.8500%  | 0.0000% | $47000.00          | $38019.27          | Corporate Debt Securities                         |
| MASTERCARD INC                                   | 2027-03-26      | 3.3000%  | 0.0000% | $43000.00          | $42980.79          | Corporate Debt Securities                         |
| MCDONALD'S CORP                                  | 2049-09-01      | 3.6250%  | 0.0000% | $2000.00           | $1520.98           | Corporate Debt Securities                         |
| MCDONALD'S CORP                                  | 2030-07-01      | 3.6000%  | 0.0000% | $5000.00           | $4983.65           | Corporate Debt Securities                         |
| MERCK & CO INC                                   | 2049-03-07      | 4.0000%  | 0.0000% | $164000.00         | $135972.40         | Corporate Debt Securities                         |
| MERCK & CO INC                                   | 2026-02-24      | 0.7500%  | 0.0000% | $301000.00         | $299121.26         | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2035-07-19      | 5.3200%  | 0.0000% | $1000.00           | $1058.35           | Corporate Debt Securities                         |
| NXP BV/NXP FUNDING LLC                           | 2028-12-01      | 5.5500%  | 0.0000% | $11000.00          | $11701.00          | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOCIETY                          | 2026-09-14      | 4.0000%  | 0.0000% | $680000.00         | $683972.71         | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                | 2099-01-01      | 7.3000%  | 0.0000% | $1271000.00        | $1348201.95        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAPITAL                           | 2030-03-15      | 5.0500%  | 0.0000% | $2000.00           | $2089.76           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAPITAL                           | 2055-03-15      | 5.9000%  | 0.0000% | $5000.00           | $5219.07           | Corporate Debt Securities                         |
| NORTHERN TRUST CORP                              | 2030-11-19      | 4.1500%  | 0.0000% | $1000.00           | $1005.93           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP                            | 2030-05-01      | 4.4000%  | 0.0000% | $2000.00           | $2031.18           | Corporate Debt Securities                         |
| NORTHWEST NATURAL HOLDI                          | 2055-09-15      | 7.0000%  | 0.0000% | $1857000.00        | $1954407.90        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP                            | 2027-05-17      | 3.1000%  | 0.0000% | $2000.00           | $1985.77           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP                            | 2030-11-05      | 4.1000%  | 0.0000% | $705000.00         | $710265.96         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP                            | 2035-11-05      | 4.6000%  | 0.0000% | $3785000.00        | $3803088.09        | Corporate Debt Securities                         |
| NVIDIA CORP                                      | 2030-04-01      | 2.8500%  | 0.0000% | $4000.00           | $3856.21           | Corporate Debt Securities                         |
| OCHSNER LSU HEALTH SYST                          | 2031-05-15      | 2.5100%  | 0.0000% | $222000.00         | $191511.94         | Corporate Debt Securities                         |
| ONCOR ELECTRIC DELIVERY                          | 2035-04-01      | 5.3500%  | 0.0000% | $2000.00           | $2101.18           | Corporate Debt Securities                         |
| 180 MEDICAL INC                                  | 2035-10-08      | 5.3000%  | 0.0000% | $1755000.00        | $1764478.95        | Corporate Debt Securities                         |
| ONEOK INC                                        | 2034-11-01      | 5.0500%  | 0.0000% | $2000.00           | $2000.98           | Corporate Debt Securities                         |
| ORACLE CORP                                      | 2055-09-26      | 5.9500%  | 0.0000% | $5000.00           | $4729.99           | Corporate Debt Securities                         |
| OSHKOSH CORP                                     | 2030-03-01      | 3.1000%  | 0.0000% | $15000.00          | $14465.88          | Corporate Debt Securities                         |
| PERTAMINA GEOTHERMAL ENE                         | 2028-04-27      | 5.1500%  | 0.0000% | $400000.00         | $407489.89         | Corporate Debt Securities                         |
| PACIFICORP                                       | 2029-02-15      | 5.1000%  | 0.0000% | $2000.00           | $2069.02           | Corporate Debt Securities                         |
| PENTAIR FINANCE SARL                             | 2029-07-01      | 4.5000%  | 0.0000% | $42000.00          | $43062.39          | Corporate Debt Securities                         |
| PEPSICO INC                                      | 2026-11-10      | 5.1250%  | 0.0000% | $3000.00           | $3041.68           | Corporate Debt Securities                         |
| PEPSICO INC                                      | 2029-01-15      | 4.1000%  | 0.0000% | $2000.00           | $2042.25           | Corporate Debt Securities                         |
| PFIZER INVESTMENT ENTER                          | 2026-05-19      | 4.4500%  | 0.0000% | $2000.00           | $2005.72           | Corporate Debt Securities                         |
| PIONEER NATURAL RESOURCE                         | 2030-08-15      | 1.9000%  | 0.0000% | $5000.00           | $4556.28           | Corporate Debt Securities                         |
| PROLOGIS LP                                      | 2035-05-15      | 5.2500%  | 0.0000% | $10000.00          | $10408.86          | Corporate Debt Securities                         |
| PUGET SOUND ENERGY INC                           | 2045-05-20      | 4.3000%  | 0.0000% | $2000.00           | $1689.39           | Corporate Debt Securities                         |
| PUGET SOUND ENERGY INC                           | 2053-06-01      | 5.4480%  | 0.0000% | $919000.00         | $925861.25         | Corporate Debt Securities                         |
| RTX CORP                                         | 2050-07-01      | 3.1250%  | 0.0000% | $98000.00          | $68655.90          | Corporate Debt Securities                         |
| REALTY INCOME CORP                               | 2031-01-15      | 3.2500%  | 0.0000% | $4000.00           | $3858.47           | Corporate Debt Securities                         |
| REALTY INCOME CORP                               | 2029-02-01      | 3.9500%  | 0.0000% | $1000.00           | $1003.47           | Corporate Debt Securities                         |
| REPUBLIC SERVICES INC                            | 2032-02-15      | 1.7500%  | 0.0000% | $4000.00           | $3483.55           | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES                          | 2028-04-01      | 5.5000%  | 0.0000% | $200000.00         | $205297.67         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES                          | 2032-03-15      | 6.2500%  | 0.0000% | $15000.00          | $15723.05          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES                          | 2033-02-01      | 6.0000%  | 0.0000% | $73000.00          | $76558.02          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES                          | 2031-09-30      | 5.6250%  | 0.0000% | $1200000.00        | $1238463.00        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES                          | 2036-01-15      | 5.3750%  | 0.0000% | $1270000.00        | $1296721.33        | Corporate Debt Securities                         |
| SBL HOLDINGS INC                                 | 2034-10-30      | 7.2000%  | 0.0000% | $80000.00          | $78130.40          | Corporate Debt Securities                         |
| SABRA HEALTH CARE LP                             | 2031-12-01      | 3.2000%  | 0.0000% | $190000.00         | $177204.13         | Corporate Debt Securities                         |
| SANTANDER UK GROUP HLDGS                         | 2031-04-15      | 5.6940%  | 0.0000% | $2201000.00        | $2321111.14        | Corporate Debt Securities                         |
| SEMPRA                                           | 2056-04-01      | 6.3750%  | 0.0000% | $649000.00         | $671708.78         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN                          | 2041-11-26      | 2.8750%  | 0.0000% | $1000.00           | $746.81            | Corporate Debt Securities                         |
| SHELL FINANCE US INC                             | 2029-11-07      | 2.3750%  | 0.0000% | $2000.00           | $1891.05           | Corporate Debt Securities                         |
| SHERWIN-WILLIAMS CO                              | 2030-08-15      | 4.5000%  | 0.0000% | $1000.00           | $1025.67           | Corporate Debt Securities                         |
| SHERWIN-WILLIAMS CO                              | 2035-08-15      | 5.1500%  | 0.0000% | $288000.00         | $300819.04         | Corporate Debt Securities                         |
| SIERRA PACIFIC POWER CO                          | 2055-12-15      | 6.2000%  | 0.0000% | $1000.00           | $1007.33           | Corporate Debt Securities                         |
| SOCIETE GENERALE                                 | 2041-03-01      | 3.6250%  | 0.0000% | $390000.00         | $295452.46         | Corporate Debt Securities                         |
| SOLVENTUM CORP                                   | 2027-02-25      | 5.4500%  | 0.0000% | $2000.00           | $2055.98           | Corporate Debt Securities                         |
| SONOCO PRODUCTS CO                               | 2029-09-01      | 4.6000%  | 0.0000% | $25000.00          | $25519.42          | Corporate Debt Securities                         |
| SOUTHERN CAL EDISON                              | 2029-03-01      | 4.2000%  | 0.0000% | $1000.00           | $1003.48           | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO                            | 2055-06-15      | 6.0000%  | 0.0000% | $1000.00           | $1082.83           | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAPITAL                          | 2028-09-15      | 4.0500%  | 0.0000% | $1000.00           | $1010.02           | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER I                         | 2026-03-01      | 3.4000%  | 0.0000% | $29000.00          | $29160.56          | Corporate Debt Securities                         |
| STARBUCKS CORP                                   | 2032-02-14      | 3.0000%  | 0.0000% | $2000.00           | $1870.43           | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2029-11-21      | 5.6840%  | 0.0000% | $2000.00           | $2100.75           | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2032-10-22      | 4.6750%  | 0.0000% | $2000.00           | $2052.89           | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2099-01-01      | 6.4500%  | 0.0000% | $80000.00          | $83855.93          | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2028-04-24      | 4.9952%  | 0.0000% | $23000.00          | $23244.25          | Corporate Debt Securities                         |
| STELLANTIS FIN US INC                            | 2032-09-12      | 6.3750%  | 0.0000% | $908000.00         | $967962.81         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL                              | 2026-08-04      | 3.7000%  | 0.0000% | $150000.00         | $151198.00         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL                              | 2029-07-29      | 5.0190%  | 0.0000% | $4000.00           | $4108.72           | Corporate Debt Securities                         |
| T-MOBILE USA INC                                 | 2050-04-15      | 4.5000%  | 0.0000% | $3000.00           | $2549.78           | Corporate Debt Securities                         |
| T-MOBILE USA INC                                 | 2033-01-15      | 5.2000%  | 0.0000% | $9025000.00        | $9534471.28        | Corporate Debt Securities                         |
| TAKE-TWO INTERACTIVE SOF                         | 2027-04-14      | 3.7000%  | 0.0000% | $431000.00         | $430794.08         | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL                            | 2034-07-05      | 5.3000%  | 0.0000% | $852000.00         | $904204.41         | Corporate Debt Securities                         |
| TARGA RESOURCES PARTNERS                         | 2032-01-15      | 4.0000%  | 0.0000% | $376000.00         | $364914.68         | Corporate Debt Securities                         |
| TARGA RESOURCES CORP                             | 2030-09-15      | 4.9000%  | 0.0000% | $2000.00           | $2061.27           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC                         | 2033-08-10      | 5.0860%  | 0.0000% | $2000.00           | $2121.44           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC                         | 2032-10-07      | 4.4730%  | 0.0000% | $2000.00           | $2028.83           | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK                            | 2031-09-15      | 3.6250%  | 0.0000% | $601000.00         | $601679.55         | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                            | 2030-01-24      | 5.4350%  | 0.0000% | $7000.00           | $7401.59           | Corporate Debt Securities                         |
| US BANCORP                                       | 2026-04-27      | 3.1000%  | 0.0000% | $1000.00           | $998.66            | Corporate Debt Securities                         |
| RTX CORP                                         | 2028-11-16      | 4.1250%  | 0.0000% | $2000.00           | $2009.51           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                           | 2028-06-15      | 3.8500%  | 0.0000% | $2000.00           | $2033.12           | Corporate Debt Securities                         |
| UNIV OF NOTRE DAME                               | 2048-02-15      | 3.3940%  | 0.0000% | $2000.00           | $1552.92           | Corporate Debt Securities                         |
| VICI PROPERTIES / NOTE                           | 2030-08-15      | 4.1250%  | 0.0000% | $933000.00         | $916590.47         | Corporate Debt Securities                         |
| VICI PROPERTIES / NOTE                           | 2027-02-01      | 5.7500%  | 0.0000% | $149000.00         | $153475.59         | Corporate Debt Securities                         |
| VICI PROPERTIES / NOTE                           | 2027-02-01      | 5.7500%  | 0.0000% | $35000.00          | $36051.31          | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2034-04-01      | 5.7500%  | 0.0000% | $263000.00         | $276148.47         | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2034-04-01      | 5.7500%  | 0.0000% | $757000.00         | $794845.58         | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2028-04-01      | 4.7500%  | 0.0000% | $8000.00           | $8151.45           | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2035-04-01      | 5.6250%  | 0.0000% | $6000.00           | $6193.66           | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2035-04-01      | 5.6250%  | 0.0000% | $343000.00         | $354070.75         | Corporate Debt Securities                         |
| VIDEOTRON LTD                                    | 2029-06-15      | 3.6250%  | 0.0000% | $186000.00         | $184404.71         | Corporate Debt Securities                         |
| VIRGINIA ELEC & POWER CO                         | 2033-04-01      | 5.0000%  | 0.0000% | $2000.00           | $2073.51           | Corporate Debt Securities                         |
| VIRGINIA ELEC & POWER CO                         | 2055-03-15      | 5.6500%  | 0.0000% | $600000.00         | $610042.17         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC                         | 2035-10-15      | 5.2500%  | 0.0000% | $33000.00          | $33177.87          | Corporate Debt Securities                         |
| VULCAN MATERIALS CO                              | 2029-12-01      | 4.9500%  | 0.0000% | $50000.00          | $52667.88          | Corporate Debt Securities                         |
| WALMART INC                                      | 2026-04-15      | 4.0000%  | 0.0000% | $2000.00           | $2010.26           | Corporate Debt Securities                         |
| WASTE MANAGEMENT INC                             | 2030-03-15      | 4.6500%  | 0.0000% | $2000.00           | $2067.78           | Corporate Debt Securities                         |
| WEBSTER FINANCIAL CORP                           | 2035-09-11      | 5.7840%  | 0.0000% | $1776000.00        | $1799303.49        | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                            | 2031-04-04      | 4.4780%  | 0.0000% | $2000.00           | $2036.77           | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                            | 2028-03-24      | 3.5260%  | 0.0000% | $2000.00           | $1997.88           | Corporate Debt Securities                         |
| WESTLAKE CORP                                    | 2055-11-15      | 6.3750%  | 0.0000% | $589000.00         | $591977.89         | Corporate Debt Securities                         |
| WILLIS NORTH AMERICA INC                         | 2028-09-15      | 4.5000%  | 0.0000% | $803000.00         | $816960.16         | Corporate Debt Securities                         |
| GILDAN ACTIVEWEAR INC                            | 2030-10-07      | 4.7000%  | 0.0000% | $2939000.00        | $2954042.78        | Corporate Debt Securities                         |
| GILDAN ACTIVEWEAR INC                            | 2035-10-07      | 5.4000%  | 0.0000% | $598000.00         | $603124.86         | Corporate Debt Securities                         |
| AIRCASTLE LTD                                    | 2028-07-18      | 6.5000%  | 0.0000% | $4000.00           | $4297.81           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NA                             | 2026-08-03      | 5.2000%  | 0.0000% | $330000.00         | $338029.27         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NA                             | 2028-03-31      | 4.7500%  | 0.0000% | $500000.00         | $511216.39         | Corporate Debt Securities                         |

### Security 57: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 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:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| Synchrony Card Issuance Trust              | 2029-07-15      | 5.5400%  | 0.0000% | $4795000.00        | $4848414.17        | Asset-Backed Securities   |
| ALBION CAP CORP S A / ALBION C             | 2026-02-20      | 0.0000%  | 0.0000% | $5.00              | $4.95              | Corporate Debt Securities |
| ACM Auto Trust                             | 2032-07-20      | 6.0800%  | 0.0000% | $5186000.00        | $5132491.43        | Asset-Backed Securities   |
| ALBION CAP CORP S A / ALBION C             | 2026-01-15      | 0.0000%  | 0.0000% | $240.00            | $238.67            | Corporate Debt Securities |
| AMERICAN TRANSMISSION CO LLC               | 2025-12-30      | 0.0000%  | 0.0000% | $46000000.00       | $45830076.00       | Corporate Debt Securities |
| Avis Budget Rental Car Funding AESOP LLC   | 2029-12-20      | 5.8100%  | 0.0000% | $4078000.00        | $4261534.92        | Asset-Backed Securities   |
| Avis Budget Rental Car Funding AESOP LLC   | 2030-02-20      | 4.4600%  | 0.0000% | $4250000.00        | $4248857.22        | Asset-Backed Securities   |
| Avis Budget Rental Car Funding AESOP LLC   | 2032-02-20      | 5.2600%  | 0.0000% | $987000.00         | $987952.35         | Asset-Backed Securities   |
| Capital One Multi-Asset Execution Trust    | 2029-09-17      | 3.9200%  | 0.0000% | $5722000.00        | $5745051.40        | Asset-Backed Securities   |
| CLOROX CO DEL                              | 2025-12-17      | 0.0000%  | 0.0000% | $700000.00         | $698339.60         | Corporate Debt Securities |
| CLOROX CO DEL                              | 2026-01-07      | 0.0000%  | 0.0000% | $2000000.00        | $1990480.00        | Corporate Debt Securities |
| Exeter Select Automobile Receivables Trust | 2030-12-16      | 4.1800%  | 0.0000% | $4746000.00        | $4757757.95        | Asset-Backed Securities   |
| Hertz Vehicle Financing LLC                | 2027-12-25      | 2.5200%  | 0.0000% | $5000000.00        | $4888065.00        | Asset-Backed Securities   |
| SFS Auto Receivables Securitization Trust  | 2032-10-20      | 5.2000%  | 0.0000% | $4000000.00        | $4111050.22        | Asset-Backed Securities   |
| Synchrony Card Issuance Trust              | 2029-10-15      | 5.7400%  | 0.0000% | $4587000.00        | $4663340.42        | Asset-Backed Securities   |
| Toyota Auto Loan Extended Note Trust       | 2038-05-25      | 4.6500%  | 0.0000% | $4366000.00        | $4473135.09        | Asset-Backed Securities   |
| VICTORY RECEIVABLES CORP                   | 2026-01-26      | 0.0000%  | 0.0000% | $1.00              | $0.99              | Corporate Debt Securities |
| Volkswagen Auto Lease Trust                | 2027-12-20      | 4.4300%  | 0.0000% | $4065000.00        | $4081582.94        | Asset-Backed Securities   |
| Westlake Automobile Receivables Trust      | 2028-09-15      | 4.6600%  | 0.0000% | $4800000.00        | $4820490.13        | Asset-Backed Securities   |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-12-05

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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