# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-007530
**Filing Date:** 2026-1
**Character Count:** 136982
**Document Hash:** 71a85abd0d4a011cf7417e67b59d3356
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007530.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007530

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**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:** 26519193

**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):** 2025-12-31

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Liquid Reserve Portfolio

**LEI of Series:** 549300YFP8WIZM5ZX343

**EDGAR Series Identifier:** S000018041

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 11 days

- **WAL:** 18 days

- **Total Value of Portfolio Securities:** $5537154418.01

- **Amortized Cost of Portfolio Securities:** $3235000000.00

- **Cash:** $398081217.00

- **Total Other Assets:** $4471142.69

- **Total Liabilities:** $25356194.51

- **Net Assets of Series:** $5914350583.19

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $3111779726.59            | $4361602576.59             | 48.8800%                  | 68.5100%                   |
| 2025-12-02 | $3740661842.77            | $4465478642.77             | 58.0300%                  | 69.2800%                   |
| 2025-12-03 | $3121434588.44            | $4046236415.94             | 51.8000%                  | 67.1400%                   |
| 2025-12-04 | $3227036609.32            | $4236746150.82             | 51.2300%                  | 67.2600%                   |
| 2025-12-05 | $3120206251.38            | $4279878279.88             | 49.1900%                  | 67.4700%                   |
| 2025-12-08 | $3238917114.61            | $4398686628.61             | 50.9100%                  | 69.1400%                   |
| 2025-12-09 | $3610090393.94            | $4344937523.44             | 57.2300%                  | 68.8800%                   |
| 2025-12-10 | $3075982646.01            | $3690851223.51             | 54.4000%                  | 65.2700%                   |
| 2025-12-11 | $3238378975.42            | $4253026838.92             | 51.2700%                  | 67.3400%                   |
| 2025-12-12 | $3283560910.71            | $4198276430.21             | 52.4300%                  | 67.0400%                   |
| 2025-12-15 | $2981790465.35            | $4286559823.85             | 47.7100%                  | 68.5800%                   |
| 2025-12-16 | $4224484493.88            | $5199358531.38             | 58.5700%                  | 72.0800%                   |
| 2025-12-17 | $3917696976.35            | $4517654423.85             | 59.9800%                  | 69.1600%                   |
| 2025-12-18 | $1971232144.78            | $2521206382.28             | 43.4700%                  | 55.5900%                   |
| 2025-12-19 | $2150878627.65            | $2525878627.65             | 47.3600%                  | 55.6200%                   |
| 2025-12-22 | $2165732277.64            | $2540732277.64             | 47.5500%                  | 55.7800%                   |
| 2025-12-23 | $2457934451.34            | $2782934451.34             | 51.2500%                  | 58.0300%                   |
| 2025-12-24 | $1917812106.29            | $2392719996.29             | 44.5400%                  | 55.5700%                   |
| 2025-12-26 | $2446308032.08            | $2952802986.60             | 50.5700%                  | 61.0400%                   |
| 2025-12-29 | $2566742103.76            | $3123236121.80             | 51.7800%                  | 63.0000%                   |
| 2025-12-30 | $2604336762.29            | $3235755915.01             | 51.3700%                  | 63.8200%                   |
| 2025-12-31 | $3426171931.35            | $4105578577.53             | 57.6800%                  | 69.1200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%             |
| 2025-12-02 | 0.0000%             |
| 2025-12-03 | 0.0000%             |
| 2025-12-04 | 0.0000%             |
| 2025-12-05 | 0.0000%             |
| 2025-12-08 | 0.0000%             |
| 2025-12-09 | 0.0000%             |
| 2025-12-10 | 0.0000%             |
| 2025-12-11 | 0.0000%             |
| 2025-12-12 | 0.0000%             |
| 2025-12-15 | 0.0000%             |
| 2025-12-16 | 0.0000%             |
| 2025-12-17 | 0.0000%             |
| 2025-12-18 | 0.0000%             |
| 2025-12-19 | 0.0000%             |
| 2025-12-22 | 0.0000%             |
| 2025-12-23 | 0.0000%             |
| 2025-12-24 | 0.0000%             |
| 2025-12-26 | 0.0000%             |
| 2025-12-29 | 0.0000%             |
| 2025-12-30 | 0.0000%             |
| 2025-12-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 0.0000                      |
|  |  |
| 2025-12-02 | 0.0000                      |
|  |  |
| 2025-12-03 | 0.0000                      |
|  |  |
| 2025-12-04 | 0.0000                      |
|  |  |
| 2025-12-05 | 0.0000                      |
|  |  |
| 2025-12-08 | 0.0000                      |
|  |  |
| 2025-12-09 | 0.0000                      |
|  |  |
| 2025-12-10 | 0.0000                      |
|  |  |
| 2025-12-11 | 0.0000                      |
|  |  |
| 2025-12-12 | 0.0000                      |
|  |  |
| 2025-12-15 | 0.0000                      |
|  |  |
| 2025-12-16 | 0.0000                      |
|  |  |
| 2025-12-17 | 0.0000                      |
|  |  |
| 2025-12-18 | 0.0000                      |
|  |  |
| 2025-12-19 | 0.0000                      |
|  |  |
| 2025-12-22 | 0.0000                      |
|  |  |
| 2025-12-23 | 0.0000                      |
|  |  |
| 2025-12-24 | 0.0000                      |
|  |  |
| 2025-12-26 | 0.0000                      |
|  |  |
| 2025-12-29 | 0.0000                      |
|  |  |
| 2025-12-30 | 0.0000                      |
|  |  |
| 2025-12-31 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $5914350583.19

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 474924.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.0000          |
|  |  |
| 2025-12-02 | 0.0000          |
|  |  |
| 2025-12-03 | 0.0000          |
|  |  |
| 2025-12-04 | 0.0000          |
|  |  |
| 2025-12-05 | 0.0000          |
|  |  |
| 2025-12-08 | 0.0000          |
|  |  |
| 2025-12-09 | 0.0000          |
|  |  |
| 2025-12-10 | 0.0000          |
|  |  |
| 2025-12-11 | 0.0000          |
|  |  |
| 2025-12-12 | 0.0000          |
|  |  |
| 2025-12-15 | 0.0000          |
|  |  |
| 2025-12-16 | 0.0000          |
|  |  |
| 2025-12-17 | 0.0000          |
|  |  |
| 2025-12-18 | 0.0000          |
|  |  |
| 2025-12-19 | 0.0000          |
|  |  |
| 2025-12-22 | 0.0000          |
|  |  |
| 2025-12-23 | 0.0000          |
|  |  |
| 2025-12-24 | 0.0000          |
|  |  |
| 2025-12-26 | 0.0000          |
|  |  |
| 2025-12-29 | 0.0000          |
|  |  |
| 2025-12-30 | 0.0000          |
|  |  |
| 2025-12-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%           |
| 2025-12-02 | 0.0000%           |
| 2025-12-03 | 0.0000%           |
| 2025-12-04 | 0.0000%           |
| 2025-12-05 | 0.0000%           |
| 2025-12-08 | 0.0000%           |
| 2025-12-09 | 0.0000%           |
| 2025-12-10 | 0.0000%           |
| 2025-12-11 | 0.0000%           |
| 2025-12-12 | 0.0000%           |
| 2025-12-15 | 0.0000%           |
| 2025-12-16 | 0.0000%           |
| 2025-12-17 | 0.0000%           |
| 2025-12-18 | 0.0000%           |
| 2025-12-19 | 0.0000%           |
| 2025-12-22 | 0.0000%           |
| 2025-12-23 | 0.0000%           |
| 2025-12-24 | 0.0000%           |
| 2025-12-26 | 0.0000%           |
| 2025-12-29 | 0.0000%           |
| 2025-12-30 | 0.0000%           |
| 2025-12-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: ASB BANK LTD

- **C.1 - Title:** ASB BANK LTD 3.710000%
- **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):** $75004920.00
- **C.18.a - Value (excl. sponsor support):** $75004920.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 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):** $49377440.00
- **C.18.a - Value (excl. sponsor support):** $49377440.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 3: 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):** $75017077.50
- **C.18.a - Value (excl. sponsor support):** $75017077.50
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 4: 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):** $49465645.98
- **C.18.a - Value (excl. sponsor support):** $49465645.98
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 5: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KAL3, C.4 - ISIN: US06417KAL35, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $74844157.50
- **C.18.a - Value (excl. sponsor support):** $74844157.50
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 6: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RA65, C.4 - ISIN: US06744RA654, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $49968950.00
- **C.18.a - Value (excl. sponsor support):** $49968950.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 7: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RA73, C.4 - ISIN: US06744RA738, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $74945497.50
- **C.18.a - Value (excl. sponsor support):** $74945497.50
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: BARCLAYS BANK PLC/NY

- **C.1 - Title:** BARCLAYS BANK PLC/NY 3.710000%
- **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):** $50010165.00
- **C.18.a - Value (excl. sponsor support):** $50010165.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MA22, C.4 - ISIN: US06945MA229, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49989670.00
- **C.18.a - Value (excl. sponsor support):** $49989670.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MA63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49968870.00
- **C.18.a - Value (excl. sponsor support):** $49968870.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 11: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 3.710000%
- **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):** $35001631.00
- **C.18.a - Value (excl. sponsor support):** $35001631.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 12710HBA5, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $44807490.00
- **C.18.a - Value (excl. sponsor support):** $44807490.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 13: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HBR8, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49707660.00
- **C.18.a - Value (excl. sponsor support):** $49707660.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Fitch, 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: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963UA22, C.4 - ISIN: US15963UA224, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $49989670.00
- **C.18.a - Value (excl. sponsor support):** $49989670.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: DBS BANK LTD/SINGAPORE

- **C.1 - Title:** DBS BANK LTD/SINGAPORE
- **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):** $74837955.00
- **C.18.a - Value (excl. sponsor support):** $74837955.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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: 39014JAF7, C.4 - ISIN: US39014JAF75, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $49922010.00
- **C.18.a - Value (excl. sponsor support):** $49922010.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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):** $84004454.50
- **C.18.a - Value (excl. sponsor support):** $84004454.50
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 18: LMA SA/LMA AMERICAS LLC

- **C.1 - Title:** LMA SA/LMA AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RAC2, C.4 - ISIN: US53944RAC25, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49937525.00
- **C.18.a - Value (excl. sponsor support):** $49937525.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: LONGSHIP FUNDING DESIGNATED ACTIVITY COMPANY

- **C.1 - Title:** LONGSHIP FUNDING DESIGNATED ACTIVITY COMPANY
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UA25, C.4 - ISIN: US54316UA250, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99979420.00
- **C.18.a - Value (excl. sponsor support):** $99979420.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: 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):** $49885580.00
- **C.18.a - Value (excl. sponsor support):** $49885580.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 3.710000%
- **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):** $50002765.00
- **C.18.a - Value (excl. sponsor support):** $50002765.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $74845237.50
- **C.18.a - Value (excl. sponsor support):** $74845237.50
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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: NESTLE CAPITAL CORP

- **C.1 - Title:** NESTLE CAPITAL CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HA28, C.4 - ISIN: US64105HA286, C.3 - LEI: 549300VIRTXBZ81J0S95
- **C.18 - Value (incl. sponsor support):** $68131954.35
- **C.18.a - Value (excl. sponsor support):** $68131954.35
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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.: 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: NESTLE CAPITAL CORP

- **C.1 - Title:** NESTLE CAPITAL CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HA51, C.4 - ISIN: US64105HA518, C.3 - LEI: 549300VIRTXBZ81J0S95
- **C.18 - Value (incl. sponsor support):** $22988412.60
- **C.18.a - Value (excl. sponsor support):** $22988412.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 25: OVERSEA-CHINESE BANKING

- **C.1 - Title:** OVERSEA-CHINESE BANKING 3.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKV6, C.4 - ISIN: US69033NKV63, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $75004492.50
- **C.18.a - Value (excl. sponsor support):** $75004492.50
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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: 69034BA59, C.4 - ISIN: US69034BA591, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $31583846.08
- **C.18.a - Value (excl. sponsor support):** $31583846.08
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORP LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BAN0, C.4 - ISIN: US69034BAN01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $59860824.00
- **C.18.a - Value (excl. sponsor support):** $59860824.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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):** $49709470.00
- **C.18.a - Value (excl. sponsor support):** $49709470.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 29: 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):** $99794200.00
- **C.18.a - Value (excl. sponsor support):** $99794200.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 30: 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):** $74686665.00
- **C.18.a - Value (excl. sponsor support):** $74686665.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 31: STANDARD CHARTERED BANK/NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK/NEW YORK 3.710000%
- **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):** $25004540.00
- **C.18.a - Value (excl. sponsor support):** $25004540.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 32: STATE OF THE NETHERLANDS

- **C.1 - Title:** STATE OF THE NETHERLANDS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85730MAF6, C.4 - ISIN: US85730MAF68, C.3 - LEI: 254900G14ALGVKORFN62
- **C.18 - Value (incl. sponsor support):** $99847650.00
- **C.18.a - Value (excl. sponsor support):** $99847650.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 33: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563HA67, C.4 - ISIN: US86563HA678, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49969445.00
- **C.18.a - Value (excl. sponsor support):** $49969445.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XDQ4, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $59284632.00
- **C.18.a - Value (excl. sponsor support):** $59284632.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 35: SUMITOMO MITSUI BANKING CORP/NEW YORK

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP/NEW YORK 3.710000%
- **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):** $50013530.00
- **C.18.a - Value (excl. sponsor support):** $50013530.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: TOTAL CAPITAL

- **C.1 - Title:** TOTAL CAPITAL
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FA70, C.4 - ISIN: US89152FA705, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $24981625.00
- **C.18.a - Value (excl. sponsor support):** $24981625.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: 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):** $49937035.00
- **C.18.a - Value (excl. sponsor support):** $49937035.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 38: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.710000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RKJ5, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $49999115.00
- **C.18.a - Value (excl. sponsor support):** $49999115.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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):** $99843190.00
- **C.18.a - Value (excl. sponsor support):** $99843190.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 40: ROYAL BANK CANADA TORONTO

- **C.1 - Title:** ROYAL BANK CANADA TORONTO 3.700000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47383093
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: LMNI47384113
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47385083
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: LMNI47388043
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: NATIONAL BANK OF CANADA MONTREAL

- **C.1 - Title:** NATIONAL BANK OF CANADA MONTREAL 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47388053
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMNI47388063
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.840000%
- **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:** 3.3800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NSTAR ELECTRIC CO        | 2040-03-15      | 5.5000%  | 0.0000% | $545000.00         | $560987.27         | Corporate Debt Securities |
| NATIONWIDE FINANCIAL SER | 2087-05-15      | 6.7500%  | 0.0000% | $541000.00         | $542901.62         | Corporate Debt Securities |
| INTEL CORP               | 2041-10-01      | 4.8000%  | 0.0000% | $594000.00         | $535936.50         | Corporate Debt Securities |
| ERAC USA FINANCE LLC     | 2037-10-15      | 7.0000%  | 0.0000% | $52000.00          | $61177.08          | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV  | 2042-07-16      | 4.3750%  | 0.0000% | $1075000.00        | $960566.85         | Corporate Debt Securities |
| SUNCOR ENERGY INC        | 2034-12-01      | 5.9500%  | 0.0000% | $7132000.00        | $7594175.39        | Corporate Debt Securities |
| BURLINGTN NORTH SANTA FE | 2042-09-01      | 4.3750%  | 0.0000% | $75000.00          | $67957.75          | Corporate Debt Securities |
| WELLS FARGO & COMPANY    | 2044-11-04      | 4.6500%  | 0.0000% | $3084000.00        | $2735854.95        | Corporate Debt Securities |
| UNIV SOUTHERN CALIFORNIA | 2047-10-01      | 3.8410%  | 0.0000% | $297000.00         | $241687.46         | Corporate Debt Securities |
| BP CAP MARKETS AMERICA   | 2050-11-10      | 2.7720%  | 0.0000% | $1030000.00        | $643046.51         | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO     | 2078-11-03      | 3.9054%  | 0.0000% | $6000.00           | $6037.57           | Corporate Debt Securities |
| GS FINANCE CORP          | 2062-12-23      | 3.8834%  | 0.0000% | $3914000.00        | $3875828.15        | Corporate Debt Securities |
| PACIFICORP               | 2053-12-01      | 5.3500%  | 0.0000% | $100000.00         | $88527.83          | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC | 2046-12-14      | 3.3690%  | 0.0000% | $42826000.00       | $31916818.82       | Corporate Debt Securities |
| CHARLES SCHWAB CORP      | 2079-12-31      | 5.0000%  | 0.0000% | $760000.00         | $740419.87         | Corporate Debt Securities |
| MERCK SHARP & DOHME CORP | 2041-02-06      | 3.6982%  | 0.0000% | $2099000.00        | $2108823.44        | Corporate Debt Securities |
| SBL HOLDINGS INC         | 2031-02-18      | 5.0000%  | 0.0000% | $8014000.00        | $7587592.87        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2042-04-22      | 3.2100%  | 0.0000% | $100000.00         | $78195.25          | Corporate Debt Securities |
| NUVEEN LLC               | 2030-01-15      | 5.5500%  | 0.0000% | $2000.00           | $2136.50           | Corporate Debt Securities |
| ATHENE HOLDING LTD       | 2054-04-01      | 6.2500%  | 0.0000% | $21540000.00       | $21389973.90       | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2030-04-01      | 5.2500%  | 0.0000% | $27000.00          | $27197.24          | Corporate Debt Securities |
| INTEL CORP               | 2028-02-10      | 4.8750%  | 0.0000% | $230000.00         | $237721.96         | Corporate Debt Securities |
| TORONTO-DOMINION BANK    | 2031-09-15      | 3.6250%  | 0.0000% | $45000.00          | $45222.88          | Corporate Debt Securities |
| VALE OVERSEAS LIMITED    | 2054-06-28      | 6.4000%  | 0.0000% | $574000.00         | $587497.93         | Corporate Debt Securities |
| WEBSTER FINANCIAL CORP   | 2035-09-11      | 5.7840%  | 0.0000% | $716000.00         | $728646.95         | Corporate Debt Securities |
| ALTRIA GROUP INC         | 2059-02-14      | 6.2000%  | 0.0000% | $1818000.00        | $1868475.76        | Corporate Debt Securities |
| AMGEN INC                | 2062-02-22      | 4.4000%  | 0.0000% | $2000.00           | $1603.31           | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2032-10-15      | 4.9500%  | 0.0000% | $508000.00         | $511600.45         | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2041-12-28      | 3.8514%  | 0.0000% | $1743000.00        | $1734704.97        | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2029-06-14      | 2.0870%  | 0.0000% | $5000.00           | $4777.48           | Corporate Debt Securities |
| BANK OF MONTREAL         | 2085-11-26      | 6.8750%  | 0.0000% | $2373000.00        | $2458530.17        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON  | 2038-06-30      | 3.7472%  | 0.0000% | $384000.00         | $380749.09         | Corporate Debt Securities |
| BIOGEN INC               | 2050-05-01      | 3.1500%  | 0.0000% | $180000.00         | $118130.40         | Corporate Debt Securities |
| BLACKSTONE SECURED LEND  | 2030-06-30      | 5.3000%  | 0.0000% | $6115000.00        | $6092435.65        | Corporate Debt Securities |
| BP CAP MARKETS AMERICA   | 2029-10-17      | 4.9700%  | 0.0000% | $2000.00           | $2081.35           | Corporate Debt Securities |
| CF INDUSTRIES INC        | 2035-11-26      | 5.3000%  | 0.0000% | $49000.00          | $49240.73          | Corporate Debt Securities |
| CIGNA GROUP/THE          | 2027-03-01      | 3.4000%  | 0.0000% | $47000.00          | $47236.57          | Corporate Debt Securities |
| CIGNA GROUP/THE          | 2056-01-15      | 6.0000%  | 0.0000% | $3495000.00        | $3677928.30        | Corporate Debt Securities |
| CSX CORP                 | 2049-03-15      | 4.5000%  | 0.0000% | $479000.00         | $416672.52         | Corporate Debt Securities |
| CAMPBELLS COMPANY/THE    | 2048-03-15      | 4.8000%  | 0.0000% | $23889000.00       | $21096933.31       | Corporate Debt Securities |
| COMMONWEALTH BANK AUST   | 2047-07-12      | 3.9000%  | 0.0000% | $553000.00         | $464066.54         | Corporate Debt Securities |
| DOMINION ENERGY INC      | 2056-02-15      | 6.0000%  | 0.0000% | $1836000.00        | $1891037.16        | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC  | 2053-11-15      | 6.2000%  | 0.0000% | $40000.00          | $43312.09          | Corporate Debt Securities |
| EAGLE MATERIALS INC      | 2036-03-15      | 5.0000%  | 0.0000% | $2919000.00        | $2890763.54        | Corporate Debt Securities |
| FEDEX CORP               | 2048-02-15      | 4.0500%  | 0.0000% | $5538000.00        | $4340462.88        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO | 2068-11-14      | 3.8147%  | 0.0000% | $11723000.00       | $11587368.44       | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO | 2071-03-01      | 3.7540%  | 0.0000% | $11875000.00       | $11784373.46       | Corporate Debt Securities |
| HOME DEPOT INC           | 2027-09-14      | 2.8000%  | 0.0000% | $2000.00           | $1985.48           | Corporate Debt Securities |
| INDIANA MICHIGAN POWER   | 2047-07-01      | 3.7500%  | 0.0000% | $133000.00         | $103364.94         | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC | 2050-10-15      | 3.9510%  | 0.0000% | $106000.00         | $79737.55          | Corporate Debt Securities |
| LINCOLN NATIONAL CORP    | 2067-04-20      | 6.1860%  | 0.0000% | $34000.00          | $27960.65          | Corporate Debt Securities |
| M&T BANK CORPORATION     | 2035-07-30      | 5.4000%  | 0.0000% | $138000.00         | $142620.24         | Corporate Debt Securities |
| MCDONALD'S CORP          | 2031-02-12      | 4.4000%  | 0.0000% | $4309000.00        | $4417309.11        | Corporate Debt Securities |
| MIDAMERICAN ENERGY CO    | 2047-08-01      | 3.9500%  | 0.0000% | $59000.00          | $47952.74          | Corporate Debt Securities |
| MISC CAPITAL TWO LABUAN  | 2027-04-06      | 3.7500%  | 0.0000% | $200000.00         | $200568.00         | Corporate Debt Securities |
| MORGAN STANLEY           | 2037-04-20      | 5.2970%  | 0.0000% | $4722000.00        | $4857270.48        | Corporate Debt Securities |
| OGLETHORPE POWER CORP    | 2050-08-01      | 3.7500%  | 0.0000% | $6000.00           | $4416.93           | Corporate Debt Securities |
| PROCTER & GAMBLE - ESOP  | 2048-11-04      | 3.8609%  | 0.0000% | $1235000.00        | $1232842.53        | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC | 2053-03-01      | 6.7500%  | 0.0000% | $456000.00         | $497322.72         | Corporate Debt Securities |
| PUBLIC SERVICE COLORADO  | 2046-06-15      | 3.5500%  | 0.0000% | $94000.00          | $68678.07          | Corporate Debt Securities |
| ROYAL BANK OF CANADA     | 2084-11-24      | 6.3500%  | 0.0000% | $2939000.00        | $2892505.02        | Corporate Debt Securities |
| SCE RECOVERY FUNDING LLC | 2052-09-15      | 5.5410%  | 0.0000% | $1000000.00        | $996487.50         | Corporate Debt Securities |
| SINOPEC GRP OVERSEA 2015 | 2045-04-28      | 4.1000%  | 0.0000% | $226000.00         | $203538.11         | Corporate Debt Securities |
| SOUTHWEST AIRLINES CO    | 2028-11-15      | 4.3750%  | 0.0000% | $327000.00         | $330240.12         | Corporate Debt Securities |
| PINNACLE FINANCL PARTNRS | 2036-01-15      | 5.9570%  | 0.0000% | $23320000.00       | $23607544.67       | Corporate Debt Securities |
| UBS GROUP AG             | 2033-08-05      | 4.9880%  | 0.0000% | $2344000.00        | $2431338.74        | Corporate Debt Securities |
| US BANK NA CINCINNATI    | 2062-09-09      | 3.3815%  | 0.0000% | $2517000.00        | $2486465.17        | Corporate Debt Securities |
| UNION PACIFIC CORP       | 2072-02-14      | 3.8500%  | 0.0000% | $145000.00         | $103041.55         | Corporate Debt Securities |
| UNITED PARCEL SERVICE    | 2050-03-27      | 4.5102%  | 0.0000% | $8240000.00        | $8192429.49        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS   | 2050-11-20      | 2.8750%  | 0.0000% | $2930000.00        | $1836272.92        | Corporate Debt Securities |
| WELLS FARGO & COMPANY    | 2046-06-14      | 4.4000%  | 0.0000% | $645000.00         | $543604.57         | Corporate Debt Securities |
| WELLS FARGO BANK NA      | 2053-06-24      | 3.6502%  | 0.0000% | $1874000.00        | $1864404.69        | Corporate Debt Securities |

### Security 47: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.810000%
- **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: LMRP10415393
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 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    | 2037-09-01      | 6.0000%  | 0.0000% | $20000.00          | $88.78             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 6.0000%  | 0.0000% | $25000.00          | $59.76             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 4.5000%  | 0.0000% | $72999.00          | $1699.88           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 5.5000%  | 0.0000% | $24625000.00       | $317072.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 4.5000%  | 0.0000% | $176993.00         | $3726.03           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 5.5000%  | 0.0000% | $8457375.00        | $278455.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-05-01      | 4.0000%  | 0.0000% | $150000.00         | $8845.05           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-01-01      | 5.5000%  | 0.0000% | $10000.00          | $169.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-01-01      | 4.5000%  | 0.0000% | $1027.00           | $61.23             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-08-01      | 3.0000%  | 0.0000% | $5287776.00        | $808689.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-01-01      | 4.0000%  | 0.0000% | $41716.00          | $5448.92           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-05-01      | 4.0000%  | 0.0000% | $65536.00          | $9.56              | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-02-01      | 3.5000%  | 0.0000% | $21000.00          | $2585.92           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-09-01      | 4.0000%  | 0.0000% | $21000.00          | $1710.15           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.0000%  | 0.0000% | $13386000.00       | $2315283.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $2381740.00        | $672115.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $1250000.00        | $596486.96         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.0000%  | 0.0000% | $12871264.00       | $1293385.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.0000%  | 0.0000% | $500000.00         | $215759.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $287200.00         | $225530.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.0000%  | 0.0000% | $7011776.00        | $4417231.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $30000.00          | $23788.32          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $13404600.00       | $11836096.98       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $34000.00          | $21737.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 5.5000%  | 0.0000% | $425000.00         | $248256.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $55000.00          | $42001.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 5.5000%  | 0.0000% | $166000.00         | $15680.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2908.63           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $832310.00         | $443070.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $7182000.00        | $5136577.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.5000%  | 0.0000% | $30000.00          | $17507.10          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $8216736.00        | $6915236.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $135000.00         | $96924.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $611667.00         | $437706.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-05-01      | 3.0000%  | 0.0000% | $294432.00         | $173186.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $3975000.00        | $1427972.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $41870592.00       | $27341085.85       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 5.5000%  | 0.0000% | $15000.00          | $148.80            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.5000%  | 0.0000% | $195522.00         | $24234.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 5.5000%  | 0.0000% | $3202000.00        | $22576.00          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 4.5000%  | 0.0000% | $50000.00          | $9048.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 5.5000%  | 0.0000% | $1398110.00        | $16031.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $15000.00          | $12972.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $64000.00          | $40994.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 5.5000%  | 0.0000% | $12000.00          | $8073.31           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5472.70           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.5000%  | 0.0000% | $935000.00         | $452463.57         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $70896.55          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 4.4400%  | 0.0000% | $20000000.00       | $17599122.58       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-12-01      | 6.5000%  | 0.0000% | $830000.00         | $7500.03           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-06-01      | 6.0000%  | 0.0000% | $4998.00           | $3.93              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-07-01      | 4.5000%  | 0.0000% | $163839.00         | $74.00             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-12-01      | 4.0000%  | 0.0000% | $66000.00          | $967.64            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-07-01      | 4.0000%  | 0.0000% | $40993.00          | $84.98             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 4.0000%  | 0.0000% | $86000.00          | $13371.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-08-01      | 4.0000%  | 0.0000% | $43000.00          | $6117.34           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 6.0000%  | 0.0000% | $600547.00         | $8317.65           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $8000.00           | $7289.40           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $14000.00          | $3369.19           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $350000.00         | $262160.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.0000%  | 0.0000% | $25000.00          | $17483.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $550000.00         | $411071.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.0000%  | 0.0000% | $4000000.00        | $3056813.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $1425000.00        | $1267227.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 4.5000%  | 0.0000% | $1293376.00        | $1192965.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $18.02             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 3.0000%  | 0.0000% | $550000.00         | $264639.39         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $750000.00         | $495270.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.0000%  | 0.0000% | $125000.00         | $88874.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $90000.00          | $66644.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $9801808.00        | $6921304.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $5444000.00        | $4206058.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 4.5000%  | 0.0000% | $9000.00           | $6259.05           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 4.5000%  | 0.0000% | $21000.00          | $16485.11          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 3.5000%  | 0.0000% | $9990.00           | $8956.76           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $66999.00          | $64486.87          | Agency Mortgage-Backed Securities |

### Security 48: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.830000%
- **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: LMRP10416733
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.3800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 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    | 2036-02-01      | 3.5000%  | 0.0000% | $5920864.00        | $495609.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-11-01      | 4.0000%  | 0.0000% | $1726316.00        | $78544.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $29310432.00       | $2725118.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 5.0000%  | 0.0000% | $3088740.00        | $167224.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 2.5000%  | 0.0000% | $550000.00         | $65417.11          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $44606.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 1.5000%  | 0.0000% | $6652232.00        | $3303527.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $180000.00         | $125164.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $68139.00          | $48586.70          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $26000.00          | $16771.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $5395000.00        | $3770051.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 4.5000%  | 0.0000% | $7730480.00        | $7332580.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 4.5000%  | 0.0000% | $2201000.00        | $1973730.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 7.5000%  | 0.0000% | $1421789.00        | $9445.89           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $25600.58          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.5000%  | 0.0000% | $55000.00          | $26615.50          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $2780000.00        | $2838417.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-02-01      | 5.0000%  | 0.0000% | $4059968.00        | $163745.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 2.7750%  | 0.0000% | $423453.00         | $174585.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 3.0000%  | 0.0000% | $3407683.00        | $31270.74          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-11-01      | 6.0000%  | 0.0000% | $4952672.00        | $84159.30          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $107291.00         | $98601.00          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 7.0000%  | 0.0000% | $3560850.00        | $3699287.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 7.0000%  | 0.0000% | $1175486.00        | $1250120.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $1682250.00        | $1708264.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $7541648.00        | $7811811.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $3454612.00        | $3595178.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $2453608.00        | $2514023.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 7.0000%  | 0.0000% | $1193712.00        | $1274649.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $2205228.00        | $1475068.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 3.0000%  | 0.0000% | $256378.00         | $41343.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.4900%  | 0.0000% | $2120000.00        | $1819660.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 4.0000%  | 0.0000% | $480000.00         | $56568.17          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 2.0000%  | 0.0000% | $3202444.00        | $1640889.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 2.0000%  | 0.0000% | $2024870.00        | $1067115.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.5000%  | 0.0000% | $2089520.00        | $1319331.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 6.0000%  | 0.0000% | $1023592.00        | $1017369.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $480800.00         | $284126.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.5000%  | 0.0000% | $190178.00         | $129367.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 4.5000%  | 0.0000% | $71005.00          | $45711.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-01-01      | 4.6100%  | 0.0000% | $7794300.00        | $7895958.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-10-01      | 3.5000%  | 0.0000% | $953000.00         | $106201.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $75197696.00       | $37354790.31       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1812900.00        | $647251.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 4.0000%  | 0.0000% | $145803.00         | $87498.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.0000%  | 0.0000% | $3557176.00        | $2349527.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $22265824.00       | $20064680.42       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 7.0000%  | 0.0000% | $600000.00         | $304560.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $2758816.00        | $2231418.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.5000%  | 0.0000% | $1162892.00        | $556250.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.0000%  | 0.0000% | $500000.00         | $461558.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $15000.00          | $14076.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 2.5000%  | 0.0000% | $149150.00         | $124903.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $36864768.00       | $37390758.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 4.0000%  | 0.0000% | $432000.00         | $180797.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $53000.00          | $41440.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 2.5000%  | 0.0000% | $100000.00         | $74747.66          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $1226674.00        | $1063252.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 4.5000%  | 0.0000% | $25703872.00       | $25261277.47       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-04-01      | 5.5000%  | 0.0000% | $2813980.00        | $70954.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.0000%  | 0.0000% | $2272000.00        | $136506.99         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 3.0000%  | 0.0000% | $569141.00         | $133749.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 3.0000%  | 0.0000% | $23000.00          | $17792.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-11-01      | 6.0000%  | 0.0000% | $10705680.00       | $7171592.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 4.5000%  | 0.0000% | $6659000.00        | $5644822.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-04-01      | 6.5000%  | 0.0000% | $337519.00         | $307778.22         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.820000%
- **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: LMRP10417173
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 5.9200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 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 | 2040-08-15      | 3.8750%  | 0.0000% | $81085100.00       | $76647606.82       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $9442800.00        | $11133570.92       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2500-12-31      | 0.0000%  | 0.0000% | $52735000.00       | $51272426.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $38099900.00       | $27663397.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $34244700.00       | $28068516.65       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $76211800.00       | $73574816.85       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $83426400.00       | $88639805.84       | U.S. Treasuries (including strips) |

### Security 50: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10417183
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 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    | 2054-08-01      | 5.0000%  | 0.0000% | $28029028.00       | $26236860.21       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 2.5000%  | 0.0000% | $150000000.00      | $58524886.28       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.5000%  | 0.0000% | $16447068.00       | $17238254.50       | Agency Mortgage-Backed Securities |

### Security 51: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10419193
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.3800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $263552313.00      | $204000000.50      | Agency Mortgage-Backed Securities |

### Security 52: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.820000%
- **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: LMRP10420213
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 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 | 2041-08-15      | 3.7500%  | 0.0000% | $17281100.00       | $15888995.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $320800.00         | $191723.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $26382800.00       | $25033720.97       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-05-15      | 0.0000%  | 0.0000% | $204.80            | $56.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $3200.00           | $3239.47           | U.S. Treasuries (including strips) |
| STRIPS          | 2053-11-15      | 0.0000%  | 0.0000% | $58.17             | $14.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $2000.00           | $2035.36           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $58956800.00       | $60889847.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $12000.00          | $12014.23          | U.S. Treasuries (including strips) |

### Security 53: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.800000%
- **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: LMRP10420223
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 11.8400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 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 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $47597400.00       | $48716557.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175649.45       | U.S. Treasuries (including strips) |

### Security 54: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.800000%
- **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: LMRP10420233
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 4.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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: 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 | 2049-02-15      | 3.0000%  | 0.0000% | $50000000.00       | $37618300.00       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-01-15      | 0.1250%  | 0.0000% | $25000000.00       | $29212579.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $50000000.00       | $50689634.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $135485600.00      | $137479521.36      | U.S. Treasuries (including strips) |

### Security 55: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.710000%
- **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: LMRP10420253
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GENWORTH HOLDINGS INC    | 2066-11-15      | 6.1159%  | 0.0000% | $6933000.00        | $5857932.88        | Corporate Debt Securities |
| JETBLUE AIRWAYS/LOYALTY  | 2031-09-20      | 9.8750%  | 0.0000% | $8302000.00        | $8386409.43        | Corporate Debt Securities |
| WABASH NATIONAL CORP     | 2028-10-15      | 4.5000%  | 0.0000% | $7467000.00        | $7055045.61        | Corporate Debt Securities |
| DIRECTV FIN LLC/COINC    | 2031-02-15      | 10.0000% | 0.0000% | $9899000.00        | $10523208.94       | Corporate Debt Securities |
| NEPTUNE BIDCO US INC     | 2031-05-15      | 10.3750% | 0.0000% | $6560000.00        | $6818874.00        | Corporate Debt Securities |
| WESTERN DIGITAL CORP     | 2032-02-01      | 3.1000%  | 0.0000% | $6082000.00        | $5681540.85        | Corporate Debt Securities |
| BRIGHTSTAR LOT/BRIGHSTAR | 2033-01-15      | 5.7500%  | 0.0000% | $2803000.00        | $2798026.23        | Corporate Debt Securities |
| CCO HLDGS LLC/CAP CORP   | 2032-02-01      | 4.7500%  | 0.0000% | $6813000.00        | $6360287.50        | Corporate Debt Securities |
| CABLEVISION LIGHTPATH    | 2027-09-15      | 3.8750%  | 0.0000% | $6683000.00        | $6595985.48        | Corporate Debt Securities |
| CARVANA CO               | 2031-06-01      | 9.0000%  | 0.0000% | $9000000.00        | $10643660.00       | Corporate Debt Securities |
| CHEMOURS CO              | 2033-01-15      | 8.0000%  | 0.0000% | $5627000.00        | $5656310.42        | Corporate Debt Securities |
| CROSSCOUNTRY INTER       | 2030-10-01      | 6.5000%  | 0.0000% | $8718000.00        | $9033330.06        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS | 2030-05-15      | 3.6250%  | 0.0000% | $10000000.00       | $9333819.44        | Corporate Debt Securities |
| FLASH COMPUTE LLC        | 2030-12-31      | 7.2500%  | 0.0000% | $7000000.00        | $6957739.44        | Corporate Debt Securities |
| MAUSER PACKAGING SOLUT   | 2030-04-15      | 7.8750%  | 0.0000% | $6316000.00        | $6349387.96        | Corporate Debt Securities |
| NATIONAL MENTOR HOLDINGS | 2030-12-15      | 10.5000% | 0.0000% | $5735000.00        | $5806008.86        | Corporate Debt Securities |
| NOVA CHEMICALS CORP      | 2031-12-01      | 7.0000%  | 0.0000% | $5570000.00        | $5964405.51        | Corporate Debt Securities |
| RAKUTEN GROUP INC        | 2027-02-15      | 11.2500% | 0.0000% | $8267000.00        | $9199331.59        | Corporate Debt Securities |
| SABRE GLBL INC           | 2030-03-15      | 10.7500% | 0.0000% | $9682000.00        | $8030909.71        | Corporate Debt Securities |
| TOPAZ SOLAR FARMS LLC    | 2039-09-30      | 5.7500%  | 0.0000% | $8006000.00        | $8161836.79        | Corporate Debt Securities |
| VZ SECURED FINANCING BV  | 2032-01-15      | 5.0000%  | 0.0000% | $6450000.00        | $6007766.50        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUE    | 2036-01-15      | 6.7500%  | 0.0000% | $7700000.00        | $8144713.50        | Corporate Debt Securities |
| VICTORIA'S SECRET & CO   | 2029-07-15      | 4.6250%  | 0.0000% | $1149000.00        | $1136253.44        | Corporate Debt Securities |
| VMED O2 UK FINANCING I   | 2033-01-15      | 6.7500%  | 0.0000% | $7500000.00        | $7497468.75        | Corporate Debt Securities |

### Security 56: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP8205703
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BANK OF AMERICA CORP     | 2038-05-14      | 7.7500%  | 0.0000% | $1488000.00        | $1827439.67        | Corporate Debt Securities          |
| CITIGROUP INC            | 2039-07-15      | 8.1250%  | 0.0000% | $3000.00           | $3975.56           | Corporate Debt Securities          |
| KRAFT HEINZ FOODS CO     | 2039-08-01      | 7.1250%  | 0.0000% | $3000.00           | $3494.00           | Corporate Debt Securities          |
| AMERICAN INTL GROUP      | 2068-05-15      | 8.1750%  | 0.0000% | $1006000.00        | $1122540.91        | Corporate Debt Securities          |
| PROGRESS ENERGY INC      | 2031-03-01      | 7.7500%  | 0.0000% | $823000.00         | $964682.19         | Corporate Debt Securities          |
| COMCAST CORP             | 2035-11-15      | 6.5000%  | 0.0000% | $1000.00           | $1120.23           | Corporate Debt Securities          |
| VODAFONE GROUP PLC       | 2043-02-19      | 4.3750%  | 0.0000% | $48000.00          | $41965.45          | Corporate Debt Securities          |
| WELLS FARGO & COMPANY    | 2044-01-15      | 5.6060%  | 0.0000% | $2800000.00        | $2859611.69        | Corporate Debt Securities          |
| ORACLE CORP              | 2044-07-08      | 4.5000%  | 0.0000% | $200000.00         | $157749.00         | Corporate Debt Securities          |
| COMMONWEALTH EDISON CO   | 2038-01-15      | 6.4500%  | 0.0000% | $1000.00           | $1150.23           | Corporate Debt Securities          |
| ORACLE CORP              | 2055-05-15      | 4.3750%  | 0.0000% | $225000.00         | $157666.56         | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC  | 2045-10-21      | 4.7500%  | 0.0000% | $2000.00           | $1840.15           | Corporate Debt Securities          |
| AT&T INC                 | 2041-03-01      | 6.3750%  | 0.0000% | $67000.00          | $73123.13          | Corporate Debt Securities          |
| COMCAST CORP             | 2046-07-15      | 3.4000%  | 0.0000% | $1539000.00        | $1100012.22        | Corporate Debt Securities          |
| APPLE INC                | 2046-08-04      | 3.8500%  | 0.0000% | $57000.00          | $47322.59          | Corporate Debt Securities          |
| KRAFT HEINZ FOODS CO     | 2046-06-01      | 4.3750%  | 0.0000% | $25000.00          | $20815.90          | Corporate Debt Securities          |
| WELLS FARGO & COMPANY    | 2046-12-07      | 4.7500%  | 0.0000% | $1000.00           | $886.23            | Corporate Debt Securities          |
| BRISTOL-MYERS SQUIBB CO  | 2027-02-27      | 3.2500%  | 0.0000% | $2000.00           | $2012.55           | Corporate Debt Securities          |
| US TREASURY N/B          | 2030-02-28      | 4.0000%  | 0.0000% | $74100.00          | $76172.63          | U.S. Treasuries (including strips) |
| COCA-COLA CO/THE         | 2051-03-15      | 2.5000%  | 0.0000% | $2000.00           | $1221.54           | Corporate Debt Securities          |
| COSTCO WHOLESALE CORP    | 2030-04-20      | 1.6000%  | 0.0000% | $1268000.00        | $1154597.12        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO      | 2032-04-22      | 2.5800%  | 0.0000% | $2000.00           | $1841.41           | Corporate Debt Securities          |
| NXP BV/NXP FDG/NXP USA   | 2041-05-11      | 3.2500%  | 0.0000% | $300000.00         | $229477.08         | Corporate Debt Securities          |
| EIDP INC                 | 2030-07-15      | 2.3000%  | 0.0000% | $105000.00         | $98412.88          | Corporate Debt Securities          |
| JPMORGAN CHASE & CO      | 2500-12-31      | 6.8750%  | 0.0000% | $946000.00         | $1003733.59        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO      | 2500-12-31      | 6.8750%  | 0.0000% | $70000.00          | $74272.04          | Corporate Debt Securities          |
| JPMORGAN CHASE & CO      | 2500-12-31      | 6.8750%  | 0.0000% | $49000.00          | $51990.43          | Corporate Debt Securities          |
| MORGAN STANLEY           | 2033-07-20      | 4.8890%  | 0.0000% | $626000.00         | $650260.44         | Corporate Debt Securities          |
| BLUE OWL CAPITAL CORP    | 2029-03-15      | 5.9500%  | 0.0000% | $55000.00          | $56563.62          | Corporate Debt Securities          |
| PNC FINANCIAL SERVICES   | 2079-12-31      | 6.2500%  | 0.0000% | $4054000.00        | $4195556.67        | Corporate Debt Securities          |
| TAKEDA PHARMACEUTICAL    | 2030-03-31      | 2.0500%  | 0.0000% | $338000.00         | $311137.45         | Corporate Debt Securities          |
| WESTERN MIDSTREAM OPERAT | 2050-02-01      | 5.2500%  | 0.0000% | $2000.00           | $1765.57           | Corporate Debt Securities          |
| AMERICAN HONDA FINANCE   | 2034-01-10      | 4.9000%  | 0.0000% | $100000.00         | $103070.50         | Corporate Debt Securities          |
| ARTHUR J GALLAGHER & CO  | 2032-02-15      | 5.0000%  | 0.0000% | $990000.00         | $1033252.00        | Corporate Debt Securities          |
| BOEING CO                | 2035-03-01      | 3.3000%  | 0.0000% | $1117000.00        | $985272.19         | Corporate Debt Securities          |
| BOEING CO/THE            | 2054-05-01      | 6.8580%  | 0.0000% | $1012000.00        | $1158254.24        | Corporate Debt Securities          |
| WESTERN MIDSTREAM OPERAT | 2034-11-15      | 5.4500%  | 0.0000% | $2000.00           | $2032.13           | Corporate Debt Securities          |
| CVS HEALTH CORP          | 2030-08-21      | 1.7500%  | 0.0000% | $300000.00         | $268964.83         | Corporate Debt Securities          |
| WESTERN ALLIANCE BANCORP | 2031-06-15      | 3.0000%  | 0.0000% | $208000.00         | $200556.37         | Corporate Debt Securities          |
| UNITEDHEALTH GROUP INC   | 2044-07-15      | 5.5000%  | 0.0000% | $327000.00         | $334308.81         | Corporate Debt Securities          |
| MARRIOTT INTERNATIONAL   | 2032-04-15      | 5.1000%  | 0.0000% | $65000.00          | $67773.98          | Corporate Debt Securities          |
| APA CORP                 | 2040-09-01      | 5.1000%  | 0.0000% | $2780000.00        | $2529077.20        | Corporate Debt Securities          |
| APPLOVIN CORP            | 2034-12-01      | 5.5000%  | 0.0000% | $200000.00         | $207390.67         | Corporate Debt Securities          |
| BLUE OWL FINANCE LLC     | 2034-04-18      | 6.2500%  | 0.0000% | $410000.00         | $430021.78         | Corporate Debt Securities          |
| BROADCOM INC             | 2033-04-15      | 3.4190%  | 0.0000% | $1000.00           | $934.60            | Corporate Debt Securities          |
| CHUBB INA HOLDINGS LLC   | 2035-08-15      | 4.9000%  | 0.0000% | $2000.00           | $2054.53           | Corporate Debt Securities          |
| CUMMINS INC              | 2035-05-09      | 5.3000%  | 0.0000% | $180000.00         | $188704.00         | Corporate Debt Securities          |
| GENERAL MOTORS CO        | 2030-04-15      | 5.6250%  | 0.0000% | $53000.00          | $55918.98          | Corporate Debt Securities          |
| GLOBAL PAYMENTS INC      | 2030-11-15      | 4.8750%  | 0.0000% | $554000.00         | $559309.86         | Corporate Debt Securities          |
| KKR & CO INC             | 2035-08-07      | 5.1000%  | 0.0000% | $1000.00           | $1024.06           | Corporate Debt Securities          |
| KENVUE INC               | 2033-03-22      | 4.9000%  | 0.0000% | $270000.00         | $279796.95         | Corporate Debt Securities          |
| LYB INT FINANCE III      | 2031-01-15      | 5.1250%  | 0.0000% | $100000.00         | $101219.33         | Corporate Debt Securities          |
| LLOYDS BANKING GROUP PLC | 2500-12-31      | 8.0000%  | 0.0000% | $200000.00         | $216429.33         | Corporate Debt Securities          |
| STATE STREET CORP        | 2028-04-24      | 4.8670%  | 0.0000% | $2000.00           | $2030.75           | Corporate Debt Securities          |
| AT&T INC                 | 2032-11-01      | 4.5500%  | 0.0000% | $3000.00           | $3025.14           | Corporate Debt Securities          |
| AIR LEASE CORP           | 2029-10-01      | 3.2500%  | 0.0000% | $200000.00         | $192789.00         | Corporate Debt Securities          |
| AKER BP ASA              | 2035-10-30      | 5.2500%  | 0.0000% | $400000.00         | $395652.00         | Corporate Debt Securities          |
| ALPHABET INC             | 2035-11-15      | 4.7000%  | 0.0000% | $1000.00           | $1010.44           | Corporate Debt Securities          |
| ALTRIA GROUP INC         | 2049-02-14      | 5.9500%  | 0.0000% | $227000.00         | $233072.94         | Corporate Debt Securities          |
| ALTRIA GROUP INC         | 2041-02-04      | 3.4000%  | 0.0000% | $300000.00         | $237166.00         | Corporate Debt Securities          |
| AMERICAN ELECTRIC POWER  | 2033-03-01      | 5.6250%  | 0.0000% | $234000.00         | $250742.70         | Corporate Debt Securities          |
| AMERICAN EXPRESS CO      | 2031-04-25      | 5.0160%  | 0.0000% | $67000.00          | $69787.60          | Corporate Debt Securities          |
| AMERICAN TOWER CORP      | 2032-12-15      | 4.7000%  | 0.0000% | $1000.00           | $1006.54           | Corporate Debt Securities          |
| ELEVANCE HEALTH INC      | 2032-10-15      | 5.5000%  | 0.0000% | $302000.00         | $322264.54         | Corporate Debt Securities          |
| APPLOVIN CORP            | 2031-12-01      | 5.3750%  | 0.0000% | $1047000.00        | $1092009.66        | Corporate Debt Securities          |
| APTIV SWISS HOLDINGS LTD | 2051-12-01      | 3.1000%  | 0.0000% | $2849000.00        | $1846400.50        | Corporate Debt Securities          |
| APTIV SWISS HOLDINGS LTD | 2029-09-13      | 4.6500%  | 0.0000% | $2361000.00        | $2440591.28        | Corporate Debt Securities          |
| ARES CAPITAL CORP        | 2032-03-08      | 5.8000%  | 0.0000% | $59000.00          | $60763.84          | Corporate Debt Securities          |
| WESTERN MIDSTREAM OPERAT | 2030-04-01      | 7.2500%  | 0.0000% | $28000.00          | $30239.32          | Corporate Debt Securities          |
| BHP BILLITON FIN USA LTD | 2033-02-28      | 4.9000%  | 0.0000% | $41000.00          | $42626.70          | Corporate Debt Securities          |
| BANK OF NY MELLON CORP   | 2500-12-31      | 6.3000%  | 0.0000% | $1859000.00        | $1953725.34        | Corporate Debt Securities          |
| BARCLAYS PLC             | 2034-05-09      | 6.2240%  | 0.0000% | $200000.00         | $217587.47         | Corporate Debt Securities          |
| BAXTER INTERNATIONAL INC | 2032-02-01      | 2.5390%  | 0.0000% | $1191000.00        | $1052449.98        | Corporate Debt Securities          |
| BROADCOM INC             | 2030-04-15      | 5.0500%  | 0.0000% | $2056000.00        | $2146384.04        | Corporate Debt Securities          |
| BROADCOM INC             | 2032-07-15      | 4.9000%  | 0.0000% | $100000.00         | $104679.89         | Corporate Debt Securities          |
| CANADIAN NATL RAILWAY    | 2033-11-01      | 5.8500%  | 0.0000% | $1224000.00        | $1341574.38        | Corporate Debt Securities          |
| CARDINAL HEALTH INC      | 2034-11-15      | 5.3500%  | 0.0000% | $1600000.00        | $1664313.78        | Corporate Debt Securities          |
| CHENIERE ENERGY PARTNERS | 2032-01-31      | 3.2500%  | 0.0000% | $90000.00          | $84197.85          | Corporate Debt Securities          |
| CITIGROUP INC            | 2039-09-19      | 5.4110%  | 0.0000% | $28000.00          | $28687.15          | Corporate Debt Securities          |
| ENERGY TRANSFER LP       | 2031-02-01      | 7.3750%  | 0.0000% | $1200000.00        | $1283639.00        | Corporate Debt Securities          |
| DCP MIDSTREAM OPERATING  | 2027-07-15      | 5.6250%  | 0.0000% | $1107000.00        | $1156513.34        | Corporate Debt Securities          |
| JOHN DEERE CAPITAL CORP  | 2026-10-13      | 1.3000%  | 0.0000% | $1000.00           | $983.21            | Corporate Debt Securities          |
| DELL INT LLC / EMC CORP  | 2033-02-01      | 5.7500%  | 0.0000% | $50000.00          | $54029.42          | Corporate Debt Securities          |
| DELL INT LLC / EMC CORP  | 2032-10-06      | 4.7500%  | 0.0000% | $60000.00          | $60746.12          | Corporate Debt Securities          |
| DIAMONDBACK ENERGY INC   | 2031-03-24      | 3.1250%  | 0.0000% | $8000.00           | $7556.64           | Corporate Debt Securities          |
| DUKE ENERGY CORP         | 2041-06-15      | 3.3000%  | 0.0000% | $215000.00         | $166817.78         | Corporate Debt Securities          |
| EQUINOR ASA              | 2030-09-03      | 4.5000%  | 0.0000% | $4000.00           | $4122.26           | Corporate Debt Securities          |
| EXELON CORP              | 2032-03-15      | 3.3500%  | 0.0000% | $1365000.00        | $1291609.26        | Corporate Debt Securities          |
| META PLATFORMS INC       | 2065-11-15      | 5.7500%  | 0.0000% | $1000.00           | $969.83            | Corporate Debt Securities          |
| FAIRFAX FINL HLDGS LTD   | 2055-05-20      | 6.5000%  | 0.0000% | $71000.00          | $76006.37          | Corporate Debt Securities          |
| FEDEX CORP               | 2046-04-01      | 4.5500%  | 0.0000% | $1000.00           | $855.28            | Corporate Debt Securities          |
| FISERV INC               | 2029-07-01      | 3.5000%  | 0.0000% | $199000.00         | $196516.48         | Corporate Debt Securities          |
| FISERV INC               | 2033-03-02      | 5.6000%  | 0.0000% | $100000.00         | $105286.11         | Corporate Debt Securities          |
| FLORIDA POWER & LIGHT CO | 2033-04-01      | 5.1000%  | 0.0000% | $2000.00           | $2102.14           | Corporate Debt Securities          |
| FLORIDA POWER & LIGHT CO | 2026-05-15      | 4.4500%  | 0.0000% | $6000.00           | $6042.46           | Corporate Debt Securities          |
| FORTUNE BRANDS INNOVATIO | 2032-03-25      | 4.0000%  | 0.0000% | $258000.00         | $250452.64         | Corporate Debt Securities          |
| FOX CORP                 | 2049-01-25      | 5.5760%  | 0.0000% | $1400000.00        | $1385527.73        | Corporate Debt Securities          |
| GENERAL MOTORS CO        | 2048-04-01      | 5.4000%  | 0.0000% | $567000.00         | $524979.63         | Corporate Debt Securities          |
| GENERAL MOTORS FINL CO   | 2028-04-04      | 5.0500%  | 0.0000% | $5000.00           | $5155.97           | Corporate Debt Securities          |
| GILEAD SCIENCES INC      | 2035-06-15      | 5.1000%  | 0.0000% | $4000.00           | $4122.47           | Corporate Debt Securities          |
| HCA INC                  | 2055-03-01      | 6.2000%  | 0.0000% | $274000.00         | $286326.35         | Corporate Debt Securities          |
| HEALTHPEAK OP LLC        | 2029-07-15      | 3.5000%  | 0.0000% | $100000.00         | $98934.89          | Corporate Debt Securities          |
| HELMERICH & PAYNE INC    | 2031-09-29      | 2.9000%  | 0.0000% | $264000.00         | $238141.49         | Corporate Debt Securities          |
| INTEL CORP               | 2032-08-05      | 4.1500%  | 0.0000% | $300000.00         | $295059.17         | Corporate Debt Securities          |
| JBS USA HOLD/FOOD/LUX CO | 2053-11-15      | 7.2500%  | 0.0000% | $235000.00         | $265404.89         | Corporate Debt Securities          |
| JEFFERIES FIN GROUP INC  | 2030-01-23      | 4.1500%  | 0.0000% | $28000.00          | $28159.71          | Corporate Debt Securities          |
| JPMORGAN CHASE & CO      | 2079-12-31      | 3.6500%  | 0.0000% | $4101000.00        | $4090795.34        | Corporate Debt Securities          |
| KROGER CO                | 2054-09-15      | 5.5000%  | 0.0000% | $300000.00         | $292306.33         | Corporate Debt Securities          |
| LYB INT FINANCE III      | 2030-10-01      | 2.2500%  | 0.0000% | $87000.00          | $78137.74          | Corporate Debt Securities          |
| LYB INT FINANCE III      | 2051-04-01      | 3.6250%  | 0.0000% | $2000.00           | $1315.78           | Corporate Debt Securities          |
| MPLX LP                  | 2034-06-01      | 5.5000%  | 0.0000% | $60000.00          | $61671.20          | Corporate Debt Securities          |
| MPLX LP                  | 2035-09-15      | 5.4000%  | 0.0000% | $710000.00         | $731513.00         | Corporate Debt Securities          |
| MARRIOTT INTERNATIONAL   | 2032-10-15      | 3.5000%  | 0.0000% | $64000.00          | $60412.09          | Corporate Debt Securities          |
| MERCEDES-BENZ FIN NA     | 2034-08-01      | 5.1250%  | 0.0000% | $400000.00         | $415441.67         | Corporate Debt Securities          |
| MITSUBISHI UFJ FIN GRP   | 2029-03-07      | 3.7410%  | 0.0000% | $3000.00           | $3012.49           | Corporate Debt Securities          |
| MORGAN STANLEY           | 2036-09-16      | 2.4840%  | 0.0000% | $15000.00          | $13320.38          | Corporate Debt Securities          |
| MORGAN STANLEY           | 2037-04-20      | 5.2970%  | 0.0000% | $200000.00         | $205729.37         | Corporate Debt Securities          |
| MORGAN STANLEY PVT BANK  | 2028-11-17      | 4.2040%  | 0.0000% | $14762000.00       | $14884003.01       | Corporate Debt Securities          |
| MORGAN STANLEY PVT BANK  | 2031-11-19      | 4.4650%  | 0.0000% | $1000.00           | $1009.55           | Corporate Debt Securities          |
| NATIONAL AUSTRALIA BANK  | 2028-06-13      | 4.4127%  | 0.0000% | $250000.00         | $251750.10         | Corporate Debt Securities          |
| NEXTERA ENERGY CAPITAL   | 2054-06-15      | 6.7500%  | 0.0000% | $2611000.00        | $2795310.49        | Corporate Debt Securities          |
| NORTHWESTERN MUTUAL GLBL | 2030-01-13      | 4.9600%  | 0.0000% | $2263000.00        | $2377658.67        | Corporate Debt Securities          |
| NUTRIEN LTD              | 2030-05-13      | 2.9500%  | 0.0000% | $575000.00         | $546262.30         | Corporate Debt Securities          |
| O'REILLY AUTOMOTIVE INC  | 2026-11-20      | 5.7500%  | 0.0000% | $315000.00         | $321331.06         | Corporate Debt Securities          |
| OLD REPUBLIC INTL CORP   | 2034-03-28      | 5.7500%  | 0.0000% | $596000.00         | $629575.16         | Corporate Debt Securities          |
| ORACLE CORP              | 2028-08-03      | 4.8000%  | 0.0000% | $1496000.00        | $1533659.31        | Corporate Debt Securities          |
| ORACLE CORP              | 2032-02-03      | 5.2500%  | 0.0000% | $1936000.00        | $1980650.61        | Corporate Debt Securities          |
| ORACLE CORP              | 2035-09-26      | 5.2000%  | 0.0000% | $1911000.00        | $1864222.97        | Corporate Debt Securities          |
| PNC FINANCIAL SERVICES   | 2036-07-21      | 5.3730%  | 0.0000% | $3000.00           | $3168.69           | Corporate Debt Securities          |
| PACIFICORP               | 2054-05-15      | 5.5000%  | 0.0000% | $133000.00         | $120351.40         | Corporate Debt Securities          |
| REVVITY INC              | 2028-09-15      | 1.9000%  | 0.0000% | $1963000.00        | $1858400.45        | Corporate Debt Securities          |
| PFIZER INVESTMENT ENTER  | 2043-05-19      | 5.1100%  | 0.0000% | $15000.00          | $14591.55          | Corporate Debt Securities          |
| PRUDENTIAL FINANCIAL INC | 2054-03-15      | 6.5000%  | 0.0000% | $46000.00          | $49486.75          | Corporate Debt Securities          |
| RWE FINANCE US LLC       | 2054-04-16      | 6.2500%  | 0.0000% | $150000.00         | $156376.62         | Corporate Debt Securities          |
| REPSOL E&P CAP MARKETS   | 2035-09-16      | 5.9760%  | 0.0000% | $100000.00         | $104031.00         | Corporate Debt Securities          |
| REPUBLIC SERVICES INC    | 2028-05-15      | 3.9500%  | 0.0000% | $3000.00           | $3022.13           | Corporate Debt Securities          |
| REPUBLIC SERVICES INC    | 2034-04-01      | 5.0000%  | 0.0000% | $631000.00         | $657230.67         | Corporate Debt Securities          |
| SANTANDER HOLDINGS USA   | 2031-03-20      | 5.7410%  | 0.0000% | $293000.00         | $308334.65         | Corporate Debt Securities          |
| SIMON PROPERTY GROUP LP  | 2032-02-01      | 2.6500%  | 0.0000% | $4747000.00        | $4334873.37        | Corporate Debt Securities          |
| SIMON PROPERTY GROUP LP  | 2053-03-08      | 5.8500%  | 0.0000% | $629000.00         | $653626.92         | Corporate Debt Securities          |
| SOUTHERN CALIF GAS CO    | 2050-02-15      | 3.9500%  | 0.0000% | $129000.00         | $101325.92         | Corporate Debt Securities          |
| SOUTHWEST AIRLINES CO    | 2035-11-15      | 5.2500%  | 0.0000% | $2499000.00        | $2475305.32        | Corporate Debt Securities          |
| SPIRE INC                | 2056-06-01      | 6.4500%  | 0.0000% | $1809000.00        | $1820051.48        | Corporate Debt Securities          |
| STATE STREET CORP        | 2033-05-13      | 4.4210%  | 0.0000% | $399000.00         | $400446.24         | Corporate Debt Securities          |
| T-MOBILE USA INC         | 2029-03-15      | 2.4000%  | 0.0000% | $304000.00         | $290434.51         | Corporate Debt Securities          |
| TORONTO-DOMINION BANK    | 2032-03-10      | 3.2000%  | 0.0000% | $778000.00         | $734126.85         | Corporate Debt Securities          |
| TOYOTA MOTOR CREDIT CORP | 2030-02-13      | 2.1500%  | 0.0000% | $324000.00         | $303815.34         | Corporate Debt Securities          |
| UBS GROUP AG             | 2500-12-31      | 9.2500%  | 0.0000% | $27866000.00       | $33026961.23       | Corporate Debt Securities          |
| RTX CORP                 | 2038-11-16      | 4.4500%  | 0.0000% | $355000.00         | $336583.49         | Corporate Debt Securities          |
| VERALTO CORP             | 2026-09-18      | 5.5000%  | 0.0000% | $330000.00         | $338024.32         | Corporate Debt Securities          |
| VISA INC                 | 2027-04-15      | 1.9000%  | 0.0000% | $2000.00           | $1967.20           | Corporate Debt Securities          |
| VISA INC                 | 2050-08-15      | 2.0000%  | 0.0000% | $2000.00           | $1108.77           | Corporate Debt Securities          |
| WASTE MANAGEMENT INC     | 2041-06-01      | 2.9500%  | 0.0000% | $2000.00           | $1536.54           | Corporate Debt Securities          |
| WILLIAMS COMPANIES INC   | 2030-06-30      | 4.6250%  | 0.0000% | $100000.00         | $101191.00         | Corporate Debt Securities          |
| ELECTRICITE DE FRANCE SA | 2033-05-23      | 6.2500%  | 0.0000% | $234000.00         | $255746.46         | Corporate Debt Securities          |
| SUMITOM MITSUI TRST      | 2036-09-11      | 5.4160%  | 0.0000% | $880000.00         | $900740.23         | Corporate Debt Securities          |
| GLOBAL ATLANTIC FIN CO   | 2033-06-15      | 7.9500%  | 0.0000% | $109000.00         | $125203.21         | Corporate Debt Securities          |

### Security 57: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.840000%
- **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:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| APPLE INC                                              | 2043-05-04      | 3.8500%  | 0.0000% | $16210000.00       | $13853322.66       | Corporate Debt Securities |
| Citibank Credit Card Issuance Trust                    | 2029-05-14      | 4.6346%  | 0.0000% | $21842000.00       | $22070179.49       | Asset-Backed Securities   |
| ESSILORLUXOTTICA DISC COML PAP                         | 2026-01-21      | 0.0000%  | 0.0000% | $3939.00           | $3930.23           | Corporate Debt Securities |
| Evergreen Credit Card Trust                            | 2029-10-15      | 4.5400%  | 0.0000% | $4000000.00        | $4021062.67        | Asset-Backed Securities   |
| EVERGY MO WEST INC DISC CP 4/A                         | 2026-01-05      | 0.0000%  | 0.0000% | $14.00             | $13.99             | Corporate Debt Securities |
| Exeter Select Automobile Receivables Trust             | 2029-05-15      | 4.2400%  | 0.0000% | $1936000.00        | $1941743.04        | Asset-Backed Securities   |
| Mercedes-Benz Auto Lease Trust                         | 2031-07-15      | 3.9300%  | 0.0000% | $31527000.00       | $31623146.85       | Asset-Backed Securities   |
| MORGAN STANLEY PVT BANK                                | 2028-11-17      | 4.2040%  | 0.0000% | $4415000.00        | $4451488.50        | Corporate Debt Securities |
| TXNM ENERGY INC                                        | 2056-07-31      | 7.0000%  | 0.0000% | $2275000.00        | $2288566.58        | Corporate Debt Securities |
| Stellantis Financial Underwritten Enhanced Lease Trust | 2030-08-20      | 4.4400%  | 0.0000% | $3499351.00        | $3516385.84        | Asset-Backed Securities   |
| Stellantis Financial Underwritten Enhanced Lease Trust | 2028-05-20      | 4.3100%  | 0.0000% | $16125000.00       | $16200351.24       | Asset-Backed Securities   |
| USAA Auto Owner Trust                                  | 2030-11-15      | 4.0100%  | 0.0000% | $2201000.00        | $2214783.15        | Asset-Backed Securities   |
| Volkswagen Auto Loan Enhanced Trust                    | 2028-12-20      | 5.4800%  | 0.0000% | $4000000.00        | $3763259.17        | Asset-Backed Securities   |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-01-08

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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