# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-040721
**Filing Date:** 2026-2
**Character Count:** 256615
**Document Hash:** 9abc5239a3a629a56fcd9f68cc6eb348
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040721.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040721

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26606237

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Liquid Reserve Portfolio

**LEI of Series:** 549300YFP8WIZM5ZX343

**EDGAR Series Identifier:** S000018041

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 14 days

- **WAL:** 18 days

- **Total Value of Portfolio Securities:** $5704811375.73

- **Amortized Cost of Portfolio Securities:** $3307000000.00

- **Cash:** $350844448.16

- **Total Other Assets:** $4184626.36

- **Total Liabilities:** $100002837.73

- **Net Assets of Series:** $5959837612.52

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $3441129155.90            | $4115990420.90             | 57.8200%                  | 69.1600%                   |
| 2026-01-05 | $2075803226.08            | $2975702948.58             | 44.7800%                  | 64.1900%                   |
| 2026-01-06 | $2238196395.86            | $2738136728.36             | 50.3400%                  | 61.5900%                   |
| 2026-01-07 | $2138272732.72            | $2788187037.72             | 48.0900%                  | 62.7100%                   |
| 2026-01-08 | $2608959621.42            | $3558673566.42             | 51.8400%                  | 70.7100%                   |
| 2026-01-09 | $2753611457.42            | $3578365867.42             | 54.4900%                  | 70.8100%                   |
| 2026-01-12 | $2092265127.41            | $3166938902.41             | 47.6400%                  | 72.1100%                   |
| 2026-01-13 | $2263178897.17            | $3262863442.17             | 51.2800%                  | 73.9400%                   |
| 2026-01-14 | $2288174050.74            | $3384254499.69             | 52.0100%                  | 76.9200%                   |
| 2026-01-15 | $2536509493.30            | $3582660798.10             | 54.5800%                  | 77.0900%                   |
| 2026-01-16 | $3539913197.05            | $4496138311.20             | 62.9100%                  | 79.9000%                   |
| 2026-01-20 | $1814870010.92            | $2434810056.42             | 50.9200%                  | 68.3100%                   |
| 2026-01-21 | $2758380722.88            | $3493307382.88             | 59.6600%                  | 75.5600%                   |
| 2026-01-22 | $1883186202.22            | $2493145693.72             | 51.9800%                  | 68.8100%                   |
| 2026-01-23 | $1767448260.86            | $2392369280.86             | 47.8000%                  | 64.7000%                   |
| 2026-01-26 | $3365051077.86            | $4309793730.86             | 61.1300%                  | 78.2900%                   |
| 2026-01-27 | $3526782127.61            | $4346496325.61             | 63.6400%                  | 78.4300%                   |
| 2026-01-28 | $3232533124.45            | $4217309857.45             | 55.2200%                  | 72.0400%                   |
| 2026-01-29 | $2977385713.29            | $4014827045.30             | 52.7000%                  | 71.0700%                   |
| 2026-01-30 | $3417756591.66            | $4195320405.32             | 56.4000%                  | 69.2300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%             |
| 2026-01-05 | 0.0000%             |
| 2026-01-06 | 0.0000%             |
| 2026-01-07 | 0.0000%             |
| 2026-01-08 | 0.0000%             |
| 2026-01-09 | 0.0000%             |
| 2026-01-12 | 0.0000%             |
| 2026-01-13 | 0.0000%             |
| 2026-01-14 | 0.0000%             |
| 2026-01-15 | 0.0000%             |
| 2026-01-16 | 0.0000%             |
| 2026-01-20 | 0.0000%             |
| 2026-01-21 | 0.0000%             |
| 2026-01-22 | 0.0000%             |
| 2026-01-23 | 0.0000%             |
| 2026-01-26 | 0.0000%             |
| 2026-01-27 | 0.0000%             |
| 2026-01-28 | 0.0000%             |
| 2026-01-29 | 0.0000%             |
| 2026-01-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 0.0000                      |
|  |  |
| 2026-01-05 | 0.0000                      |
|  |  |
| 2026-01-06 | 0.0000                      |
|  |  |
| 2026-01-07 | 0.0000                      |
|  |  |
| 2026-01-08 | 0.0000                      |
|  |  |
| 2026-01-09 | 0.0000                      |
|  |  |
| 2026-01-12 | 0.0000                      |
|  |  |
| 2026-01-13 | 0.0000                      |
|  |  |
| 2026-01-14 | 0.0000                      |
|  |  |
| 2026-01-15 | 0.0000                      |
|  |  |
| 2026-01-16 | 0.0000                      |
|  |  |
| 2026-01-20 | 0.0000                      |
|  |  |
| 2026-01-21 | 0.0000                      |
|  |  |
| 2026-01-22 | 0.0000                      |
|  |  |
| 2026-01-23 | 0.0000                      |
|  |  |
| 2026-01-26 | 0.0000                      |
|  |  |
| 2026-01-27 | 0.0000                      |
|  |  |
| 2026-01-28 | 0.0000                      |
|  |  |
| 2026-01-29 | 0.0000                      |
|  |  |
| 2026-01-30 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $5959837612.52

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 421679.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.0000          |
|  |  |
| 2026-01-05 | 0.0000          |
|  |  |
| 2026-01-06 | 0.0000          |
|  |  |
| 2026-01-07 | 0.0000          |
|  |  |
| 2026-01-08 | 0.0000          |
|  |  |
| 2026-01-09 | 0.0000          |
|  |  |
| 2026-01-12 | 0.0000          |
|  |  |
| 2026-01-13 | 0.0000          |
|  |  |
| 2026-01-14 | 0.0000          |
|  |  |
| 2026-01-15 | 0.0000          |
|  |  |
| 2026-01-16 | 0.0000          |
|  |  |
| 2026-01-20 | 0.0000          |
|  |  |
| 2026-01-21 | 0.0000          |
|  |  |
| 2026-01-22 | 0.0000          |
|  |  |
| 2026-01-23 | 0.0000          |
|  |  |
| 2026-01-26 | 0.0000          |
|  |  |
| 2026-01-27 | 0.0000          |
|  |  |
| 2026-01-28 | 0.0000          |
|  |  |
| 2026-01-29 | 0.0000          |
|  |  |
| 2026-01-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: ATLANTIC ASSET SECURITIZATION CORP

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UDL3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99170370.00
- **C.18.a - Value (excl. sponsor support):** $99170370.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $49541015.00
- **C.18.a - Value (excl. sponsor support):** $49541015.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $75012180.00
- **C.18.a - Value (excl. sponsor support):** $75012180.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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):** $49460285.60
- **C.18.a - Value (excl. sponsor support):** $49460285.60
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RB23, C.4 - ISIN: US06744RB231, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $74977102.50
- **C.18.a - Value (excl. sponsor support):** $74977102.50
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 6: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RB64, C.4 - ISIN: US06744RB645, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $24982159.72
- **C.18.a - Value (excl. sponsor support):** $24982159.72
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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: 06744RBL1, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $49892666.67
- **C.18.a - Value (excl. sponsor support):** $49892666.67
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **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 8: BARCLAYS BANK PLC/NY

- **C.1 - Title:** BARCLAYS BANK PLC/NY 3.890000%
- **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):** $50010630.00
- **C.18.a - Value (excl. sponsor support):** $50010630.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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: BNG BANK NV

- **C.1 - Title:** BNG BANK NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657SC37, C.4 - ISIN: US09657SC378, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99672000.00
- **C.18.a - Value (excl. sponsor support):** $99672000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HBA5, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $44949213.00
- **C.18.a - Value (excl. sponsor support):** $44949213.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 11: 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):** $49865260.00
- **C.18.a - Value (excl. sponsor support):** $49865260.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 12: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BET5, C.4 - ISIN: US12800BET52, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $98800590.00
- **C.18.a - Value (excl. sponsor support):** $98800590.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: CATERPILLAR FINANCIAL SERVICES CORP

- **C.1 - Title:** CATERPILLAR FINANCIAL SERVICES CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14912EB97, C.3 - LEI: EDBQKYOPJUCJKLOJDE72
- **C.18 - Value (incl. sponsor support):** $64933940.50
- **C.18.a - Value (excl. sponsor support):** $64933940.50
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: DBS BANK LTD/SINGAPOR

- **C.1 - Title:** DBS BANK LTD/SINGAPOR
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EBD4, C.4 - ISIN: US23305EBD40, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $49928790.00
- **C.18.a - Value (excl. sponsor support):** $49928790.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JB33, C.4 - ISIN: US39014JB336, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99959100.00
- **C.18.a - Value (excl. sponsor support):** $99959100.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: GOLDMAN SACHS BANK USA/NEW YORK NY

- **C.1 - Title:** GOLDMAN SACHS BANK USA/NEW YORK NY 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLL7, C.4 - ISIN: US40054PLL75, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $100004800.00
- **C.18.a - Value (excl. sponsor support):** $100004800.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: HOME DEPOT INC

- **C.1 - Title:** HOME DEPOT INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 43707MB55, C.4 - ISIN: US43707MB556, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65659936.14
- **C.18.a - Value (excl. sponsor support):** $65659936.14
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 18: HOME DEPOT INC

- **C.1 - Title:** HOME DEPOT INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 43707MBQ9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99746690.00
- **C.18.a - Value (excl. sponsor support):** $99746690.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 19: 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):** $84278537.00
- **C.18.a - Value (excl. sponsor support):** $84278537.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: KBC BANK N.V.

- **C.1 - Title:** KBC BANK N.V. 3.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDS36, C.4 - ISIN: US4823TDS366, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000010.00
- **C.18.a - Value (excl. sponsor support):** $100000010.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UDG1, C.4 - ISIN: US54316UDG13, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $63496396.80
- **C.18.a - Value (excl. sponsor support):** $63496396.80
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: MIZUHO BANK LTD/NEW YORK NY

- **C.1 - Title:** MIZUHO BANK LTD/NEW YORK NY 3.890000%
- **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):** $50014650.00
- **C.18.a - Value (excl. sponsor support):** $50014650.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 23: NESTLE CAPITAL CORP

- **C.1 - Title:** NESTLE CAPITAL CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HB50, C.3 - LEI: 549300VIRTXBZ81J0S95
- **C.18 - Value (incl. sponsor support):** $61962607.80
- **C.18.a - Value (excl. sponsor support):** $61962607.80
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 24: NOVARTIS FINANCE CORP

- **C.1 - Title:** NOVARTIS FINANCE CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5B24, C.4 - ISIN: US6698M5B246, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $134958096.00
- **C.18.a - Value (excl. sponsor support):** $134958096.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 25: NOVARTIS FINANCE CORP

- **C.1 - Title:** NOVARTIS FINANCE CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5BA6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42951410.00
- **C.18.a - Value (excl. sponsor support):** $42951410.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 26: OVERSEA-CHINESE BANKING

- **C.1 - Title:** OVERSEA-CHINESE BANKING 3.840000%
- **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):** $75007050.00
- **C.18.a - Value (excl. sponsor support):** $75007050.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 27: 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):** $49872370.00
- **C.18.a - Value (excl. sponsor support):** $49872370.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 28: 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):** $74916165.00
- **C.18.a - Value (excl. sponsor support):** $74916165.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 29: SIEMENS CAPITAL COMPANY LLC

- **C.1 - Title:** SIEMENS CAPITAL COMPANY LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619UBL7, C.4 - ISIN: US82619UBL70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99788610.00
- **C.18.a - Value (excl. sponsor support):** $99788610.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XDD3, C.4 - ISIN: US86564XDD30, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49622020.00
- **C.18.a - Value (excl. sponsor support):** $49622020.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XDQ4, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $59475648.00
- **C.18.a - Value (excl. sponsor support):** $59475648.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP/NEW YORK 3.900000%
- **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):** $50013780.00
- **C.18.a - Value (excl. sponsor support):** $50013780.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 33: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FB20, C.4 - ISIN: US89152FB208, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $74976945.00
- **C.18.a - Value (excl. sponsor support):** $74976945.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 34: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FC29, C.4 - ISIN: US89152FC297, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $29904381.00
- **C.18.a - Value (excl. sponsor support):** $29904381.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.866074%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RKJ5, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $50005970.00
- **C.18.a - Value (excl. sponsor support):** $50005970.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 36: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMNI47407303
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 37: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47409193
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: LMNI47409253
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 39: 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: LMNI47410293
- **C.18 - Value (incl. sponsor support):** $82000000.00
- **C.18.a - Value (excl. sponsor support):** $82000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 40: ROYAL BANK CANADA TORONTO

- **C.1 - Title:** ROYAL BANK CANADA TORONTO 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: LMNI47410303
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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: NATIONAL BANK OF CANADA MONTREAL

- **C.1 - Title:** NATIONAL BANK OF CANADA MONTREAL 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47412273
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10423353
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| TELEFONICA EMISIONES SAU                                     | 2036-06-20      | 7.0450%  | 0.0000% | $799000.00         | $899927.90         | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                                      | 2040-03-30      | 6.1250%  | 0.0000% | $279000.00         | $301355.34         | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL                                       | 2039-01-26      | 6.8750%  | 0.0000% | $6000.00           | $6525.80           | Corporate Debt Securities |
| GENERAL ELECTRIC CO                                          | 2047-11-20      | 3.5398%  | 0.0000% | $7648000.00        | $7585766.01        | Corporate Debt Securities |
| APPALACHIAN POWER CO                                         | 2037-08-15      | 6.7000%  | 0.0000% | $149000.00         | $169233.95         | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS                                      | 2043-09-25      | 5.9500%  | 0.0000% | $194000.00         | $200883.07         | Corporate Debt Securities |
| UNION CARBIDE CORP                                           | 2096-10-01      | 7.7500%  | 0.0000% | $595000.00         | $670123.54         | Corporate Debt Securities |
| DOMINION ENERGY SOUTH                                        | 2039-12-15      | 5.5000%  | 0.0000% | $76000.00          | $75181.86          | Corporate Debt Securities |
| ENBRIDGE ENERGY PARTNERS                                     | 2038-04-15      | 7.5000%  | 0.0000% | $145000.00         | $173784.68         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                        | 2044-11-04      | 4.6500%  | 0.0000% | $52000.00          | $46213.35          | Corporate Debt Securities |
| FARMERS EXCHANGE CAP II                                      | 2053-11-01      | 6.1510%  | 0.0000% | $800000.00         | $798485.31         | Corporate Debt Securities |
| DARTMOUTH COLLEGE                                            | 2046-06-01      | 3.4740%  | 0.0000% | $46000.00          | $35109.20          | Corporate Debt Securities |
| ALTRIA GROUP INC                                             | 2046-09-16      | 3.8750%  | 0.0000% | $2013000.00        | $1547782.84        | Corporate Debt Securities |
| ORACLE CORP                                                  | 2046-07-15      | 4.0000%  | 0.0000% | $1793000.00        | $1239243.90        | Corporate Debt Securities |
| EMERSON ELECTRIC CO                                          | 2051-12-21      | 2.8000%  | 0.0000% | $125000.00         | $80141.67          | Corporate Debt Securities |
| GS FINANCE CORP                                              | 2062-12-23      | 3.7745%  | 0.0000% | $3257000.00        | $3232936.50        | Corporate Debt Securities |
| BANK OF AMERICA CORP                                         | 2500-12-31      | 6.3000%  | 0.0000% | $30000.00          | $30803.10          | Corporate Debt Securities |
| BOEING CO                                                    | 2060-05-01      | 5.9300%  | 0.0000% | $811000.00         | $817861.29         | Corporate Debt Securities |
| SOUTHERN CO                                                  | 2051-09-15      | 3.7500%  | 0.0000% | $174000.00         | $174860.00         | Corporate Debt Securities |
| STANLEY BLACK & DECKER I                                     | 2050-11-15      | 2.7500%  | 0.0000% | $7286000.00        | $4413634.15        | Corporate Debt Securities |
| BOEING CO/THE                                                | 2054-05-01      | 6.8580%  | 0.0000% | $64675000.00       | $74429574.54       | Corporate Debt Securities |
| OGLETHORPE POWER CORP                                        | 2040-11-01      | 5.3750%  | 0.0000% | $137000.00         | $136995.64         | Corporate Debt Securities |
| GENERAL ELECTRIC CO                                          | 2054-12-15      | 3.5447%  | 0.0000% | $1290000.00        | $1279805.06        | Corporate Debt Securities |
| 3M COMPANY                                                   | 2046-09-19      | 3.1250%  | 0.0000% | $368000.00         | $260264.88         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                         | 2500-12-31      | 6.2500%  | 0.0000% | $2495000.00        | $2536927.09        | Corporate Debt Securities |
| FLOWERS FOODS INC                                            | 2055-03-15      | 6.2000%  | 0.0000% | $5004000.00        | $4726378.08        | Corporate Debt Securities |
| BEIGNET INVESTOR LLC                                         | 2049-05-30      | 6.5810%  | 0.0000% | $22392000.00       | $23568792.90       | Corporate Debt Securities |
| BROADCOM INC                                                 | 2041-02-15      | 3.5000%  | 0.0000% | $22033000.00       | $18262309.10       | Corporate Debt Securities |
| RTX CORP                                                     | 2050-07-01      | 3.1250%  | 0.0000% | $630000.00         | $429059.84         | Corporate Debt Securities |
| BANK OF MONTREAL                                             | 2085-11-26      | 6.8750%  | 0.0000% | $12588000.00       | $13104010.09       | Corporate Debt Securities |
| CSX CORP                                                     | 2049-03-15      | 4.5000%  | 0.0000% | $175000.00         | $152926.38         | Corporate Debt Securities |
| MISC CAPITAL TWO LABUAN                                      | 2027-04-06      | 3.7500%  | 0.0000% | $200000.00         | $201221.00         | Corporate Debt Securities |
| AFFILIATED MANAGERS GROU                                     | 2036-02-15      | 5.5000%  | 0.0000% | $1576000.00        | $1591580.51        | Corporate Debt Securities |
| ALLINA HEALTH SYSTEM                                         | 2051-11-15      | 2.9020%  | 0.0000% | $888000.00         | $566815.58         | Corporate Debt Securities |
| APPLE INC                                                    | 2060-08-20      | 2.5500%  | 0.0000% | $177000.00         | $99941.87          | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE                                       | 2049-12-01      | 3.5000%  | 0.0000% | $30000.00          | $21426.18          | Corporate Debt Securities |
| BP CAPITAL MARKETS PLC                                       | 2079-12-31      | 4.8750%  | 0.0000% | $605000.00         | $604156.53         | Corporate Debt Securities |
| BLACK BELT ENERGY GAS DIST AL GAS SPLY REVENUE               | 2051-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5145.18           | Other Instrument          |
| BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE            | 2052-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5139.13           | Other Instrument          |
| BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE            | 2053-11-01      | 5.5000%  | 0.0000% | $5000.00           | $5330.62           | Other Instrument          |
| BOEING CO                                                    | 2048-03-01      | 3.6250%  | 0.0000% | $173000.00         | $126927.24         | Corporate Debt Securities |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE  | 2053-12-01      | 5.0000%  | 0.0000% | $255000.00         | $274517.98         | Other Instrument          |
| CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                      | 2029-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5563.61           | Other Instrument          |
| CALIFORNIA ST                                                | 2027-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10655.88          | Other Instrument          |
| CALIFORNIA ST                                                | 2035-08-01      | 5.0000%  | 0.0000% | $110000.00         | $134215.52         | Other Instrument          |
| CALIFORNIA ST DEPT OF WTR RESOURCES CENTRL VLY PROJ          | 2027-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5320.67           | Other Instrument          |
| CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                      | 2052-08-15      | 5.2500%  | 0.0000% | $5000.00           | $5210.26           | Other Instrument          |
| CHICAGO IL                                                   | 2049-01-01      | 5.5000%  | 0.0000% | $110000.00         | $59271.66          | Other Instrument          |
| CHICAGO IL BRD OF EDU DEDICATED CAPITAL IMPT TAX             | 2038-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5449.94           | Other Instrument          |
| CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE             | 2049-12-01      | 4.0000%  | 0.0000% | $5000.00           | $4405.48           | Other Instrument          |
| COLLIN CNTY TX                                               | 2042-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5656.88           | Other Instrument          |
| COLORADO ST HLTH FACS AUTH REVENUE                           | 2049-08-01      | 4.0000%  | 0.0000% | $5000.00           | $4362.04           | Other Instrument          |
| CONSTELLATION EN GEN LLC                                     | 2066-01-15      | 5.8750%  | 0.0000% | $93000.00          | $91849.62          | Corporate Debt Securities |
| CORONA CA UTIL AUTH WTR REVENUE                              | 2032-09-01      | 5.0000%  | 0.0000% | $10000.00          | $12051.74          | Other Instrument          |
| COX COMMUNICATIONS INC                                       | 2051-06-15      | 3.6000%  | 0.0000% | $279000.00         | $171702.18         | Corporate Debt Securities |
| DENVER CO HLTH & HOSP AUTH HLTHCARE REVENUE                  | 2035-12-01      | 4.0000%  | 0.0000% | $275000.00         | $276197.78         | Other Instrument          |
| KEURIG DR PEPPER INC                                         | 2046-12-15      | 4.4200%  | 0.0000% | $185000.00         | $152318.82         | Corporate Debt Securities |
| DUTCHESS CNTY NY LOCAL DEV CORP REVENUE                      | 2041-07-01      | 4.0000%  | 0.0000% | $5000.00           | $4836.06           | Other Instrument          |
| EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                | 2030-06-01      | 5.0000%  | 0.0000% | $100000.00         | $114159.44         | Other Instrument          |
| EAST SIDE CA UNION HIGH SCH DIST SANTA CLARA CNTY            | 2030-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5782.41           | Other Instrument          |
| GLENCORE FUNDING LLC                                         | 2051-04-27      | 3.8750%  | 0.0000% | $28000.00          | $21374.65          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC                                      | 2047-01-21      | 5.5410%  | 0.0000% | $6676000.00        | $6617553.29        | Corporate Debt Securities |
| IDAHO ST HLTH FACS AUTH REVENUE                              | 2051-03-01      | 4.0000%  | 0.0000% | $5000.00           | $4527.23           | Other Instrument          |
| ILLINOIS ST                                                  | 2045-10-01      | 4.2500%  | 0.0000% | $5000.00           | $4770.04           | Other Instrument          |
| ILLINOIS ST                                                  | 2041-03-01      | 4.0000%  | 0.0000% | $5000.00           | $4930.63           | Other Instrument          |
| ILLINOIS ST                                                  | 2042-05-01      | 5.2500%  | 0.0000% | $5000.00           | $5394.50           | Other Instrument          |
| INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE        | 2046-02-01      | 4.0000%  | 0.0000% | $285000.00         | $257180.83         | Other Instrument          |
| INTERSTATE POWER & LIGHT                                     | 2051-11-30      | 3.1000%  | 0.0000% | $30000.00          | $19583.90          | Corporate Debt Securities |
| IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE              | 2050-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5843.02           | Other Instrument          |
| JACKSONVILLE FL HLTH CARE FACS REVENUE                       | 2050-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5043.71           | Other Instrument          |
| MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE            | 2053-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5347.72           | Other Instrument          |
| MAINE HLTH & HGR EDUCTNL FACS AUTH REVENUE                   | 2050-07-01      | 4.0000%  | 0.0000% | $5000.00           | $4424.61           | Other Instrument          |
| MARYLAND ST ECON DEV CORP STUDENT HSG REVENUE                | 2058-07-01      | 6.0000%  | 0.0000% | $5000.00           | $5296.37           | Other Instrument          |
| MET PIER & EXPOSITION AUTH IL REVENUE                        | 2050-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5018.50           | Other Instrument          |
| MET TRANSPRTN AUTH NY REVENUE                                | 2055-11-15      | 5.2500%  | 0.0000% | $195000.00         | $201069.86         | Other Instrument          |
| MICHIGAN ST FIN AUTH LTD OBLIG REVENUE                       | 2039-11-01      | 5.2500%  | 0.0000% | $5000.00           | $5331.05           | Other Instrument          |
| MICHIGAN ST FIN AUTH REVENUE                                 | 2050-11-15      | 4.0000%  | 0.0000% | $5000.00           | $4452.92           | Other Instrument          |
| 3M COMPANY                                                   | 2041-12-21      | 3.6062%  | 0.0000% | $5331000.00        | $5296758.34        | Corporate Debt Securities |
| MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                       | 2057-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4992.06           | Other Instrument          |
| MORGAN STANLEY                                               | 2047-01-22      | 4.3750%  | 0.0000% | $543000.00         | $470863.66         | Corporate Debt Securities |
| NEW JERSEY ST TRANSPRTN TRUSTFUND AUTH                       | 2050-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5115.05           | Other Instrument          |
| NEW YORK NY                                                  | 2037-08-01      | 5.0000%  | 0.0000% | $100000.00         | $103503.11         | Other Instrument          |
| NEW YORK NY                                                  | 2037-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5294.09           | Other Instrument          |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | 2035-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5126.56           | Other Instrument          |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | 2036-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5474.81           | Other Instrument          |
| NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | 2048-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5103.55           | Other Instrument          |
| NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR  | 2048-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5152.20           | Other Instrument          |
| NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR  | 2031-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5753.90           | Other Instrument          |
| NEW YORK ST DORM AUTH SALES TAX REVENUE                      | 2036-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5161.05           | Other Instrument          |
| NEW YORK ST PWR AUTH GREEN TRANSMISSION PROJ REVENUE         | 2026-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5165.38           | Other Instrument          |
| NEW YORK ST THRUWAY AUTH GEN REVENUE JUNIOR INDEBTEDNESS OBL | 2056-01-01      | 5.2500%  | 0.0000% | $5000.00           | $5029.05           | Other Instrument          |
| NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE               | 2036-01-01      | 4.0000%  | 0.0000% | $5000.00           | $5007.26           | Other Instrument          |
| NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE               | 2060-06-30      | 5.5000%  | 0.0000% | $5000.00           | $5081.72           | Other Instrument          |
| NEXTERA ENERGY CAPITAL                                       | 2054-09-01      | 6.7000%  | 0.0000% | $95000.00          | $100702.90         | Corporate Debt Securities |
| OHIO ST AIR QUALITY DEV AUTH                                 | 2039-11-01      | 4.2500%  | 0.0000% | $95000.00          | $97170.30          | Other Instrument          |
| ONCOR ELECTRIC DELIVERY                                      | 2051-11-15      | 2.7000%  | 0.0000% | $82000.00          | $49320.95          | Corporate Debt Securities |
| PACIFICORP                                                   | 2049-01-15      | 4.1250%  | 0.0000% | $803000.00         | $606721.71         | Corporate Debt Securities |
| PACIFICORP                                                   | 2050-02-15      | 4.1500%  | 0.0000% | $1935000.00        | $1492757.36        | Corporate Debt Securities |
| PASADENA CA                                                  | 2030-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5793.02           | Other Instrument          |
| PASCO CNTY FL CAPITAL IMPT CIGARETTE TAX ALLOCATION          | 2048-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5192.72           | Other Instrument          |
| PENNSYLVANIA ST ECON DEV FING AUTH T/E PRIVATE ACTIVITY REV  | 2053-06-30      | 5.2500%  | 0.0000% | $5000.00           | $5069.28           | Other Instrument          |
| PORT AUTH OF NEW YORK & NEW JERSEY NY                        | 2056-07-15      | 5.0000%  | 0.0000% | $5000.00           | $5136.22           | Other Instrument          |
| KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE              | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5137.79           | Other Instrument          |
| PUBLIC FIN AUTH WI REVENUE                                   | 2051-09-30      | 4.0000%  | 0.0000% | $5000.00           | $4172.67           | Other Instrument          |
| PUBLIC FIN AUTH WI REVENUE                                   | 2056-03-31      | 4.0000%  | 0.0000% | $130000.00         | $105819.13         | Other Instrument          |
| RIVERSIDE CA UNIF SCH DIST                                   | 2030-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5807.86           | Other Instrument          |
| 7-ELEVEN INC                                                 | 2051-02-10      | 2.8000%  | 0.0000% | $5080000.00        | $3123703.29        | Corporate Debt Securities |
| SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE              | 2054-01-01      | 5.2500%  | 0.0000% | $305000.00         | $324220.85         | Other Instrument          |
| SOUTHERN CAL EDISON                                          | 2045-02-01      | 3.6000%  | 0.0000% | $59000.00          | $43767.97          | Corporate Debt Securities |
| SUNCOR ENERGY INC                                            | 2051-03-04      | 3.7500%  | 0.0000% | $3488000.00        | $2553384.59        | Corporate Debt Securities |
| TENNESSEE ENERGY ACQUISITION CORP COMMODITY PROJECT REVENUE  | 2052-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5426.96           | Other Instrument          |
| WILLIAMS COMPANIES INC                                       | 2051-10-15      | 3.5000%  | 0.0000% | $162000.00         | $114720.03         | Corporate Debt Securities |
| 3M COMPANY                                                   | 2047-10-15      | 3.6250%  | 0.0000% | $17062000.00       | $12941576.76       | Corporate Debt Securities |
| TOLEDO HOSPITAL/THE                                          | 2048-11-15      | 6.0150%  | 0.0000% | $4330000.00        | $4242972.41        | Corporate Debt Securities |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH REAL ESTATE TRANSFER TAX  | 2056-12-01      | 4.5000%  | 0.0000% | $310000.00         | $303885.25         | Other Instrument          |
| UBS GROUP AG                                                 | 2500-12-31      | 6.6000%  | 0.0000% | $310000.00         | $323517.03         | Corporate Debt Securities |
| UNION CA SAN DIST FIN AUTH REVENUE                           | 2030-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5710.70           | Other Instrument          |
| UNIV OF CALIFORNIA CA REVENUES                               | 2028-05-15      | 5.0000%  | 0.0000% | $5000.00           | $5395.53           | Other Instrument          |
| VERIZON COMMUNICATIONS                                       | 2065-11-30      | 6.0000%  | 0.0000% | $1154000.00        | $1157300.44        | Corporate Debt Securities |
| WESTLAKE CORP                                                | 2047-11-15      | 4.3750%  | 0.0000% | $4796000.00        | $3809436.82        | Corporate Debt Securities |
| CRH AMERICA INC                                              | 2045-05-18      | 5.1250%  | 0.0000% | $200000.00         | $189820.00         | Corporate Debt Securities |

### Security 43: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10450573
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 13.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-16      | 4.7500%  | 0.0000% | $50000000.00       | $50498618.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51378776.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51378776.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51378776.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51378776.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51378776.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51378776.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $2667600.00        | $2741160.50        | U.S. Treasuries (including strips) |

### Security 44: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10452303
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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    | 2039-01-01      | 5.5000%  | 0.0000% | $132832456.00      | $953111.23         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-07-01      | 3.5000%  | 0.0000% | $2582604.00        | $576875.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-10-01      | 2.0000%  | 0.0000% | $42000.00          | $5547.34           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.5000%  | 0.0000% | $97000.00          | $10122.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 2.5000%  | 0.0000% | $7016000.00        | $4062624.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.6100%  | 0.0000% | $3539116.00        | $2916382.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 4.5000%  | 0.0000% | $725942.00         | $12656.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $33555648.00       | $32907286.38       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.0000%  | 0.0000% | $430000.00         | $321381.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $2376250.00        | $2292217.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $1238010.00        | $1232121.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 4.5000%  | 0.0000% | $3190496.00        | $3121740.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 7.0000%  | 0.0000% | $4860240.00        | $5117544.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.0000%  | 0.0000% | $1642524.00        | $1652919.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $1553172.00        | $1596278.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-10-01      | 2.5000%  | 0.0000% | $674000.00         | $97195.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $6288624.00        | $6374305.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-04-01      | 4.9300%  | 0.0000% | $6400000.00        | $6635631.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 4.6200%  | 0.0000% | $282900.00         | $290258.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $35200000.00       | $27654347.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 5.5000%  | 0.0000% | $106000.00         | $98069.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 6.0000%  | 0.0000% | $4189015.00        | $4102577.90        | Agency Mortgage-Backed Securities |

### Security 45: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10452333
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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         |
|:---|:---|:---|:---|:---|:---|:---|
| ADAMS CO 12 FIVE STAR SCHS                                   | 2044-12-15      | 5.2500%  | 0.0000% | $105000.00         | $116378.06         | Other Instrument |
| ALABAMA ST PUBLIC SCH & CLG AUTH                             | 2029-05-01      | 3.0000%  | 0.0000% | $200000.00         | $201509.33         | Other Instrument |
| ALBUQUERQUE BERNALILLO CNTY NM WTR UTILITY AUTH JT WTR & SWR | 2026-07-01      | 5.0000%  | 0.0000% | $200000.00         | $203033.56         | Other Instrument |
| ALLEGHENY CNTY PA SAN AUTH                                   | 2053-06-01      | 5.0000%  | 0.0000% | $320000.00         | $331707.02         | Other Instrument |
| ALLEGHENY CNTY PA SAN AUTH                                   | 2049-12-01      | 4.0000%  | 0.0000% | $165000.00         | $153478.97         | Other Instrument |
| ALLEGHENY CNTY PA SAN AUTH                                   | 2055-12-01      | 5.2500%  | 0.0000% | $120000.00         | $127246.10         | Other Instrument |
| ALLEGHENY CNTY PA SAN AUTH                                   | 2055-12-01      | 5.0000%  | 0.0000% | $655000.00         | $683279.26         | Other Instrument |
| ALLEN PARK MI PUBLIC SCH DIST                                | 2042-11-01      | 4.2500%  | 0.0000% | $160000.00         | $166455.51         | Other Instrument |
| AMHERST NY                                                   | 2034-11-01      | 2.0000%  | 0.0000% | $160000.00         | $139157.51         | Other Instrument |
| ANSONIA CT COPS                                              | 2045-12-01      | 4.7500%  | 0.0000% | $170000.00         | $174905.30         | Other Instrument |
| ANSONIA CT COPS                                              | 2045-12-01      | 4.7500%  | 0.0000% | $140000.00         | $144039.66         | Other Instrument |
| ARIZONA BRD OF RGTS UNIV ARIZONA SYS REVENUE                 | 2026-06-01      | 5.0000%  | 0.0000% | $160000.00         | $162669.51         | Other Instrument |
| AZ INDL DEV AUTH SF MTGE REVENUE                             | 2053-10-01      | 5.1500%  | 0.0000% | $125000.00         | $128942.95         | Other Instrument |
| ARKANSAS ST DEV FIN AUTH SF MTGE REVENUE                     | 2045-07-01      | 4.6000%  | 0.0000% | $150000.00         | $151412.33         | Other Instrument |
| ARLINGTON TX INDEP SCH DIST                                  | 2039-02-15      | 5.0000%  | 0.0000% | $165000.00         | $189254.45         | Other Instrument |
| ATHENS TX INDEP SCH DIST                                     | 2055-02-15      | 5.0000%  | 0.0000% | $160000.00         | $168521.07         | Other Instrument |
| AUSTIN TX                                                    | 2045-09-01      | 5.0000%  | 0.0000% | $120000.00         | $131107.07         | Other Instrument |
| AVON LAKE OH CITY SCH DIST                                   | 2062-12-01      | 5.2500%  | 0.0000% | $235000.00         | $248957.04         | Other Instrument |
| BALDWIN PARK CA UNIF SCH DIST                                | 2037-08-01      | 0.0000%  | 0.0000% | $1000000.00        | $673120.00         | Other Instrument |
| BALTIMORE MD REVENUE                                         | 2035-07-01      | 4.0000%  | 0.0000% | $175000.00         | $176638.39         | Other Instrument |
| BI-ST DEV AGY OF THE MO-IL MET DIST MASS TRANSIT SALES TAX A | 2034-10-01      | 4.0000%  | 0.0000% | $120000.00         | $125603.07         | Other Instrument |
| BLUE RIDGE TX INDEP SCH DIST                                 | 2037-02-15      | 5.0000%  | 0.0000% | $100000.00         | $116793.11         | Other Instrument |
| BRAZORIA CNTY TX MUNI UTILITY DIST #39                       | 2037-09-01      | 2.0000%  | 0.0000% | $255000.00         | $197305.68         | Other Instrument |
| BUCKEYE OH TOBACCO SETTLEMENT FING AUTH                      | 2037-06-01      | 4.0000%  | 0.0000% | $135000.00         | $135843.15         | Other Instrument |
| CACHE OK EDUCTNL FACS AUTH EDUCTNL FACS LEASE                | 2034-09-01      | 5.0000%  | 0.0000% | $125000.00         | $141574.31         | Other Instrument |
| CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                      | 2055-10-01      | 5.0000%  | 0.0000% | $145000.00         | $154830.68         | Other Instrument |
| CALIFORNIA ST HLTH FACS FING AUTH REVENUE                    | 2047-10-01      | 4.0000%  | 0.0000% | $200000.00         | $180650.44         | Other Instrument |
| CALIFORNIA HSG FIN AGY AFFORDABLE HSG REVENUE                | 2038-08-01      | 4.1250%  | 0.0000% | $220000.00         | $230051.89         | Other Instrument |
| California Housing Finance Agency                            | 2035-03-25      | 3.7500%  | 0.0000% | $175000.00         | $168052.56         | Other Instrument |
| CALIFORNIA HSG FIN AGY LTD OBLIG MF HSG REVENUE              | 2040-07-01      | 4.1000%  | 0.0000% | $200000.00         | $202744.56         | Other Instrument |
| CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK NATIONAL CHARTR | 2037-11-01      | 5.0000%  | 0.0000% | $175000.00         | $191980.44         | Other Instrument |
| CALIFORNIA ST MUNI FIN AUTH REVENUE                          | 2034-05-15      | 5.0000%  | 0.0000% | $170000.00         | $188452.93         | Other Instrument |
| CALIFORNIA ST MUNI FIN AUTH WTR REVENUE                      | 2034-04-01      | 5.0000%  | 0.0000% | $110000.00         | $128202.56         | Other Instrument |
| CALIFORNIA PUBLIC FIN AUTH REVENUE                           | 2036-06-01      | 5.0000%  | 0.0000% | $130000.00         | $147891.18         | Other Instrument |
| CALIFORNIA ST                                                | 2035-08-01      | 3.5000%  | 0.0000% | $125000.00         | $127205.35         | Other Instrument |
| CALIFORNIA ST                                                | 2041-09-01      | 5.0000%  | 0.0000% | $120000.00         | $138199.73         | Other Instrument |
| CALIFORNIA ST                                                | 2055-08-01      | 5.2500%  | 0.0000% | $175000.00         | $191657.96         | Other Instrument |
| CALIFORNIA ST UNIV REVENUE                                   | 2034-11-01      | 4.0000%  | 0.0000% | $180000.00         | $182203.00         | Other Instrument |
| CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                      | 2039-04-01      | 4.0000%  | 0.0000% | $750000.00         | $765474.17         | Other Instrument |
| CAMPBELL-SAVONA NY CENTRL SCHDIST                            | 2031-06-15      | 5.0000%  | 0.0000% | $110000.00         | $125419.80         | Other Instrument |
| CEDAR PARK TX                                                | 2034-02-15      | 5.0000%  | 0.0000% | $280000.00         | $327866.93         | Other Instrument |
| CENTERVILLE TX INDEP SCH DIST                                | 2037-08-15      | 5.0000%  | 0.0000% | $105000.00         | $120192.10         | Other Instrument |
| CHARLOTTE NC ARPT REVENUE                                    | 2029-07-01      | 5.0000%  | 0.0000% | $395000.00         | $431635.37         | Other Instrument |
| CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE             | 2039-08-01      | 3.0000%  | 0.0000% | $165000.00         | $148205.75         | Other Instrument |
| CHESTER CNTY PA SCH AUTH SCH LEASE REVENUE                   | 2045-04-01      | 5.0000%  | 0.0000% | $275000.00         | $291282.14         | Other Instrument |
| CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                 | 2053-01-01      | 5.2500%  | 0.0000% | $545000.00         | $568963.20         | Other Instrument |
| CLEMSON SC UNIV UNIV REVENUES                                | 2039-05-01      | 2.0000%  | 0.0000% | $200000.00         | $159254.89         | Other Instrument |
| CLEVELAND OH WTR POLL CONTROL REVENUE                        | 2049-11-15      | 5.0000%  | 0.0000% | $230000.00         | $241492.33         | Other Instrument |
| COBB CNTY GA DEV AUTH LEASE REVENUE                          | 2056-07-15      | 4.6250%  | 0.0000% | $165000.00         | $160042.92         | Other Instrument |
| CLG IA CMNTY SCH DIST SCH INFRASTRUCTURE SALES SVCS & USE    | 2041-06-01      | 4.0000%  | 0.0000% | $300000.00         | $305404.67         | Other Instrument |
| COLORADO ST HSG & FIN AUTH                                   | 2052-10-01      | 4.8000%  | 0.0000% | $998416.00         | $701113.04         | Other Instrument |
| COLORADO ST HLTH FACS AUTH REVENUE                           | 2045-05-15      | 5.0000%  | 0.0000% | $360000.00         | $379118.40         | Other Instrument |
| COLORADO ST HSG & FIN AUTH                                   | 2059-10-01      | 4.8000%  | 0.0000% | $195000.00         | $196957.15         | Other Instrument |
| COMO-PICKTON TX CONSOL INDEP SCH DIST                        | 2034-08-15      | 5.0000%  | 0.0000% | $100000.00         | $116712.67         | Other Instrument |
| CONNECTICUT ST                                               | 2031-11-15      | 5.0000%  | 0.0000% | $150000.00         | $172873.00         | Other Instrument |
| CONNECTICUT ST SPL TAX OBLIG REVENUE                         | 2035-05-01      | 5.0000%  | 0.0000% | $250000.00         | $276307.78         | Other Instrument |
| CONTRA COSTA CA WTR DIST                                     | 2051-10-01      | 5.0000%  | 0.0000% | $125000.00         | $132067.22         | Other Instrument |
| CONTRA COSTA CA WTR DIST                                     | 2053-10-01      | 5.0000%  | 0.0000% | $110000.00         | $117216.86         | Other Instrument |
| CONTRA COSTA CA TRANSPRTN AUTH SALES TAX REVENUE             | 2034-03-01      | 4.0000%  | 0.0000% | $125000.00         | $136536.94         | Other Instrument |
| COOK & WILL CNTYS IL CMNTY CLG DIST #515                     | 2033-12-01      | 4.0000%  | 0.0000% | $125000.00         | $129674.44         | Other Instrument |
| CORONA-NORCO CA UNIF SCH DIST SPL TAX                        | 2031-09-01      | 2.2640%  | 0.0000% | $135000.00         | $123696.51         | Other Instrument |
| CRANE TX INDEP SCH DIST                                      | 2034-02-15      | 5.0000%  | 0.0000% | $155000.00         | $177192.38         | Other Instrument |
| CROWLEY TX INDEP SCH DIST                                    | 2048-02-01      | 5.0000%  | 0.0000% | $180000.00         | $191451.80         | Other Instrument |
| CROWLEY TX INDEP SCH DIST                                    | 2050-02-01      | 5.2500%  | 0.0000% | $200000.00         | $216459.67         | Other Instrument |
| CUMBERLAND CNTY PA MUNI AUTH                                 | 2037-11-01      | 4.0000%  | 0.0000% | $225000.00         | $226979.75         | Other Instrument |
| DALLAS TX                                                    | 2041-02-15      | 4.0000%  | 0.0000% | $500000.00         | $508017.22         | Other Instrument |
| DELAWARE CNTY PA VOTECH SCH AUTH LEASE REVENUE               | 2040-11-01      | 4.0000%  | 0.0000% | $115000.00         | $118639.62         | Other Instrument |
| DENTON TX INDEP SCH DIST                                     | 2043-08-15      | 5.0000%  | 0.0000% | $145000.00         | $159730.07         | Other Instrument |
| DESCHUTES OR PUBLIC LIBRARY DIST                             | 2040-06-01      | 3.0000%  | 0.0000% | $330000.00         | $298365.10         | Other Instrument |
| DESERT HOT SPRINGS CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION | 2032-09-01      | 5.0000%  | 0.0000% | $425000.00         | $450905.64         | Other Instrument |
| DIST OF COLUMBIA REVENUE                                     | 2035-08-31      | 5.5000%  | 0.0000% | $105000.00         | $124527.55         | Other Instrument |
| DIST OF COLUMBIA REVENUE                                     | 2046-04-01      | 5.0000%  | 0.0000% | $210000.00         | $215134.03         | Other Instrument |
| DOWAGIAC MI BLDG AUTH                                        | 2048-06-01      | 4.7500%  | 0.0000% | $185000.00         | $190724.77         | Other Instrument |
| DUARTE CA UNIF SCH DIST                                      | 2048-08-01      | 4.2500%  | 0.0000% | $175000.00         | $173469.09         | Other Instrument |
| DUBLIN OH CITY SCH DIST                                      | 2053-12-01      | 5.0000%  | 0.0000% | $325000.00         | $339483.44         | Other Instrument |
| DUVAL CNTY FL SCH BRD COPS                                   | 2035-07-01      | 5.0000%  | 0.0000% | $425000.00         | $462611.56         | Other Instrument |
| EAGLE MOUNTAIN & SAGINAW TX INDEP SCH DIST                   | 2055-08-15      | 5.0000%  | 0.0000% | $120000.00         | $126471.60         | Other Instrument |
| EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                | 2049-06-01      | 5.0000%  | 0.0000% | $720000.00         | $774464.00         | Other Instrument |
| EASTPOINTE CMNTY SCHS MI                                     | 2037-05-01      | 5.0000%  | 0.0000% | $175000.00         | $202710.28         | Other Instrument |
| EFFINGHAM CNTY GA SCH DIST                                   | 2047-09-01      | 5.0000%  | 0.0000% | $120000.00         | $129168.53         | Other Instrument |
| EL PASO TX WTR & SWR REVENUE                                 | 2043-03-01      | 5.0000%  | 0.0000% | $180000.00         | $197792.00         | Other Instrument |
| ENERGY N W WA ELEC REVENUE                                   | 2039-07-01      | 5.0000%  | 0.0000% | $105000.00         | $119698.72         | Other Instrument |
| FAYETTE CNTY KY SCH DIST FIN CORP                            | 2039-03-01      | 4.0000%  | 0.0000% | $240000.00         | $247455.73         | Other Instrument |
| FLORIDA ST DEPT TRANSPRTN SUNSHINE SKYWAY REVENUE            | 2029-07-01      | 5.0000%  | 0.0000% | $110000.00         | $119857.96         | Other Instrument |
| FLORIDA ST TURNPIKE AUTH TURNPIKE REVENUE                    | 2049-07-01      | 3.0000%  | 0.0000% | $200000.00         | $132547.63         | Other Instrument |
| FORT MYERS FL UTILITY REVENUE                                | 2049-10-01      | 5.5000%  | 0.0000% | $150000.00         | $164172.08         | Other Instrument |
| FRANKLIN CNTY OH REVENUE                                     | 2032-12-01      | 5.0000%  | 0.0000% | $350000.00         | $384455.56         | Other Instrument |
| FRANKLIN CNTY OH REVENUE                                     | 2033-12-01      | 5.0000%  | 0.0000% | $135000.00         | $147949.80         | Other Instrument |
| FULLERTON CA JT UNION HIGH SCH DIST                          | 2041-08-01      | 4.0000%  | 0.0000% | $375000.00         | $385004.58         | Other Instrument |
| FULTON CNTY GA DEV AUTH REVENUE                              | 2030-10-01      | 5.0000%  | 0.0000% | $125000.00         | $137400.97         | Other Instrument |
| GEORGETOWN KY WTR & SWR REVENUE                              | 2042-12-01      | 4.0000%  | 0.0000% | $625000.00         | $622585.42         | Other Instrument |
| GEORGETOWN TX                                                | 2041-08-15      | 4.0000%  | 0.0000% | $120000.00         | $124632.40         | Other Instrument |
| GLENDALE CA ELEC WKS REVENUE                                 | 2046-02-01      | 5.0000%  | 0.0000% | $200000.00         | $215852.22         | Other Instrument |
| GODLEY TX                                                    | 2055-08-15      | 5.0000%  | 0.0000% | $285000.00         | $296924.40         | Other Instrument |
| GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT  | 2030-06-01      | 2.6870%  | 0.0000% | $700000.00         | $652059.59         | Other Instrument |
| HALLETTSVILLE TX INDEP SCH DIST                              | 2040-08-15      | 5.0000%  | 0.0000% | $115000.00         | $129320.57         | Other Instrument |
| HAMILTON CNTY OH HOSP FACS REVENUE                           | 2050-08-15      | 3.7500%  | 0.0000% | $805000.00         | $677180.09         | Other Instrument |
| HARRIS CNTY TX HOSP DIST CTFS OF OBLIG                       | 2046-02-15      | 5.0000%  | 0.0000% | $195000.00         | $207631.45         | Other Instrument |
| HARRISBURG SD INDEP SCH DIST #41-2                           | 2035-07-15      | 4.0000%  | 0.0000% | $200000.00         | $202617.33         | Other Instrument |
| HAYS TX CONSOL INDEP SCH DIST                                | 2048-02-15      | 5.0000%  | 0.0000% | $475000.00         | $500011.92         | Other Instrument |
| HIDALGO CNTY TX                                              | 2033-08-15      | 5.0000%  | 0.0000% | $125000.00         | $135425.83         | Other Instrument |
| HILLIARD OH SCH DIST                                         | 2047-12-01      | 5.0000%  | 0.0000% | $105000.00         | $111721.05         | Other Instrument |
| HILLSBOROUGH CNTY FLA INDL DEVAUTH HEALTH SYS REVENUE        | 2044-11-15      | 5.0000%  | 0.0000% | $120000.00         | $127266.80         | Other Instrument |
| HOLLY MI AREA SCH DIST                                       | 2048-05-01      | 5.0000%  | 0.0000% | $110000.00         | $116207.42         | Other Instrument |
| HONOLULU CITY & CNTY HI                                      | 2030-03-01      | 5.0000%  | 0.0000% | $110000.00         | $124040.89         | Other Instrument |
| HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE                   | 2054-07-01      | 5.2500%  | 0.0000% | $155000.00         | $166316.42         | Other Instrument |
| HOPE CA ELEM SCH DIST                                        | 2037-08-01      | 0.0000%  | 0.0000% | $540000.00         | $365542.20         | Other Instrument |
| HOPE CA ELEM SCH DIST                                        | 2038-08-01      | 0.0000%  | 0.0000% | $550000.00         | $354695.00         | Other Instrument |
| HOUSTON TX UTILITY SYS REVENUE                               | 2049-11-15      | 5.2500%  | 0.0000% | $170000.00         | $181819.68         | Other Instrument |
| HOUSTON TX UTILITY SYS REVENUE                               | 2054-11-15      | 5.2500%  | 0.0000% | $200000.00         | $212573.50         | Other Instrument |
| HOWARD CNTY MD                                               | 2037-08-15      | 4.0000%  | 0.0000% | $130000.00         | $136847.53         | Other Instrument |
| HUTTO TX                                                     | 2049-08-01      | 4.1250%  | 0.0000% | $200000.00         | $192586.08         | Other Instrument |
| HUTTO TX INDEP SCH DIST                                      | 2049-08-01      | 5.0000%  | 0.0000% | $345000.00         | $367056.23         | Other Instrument |
| I-69 INTL TRADE CORRIDOR NEXT MI DEV CORP LOCAL DEV FIN AUTH | 2030-11-01      | 5.0000%  | 0.0000% | $230000.00         | $254935.07         | Other Instrument |
| IDAHO ST HLTH FACS AUTH REVENUE                              | 2053-03-01      | 5.2500%  | 0.0000% | $210000.00         | $221014.32         | Other Instrument |
| IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                      | 2039-01-01      | 4.0500%  | 0.0000% | $215000.00         | $201447.05         | Other Instrument |
| IDAHO ST HSG & FIN ASSN SALES TAX REVENUE                    | 2048-08-15      | 5.0000%  | 0.0000% | $505000.00         | $541317.92         | Other Instrument |
| ILLINOIS ST HSG DEV AUTH REVENUE                             | 2050-04-01      | 4.8750%  | 0.0000% | $160000.00         | $163181.53         | Other Instrument |
| ILLINOIS ST FIN AUTH REVENUE                                 | 2035-04-01      | 5.0000%  | 0.0000% | $95000.00          | $111152.64         | Other Instrument |
| ILLINOIS ST                                                  | 2035-04-01      | 6.7250%  | 0.0000% | $370000.00         | $307848.51         | Other Instrument |
| ILLINOIS ST                                                  | 2029-05-01      | 5.0000%  | 0.0000% | $175000.00         | $186103.94         | Other Instrument |
| ILLINOIS ST                                                  | 2048-12-01      | 5.0000%  | 0.0000% | $180000.00         | $184785.20         | Other Instrument |
| ILLINOIS ST                                                  | 2046-05-01      | 4.2500%  | 0.0000% | $305000.00         | $287306.02         | Other Instrument |
| ILLINOIS ST                                                  | 2043-10-01      | 4.0000%  | 0.0000% | $240000.00         | $228905.33         | Other Instrument |
| INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE              | 2045-07-01      | 4.9000%  | 0.0000% | $250000.00         | $256716.81         | Other Instrument |
| INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE              | 2055-07-01      | 5.0500%  | 0.0000% | $120000.00         | $121162.57         | Other Instrument |
| INDIANA ST FIN AUTH REVENUE                                  | 2032-02-01      | 5.0000%  | 0.0000% | $130000.00         | $149220.64         | Other Instrument |
| INDIANAPOLIS IN LOCAL PUBLIC IMPT BOND BANK                  | 2058-03-01      | 5.0000%  | 0.0000% | $140000.00         | $145260.42         | Other Instrument |
| INDIANAPOLIS IN LOCAL PUBLIC IMPT BOND BANK                  | 2055-01-01      | 5.2500%  | 0.0000% | $200000.00         | $209751.83         | Other Instrument |
| IOWA ST HGR EDU LOAN AUTH REVENUE                            | 2038-04-01      | 5.2500%  | 0.0000% | $225000.00         | $253501.69         | Other Instrument |
| ISLAND CNTY WA CONSOL SCH DIST #206 SOUTH WHIDBEY            | 2040-12-01      | 5.0000%  | 0.0000% | $250000.00         | $283950.56         | Other Instrument |
| JACKSON CNTY MO CONSOL SCH DIST #4                           | 2040-03-01      | 5.7500%  | 0.0000% | $225000.00         | $268181.69         | Other Instrument |
| JEFFERSON CNTY AL BRD OF EDU PUBLIC SCH WARRANTS             | 2046-02-01      | 5.0000%  | 0.0000% | $130000.00         | $139542.14         | Other Instrument |
| JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE            | 2053-01-01      | 5.0000%  | 0.0000% | $530000.00         | $553308.22         | Other Instrument |
| JUDSON TX INDEP SCH DIST                                     | 2049-02-01      | 5.0000%  | 0.0000% | $535000.00         | $572332.89         | Other Instrument |
| KALAMAZOO MI WSTWTR SYS REVENUE                              | 2050-10-01      | 5.0000%  | 0.0000% | $135000.00         | $141977.85         | Other Instrument |
| KANSAS CITY MO INDL DEV AUTH ARPT SPL OBLIG                  | 2054-03-01      | 5.0000%  | 0.0000% | $350000.00         | $357285.06         | Other Instrument |
| KENTUCKY ST ASSET/LIABILITY COMMISSION AGY FUND REVENUE      | 2026-09-01      | 5.0000%  | 0.0000% | $140000.00         | $145050.42         | Other Instrument |
| KENTUCKY ST ECON DEV FIN AUTH                                | 2041-08-15      | 5.0000%  | 0.0000% | $175000.00         | $182410.67         | Other Instrument |
| KENTUCKY ST HSG CORP SF MTGE                                 | 2045-07-01      | 4.9000%  | 0.0000% | $150000.00         | $154030.08         | Other Instrument |
| KERN CA HIGH SCH DIST                                        | 2034-08-01      | 3.5000%  | 0.0000% | $110000.00         | $113005.51         | Other Instrument |
| KING CITY CA UNION SCH DIST                                  | 2029-08-01      | 0.0000%  | 0.0000% | $335000.00         | $304819.85         | Other Instrument |
| KING CITY CA UNION SCH DIST                                  | 2030-08-01      | 0.0000%  | 0.0000% | $325000.00         | $287420.25         | Other Instrument |
| KING CNTY WA PUBLIC HOSP DIST #2                             | 2038-12-01      | 5.0000%  | 0.0000% | $165000.00         | $183347.08         | Other Instrument |
| LA FERIA TX INDEP SCH DIST                                   | 2034-02-15      | 5.0000%  | 0.0000% | $250000.00         | $293736.67         | Other Instrument |
| LAMAR TX CONSOL INDEP SCH DIST                               | 2058-02-15      | 5.5000%  | 0.0000% | $365000.00         | $395298.04         | Other Instrument |
| LAMAR TX CONSOL INDEP SCH DIST                               | 2058-02-15      | 5.0000%  | 0.0000% | $570000.00         | $596793.80         | Other Instrument |
| LATHROP-MANTECA FIRE PROT DIST CA                            | 2041-05-01      | 4.0000%  | 0.0000% | $250000.00         | $256649.72         | Other Instrument |
| LEBANON IN MIDDLE SCH BLDG CORP                              | 2030-07-15      | 5.0000%  | 0.0000% | $140000.00         | $154274.87         | Other Instrument |
| LEE CNTY FL SCH BRD COPS                                     | 2050-08-01      | 5.2500%  | 0.0000% | $170000.00         | $180066.27         | Other Instrument |
| LEE CNTY FL LOCAL OPTIONAL GAS TAX REVENUE                   | 2032-08-01      | 5.0000%  | 0.0000% | $230000.00         | $265174.16         | Other Instrument |
| LIBERTY HILL TX INDEP SCH DIST                               | 2039-08-01      | 4.0000%  | 0.0000% | $125000.00         | $128979.86         | Other Instrument |
| LIBERTY HILL TX INDEP SCH DIST                               | 2058-02-01      | 5.0000%  | 0.0000% | $230000.00         | $243029.76         | Other Instrument |
| LICKING HEIGHTS OH LOCAL SCH DIST                            | 2059-10-01      | 5.5000%  | 0.0000% | $210000.00         | $224336.82         | Other Instrument |
| LITTLEFIELD TX INDEP SCH DIST                                | 2043-02-15      | 4.1250%  | 0.0000% | $220000.00         | $226000.78         | Other Instrument |
| LOS ANGELES CA WSTWTR SYS REVENUE                            | 2026-06-01      | 5.0000%  | 0.0000% | $110000.00         | $112045.39         | Other Instrument |
| LODI CA UNIF SCH DIST                                        | 2040-08-01      | 4.0000%  | 0.0000% | $150000.00         | $153887.83         | Other Instrument |
| LOGAN CNTY KS                                                | 2040-12-01      | 5.2500%  | 0.0000% | $120000.00         | $139829.50         | Other Instrument |
| LONG BEACH CA CMNTY CLG DIST                                 | 2052-08-01      | 5.0000%  | 0.0000% | $490000.00         | $525730.80         | Other Instrument |
| LONG BEACH CA WTR REVENUE                                    | 2054-05-01      | 4.0000%  | 0.0000% | $120000.00         | $113939.87         | Other Instrument |
| LOS ANGELES CA CMNTY CLG DIST                                | 2036-08-01      | 4.0000%  | 0.0000% | $110000.00         | $112562.88         | Other Instrument |
| LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                    | 2036-05-15      | 5.0000%  | 0.0000% | $275000.00         | $313259.83         | Other Instrument |
| LOS ANGELES CA UNIF SCH DIST                                 | 2032-07-01      | 5.0000%  | 0.0000% | $135000.00         | $142685.25         | Other Instrument |
| LOS ANGELES CA UNIF SCH DIST                                 | 2031-07-01      | 4.0000%  | 0.0000% | $135000.00         | $145128.00         | Other Instrument |
| LOS ANGELES CA UNIF SCH DIST                                 | 2044-07-01      | 4.0000%  | 0.0000% | $125000.00         | $125281.53         | Other Instrument |
| LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE     | 2026-06-01      | 5.0000%  | 0.0000% | $290000.00         | $295363.39         | Other Instrument |
| LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE       | 2050-12-01      | 5.2500%  | 0.0000% | $185000.00         | $201691.47         | Other Instrument |
| LOS ANGELES CNTY CA FACS 2 INC                               | 2057-06-01      | 5.2500%  | 0.0000% | $480000.00         | $509392.40         | Other Instrument |
| LOUISIANA ST PUBLIC FACS AUTHLEASE REVENUE                   | 2042-07-01      | 5.0000%  | 0.0000% | $105000.00         | $114378.37         | Other Instrument |
| LOUISIANA STADIUM & EXPOSITION DIST LA                       | 2053-07-01      | 5.2500%  | 0.0000% | $235000.00         | $243285.90         | Other Instrument |
| LOWELL CA JT SCH DIST                                        | 2053-08-01      | 4.6250%  | 0.0000% | $115000.00         | $119202.90         | Other Instrument |
| LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE   | 2055-05-15      | 5.0000%  | 0.0000% | $310000.00         | $318040.37         | Other Instrument |
| LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE   | 2051-05-15      | 5.0000%  | 0.0000% | $125000.00         | $128163.33         | Other Instrument |
| MAINE ST HSG AUTH MTGE PURCHASE                              | 2054-11-15      | 4.8500%  | 0.0000% | $200000.00         | $202770.83         | Other Instrument |
| MANCHESTER NH                                                | 2034-07-01      | 5.0000%  | 0.0000% | $100000.00         | $117324.78         | Other Instrument |
| MARICOPA CNTY & PHOENIX AZ INDL DEV AUTHORITIES MTGE REVENUE | 2045-09-01      | 4.9500%  | 0.0000% | $200000.00         | $207339.20         | Other Instrument |
| MARICOPA CNTY AZ UN HIGH SCH DIST #216 AGUA FRIA             | 2041-07-01      | 5.0000%  | 0.0000% | $110000.00         | $121575.06         | Other Instrument |
| MARTIN CNTY TX HOSP DIST                                     | 2031-04-01      | 4.0000%  | 0.0000% | $235000.00         | $249652.77         | Other Instrument |
| MARYLAND ST                                                  | 2031-03-15      | 5.0000%  | 0.0000% | $140000.00         | $146570.20         | Other Instrument |
| MARYLAND ST                                                  | 2034-08-01      | 5.0000%  | 0.0000% | $250000.00         | $286652.78         | Other Instrument |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV             | 2043-09-01      | 4.4500%  | 0.0000% | $125000.00         | $127934.76         | Other Instrument |
| MARYLAND CMNTY DEV ADMIN HSG & CMNTY DEV                     | 2044-09-01      | 4.5000%  | 0.0000% | $250000.00         | $256606.25         | Other Instrument |
| MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE             | 2052-07-01      | 5.2500%  | 0.0000% | $135000.00         | $140529.49         | Other Instrument |
| MARYLAND ST TRANSPRTN AUTH TRANSPRTN FACS PROJ REVENUE       | 2051-07-01      | 5.0000%  | 0.0000% | $135000.00         | $140380.80         | Other Instrument |
| MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE        | 2055-07-01      | 5.0000%  | 0.0000% | $150000.00         | $156011.67         | Other Instrument |
| MASSACHUSETTS ST                                             | 2048-11-01      | 5.0000%  | 0.0000% | $200000.00         | $210568.22         | Other Instrument |
| MASSACHUSETTS ST                                             | 2054-01-01      | 5.0000%  | 0.0000% | $210000.00         | $217160.53         | Other Instrument |
| MASSACHUSETTS ST                                             | 2054-05-01      | 5.0000%  | 0.0000% | $150000.00         | $156516.17         | Other Instrument |
| MASSACHUSETTS ST                                             | 2052-08-01      | 5.0000%  | 0.0000% | $225000.00         | $238789.00         | Other Instrument |
| MASSACHUSETTS ST DEV FIN AGY                                 | 2059-05-15      | 5.4500%  | 0.0000% | $130000.00         | $140721.64         | Other Instrument |
| MASSACHUSETTS ST DEV FIN AGY REVENUE                         | 2030-07-01      | 5.0000%  | 0.0000% | $480000.00         | $505678.93         | Other Instrument |
| MASSACHUSETTS ST DEV FIN AGY REVENUE                         | 2055-07-01      | 5.0000%  | 0.0000% | $180000.00         | $183443.00         | Other Instrument |
| MASSACHUSETTS ST PORT AUTH SPL FACS REVENUE                  | 2037-07-01      | 5.0000%  | 0.0000% | $200000.00         | $210065.56         | Other Instrument |
| MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE             | 2036-02-15      | 2.4000%  | 0.0000% | $500000.00         | $402697.94         | Other Instrument |
| MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE             | 2050-02-15      | 5.2500%  | 0.0000% | $105000.00         | $113710.80         | Other Instrument |
| MCGREGOR TX INDEP SCH DIST                                   | 2054-02-15      | 5.0000%  | 0.0000% | $135000.00         | $142477.20         | Other Instrument |
| MERCER CNTY PA                                               | 2054-10-01      | 5.0000%  | 0.0000% | $255000.00         | $267025.23         | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSONCNTY TN HLTH & EDUCTNL FAC BRD  | 2034-07-01      | 5.0000%  | 0.0000% | $360000.00         | $412451.20         | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSONCNTY TN SPORTS AUTH             | 2038-07-01      | 5.0000%  | 0.0000% | $100000.00         | $112907.78         | Other Instrument |
| MET NASHVILLE TN ARPT AUTH ARPT REVENUE                      | 2052-07-01      | 5.0000%  | 0.0000% | $150000.00         | $153868.17         | Other Instrument |
| MET TRANSPRTN AUTH NY DEDICATED TAX FUND                     | 2048-11-15      | 5.0000%  | 0.0000% | $645000.00         | $672719.95         | Other Instrument |
| MET TRANSPRTN AUTH NY DEDICATED TAX FUND                     | 2049-11-15      | 5.0000%  | 0.0000% | $165000.00         | $172780.85         | Other Instrument |
| MET TRANSPRTN AUTH NY REVENUE                                | 2040-11-15      | 6.8140%  | 0.0000% | $500000.00         | $561517.92         | Other Instrument |
| MET TRANSPRTN AUTH NY REVENUE                                | 2055-11-15      | 5.2500%  | 0.0000% | $575000.00         | $592898.31         | Other Instrument |
| MIAMI-DADE CNTY FL SPL OBLIG                                 | 2054-04-01      | 5.0000%  | 0.0000% | $290000.00         | $303098.66         | Other Instrument |
| MIAMI-DADE CNTY FL SCH DIST                                  | 2034-03-15      | 4.0000%  | 0.0000% | $180000.00         | $184966.20         | Other Instrument |
| MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE              | 2049-07-01      | 4.0000%  | 0.0000% | $305000.00         | $275995.18         | Other Instrument |
| MIAMI FL SPL OBLG                                            | 2033-03-01      | 5.5340%  | 0.0000% | $200000.00         | $218850.92         | Other Instrument |
| MICHIGAN ST FIN AUTH LTD OBLIG REVENUE                       | 2034-12-01      | 5.0000%  | 0.0000% | $125000.00         | $141779.31         | Other Instrument |
| MICHIGAN ST FIN AUTH LTD OBLIG REVENUE                       | 2038-12-01      | 5.0000%  | 0.0000% | $100000.00         | $111967.44         | Other Instrument |
| MICHIGAN ST FIN AUTH REVENUE                                 | 2029-10-01      | 5.0000%  | 0.0000% | $150000.00         | $154969.17         | Other Instrument |
| MICHIGAN ST BLDG AUTH REVENUE                                | 2057-10-15      | 5.2500%  | 0.0000% | $500000.00         | $530386.25         | Other Instrument |
| MICHIGAN ST HSG DEV AUTH SF MTGE REVENUE                     | 2048-12-01      | 4.9000%  | 0.0000% | $825000.00         | $833167.96         | Other Instrument |
| MICHIGAN ST UNIV REVENUES                                    | 2042-08-15      | 3.0000%  | 0.0000% | $200000.00         | $176056.00         | Other Instrument |
| MIDDLEBOROUGH MA                                             | 2040-08-15      | 4.0000%  | 0.0000% | $125000.00         | $130235.42         | Other Instrument |
| MIDLAND CNTY TX HOSP DIST                                    | 2032-05-15      | 5.0000%  | 0.0000% | $100000.00         | $112141.67         | Other Instrument |
| MIDLAND TX INDEP SCH DIST                                    | 2038-02-15      | 5.0000%  | 0.0000% | $130000.00         | $148098.17         | Other Instrument |
| MIDLAND TX INDEP SCH DIST                                    | 2047-02-15      | 5.0000%  | 0.0000% | $140000.00         | $148966.53         | Other Instrument |
| MILL VLY CA SCH DIST                                         | 2054-08-01      | 4.0000%  | 0.0000% | $255000.00         | $249144.92         | Other Instrument |
| MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE  | 2030-01-01      | 5.0000%  | 0.0000% | $200000.00         | $217559.56         | Other Instrument |
| MINNESOTA ST HSG FIN AGY                                     | 2035-07-01      | 4.4000%  | 0.0000% | $150000.00         | $154962.67         | Other Instrument |
| MIRACOSTA CA CMNTY CLG DIST COPS                             | 2048-07-01      | 4.5000%  | 0.0000% | $235000.00         | $239508.48         | Other Instrument |
| MISSISSIPPI ST HOME CORP SF MTGE REVENUE                     | 2054-12-01      | 4.6500%  | 0.0000% | $320000.00         | $317779.47         | Other Instrument |
| MISSISSIPPI ST HOME CORP SF MTGE REVENUE                     | 2054-12-01      | 4.8500%  | 0.0000% | $450000.00         | $455169.88         | Other Instrument |
| MOBILE AL                                                    | 2045-02-15      | 5.0000%  | 0.0000% | $120000.00         | $130906.40         | Other Instrument |
| MONROE CNTY KY SCH DIST FIN CORP                             | 2040-12-01      | 4.0000%  | 0.0000% | $160000.00         | $162181.69         | Other Instrument |
| MONROE CNTY NY INDL DEV CORP REVENUE                         | 2050-07-01      | 4.0000%  | 0.0000% | $180000.00         | $162500.80         | Other Instrument |
| MONROEVILLE PA FIN AUTH UPMC REVENUE                         | 2038-02-15      | 5.0000%  | 0.0000% | $255000.00         | $281215.70         | Other Instrument |
| MONTANA ST BRD OF HSG SF MTGE                                | 2043-12-01      | 4.8000%  | 0.0000% | $125000.00         | $128270.40         | Other Instrument |
| NATIONAL FIN AUTH NH REVENUE                                 | 2035-06-01      | 5.0000%  | 0.0000% | $275000.00         | $312428.72         | Other Instrument |
| NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE               | 2044-09-01      | 4.5500%  | 0.0000% | $185000.00         | $190148.91         | Other Instrument |
| NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE               | 2044-09-01      | 4.5000%  | 0.0000% | $135000.00         | $138630.82         | Other Instrument |
| NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE               | 2044-09-01      | 4.5500%  | 0.0000% | $250000.00         | $257092.99         | Other Instrument |
| NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE               | 2043-09-01      | 4.4500%  | 0.0000% | $240000.00         | $244953.13         | Other Instrument |
| NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE               | 2055-09-01      | 5.2000%  | 0.0000% | $175000.00         | $181498.14         | Other Instrument |
| NEW BRITAIN CT                                               | 2031-03-01      | 4.3320%  | 0.0000% | $175000.00         | $178442.19         | Other Instrument |
| NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                      | 2026-06-15      | 5.0000%  | 0.0000% | $110000.00         | $111809.50         | Other Instrument |
| NEW JERSEY ST HSG & MTGE FIN AGY REVENUE                     | 2042-10-01      | 4.5000%  | 0.0000% | $245000.00         | $250031.03         | Other Instrument |
| NEW JERSEY ST HSG & MTGE FIN AGY REVENUE                     | 2050-10-01      | 4.7000%  | 0.0000% | $480000.00         | $490049.33         | Other Instrument |
| NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                      | 2050-06-15      | 5.2500%  | 0.0000% | $110000.00         | $115905.08         | Other Instrument |
| NEW MEXICO ST MTGE FIN AUTH                                  | 2040-09-01      | 4.2000%  | 0.0000% | $185000.00         | $189023.71         | Other Instrument |
| NEW MEXICO ST MTGE FIN AUTH                                  | 2055-09-01      | 5.1000%  | 0.0000% | $150000.00         | $154231.25         | Other Instrument |
| NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE                 | 2033-11-15      | 2.2000%  | 0.0000% | $155000.00         | $140182.52         | Other Instrument |
| NEW YORK NY                                                  | 2047-08-01      | 5.0000%  | 0.0000% | $750000.00         | $791640.83         | Other Instrument |
| NEW YORK NY                                                  | 2040-05-01      | 5.2500%  | 0.0000% | $345000.00         | $383639.71         | Other Instrument |
| NEW YORK NY                                                  | 2045-05-01      | 5.5000%  | 0.0000% | $170000.00         | $184152.03         | Other Instrument |
| NEW YORK NY                                                  | 2040-04-01      | 5.0000%  | 0.0000% | $170000.00         | $188692.82         | Other Instrument |
| NEW YORK CITY NY INDL DEV AGY REVENUE                        | 2031-01-01      | 5.0000%  | 0.0000% | $300000.00         | $333053.33         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | 2042-02-01      | 5.0000%  | 0.0000% | $250000.00         | $275825.28         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | 2042-05-01      | 5.0000%  | 0.0000% | $190000.00         | $207717.71         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | 2047-02-01      | 5.0000%  | 0.0000% | $650000.00         | $685055.22         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | 2037-05-01      | 5.0000%  | 0.0000% | $140000.00         | $150032.56         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | 2033-11-01      | 5.0000%  | 0.0000% | $120000.00         | $133900.93         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | 2040-05-01      | 4.0000%  | 0.0000% | $115000.00         | $116974.42         | Other Instrument |
| NEW YORK CITY NY HSG DEV CORP MF HSG REVENUE                 | 2037-11-01      | 4.3000%  | 0.0000% | $150000.00         | $156321.08         | Other Instrument |
| NEW YORK CITY NY HSG DEV CORP MF HSG REVENUE                 | 2058-11-01      | 4.9500%  | 0.0000% | $110000.00         | $111416.52         | Other Instrument |
| NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | 2054-06-15      | 5.2500%  | 0.0000% | $330000.00         | $347147.62         | Other Instrument |
| NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | 2054-06-15      | 5.2500%  | 0.0000% | $180000.00         | $189781.65         | Other Instrument |
| NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | 2050-06-15      | 4.0000%  | 0.0000% | $360000.00         | $330120.00         | Other Instrument |
| NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | 2041-06-15      | 5.0000%  | 0.0000% | $110000.00         | $117858.40         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | 2040-11-01      | 5.0000%  | 0.0000% | $170000.00         | $189448.19         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | 2047-05-01      | 5.0000%  | 0.0000% | $505000.00         | $532164.51         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | 2043-05-01      | 5.0000%  | 0.0000% | $305000.00         | $333731.34         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | 2048-05-01      | 5.0000%  | 0.0000% | $450000.00         | $472058.50         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | 2048-05-01      | 5.2500%  | 0.0000% | $305000.00         | $326514.45         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | 2047-11-01      | 5.0000%  | 0.0000% | $265000.00         | $279919.79         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | 2043-11-01      | 5.0000%  | 0.0000% | $675000.00         | $741083.25         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | 2047-05-01      | 5.2500%  | 0.0000% | $305000.00         | $330497.75         | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | 2051-05-01      | 5.0000%  | 0.0000% | $505000.00         | $525881.75         | Other Instrument |
| NEW YORK CITY NY HSG DEV CORP MF HSG REV                     | 2059-11-01      | 4.8500%  | 0.0000% | $275000.00         | $278646.58         | Other Instrument |
| NEW YORK CITY NY HSG DEV CORP MF HSG REV                     | 2064-05-01      | 4.9000%  | 0.0000% | $130000.00         | $130567.31         | Other Instrument |
| NEW YORK CITY NY HSG DEV CORP MF HSG REV                     | 2054-11-01      | 5.0000%  | 0.0000% | $300000.00         | $305901.33         | Other Instrument |
| NEW YORK CITY NY HSG DEV CORP MF HSG REV                     | 2060-11-01      | 4.8500%  | 0.0000% | $220000.00         | $220981.26         | Other Instrument |
| NEW YORK CITY NY HSG DEV CORP MF HSG REV                     | 2064-11-01      | 4.8500%  | 0.0000% | $225000.00         | $222873.81         | Other Instrument |
| NEW YORK ST ENVRNMNTL FACS CORP REVENUE                      | 2052-09-15      | 5.2500%  | 0.0000% | $140000.00         | $150190.25         | Other Instrument |
| NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                 | 2053-03-15      | 5.0000%  | 0.0000% | $525000.00         | $549764.25         | Other Instrument |
| NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                 | 2054-03-15      | 5.0000%  | 0.0000% | $120000.00         | $125509.20         | Other Instrument |
| NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR  | 2050-06-15      | 5.0000%  | 0.0000% | $345000.00         | $366007.05         | Other Instrument |
| NEW YORK ST HSG FIN AGY                                      | 2044-11-01      | 3.1500%  | 0.0000% | $450000.00         | $389235.38         | Other Instrument |
| NEW YORK ST HSG FIN AGY AFFORDABLE HSG REVENUE               | 2060-11-01      | 4.8500%  | 0.0000% | $120000.00         | $121131.63         | Other Instrument |
| NEW YORK ST HSG FIN AGY AFFORDABLE HSG REVENUE               | 2058-11-01      | 4.9500%  | 0.0000% | $135000.00         | $136535.96         | Other Instrument |
| NEW YORK ST MTGE AGY HOMEOWNER MTGE REVENUE                  | 2047-10-01      | 3.3000%  | 0.0000% | $150000.00         | $120401.41         | Other Instrument |
| NEW YORK ST MTGE AGY HOMEOWNER MTGE REVENUE                  | 2043-10-01      | 4.6500%  | 0.0000% | $165000.00         | $170524.34         | Other Instrument |
| NEW YORK ST MTGE AGY HOMEOWNER MTGE REVENUE                  | 2053-10-01      | 4.9000%  | 0.0000% | $215000.00         | $212305.76         | Other Instrument |
| NEW YORK ST DORM AUTH SALES TAX REVENUE                      | 2032-03-15      | 5.0000%  | 0.0000% | $150000.00         | $155206.50         | Other Instrument |
| NEW YORK ST DORM AUTH SALES TAX REVENUE                      | 2033-03-15      | 5.0000%  | 0.0000% | $110000.00         | $117805.60         | Other Instrument |
| NEW YORK ST DORM AUTH SALES TAX REVENUE                      | 2050-03-15      | 5.0000%  | 0.0000% | $185000.00         | $194614.45         | Other Instrument |
| NEW YORK ST DORM AUTH SALES TAX REVENUE                      | 2055-03-15      | 5.0000%  | 0.0000% | $200000.00         | $209302.00         | Other Instrument |
| NEW YORK ST DORM AUTH SALES TAX REVENUE                      | 2056-03-15      | 5.0000%  | 0.0000% | $750000.00         | $783847.50         | Other Instrument |
| NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | 2043-03-15      | 5.0000%  | 0.0000% | $240000.00         | $264991.20         | Other Instrument |
| NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | 2049-07-01      | 4.0000%  | 0.0000% | $365000.00         | $333176.46         | Other Instrument |
| NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | 2043-02-15      | 5.0000%  | 0.0000% | $135000.00         | $140834.25         | Other Instrument |
| NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | 2055-03-15      | 5.0000%  | 0.0000% | $130000.00         | $136379.82         | Other Instrument |
| NEW YORK ST THRUWAY AUTH                                     | 2041-01-01      | 4.0000%  | 0.0000% | $130000.00         | $130958.39         | Other Instrument |
| NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | 2049-10-01      | 5.2500%  | 0.0000% | $200000.00         | $204968.83         | Other Instrument |
| NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE         | 2059-03-15      | 5.0000%  | 0.0000% | $295000.00         | $309512.03         | Other Instrument |
| NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE         | 2040-03-15      | 4.0000%  | 0.0000% | $440000.00         | $448835.20         | Other Instrument |
| NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE         | 2053-03-15      | 5.0000%  | 0.0000% | $200000.00         | $206282.00         | Other Instrument |
| NORTH CANTON OH CITY SCH DIST                                | 2059-10-01      | 4.5000%  | 0.0000% | $145000.00         | $146694.32         | Other Instrument |
| NORTH CAROLINA ST                                            | 2032-06-01      | 5.0000%  | 0.0000% | $175000.00         | $203946.94         | Other Instrument |
| NORTH CAROLINA ST TURNPIKE AUTH                              | 2058-01-01      | 5.0000%  | 0.0000% | $285000.00         | $290471.37         | Other Instrument |
| NORTH MIAMI BEACH FL WTR REVENUE                             | 2039-08-01      | 5.0000%  | 0.0000% | $265000.00         | $292780.24         | Other Instrument |
| NTHRN MN MUNI PWR AGY ELEC SYS REVENUE                       | 2041-01-01      | 5.0000%  | 0.0000% | $165000.00         | $167637.98         | Other Instrument |
| NORTHWEST TX INDEP SCH DIST                                  | 2055-02-15      | 5.0000%  | 0.0000% | $495000.00         | $523688.55         | Other Instrument |
| OAK RIDGE TN                                                 | 2034-06-01      | 2.0000%  | 0.0000% | $300000.00         | $270104.33         | Other Instrument |
| OAKLAND CA                                                   | 2055-07-15      | 5.0000%  | 0.0000% | $215000.00         | $224099.52         | Other Instrument |
| OAKLAND CA                                                   | 2053-07-15      | 5.5000%  | 0.0000% | $230000.00         | $246263.68         | Other Instrument |
| O'FALLON MO SPL OBLG                                         | 2041-11-01      | 4.0000%  | 0.0000% | $160000.00         | $162612.62         | Other Instrument |
| OHIO ST HSG FIN AGY RSDL MTGE REVENUE                        | 2044-09-01      | 4.5000%  | 0.0000% | $670000.00         | $662653.31         | Other Instrument |
| OHIO ST SPL OBLG                                             | 2043-10-01      | 5.0000%  | 0.0000% | $150000.00         | $165320.83         | Other Instrument |
| OMAHA NE PUBLIC PWR DIST ELEC REVENUE                        | 2033-02-01      | 5.0000%  | 0.0000% | $115000.00         | $126067.73         | Other Instrument |
| OREGON ST                                                    | 2026-08-01      | 5.0000%  | 0.0000% | $330000.00         | $342781.27         | Other Instrument |
| OSAGE CNTY MO REORG SCH DIST #R-2                            | 2041-03-01      | 5.5000%  | 0.0000% | $110000.00         | $126237.53         | Other Instrument |
| PARKER CNTY TX JNR CLG DIST CONSOL FUND REVENUE              | 2055-08-01      | 5.0000%  | 0.0000% | $175000.00         | $182562.14         | Other Instrument |
| PASADENA CA                                                  | 2049-09-01      | 5.0000%  | 0.0000% | $235000.00         | $257006.44         | Other Instrument |
| PASADENA TX ECON DEV CORP SALES TAX REVENUE                  | 2053-08-15      | 5.0000%  | 0.0000% | $525000.00         | $550014.50         | Other Instrument |
| PASCO CNTY FL SALES TAX REVENUE                              | 2049-10-01      | 5.0000%  | 0.0000% | $150000.00         | $158902.17         | Other Instrument |
| PASCO WA                                                     | 2048-12-01      | 5.0000%  | 0.0000% | $230000.00         | $243014.42         | Other Instrument |
| PAWTUCKET RI                                                 | 2030-11-01      | 5.0000%  | 0.0000% | $190000.00         | $212334.92         | Other Instrument |
| PENNSYLVANIA ST ECON DEV FINGAUTH PKG SYS REVENUE            | 2043-01-01      | 4.1250%  | 0.0000% | $170000.00         | $170044.70         | Other Instrument |
| PENNSYLVANIA ST ECON DEV FINGAUTH PKG SYS REVENUE            | 2044-01-01      | 4.1250%  | 0.0000% | $320000.00         | $315296.93         | Other Instrument |
| PENNSYLVANIA ST HSG FIN AGY SF MTGE REVENUE                  | 2042-10-01      | 4.1500%  | 0.0000% | $165000.00         | $167408.68         | Other Instrument |
| PENNSYLVANIA ST HSG FIN AGY SF MTGE REVENUE                  | 2043-10-01      | 5.0000%  | 0.0000% | $200000.00         | $210809.56         | Other Instrument |
| PENNSYLVANIA ST HSG FIN AGY SF MTGE REVENUE                  | 2050-10-01      | 5.0000%  | 0.0000% | $155000.00         | $158710.36         | Other Instrument |
| PENNSYLVANIA ST HSG FIN AGY SF MTGE REVENUE                  | 2044-10-01      | 4.6000%  | 0.0000% | $265000.00         | $270590.32         | Other Instrument |
| PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE                | 2032-08-15      | 5.0000%  | 0.0000% | $330000.00         | $363771.10         | Other Instrument |
| PENNSYLVANIA ST TURNPIKE COMMISSION OIL FRANCHISE TAX REVENU | 2046-12-01      | 5.0000%  | 0.0000% | $185000.00         | $193294.37         | Other Instrument |
| PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | 2033-12-01      | 5.0000%  | 0.0000% | $300000.00         | $328327.33         | Other Instrument |
| PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | 2039-12-01      | 4.0000%  | 0.0000% | $260000.00         | $263989.84         | Other Instrument |
| PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | 2053-12-01      | 5.2500%  | 0.0000% | $275000.00         | $290021.65         | Other Instrument |
| PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | 2047-12-01      | 5.0000%  | 0.0000% | $260000.00         | $274425.96         | Other Instrument |
| PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | 2055-12-01      | 5.2500%  | 0.0000% | $220000.00         | $235725.78         | Other Instrument |
| PERALTA CA CMNTY CLG DIST                                    | 2026-08-01      | 5.0000%  | 0.0000% | $110000.00         | $114423.22         | Other Instrument |
| PERRIS CA ELEM SCH DIST                                      | 2049-08-01      | 4.0000%  | 0.0000% | $225000.00         | $218139.50         | Other Instrument |
| PHILADELPHIA PA ARPT REVENUE                                 | 2039-07-01      | 4.0000%  | 0.0000% | $250000.00         | $251348.06         | Other Instrument |
| PHILADELPHIA PA AUTH FOR INDLDEV CITY SVC AGREEMENT REVENUE  | 2042-05-01      | 5.0000%  | 0.0000% | $350000.00         | $386288.39         | Other Instrument |
| PHILADELPHIA PA WTR & WSTWTR REVENUE                         | 2048-09-01      | 4.5000%  | 0.0000% | $455000.00         | $466381.82         | Other Instrument |
| PIEDMONT CA UNIF SCH DIST                                    | 2037-08-01      | 2.0000%  | 0.0000% | $240000.00         | $204128.27         | Other Instrument |
| PIERCE CNTY WA SCH DIST #403 BETHEL                          | 2044-12-01      | 5.0000%  | 0.0000% | $665000.00         | $720763.21         | Other Instrument |
| PIKE ROAD AL                                                 | 2052-03-01      | 5.0000%  | 0.0000% | $320000.00         | $334785.42         | Other Instrument |
| PORT AUTH OF NEW YORK & NEW JERSEY NY                        | 2044-11-01      | 5.0000%  | 0.0000% | $495000.00         | $518285.35         | Other Instrument |
| PORT AUTH OF NEW YORK & NEW JERSEY NY                        | 2038-09-01      | 5.0000%  | 0.0000% | $95000.00          | $111966.47         | Other Instrument |
| PORTLAND OR SWR SYS REVENUE                                  | 2054-10-01      | 5.0000%  | 0.0000% | $535000.00         | $566825.96         | Other Instrument |
| POTEET TX INDEP SCH DIST                                     | 2034-08-15      | 5.0000%  | 0.0000% | $100000.00         | $115355.67         | Other Instrument |
| POTTERVILLE MI PUBLIC SCHS                                   | 2036-05-01      | 5.0000%  | 0.0000% | $100000.00         | $116927.11         | Other Instrument |
| PRATTVILLE AL                                                | 2040-02-01      | 5.0000%  | 0.0000% | $200000.00         | $228394.67         | Other Instrument |
| PUEBLO CNTY CO COPS                                          | 2049-07-01      | 5.0000%  | 0.0000% | $360000.00         | $372325.60         | Other Instrument |
| RABUN CNTY GA SCH DIST                                       | 2046-10-01      | 5.0000%  | 0.0000% | $125000.00         | $134847.22         | Other Instrument |
| REDLANDS CA UNIF SCH DIST COPS                               | 2043-06-01      | 5.0000%  | 0.0000% | $175000.00         | $192609.28         | Other Instrument |
| RENO-TAHOE NV ARPT AUTH ARPT REVENUE                         | 2041-07-01      | 5.0000%  | 0.0000% | $605000.00         | $664694.01         | Other Instrument |
| RENO-TAHOE NV ARPT AUTH ARPT REVENUE                         | 2042-07-01      | 5.0000%  | 0.0000% | $650000.00         | $704052.56         | Other Instrument |
| RENO-TAHOE NV ARPT AUTH ARPT REVENUE                         | 2043-07-01      | 5.0000%  | 0.0000% | $690000.00         | $739554.27         | Other Instrument |
| RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP HGR EDU FAC REVENUE | 2053-11-01      | 5.0000%  | 0.0000% | $140000.00         | $144573.96         | Other Instrument |
| RHODE ISLAND ST HSG & MTGE FIN CORP                          | 2054-10-01      | 4.9000%  | 0.0000% | $200000.00         | $203711.44         | Other Instrument |
| RHODE ISLAND ST & PROVIDENCE PLANTATIONS                     | 2031-08-01      | 5.0000%  | 0.0000% | $150000.00         | $159415.67         | Other Instrument |
| ROCHESTER MN HLTH CARE FACS REVENUE                          | 2057-11-15      | 5.0000%  | 0.0000% | $270000.00         | $278798.40         | Other Instrument |
| ROMA TX INDEP SCH DIST                                       | 2049-02-15      | 5.0000%  | 0.0000% | $170000.00         | $180376.23         | Other Instrument |
| SACRAMENTO CA MUNI UTILITY DIST ELEC REVENUE                 | 2040-08-15      | 4.0000%  | 0.0000% | $200000.00         | $208856.67         | Other Instrument |
| SACRAMENTO CNTY CA ARPT SYS REVENUE                          | 2050-07-01      | 5.2500%  | 0.0000% | $130000.00         | $135961.69         | Other Instrument |
| SAINT CLAIR CNTY IL SCH DIST #119 BELLE VLY                  | 2032-04-01      | 4.0000%  | 0.0000% | $150000.00         | $154320.33         | Other Instrument |
| SAINT CLOUD FL CAPITAL IMPT REVENUE                          | 2044-09-01      | 4.5000%  | 0.0000% | $200000.00         | $209864.00         | Other Instrument |
| SAINT PETER MN INDEP SCH DIST#508                            | 2040-02-01      | 5.0000%  | 0.0000% | $105000.00         | $115604.07         | Other Instrument |
| SAINT TAMMANY PARISH LA RECREANO 14                          | 2036-03-01      | 5.0000%  | 0.0000% | $100000.00         | $118043.44         | Other Instrument |
| SALT RIVER AZ PROJ AGRIC IMPT& PWR DIST ELEC SYS REVENUE     | 2033-01-01      | 5.0000%  | 0.0000% | $175000.00         | $184127.61         | Other Instrument |
| SALT RIVER AZ PROJ AGRIC IMPT& PWR DIST ELEC SYS REVENUE     | 2054-01-01      | 5.2500%  | 0.0000% | $735000.00         | $779092.04         | Other Instrument |
| SAN ANGELO TX                                                | 2039-02-15      | 4.0000%  | 0.0000% | $120000.00         | $123190.00         | Other Instrument |
| SAN ANTONIO TX ELEC & GAS REVENUE                            | 2049-02-01      | 5.2500%  | 0.0000% | $115000.00         | $125258.48         | Other Instrument |
| SAN CARLOS CA SCH DIST                                       | 2044-10-01      | 5.0000%  | 0.0000% | $250000.00         | $278651.94         | Other Instrument |
| SAN FRANCISCO CA CITY & CNTY                                 | 2028-06-15      | 5.0000%  | 0.0000% | $750000.00         | $810217.50         | Other Instrument |
| SAN YSIDRO CA SCH DIST                                       | 2044-08-01      | 5.0000%  | 0.0000% | $105000.00         | $118642.30         | Other Instrument |
| SANTA CLARA VLY CA WTR DIST WTR SYS REVENUE                  | 2050-06-01      | 5.0000%  | 0.0000% | $245000.00         | $262119.24         | Other Instrument |
| SEATTLE WA DRAIN & WSTWTR REVENUE                            | 2026-09-01      | 5.0000%  | 0.0000% | $125000.00         | $129621.81         | Other Instrument |
| SEMITROPIC CA IMPT DIST SEMITROPIC WTR STORAGE DIST WTR      | 2029-12-01      | 2.7930%  | 0.0000% | $205000.00         | $197711.72         | Other Instrument |
| SOUTH DAKOTA ST HSG DEV AUTH                                 | 2049-05-01      | 5.1250%  | 0.0000% | $140000.00         | $144988.22         | Other Instrument |
| SOUTHEAST CMNTY COLLEGE AREA NE COPS                         | 2053-12-15      | 4.5000%  | 0.0000% | $210000.00         | $205166.85         | Other Instrument |
| SOUTHEAST ENERGY AUTH AL COOPERATIVE DIST COMMODITY SPLY REV | 2026-06-01      | 5.0000%  | 0.0000% | $175000.00         | $177660.78         | Other Instrument |
| STHRN CA PUBLIC PWR AUTH REVENUE                             | 2029-07-01      | 5.0000%  | 0.0000% | $130000.00         | $141837.51         | Other Instrument |
| STHRN CA PUBLIC PWR AUTH REVENUE                             | 2030-07-01      | 5.0000%  | 0.0000% | $185000.00         | $206132.14         | Other Instrument |
| STHRN CA PUBLIC PWR AUTH REVENUE                             | 2035-07-01      | 5.0000%  | 0.0000% | $185000.00         | $218553.04         | Other Instrument |
| S W TX INDEP SCH DIST                                        | 2053-02-01      | 4.0000%  | 0.0000% | $275000.00         | $256571.94         | Other Instrument |
| S WSTRN IL DEV AUTH REV                                      | 2040-04-01      | 5.0000%  | 0.0000% | $135000.00         | $150813.60         | Other Instrument |
| SPRINGFIELD MO SCH DIST #R-12                                | 2041-03-01      | 4.0000%  | 0.0000% | $175000.00         | $180835.47         | Other Instrument |
| SUSSEX CNTY DE REVENUE                                       | 2027-11-01      | 2.4300%  | 0.0000% | $600000.00         | $150274.35         | Other Instrument |
| SWARTHMORE BORO PA AUTH                                      | 2042-09-15      | 4.0000%  | 0.0000% | $115000.00         | $117240.20         | Other Instrument |
| TAMPA FL WTR & WSTWTR SYS REVENUE                            | 2047-10-01      | 5.0000%  | 0.0000% | $170000.00         | $181163.52         | Other Instrument |
| TARRANT CNTY TX HOSP DIST                                    | 2048-08-15      | 4.2500%  | 0.0000% | $210000.00         | $202786.32         | Other Instrument |
| TARRANT CNTY TX HOSP DIST                                    | 2053-08-15      | 5.2500%  | 0.0000% | $180000.00         | $191822.85         | Other Instrument |
| TENNESSEE HSG DEV AGY RSDL FIN PROGRAM REVENUE               | 2029-01-01      | 3.3750%  | 0.0000% | $255000.00         | $260252.68         | Other Instrument |
| TEXAS WTR DEV BRD REVENUE                                    | 2049-10-15      | 5.0000%  | 0.0000% | $270000.00         | $285720.30         | Other Instrument |
| TEXAS WTR DEV BRD REVENUE                                    | 2053-10-15      | 5.0000%  | 0.0000% | $200000.00         | $209984.67         | Other Instrument |
| TIPPECANOE CNTY IN SCH BLDG CORP                             | 2039-07-15      | 6.0000%  | 0.0000% | $120000.00         | $139468.80         | Other Instrument |
| TOMBALL TX INDEP SCH DIST                                    | 2051-02-15      | 4.5000%  | 0.0000% | $120000.00         | $122465.40         | Other Instrument |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX      | 2047-05-15      | 5.0000%  | 0.0000% | $120000.00         | $125495.60         | Other Instrument |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX      | 2057-05-15      | 5.0000%  | 0.0000% | $135000.00         | $138986.10         | Other Instrument |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX      | 2047-05-15      | 5.0000%  | 0.0000% | $125000.00         | $131169.58         | Other Instrument |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX      | 2049-05-15      | 5.0000%  | 0.0000% | $550000.00         | $573829.67         | Other Instrument |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                  | 2053-11-15      | 5.5000%  | 0.0000% | $105000.00         | $114674.52         | Other Instrument |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH REAL ESTATE TRANSFER TAX  | 2044-12-01      | 5.0000%  | 0.0000% | $110000.00         | $118897.29         | Other Instrument |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH REAL ESTATE TRANSFER TAX  | 2050-12-01      | 5.0000%  | 0.0000% | $130000.00         | $134935.38         | Other Instrument |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH SALES TAX REVENUE         | 2064-05-15      | 5.2500%  | 0.0000% | $615000.00         | $646621.76         | Other Instrument |
| TRIBOROUGH NY BRIDGE & TUNNEL AUTH SALES TAX REVENUE         | 2064-05-15      | 5.2500%  | 0.0000% | $125000.00         | $130523.44         | Other Instrument |
| TROY UNIV AL FACS REVENUE                                    | 2029-11-01      | 5.0000%  | 0.0000% | $150000.00         | $165433.67         | Other Instrument |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | 2048-05-15      | 6.5480%  | 0.0000% | $400000.00         | $434084.67         | Other Instrument |
| UNIV OF CALIFORNIA CA REVENUES                               | 2038-05-15      | 5.0000%  | 0.0000% | $120000.00         | $137722.40         | Other Instrument |
| UNIV OF CALIFORNIA CA REVENUES                               | 2046-05-15      | 5.0000%  | 0.0000% | $150000.00         | $163264.00         | Other Instrument |
| UNIV OF WASHINGTON WA UNIV REVENUES                          | 2039-04-01      | 4.0000%  | 0.0000% | $630000.00         | $646860.20         | Other Instrument |
| UNIV OF WASHINGTON WA UNIV REVENUES                          | 2029-04-01      | 1.3740%  | 0.0000% | $165000.00         | $153714.30         | Other Instrument |
| UPPER MERION PA AREA SCHOOL DISCH REV                        | 2041-01-15      | 4.0000%  | 0.0000% | $175000.00         | $177239.42         | Other Instrument |
| VAN ALSTYNE TX INDEP SCH DIST                                | 2055-02-15      | 5.2500%  | 0.0000% | $160000.00         | $173331.87         | Other Instrument |
| VIRGINIA ST HSG DEV AUTH CMWLTH MTGE                         | 2048-07-01      | 4.8750%  | 0.0000% | $150000.00         | $150931.06         | Other Instrument |
| VIRGINIA ST HSG DEV AUTH                                     | 2056-08-01      | 4.8000%  | 0.0000% | $315000.00         | $315855.75         | Other Instrument |
| VIRGINIA ST HSG DEV AUTH                                     | 2054-12-01      | 4.7000%  | 0.0000% | $200000.00         | $198694.56         | Other Instrument |
| VIRGINIA ST PUB BLDG AUTH PUBLIC FACS REVENUE                | 2030-08-01      | 4.3400%  | 0.0000% | $275000.00         | $285224.35         | Other Instrument |
| WACO TX                                                      | 2055-02-01      | 5.2500%  | 0.0000% | $140000.00         | $153702.85         | Other Instrument |
| WALLED LAKE MI CONSOL SCH DIST                               | 2050-05-01      | 5.0000%  | 0.0000% | $225000.00         | $233417.50         | Other Instrument |
| WALLED LAKE MI CONSOL SCH DIST                               | 2044-05-01      | 5.0000%  | 0.0000% | $135000.00         | $144613.50         | Other Instrument |
| WALLED LAKE MI CONSOL SCH DIST                               | 2054-05-01      | 5.0000%  | 0.0000% | $180000.00         | $188640.20         | Other Instrument |
| WALNUT CREEK CA JT POWERS FING AUTH LEASE REVENUE            | 2026-06-01      | 5.0000%  | 0.0000% | $115000.00         | $116804.61         | Other Instrument |
| WARM SPRINGS OR RESERVATION CONFEDERATED TRIBES              | 2033-11-01      | 5.0000%  | 0.0000% | $175000.00         | $188926.69         | Other Instrument |
| WASHINGTON ST                                                | 2038-08-01      | 5.0000%  | 0.0000% | $255000.00         | $298809.28         | Other Instrument |
| WASHINGTON ST                                                | 2037-07-01      | 5.0000%  | 0.0000% | $600000.00         | $683434.67         | Other Instrument |
| WASHINGTON ST                                                | 2047-08-01      | 5.0000%  | 0.0000% | $135000.00         | $143830.50         | Other Instrument |
| WASHINGTON ST                                                | 2048-02-01      | 5.0000%  | 0.0000% | $190000.00         | $202308.41         | Other Instrument |
| WASHINGTON ST HLTH CARE FACS AUTH                            | 2055-09-01      | 5.5000%  | 0.0000% | $170000.00         | $182182.11         | Other Instrument |
| WATERVLIET MI PUBLIC SCHS                                    | 2034-05-01      | 5.0000%  | 0.0000% | $125000.00         | $146880.14         | Other Instrument |
| WESTCHESTER CNTY NY                                          | 2030-10-15      | 4.0000%  | 0.0000% | $130000.00         | $138415.77         | Other Instrument |
| WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                   | 2053-11-01      | 5.7500%  | 0.0000% | $290000.00         | $314770.43         | Other Instrument |
| WILLIAMSTON MI CMNTY SCHS SCH DIST                           | 2043-05-01      | 5.0000%  | 0.0000% | $235000.00         | $256281.86         | Other Instrument |
| WISCONSIN ST                                                 | 2027-11-01      | 5.0000%  | 0.0000% | $150000.00         | $156979.67         | Other Instrument |
| WISCONSIN ST                                                 | 2028-05-01      | 4.0000%  | 0.0000% | $450000.00         | $462820.00         | Other Instrument |
| WISCONSIN ST TRANSPRTN REVENUE                               | 2035-07-01      | 5.0000%  | 0.0000% | $120000.00         | $132027.33         | Other Instrument |
| WOODSIDE CA FIRE PROT DIST COPS                              | 2041-05-01      | 4.0000%  | 0.0000% | $490000.00         | $502273.96         | Other Instrument |
| WYOMING ST CMNTY DEV AUTH HSG REVENUE                        | 2053-12-01      | 4.9500%  | 0.0000% | $175000.00         | $176585.94         | Other Instrument |
| WYOMING ST CMNTY DEV AUTH HSG REVENUE                        | 2049-12-01      | 4.7000%  | 0.0000% | $180000.00         | $181787.90         | Other Instrument |
| YUMA AZ INDL DEV AUTH HOSP REVENUE                           | 2054-08-01      | 5.2500%  | 0.0000% | $150000.00         | $158244.62         | Other Instrument |

### Security 46: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.660000%
- **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: LMRP10453373
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 7.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS                                   | 2027-08-15      | 0.0000%  | 0.0000% | $20469054.50       | $19366140.91       | U.S. Treasuries (including strips) |
| STRIPS                                   | 2038-08-15      | 0.0000%  | 0.0000% | $4091622.09        | $2290170.90        | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $10998000.00       | $31640.90          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2036-03-01      | 5.7000%  | 0.0000% | $10008916.00       | $661504.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-08-20      | 5.0000%  | 0.0000% | $3998000.00        | $61622.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-20      | 3.5000%  | 0.0000% | $7295396.00        | $504271.75         | Agency Mortgage-Backed Securities  |
| STRIP PRINC                              | 2041-11-15      | 0.0000%  | 0.0000% | $62900.00          | $29748.24          | U.S. Treasuries (including strips) |
| STRIPS                                   | 2043-11-15      | 0.0000%  | 0.0000% | $9400770.56        | $3848167.83        | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $1303510.00        | $134270.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $1621998.00        | $106412.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-20      | 5.6250%  | 0.0000% | $1517000.00        | $41287.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $1230.00           | $100.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $669119.00         | $70195.90          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2028-05-15      | 2.8750%  | 0.0000% | $15407000.00       | $15262819.93       | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $7686000.00        | $654306.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $6685000.00        | $619384.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $803000.00         | $47647.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $83000.00          | $27397.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $56873.00          | $14127.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $598394.00         | $130346.68         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $576953.00         | $312728.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2050-12-01      | 2.0000%  | 0.0000% | $560639.00         | $315754.78         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2032-05-15      | 2.8750%  | 0.0000% | $185556000.00      | $175535217.37      | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $2082980.00        | $240366.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $2876024.00        | $1891516.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $186124.00         | $121299.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $243953.00         | $217498.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $89000.00          | $50790.37          | Agency Mortgage-Backed Securities  |
| STRIP PRINC                              | 2043-08-15      | 0.0000%  | 0.0000% | $89900.00          | $38347.74          | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2051-12-01      | 3.0000%  | 0.0000% | $45000.00          | $27897.16          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-12-01      | 3.5000%  | 0.0000% | $52000.00          | $37607.99          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2029-10-31      | 4.1250%  | 0.0000% | $47461600.00       | $48645267.39       | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $98000.00          | $80029.81          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2031-12-31      | 4.5000%  | 0.0000% | $53378200.00       | $55224513.60       | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2031-01-01      | 3.7100%  | 0.0000% | $44693890.00       | $44016179.16       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2035-01-01      | 5.0000%  | 0.0000% | $37852.00          | $692.71            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2030-07-01      | 3.9500%  | 0.0000% | $11801497.00       | $11749817.58       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2050-09-01      | 2.5000%  | 0.0000% | $3445220.00        | $1669566.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-07-01      | 6.5000%  | 0.0000% | $1021100.00        | $669519.14         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2042-09-01      | 6.4200%  | 0.0000% | $15866176.00       | $375120.61         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2042-11-01      | 6.1650%  | 0.0000% | $3247000.00        | $75393.84          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2043-09-01      | 6.3100%  | 0.0000% | $933817.00         | $23798.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-10-01      | 6.5000%  | 0.0000% | $1841896.00        | $1879704.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-06-01      | 6.5000%  | 0.0000% | $1828496.00        | $1920150.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-09-01      | 6.5000%  | 0.0000% | $134602.00         | $140830.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-12-01      | 6.0000%  | 0.0000% | $2171236.00        | $2253794.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2047-06-01      | 3.5640%  | 0.0000% | $2327916.00        | $716106.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 5.3440%  | 0.0000% | $595032.00         | $490904.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2033-10-01      | 5.6300%  | 0.0000% | $1306760.00        | $1207330.74        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 4.7640%  | 0.0000% | $1356966.00        | $1049950.15        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2038-07-01      | 5.0000%  | 0.0000% | $1971884.00        | $1333292.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-08-01      | 4.2850%  | 0.0000% | $3499288.00        | $3538521.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2036-01-01      | 4.5100%  | 0.0000% | $3870600.00        | $3878442.05        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-01-01      | 4.0200%  | 0.0000% | $25943000.00       | $25923810.82       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2056-01-01      | 6.0000%  | 0.0000% | $1376764.00        | $1441068.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2056-01-01      | 4.5000%  | 0.0000% | $2468184.00        | $2431981.63        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $3033760.00        | $3052447.74        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-07-01      | 6.5000%  | 0.0000% | $1417552.00        | $1411177.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-10-01      | 4.0000%  | 0.0000% | $78000.00          | $74194.02          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-12-01      | 4.5000%  | 0.0000% | $1993556.00        | $1967683.87        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-12-01      | 5.0000%  | 0.0000% | $1445688.00        | $1470501.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-15      | 3.5000%  | 0.0000% | $3344270.00        | $365091.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 6.5000%  | 0.0000% | $213000.00         | $29616.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-06-20      | 2.0000%  | 0.0000% | $1535888.00        | $685381.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 0.5000%  | 0.0000% | $240917.00         | $150825.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-08-20      | 2.5000%  | 0.0000% | $196989.00         | $89855.88          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-04-20      | 3.0000%  | 0.0000% | $105906.00         | $39826.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1508748.00        | $442943.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $508549.00         | $240962.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $37954.00          | $29202.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-07-20      | 6.3500%  | 0.0000% | $1489588.00        | $1416106.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1718332.00        | $652173.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $2975604.00        | $1548742.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $3043484.00        | $1942684.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3097684.00        | $1231630.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1095758.00        | $1005042.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2062-07-20      | 3.5000%  | 0.0000% | $97381.00          | $87954.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1253542.00        | $1284160.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1019688.00        | $1056250.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1069452.00        | $1090071.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1418642.00        | $1471127.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1474256.00        | $1528063.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $464812.00         | $482007.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $3117832.00        | $629205.70         | Agency Mortgage-Backed Securities  |
| STRIP PRINC                              | 2043-11-15      | 0.0000%  | 0.0000% | $234600.00         | $98745.72          | U.S. Treasuries (including strips) |

### Security 47: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10454773
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2033-11-15      | 4.5000%  | 0.0000% | $98317500.00       | $102000032.48      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10455393
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 | 2055-02-15      | 4.6250%  | 0.0000% | $155413100.00      | $153000160.90      | U.S. Treasuries (including strips) |

### Security 49: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10456073
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 5.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $269227000.00      | $306093365.01      | U.S. Treasuries (including strips) |

### Security 50: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10456093
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $17000.00          | $22.82             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $260000.00         | $3141.88           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 4.5000%  | 0.0000% | $131570.00         | $1974.45           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-12-01      | 6.0000%  | 0.0000% | $55180.00          | $337.67            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-03-01      | 5.0000%  | 0.0000% | $1130000.00        | $32287.66          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-02-25      | 4.0000%  | 0.0000% | $149497.00         | $21.52             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-10-01      | 5.5000%  | 0.0000% | $1015200.00        | $34732.02          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-10-01      | 4.0000%  | 0.0000% | $272119.00         | $11415.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 6.0000%  | 0.0000% | $4750000.00        | $54476.66          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-04-01      | 5.5000%  | 0.0000% | $517228.00         | $6558.49           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 6.0000%  | 0.0000% | $5750000.00        | $49076.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-08-01      | 4.0000%  | 0.0000% | $29999.00          | $73.61             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $6000.00           | $481.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 4.5000%  | 0.0000% | $21000.00          | $405.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-01-01      | 5.5000%  | 0.0000% | $10000.00          | $167.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 5.5000%  | 0.0000% | $203345.00         | $786.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 4.5000%  | 0.0000% | $312000.00         | $10634.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-05-01      | 4.0000%  | 0.0000% | $93978.00          | $111.46            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 4.0000%  | 0.0000% | $209999000.00      | $12229267.23       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 4.0000%  | 0.0000% | $24000.00          | $3152.57           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.0000%  | 0.0000% | $1525000.00        | $210329.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.0000%  | 0.0000% | $37500.00          | $4721.64           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 3.5000%  | 0.0000% | $212000.00         | $15683.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $2973.59           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $370000.00         | $68639.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.5000%  | 0.0000% | $2311.00           | $118.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-12-01      | 4.0000%  | 0.0000% | $500000.00         | $61417.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.0000%  | 0.0000% | $503000.00         | $98601.95          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-10-01      | 2.5000%  | 0.0000% | $1025000.00        | $12000.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-09-01      | 4.0000%  | 0.0000% | $104000.00         | $14124.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-02-01      | 3.0000%  | 0.0000% | $20000.00          | $310.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-07-01      | 5.0000%  | 0.0000% | $1133000.00        | $70236.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 4.5000%  | 0.0000% | $25000.00          | $2407.46           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.0000%  | 0.0000% | $4000.00           | $615.45            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.5000%  | 0.0000% | $10922544.00       | $1195885.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $12000.00          | $2449.70           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $215.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 4.0000%  | 0.0000% | $203000.00         | $45817.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-01-01      | 4.5000%  | 0.0000% | $124000.00         | $8331.35           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-08-01      | 6.5000%  | 0.0000% | $913408.00         | $749.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-10-01      | 3.5000%  | 0.0000% | $5999.00           | $225.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 5.5000%  | 0.0000% | $110000.00         | $1504.75           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-10-01      | 4.0000%  | 0.0000% | $36000.00          | $3557.48           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.5000%  | 0.0000% | $20000.00          | $2981.87           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $465000.00         | $115746.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 2.5000%  | 0.0000% | $2035.00           | $952.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.0000%  | 0.0000% | $6000.00           | $1135.10           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $4042.00           | $2521.93           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-01-01      | 4.5000%  | 0.0000% | $3000.00           | $309.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $1026992.00        | $708459.47         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.0000%  | 0.0000% | $500000.00         | $215539.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1526.49           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $2688000.00        | $1851644.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $436007.00         | $301419.30         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 4.0000%  | 0.0000% | $64000.00          | $14225.73          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $21000.00          | $15204.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $97500.00          | $63839.71          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.5000%  | 0.0000% | $639000.00         | $324985.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 6.0000%  | 0.0000% | $400000.00         | $116986.57         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $72000.00          | $43072.84          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.0000%  | 0.0000% | $9000.00           | $4761.97           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.0000%  | 0.0000% | $9000.00           | $1564.89           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $55000.00          | $32477.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4428.86           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $119000.00         | $84622.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.5000%  | 0.0000% | $141338.00         | $119233.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 2.5000%  | 0.0000% | $21000.00          | $13021.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-01-01      | 5.5000%  | 0.0000% | $120000.00         | $3440.58           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 2.5000%  | 0.0000% | $10000.00          | $5209.18           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 4.5000%  | 0.0000% | $10000.00          | $9086.26           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 3.0000%  | 0.0000% | $120000.00         | $42769.03          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 4.5000%  | 0.0000% | $10000.00          | $6186.24           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $130974.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $572000.00         | $52975.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 4.0000%  | 0.0000% | $132000.00         | $39762.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.0000%  | 0.0000% | $52000.00          | $23844.54          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 2.0000%  | 0.0000% | $38000.00          | $22992.37          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-11-01      | 4.5000%  | 0.0000% | $660485.00         | $106866.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 6.0000%  | 0.0000% | $577018.00         | $4156.64           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 5.5000%  | 0.0000% | $15000.00          | $147.44            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 3.0000%  | 0.0000% | $2000.00           | $679.44            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 5.0000%  | 0.0000% | $1022058.00        | $167604.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $235000.00         | $24148.54          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $12347120.00       | $8988685.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $32000.00          | $23461.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 7.0000%  | 0.0000% | $10378000.00       | $7310545.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-07-01      | 4.5000%  | 0.0000% | $391041.00         | $13242.55          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $14522064.00       | $12921841.52       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $835000.00         | $592660.72         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $800000.00         | $222991.12         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.0000%  | 0.0000% | $1669284.00        | $714212.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-06-01      | 2.5000%  | 0.0000% | $40000.00          | $6976.31           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $186605.00         | $105680.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $450000.00         | $406467.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $4080424.00        | $91973.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $2581932.00        | $1518624.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $18000.00          | $14012.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $103000.00         | $81307.07          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-12-01      | 4.0000%  | 0.0000% | $1233012.00        | $179301.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $2600000.00        | $1970060.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.0000%  | 0.0000% | $12058660.00       | $9968442.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 2.5000%  | 0.0000% | $64000.00          | $30947.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4134.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 4.0000%  | 0.0000% | $34000.00          | $314.84            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $70601.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-08-01      | 4.0000%  | 0.0000% | $43000.00          | $5986.95           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-10-01      | 5.5000%  | 0.0000% | $30125.00          | $100.08            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 5.5000%  | 0.0000% | $5000.00           | $2653.10           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-08-01      | 6.5000%  | 0.0000% | $8096256.00        | $2206.87           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-07-01      | 6.0000%  | 0.0000% | $250000.00         | $13963.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-12-01      | 3.0000%  | 0.0000% | $45902.00          | $6272.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.0000%  | 0.0000% | $185000.00         | $27263.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 4.5000%  | 0.0000% | $73166.00          | $12220.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.0000%  | 0.0000% | $2018984.00        | $123439.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.5000%  | 0.0000% | $67000.00          | $610.70            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $944978.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.5000%  | 0.0000% | $55000.00          | $15264.87          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.0000%  | 0.0000% | $76000.00          | $16738.95          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 4.0000%  | 0.0000% | $1970000.00        | $347527.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-12-01      | 4.0000%  | 0.0000% | $1620000.00        | $138598.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.5000%  | 0.0000% | $705977.00         | $39394.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-11-01      | 3.5000%  | 0.0000% | $160000.00         | $13304.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 5.0000%  | 0.0000% | $1264700.00        | $193140.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 4.5000%  | 0.0000% | $86625.00          | $20126.44          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $4768000.00        | $3498715.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $400000.00         | $265113.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $3734.73           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $52000.00          | $42496.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $4113920.00        | $3498243.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 4.5000%  | 0.0000% | $4327840.00        | $3955291.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.0000%  | 0.0000% | $4007.00           | $3365.01           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $4976407.00        | $4876509.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 4.5000%  | 0.0000% | $70000.00          | $11529.10          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-09-01      | 2.5000%  | 0.0000% | $9000.00           | $706.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $150000.00         | $67468.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 3.0000%  | 0.0000% | $950000.00         | $402410.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 3.5000%  | 0.0000% | $14000.00          | $6346.45           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $75000.00          | $44850.04          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.0000%  | 0.0000% | $3240000.00        | $1616595.79        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $695000.00         | $512760.39         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $4706050.00        | $3098266.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1656.71           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $8018000.00        | $5615716.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 2.5000%  | 0.0000% | $173000.00         | $128378.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $14987.00          | $9411.22           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 6.0000%  | 0.0000% | $9000000.00        | $52444.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-03-01      | 2.0000%  | 0.0000% | $279998.00         | $10105.65          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-05-01      | 2.5000%  | 0.0000% | $150000.00         | $4989.10           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-03-01      | 3.0000%  | 0.0000% | $1195000.00        | $61420.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3479.92           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 4.0000%  | 0.0000% | $2040000.00        | $1652431.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4993.15           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-11-01      | 6.0000%  | 0.0000% | $524860.00         | $294612.56         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3584.10           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 5.0000%  | 0.0000% | $6971660.00        | $6150552.55        | Agency Mortgage-Backed Securities |

### Security 51: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10456123
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| MERCK SHARP & DOHME CORP                             | 2028-12-01      | 5.9500%  | 0.0000% | $1453000.00        | $1549205.15        | Corporate Debt Securities |
| LAFARGE SA                                           | 2036-07-15      | 7.1250%  | 0.0000% | $204000.00         | $236276.62         | Corporate Debt Securities |
| HCA INC                                              | 2036-07-15      | 7.7500%  | 0.0000% | $100000.00         | $119025.92         | Corporate Debt Securities |
| APPLE INC                                            | 2043-05-04      | 3.8500%  | 0.0000% | $54997000.00       | $46872690.39       | Corporate Debt Securities |
| CONSUMERS ENERGY CO                                  | 2064-08-31      | 4.3500%  | 0.0000% | $2398000.00        | $1946252.77        | Corporate Debt Securities |
| LOCKHEED MARTIN CORP                                 | 2053-06-15      | 4.1500%  | 0.0000% | $5165000.00        | $4190868.09        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP                               | 2035-07-10      | 5.5940%  | 0.0000% | $640000.00         | $671051.38         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                              | 2031-03-15      | 8.6250%  | 0.0000% | $3000.00           | $3239.26           | Corporate Debt Securities |
| SOUTHERN CAL EDISON                                  | 2035-03-01      | 5.4500%  | 0.0000% | $1977000.00        | $2047454.24        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                              | 2028-05-01      | 5.0000%  | 0.0000% | $2814000.00        | $2852526.79        | Corporate Debt Securities |
| DUKE ENERGY CORP                                     | 2041-06-15      | 3.3000%  | 0.0000% | $5050000.00        | $3916906.25        | Corporate Debt Securities |
| AT&T INC                                             | 2041-06-01      | 3.5000%  | 0.0000% | $3000000.00        | $2384028.33        | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE E                             | 2031-08-15      | 3.3750%  | 0.0000% | $1150000.00        | $1094545.56        | Corporate Debt Securities |
| ALPHABET INC                                         | 2028-11-15      | 3.8750%  | 0.0000% | $1000.00           | $1013.40           | Corporate Debt Securities |
| AMERICAN EXPRESS CO                                  | 2031-10-30      | 6.4890%  | 0.0000% | $2000.00           | $2211.28           | Corporate Debt Securities |
| AMERICAN HONDA FINANCE                               | 2029-01-08      | 4.4380%  | 0.0000% | $1000000.00        | $1004386.41        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE                               | 2029-01-08      | 4.1500%  | 0.0000% | $1695000.00        | $1702485.31        | Corporate Debt Securities |
| ARES CAPITAL CORP                                    | 2027-06-15      | 2.8750%  | 0.0000% | $334000.00         | $329104.81         | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE                               | 2032-12-15      | 6.3500%  | 0.0000% | $3000.00           | $3293.87           | Corporate Debt Securities |
| AUST & NZ BANKING GROUP                              | 2028-12-08      | 4.2996%  | 0.0000% | $7603000.00        | $7669919.12        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE                               | 2027-03-15      | 3.2500%  | 0.0000% | $1163000.00        | $1159403.42        | Corporate Debt Securities |
| CIGNA HOLDING CO                                     | 2027-05-15      | 7.8750%  | 0.0000% | $988000.00         | $1048511.30        | Corporate Debt Securities |
| COLORADO ST HLTH FACS AUTH REVENUE                   | 2050-11-15      | 4.0000%  | 0.0000% | $2985000.00        | $2707434.80        | Other Instrument          |
| COLORADO ST HLTH FACS AUTH REVENUE                   | 2051-11-15      | 3.0000%  | 0.0000% | $1735000.00        | $1258031.15        | Other Instrument          |
| CONSTELLATION EN GEN LLC                             | 2066-01-15      | 5.8750%  | 0.0000% | $4500000.00        | $4444336.25        | Corporate Debt Securities |
| ENERGY TRANSFER LP                                   | 2056-01-15      | 6.3000%  | 0.0000% | $3000000.00        | $3016695.00        | Corporate Debt Securities |
| FAIRFAX FINANCIAL HLDGS                              | 2037-07-15      | 7.7500%  | 0.0000% | $1000.00           | $1158.68           | Corporate Debt Securities |
| GE CAPITAL INTL FUNDING                              | 2035-11-15      | 4.4180%  | 0.0000% | $2549000.00        | $2507971.72        | Corporate Debt Securities |
| HERCULES CAPITAL INC                                 | 2026-09-16      | 2.6250%  | 0.0000% | $2089000.00        | $2082588.51        | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC                             | 2052-11-01      | 6.2500%  | 0.0000% | $745000.00         | $819024.23         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP                               | 2027-09-11      | 3.1700%  | 0.0000% | $2100000.00        | $2102246.42        | Corporate Debt Securities |
| MORGAN STANLEY BANK NA                               | 2028-01-14      | 4.9520%  | 0.0000% | $10655000.00       | $10772640.67       | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK/NY                             | 2028-12-13      | 3.8500%  | 0.0000% | $1940000.00        | $1941587.03        | Corporate Debt Securities |
| NESTLE CAPITAL CORP                                  | 2029-03-12      | 4.6500%  | 0.0000% | $5000000.00        | $5198325.00        | Corporate Debt Securities |
| NEW YORK CITY NY HSG DEV CORP MF HSG REV             | 2054-11-01      | 4.5500%  | 0.0000% | $2440000.00        | $2401347.01        | Other Instrument          |
| NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE | 2059-03-15      | 5.0000%  | 0.0000% | $335000.00         | $351479.77         | Other Instrument          |
| OAKTREE SPECIALTY LEND                               | 2030-02-27      | 6.3400%  | 0.0000% | $7000.00           | $7205.76           | Corporate Debt Securities |
| ORANGE SA                                            | 2031-01-13      | 4.2500%  | 0.0000% | $3477000.00        | $3454354.11        | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME                               | 2027-02-08      | 4.7000%  | 0.0000% | $1188000.00        | $1212610.08        | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME                               | 2028-06-13      | 7.9500%  | 0.0000% | $1135000.00        | $1211747.75        | Corporate Debt Securities |
| RTX CORP                                             | 2026-11-08      | 5.7500%  | 0.0000% | $719000.00         | $737634.48         | Corporate Debt Securities |
| SOUTH BROWARD FL HOSP DIST                           | 2044-05-01      | 4.0000%  | 0.0000% | $5000.00           | $4793.89           | Other Instrument          |
| SUMITOMO MITSUI FINL GRP                             | 2035-01-15      | 5.6320%  | 0.0000% | $768000.00         | $812480.00         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                             | 2030-01-09      | 4.9500%  | 0.0000% | $863000.00         | $891174.79         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                             | 2035-01-09      | 5.3500%  | 0.0000% | $2000.00           | $2097.82           | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                             | 2032-09-03      | 4.6500%  | 0.0000% | $15174000.00       | $15574125.74       | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                             | 2028-01-12      | 3.7500%  | 0.0000% | $623000.00         | $624118.28         | Corporate Debt Securities |
| TRUIST BANK                                          | 2029-01-27      | 4.3170%  | 0.0000% | $1000.00           | $1000.78           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS                               | 2037-07-02      | 5.4010%  | 0.0000% | $1000.00           | $1014.67           | Corporate Debt Securities |
| WEC ENERGY GROUP INC                                 | 2026-09-12      | 5.6000%  | 0.0000% | $1000.00           | $1030.31           | Corporate Debt Securities |
| WESTPAC NEW ZEALAND LTD                              | 2029-01-29      | 4.1270%  | 0.0000% | $7700000.00        | $7717668.72        | Corporate Debt Securities |
| WISCONSIN ST                                         | 2033-05-01      | 1.9020%  | 0.0000% | $2000000.00        | $973442.04         | Other Instrument          |
| AUST & NZ BANKING GROUP                              | 2034-09-18      | 5.7310%  | 0.0000% | $3150000.00        | $3328679.55        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK                              | 2028-12-13      | 4.1969%  | 0.0000% | $748000.00         | $749887.85         | Corporate Debt Securities |

### Security 52: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP8205703
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| JPMORGAN CHASE & CO      | 2038-05-15      | 6.4000%  | 0.0000% | $725000.00         | $825632.42         | Corporate Debt Securities |
| GEORGIA POWER CO         | 2040-09-01      | 4.7500%  | 0.0000% | $396000.00         | $384448.57         | Corporate Debt Securities |
| DOMINION ENERGY SOUTH    | 2041-02-01      | 5.4500%  | 0.0000% | $3000.00           | $3109.98           | Corporate Debt Securities |
| OVINTIV INC              | 2031-11-01      | 7.3750%  | 0.0000% | $100000.00         | $113567.26         | Corporate Debt Securities |
| BARRICK NA FINANCE LLC   | 2041-05-30      | 5.7000%  | 0.0000% | $296000.00         | $305309.20         | Corporate Debt Securities |
| GLENCORE FINANCE CANADA  | 2041-11-15      | 6.0000%  | 0.0000% | $463000.00         | $485367.53         | Corporate Debt Securities |
| MCDONALD'S CORP          | 2040-07-15      | 4.8750%  | 0.0000% | $200000.00         | $192298.25         | Corporate Debt Securities |
| CITIGROUP INC            | 2042-01-30      | 5.8750%  | 0.0000% | $6000.00           | $6320.64           | Corporate Debt Securities |
| PHILIP MORRIS INTL INC   | 2042-03-20      | 4.5000%  | 0.0000% | $50000.00          | $45730.50          | Corporate Debt Securities |
| PHILIP MORRIS INTL INC   | 2042-03-20      | 4.5000%  | 0.0000% | $31000.00          | $28352.91          | Corporate Debt Securities |
| PUBLIC SERVICE COLORADO  | 2038-08-01      | 6.5000%  | 0.0000% | $23000.00          | $26265.76          | Corporate Debt Securities |
| VODAFONE GROUP PLC       | 2043-02-19      | 4.3750%  | 0.0000% | $1000.00           | $879.51            | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2026-10-15      | 7.6250%  | 0.0000% | $2000.00           | $2095.40           | Corporate Debt Securities |
| AMERICAN EXPRESS CO      | 2042-12-03      | 4.0500%  | 0.0000% | $400000.00         | $346913.00         | Corporate Debt Securities |
| NEVADA POWER CO          | 2036-04-01      | 6.6500%  | 0.0000% | $5233000.00        | $5977875.40        | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD | 2043-09-30      | 5.0000%  | 0.0000% | $306000.00         | $297317.76         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS   | 2043-09-15      | 6.5500%  | 0.0000% | $196000.00         | $220114.37         | Corporate Debt Securities |
| KIMBERLY-CLARK CORP      | 2037-08-01      | 6.6250%  | 0.0000% | $3000.00           | $3550.86           | Corporate Debt Securities |
| CATERPILLAR INC          | 2044-05-15      | 4.3000%  | 0.0000% | $296000.00         | $263019.19         | Corporate Debt Securities |
| SOUTHERN CAL EDISON      | 2043-10-01      | 4.6500%  | 0.0000% | $1000.00           | $868.63            | Corporate Debt Securities |
| AETNA INC                | 2042-11-15      | 4.1250%  | 0.0000% | $65000.00          | $52124.39          | Corporate Debt Securities |
| METLIFE INC              | 2043-11-13      | 4.8750%  | 0.0000% | $1805000.00        | $1704113.29        | Corporate Debt Securities |
| KKR GROUP FINANCE CO III | 2044-06-01      | 5.1250%  | 0.0000% | $225000.00         | $211108.34         | Corporate Debt Securities |
| ENERGY TRANSFER LP       | 2044-04-01      | 5.3000%  | 0.0000% | $169000.00         | $157766.48         | Corporate Debt Securities |
| TRAVELERS COS INC        | 2045-08-25      | 4.3000%  | 0.0000% | $777000.00         | $676358.21         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC   | 2026-03-15      | 3.1250%  | 0.0000% | $163000.00         | $164796.06         | Corporate Debt Securities |
| CAPITAL ONE FINANCIAL CO | 2026-07-28      | 3.7500%  | 0.0000% | $123000.00         | $122799.30         | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2026-10-01      | 2.9500%  | 0.0000% | $622000.00         | $624600.82         | Corporate Debt Securities |
| INGREDION INC            | 2026-10-01      | 3.2000%  | 0.0000% | $2000.00           | $2011.10           | Corporate Debt Securities |
| PEPSICO INC              | 2026-10-06      | 2.3750%  | 0.0000% | $931000.00         | $929529.80         | Corporate Debt Securities |
| ABBOTT LABORATORIES      | 2026-11-30      | 3.7500%  | 0.0000% | $2000.00           | $2013.70           | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN  | 2026-05-10      | 2.8750%  | 0.0000% | $2000.00           | $2007.60           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2027-12-01      | 3.6250%  | 0.0000% | $64000.00          | $64037.82          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO  | 2027-02-27      | 3.2500%  | 0.0000% | $361000.00         | $364275.17         | Corporate Debt Securities |
| ALBEMARLE CORP           | 2052-06-01      | 5.6500%  | 0.0000% | $15000.00          | $13710.45          | Corporate Debt Securities |
| AMAZON.COM INC           | 2050-06-03      | 2.5000%  | 0.0000% | $27000.00          | $16265.56          | Corporate Debt Securities |
| AMAZON.COM INC           | 2050-06-03      | 2.5000%  | 0.0000% | $225000.00         | $135546.38         | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD | 2033-09-08      | 5.2500%  | 0.0000% | $530000.00         | $560081.92         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN   | 2052-03-15      | 3.8500%  | 0.0000% | $474000.00         | $370823.24         | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINA | 2032-01-30      | 2.0000%  | 0.0000% | $3500000.00        | $3009930.00        | Corporate Debt Securities |
| HCA INC                  | 2049-06-15      | 5.2500%  | 0.0000% | $77000.00          | $70479.06          | Corporate Debt Securities |
| HOME DEPOT INC           | 2031-03-15      | 1.3750%  | 0.0000% | $91000.00          | $79599.18          | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2032-11-08      | 2.5450%  | 0.0000% | $82000.00          | $74459.03          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP     | 2053-06-15      | 4.1500%  | 0.0000% | $60000.00          | $48683.85          | Corporate Debt Securities |
| MEDTRONIC GLOBAL HLDINGS | 2033-03-30      | 4.5000%  | 0.0000% | $195000.00         | $198151.20         | Corporate Debt Securities |
| MERCEDES-BENZ FIN NA     | 2026-07-31      | 4.8750%  | 0.0000% | $200000.00         | $205883.00         | Corporate Debt Securities |
| MERCK & CO INC           | 2039-03-07      | 3.9000%  | 0.0000% | $216000.00         | $195782.76         | Corporate Debt Securities |
| NETFLIX INC              | 2029-05-15      | 6.3750%  | 0.0000% | $158000.00         | $171039.94         | Corporate Debt Securities |
| NETFLIX INC              | 2029-05-15      | 6.3750%  | 0.0000% | $74000.00          | $80107.31          | Corporate Debt Securities |
| ONEOK INC                | 2033-09-01      | 6.0500%  | 0.0000% | $1014000.00        | $1102968.64        | Corporate Debt Securities |
| PFIZER INC               | 2026-06-03      | 2.7500%  | 0.0000% | $783000.00         | $783653.15         | Corporate Debt Securities |
| QUANTA SERVICES INC      | 2030-10-01      | 2.9000%  | 0.0000% | $50000.00          | $47271.81          | Corporate Debt Securities |
| RIO TINTO FIN USA LTD    | 2051-11-02      | 2.7500%  | 0.0000% | $2000.00           | $1256.68           | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP  | 2031-02-01      | 2.2000%  | 0.0000% | $4000.00           | $3661.48           | Corporate Debt Securities |
| STATE STREET CORP        | 2026-08-03      | 5.2720%  | 0.0000% | $46000.00          | $47464.67          | Corporate Debt Securities |
| TOYOTA MOTOR CORP        | 2026-03-25      | 1.3390%  | 0.0000% | $4000.00           | $4003.48           | Corporate Debt Securities |
| ALBEMARLE CORP           | 2032-06-01      | 5.0500%  | 0.0000% | $500000.00         | $512163.19         | Corporate Debt Securities |
| AMERICAN ASSETS TRUST LP | 2034-10-01      | 6.1500%  | 0.0000% | $226000.00         | $233665.73         | Corporate Debt Securities |
| AMERICAN TOWER CORP      | 2029-08-15      | 3.8000%  | 0.0000% | $2000.00           | $2006.89           | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2028-05-04      | 6.3750%  | 0.0000% | $290000.00         | $306320.96         | Corporate Debt Securities |
| BOEING CO                | 2049-05-01      | 3.9000%  | 0.0000% | $375000.00         | $285315.62         | Corporate Debt Securities |
| CANADIAN NATL RAILWAY    | 2046-08-02      | 3.2000%  | 0.0000% | $399000.00         | $296601.53         | Corporate Debt Securities |
| EBAY INC                 | 2032-11-22      | 6.3000%  | 0.0000% | $2000.00           | $2211.22           | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA   | 2027-03-18      | 4.4470%  | 0.0000% | $359000.00         | $361148.33         | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA   | 2027-03-18      | 4.4470%  | 0.0000% | $153000.00         | $153915.58         | Corporate Debt Securities |
| HCA INC                  | 2064-04-01      | 6.1000%  | 0.0000% | $80000.00          | $81449.11          | Corporate Debt Securities |
| HARTFORD INSUR GRP INC/T | 2049-08-19      | 3.6000%  | 0.0000% | $155000.00         | $117305.55         | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2045-11-29      | 5.5340%  | 0.0000% | $857000.00         | $874591.69         | Corporate Debt Securities |
| MSCI INC                 | 2029-11-15      | 4.0000%  | 0.0000% | $86000.00          | $84930.45          | Corporate Debt Securities |
| MASTERCARD INC           | 2033-03-09      | 4.8500%  | 0.0000% | $444000.00         | $463525.27         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS IN | 2044-03-15      | 5.0000%  | 0.0000% | $74000.00          | $67716.66          | Corporate Debt Securities |
| UNIVERSAL HEALTH SVCS    | 2030-10-15      | 2.6500%  | 0.0000% | $21000.00          | $19310.32          | Corporate Debt Securities |
| VENTAS REALTY LP         | 2026-10-15      | 3.2500%  | 0.0000% | $1000.00           | $1004.52           | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2500-12-31      | 4.3750%  | 0.0000% | $38000.00          | $37780.91          | Corporate Debt Securities |
| BOEING CO/THE            | 2054-05-01      | 6.8580%  | 0.0000% | $17000.00          | $19564.02          | Corporate Debt Securities |
| CI FINANCIAL CORP        | 2051-06-15      | 4.1000%  | 0.0000% | $72000.00          | $50483.16          | Corporate Debt Securities |
| CVS HEALTH CORP          | 2030-04-01      | 3.7500%  | 0.0000% | $112000.00         | $110518.89         | Corporate Debt Securities |
| FLEX LTD                 | 2032-01-15      | 5.2500%  | 0.0000% | $3000.00           | $3071.93           | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS  | 2031-03-15      | 8.6250%  | 0.0000% | $60000.00          | $64785.22          | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2049-01-23      | 3.8970%  | 0.0000% | $2468000.00        | $1968742.73        | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2027-04-22      | 1.5780%  | 0.0000% | $254000.00         | $253716.96         | Corporate Debt Securities |
| PNC FINANCIAL SERVICES   | 2034-10-20      | 6.8750%  | 0.0000% | $50000.00          | $57310.36          | Corporate Debt Securities |
| ROYALTY PHARMA PLC       | 2034-09-02      | 5.4000%  | 0.0000% | $49000.00          | $51342.20          | Corporate Debt Securities |
| ALPEK SA DE CV           | 2031-02-25      | 3.2500%  | 0.0000% | $300000.00         | $260487.92         | Corporate Debt Securities |
| BMW US CAPITAL LLC       | 2026-08-13      | 4.6500%  | 0.0000% | $579000.00         | $593683.92         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2028-11-27      | 7.3000%  | 0.0000% | $1054000.00        | $1128343.89        | Corporate Debt Securities |
| CITIBANK NA              | 2027-11-19      | 4.4812%  | 0.0000% | $250000.00         | $252747.39         | Corporate Debt Securities |
| MORGAN STANLEY BANK NA   | 2026-10-30      | 5.8820%  | 0.0000% | $598000.00         | $614890.51         | Corporate Debt Securities |
| RTX CORP                 | 2041-12-15      | 4.7000%  | 0.0000% | $131000.00         | $122759.44         | Corporate Debt Securities |
| CISCO SYSTEMS INC        | 2026-09-20      | 2.5000%  | 0.0000% | $570000.00         | $570773.93         | Corporate Debt Securities |
| WALMART INC              | 2048-06-29      | 4.0500%  | 0.0000% | $196000.00         | $164666.95         | Corporate Debt Securities |
| CHEVRON USA INC          | 2027-02-26      | 4.4050%  | 0.0000% | $2000.00           | $2052.51           | Corporate Debt Securities |
| CISCO SYSTEMS INC        | 2034-02-26      | 5.0500%  | 0.0000% | $32000.00          | $33561.37          | Corporate Debt Securities |
| CITIGROUP INC            | 2029-03-04      | 4.7860%  | 0.0000% | $1000.00           | $1033.26           | Corporate Debt Securities |
| COOPERAT RABOBANK UA/NY  | 2026-10-05      | 5.5000%  | 0.0000% | $2209000.00        | $2272441.25        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2035-07-23      | 5.3300%  | 0.0000% | $70000.00          | $71707.75          | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2035-10-22      | 4.9460%  | 0.0000% | $2000.00           | $2039.01           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2035-10-22      | 4.9460%  | 0.0000% | $1515000.00        | $1544548.73        | Corporate Debt Securities |
| CVS HEALTH CORP          | 2063-06-01      | 6.0000%  | 0.0000% | $511000.00         | $497403.99         | Corporate Debt Securities |
| LPL HOLDINGS INC         | 2035-03-15      | 5.6500%  | 0.0000% | $100000.00         | $104285.75         | Corporate Debt Securities |
| AIR LEASE CORP           | 2026-08-15      | 1.8750%  | 0.0000% | $315000.00         | $313886.08         | Corporate Debt Securities |
| ALPHABET INC             | 2032-11-15      | 4.3750%  | 0.0000% | $6033000.00        | $6113409.84        | Corporate Debt Securities |
| APA CORP                 | 2055-02-15      | 6.7500%  | 0.0000% | $1000.00           | $1041.95           | Corporate Debt Securities |
| APA CORP                 | 2040-09-01      | 5.1000%  | 0.0000% | $557000.00         | $512817.83         | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2030-05-30      | 5.3750%  | 0.0000% | $2000.00           | $2070.64           | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2034-11-22      | 6.0000%  | 0.0000% | $982000.00         | $987414.09         | Corporate Debt Securities |
| BROADCOM INC             | 2033-04-15      | 3.4190%  | 0.0000% | $1204000.00        | $1128848.83        | Corporate Debt Securities |
| BROADCOM INC             | 2033-04-15      | 3.4190%  | 0.0000% | $1000.00           | $937.58            | Corporate Debt Securities |
| CUMMINS INC              | 2035-05-09      | 5.3000%  | 0.0000% | $1856000.00        | $1942647.36        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPER | 2036-01-15      | 5.2000%  | 0.0000% | $1958000.00        | $2000540.81        | Corporate Debt Securities |
| GLOBAL PAYMENTS INC      | 2030-11-15      | 4.8750%  | 0.0000% | $500000.00         | $504795.83         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2027-10-21      | 1.9480%  | 0.0000% | $534000.00         | $528877.34         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2027-10-21      | 1.9480%  | 0.0000% | $50000.00          | $49520.35          | Corporate Debt Securities |
| GOLUB CAPITAL CAP FND    | 2029-09-12      | 5.8000%  | 0.0000% | $320000.00         | $331860.27         | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2028-07-25      | 4.8510%  | 0.0000% | $21000.00          | $21270.77          | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2031-04-22      | 5.1030%  | 0.0000% | $825000.00         | $862010.74         | Corporate Debt Securities |
| MASTERCARD INC           | 2027-03-26      | 3.3000%  | 0.0000% | $4000.00           | $4027.15           | Corporate Debt Securities |
| NVIDIA CORP              | 2030-04-01      | 2.8500%  | 0.0000% | $2000.00           | $1930.06           | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES  | 2036-01-15      | 5.3750%  | 0.0000% | $3000.00           | $3014.94           | Corporate Debt Securities |
| SBL HOLDINGS INC         | 2034-10-30      | 7.2000%  | 0.0000% | $566000.00         | $559915.50         | Corporate Debt Securities |
| STATE STREET CORP        | 2032-10-22      | 4.6750%  | 0.0000% | $2000.00           | $2054.67           | Corporate Debt Securities |
| AMERICAN EXPRESS CO      | 2031-04-25      | 5.0160%  | 0.0000% | $841000.00         | $874292.39         | Corporate Debt Securities |
| MORGAN STANLEY PVT BANK  | 2031-11-19      | 4.4650%  | 0.0000% | $339000.00         | $342154.72         | Corporate Debt Securities |
| ORACLE CORP              | 2032-02-03      | 5.2500%  | 0.0000% | $15000.00          | $15342.49          | Corporate Debt Securities |
| VISA INC                 | 2027-04-15      | 1.9000%  | 0.0000% | $2000.00           | $1972.00           | Corporate Debt Securities |
| VISA INC                 | 2027-04-15      | 1.9000%  | 0.0000% | $2000.00           | $1972.00           | Corporate Debt Securities |
| AERCAP IRELAND CAP/GLOBA | 2029-02-28      | 4.1250%  | 0.0000% | $466000.00         | $464662.00         | Corporate Debt Securities |
| AIR PRODUCTS & CHEMICALS | 2029-02-08      | 4.6000%  | 0.0000% | $10000.00          | $10403.98          | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE E | 2035-04-15      | 4.7500%  | 0.0000% | $548000.00         | $537705.36         | Corporate Debt Securities |
| ALIBABA GROUP HOLDING    | 2034-11-28      | 4.5000%  | 0.0000% | $833000.00         | $828151.94         | Corporate Debt Securities |
| ALLY FINANCIAL INC       | 2033-07-31      | 5.5480%  | 0.0000% | $106000.00         | $109581.74         | Corporate Debt Securities |
| AMAZON.COM INC           | 2047-08-22      | 4.0500%  | 0.0000% | $956000.00         | $802165.26         | Corporate Debt Securities |
| AMAZON.COM INC           | 2033-03-20      | 4.3500%  | 0.0000% | $6000.00           | $6024.23           | Corporate Debt Securities |
| AMAZON.COM INC           | 2035-11-20      | 4.6500%  | 0.0000% | $1000.00           | $1001.98           | Corporate Debt Securities |
| AMERICAN EXPRESS CO      | 2027-05-03      | 3.3000%  | 0.0000% | $7000.00           | $7015.16           | Corporate Debt Securities |
| AMERICAN WATER CAPITAL C | 2046-12-01      | 4.0000%  | 0.0000% | $26000.00          | $20859.16          | Corporate Debt Securities |
| ANHEUSER-BUSCH CO/INBEV  | 2046-02-01      | 4.9000%  | 0.0000% | $1000.00           | $949.96            | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WOR | 2059-01-23      | 5.8000%  | 0.0000% | $4000.00           | $4097.47           | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WOR | 2034-06-15      | 5.0000%  | 0.0000% | $2232000.00        | $2312954.64        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WOR | 2034-06-15      | 5.0000%  | 0.0000% | $1000.00           | $1036.27           | Corporate Debt Securities |
| APPLIED MATERIALS INC    | 2027-04-01      | 3.3000%  | 0.0000% | $33000.00          | $33194.64          | Corporate Debt Securities |
| APPLIED MATERIALS INC    | 2027-04-01      | 3.3000%  | 0.0000% | $30000.00          | $30176.95          | Corporate Debt Securities |
| APPLIED MATERIALS INC    | 2036-01-15      | 4.6000%  | 0.0000% | $601000.00         | $593864.13         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU | 2030-02-15      | 5.6000%  | 0.0000% | $132000.00         | $135368.20         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU | 2029-01-15      | 4.8500%  | 0.0000% | $100000.00         | $99087.08          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU | 2031-01-15      | 5.1500%  | 0.0000% | $74000.00          | $72100.85          | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC  | 2033-03-03      | 4.8750%  | 0.0000% | $100000.00         | $104973.62         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC  | 2027-02-26      | 4.8000%  | 0.0000% | $72000.00          | $74245.92          | Corporate Debt Securities |
| ATHENE HOLDING LTD       | 2033-02-01      | 6.6500%  | 0.0000% | $155000.00         | $173388.47         | Corporate Debt Securities |
| BGC GROUP INC            | 2030-04-02      | 6.1500%  | 0.0000% | $355000.00         | $373523.31         | Corporate Debt Securities |
| BMW US CAPITAL LLC       | 2026-08-12      | 1.2500%  | 0.0000% | $707000.00         | $701233.24         | Corporate Debt Securities |
| BAKER HUGHES LLC/CO-OBL  | 2047-12-15      | 4.0800%  | 0.0000% | $14000.00          | $11287.36          | Corporate Debt Securities |
| BALTIMORE GAS & ELECTRIC | 2052-06-01      | 4.5500%  | 0.0000% | $252000.00         | $214859.47         | Corporate Debt Securities |
| BANCO SANTANDER SA       | 2028-08-08      | 5.5880%  | 0.0000% | $400000.00         | $425079.29         | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2149-12-31      | 6.6250%  | 0.0000% | $137000.00         | $144545.75         | Corporate Debt Securities |
| BANK OF NOVA SCOTIA      | 2031-08-01      | 2.1500%  | 0.0000% | $29000.00          | $26150.76          | Corporate Debt Securities |
| BANK OF NOVA SCOTIA      | 2026-08-03      | 2.7000%  | 0.0000% | $2000.00           | $2015.25           | Corporate Debt Securities |
| BARCLAYS PLC             | 2029-11-11      | 4.4760%  | 0.0000% | $1000.00           | $1026.67           | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC | 2051-12-01      | 3.1320%  | 0.0000% | $25000.00          | $15938.82          | Corporate Debt Securities |
| BECTON DICKINSON & CO    | 2047-06-06      | 4.6690%  | 0.0000% | $1000.00           | $882.54            | Corporate Debt Securities |
| BLACKSTONE REG FINANCE   | 2036-02-15      | 4.9500%  | 0.0000% | $10000.00          | $10034.12          | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC  | 2029-07-01      | 4.0000%  | 0.0000% | $100000.00         | $98474.22          | Corporate Debt Securities |
| BROADCOM INC             | 2034-10-15      | 4.8000%  | 0.0000% | $41000.00          | $41551.45          | Corporate Debt Securities |
| BURLINGTN NORTH SANTA FE | 2046-08-01      | 3.9000%  | 0.0000% | $712000.00         | $585642.55         | Corporate Debt Securities |
| BURLINGTN NORTH SANTA FE | 2048-06-15      | 4.0500%  | 0.0000% | $183000.00         | $149776.81         | Corporate Debt Securities |
| BURLINGTN NORTH SANTA FE | 2052-06-15      | 2.8750%  | 0.0000% | $10000.00          | $6361.44           | Corporate Debt Securities |
| CBRE SERVICES INC        | 2033-01-15      | 4.9000%  | 0.0000% | $1000.00           | $1015.57           | Corporate Debt Securities |
| CIGNA GROUP/THE          | 2036-01-15      | 5.2500%  | 0.0000% | $2000.00           | $2035.50           | Corporate Debt Securities |
| CVS HEALTH CORP          | 2027-08-21      | 1.3000%  | 0.0000% | $680000.00         | $655616.33         | Corporate Debt Securities |
| CVS HEALTH CORP          | 2065-09-15      | 6.2500%  | 0.0000% | $1000.00           | $1030.13           | Corporate Debt Securities |
| CARLYLE GROUP INC/THE    | 2035-09-19      | 5.0500%  | 0.0000% | $1966000.00        | $1978300.06        | Corporate Debt Securities |
| CENTERPOINT ENER HOUSTON | 2032-03-01      | 3.0000%  | 0.0000% | $370000.00         | $344583.47         | Corporate Debt Securities |
| CHEVRON USA INC          | 2028-08-13      | 4.3626%  | 0.0000% | $2000.00           | $2034.12           | Corporate Debt Securities |
| CISCO SYSTEMS INC        | 2027-02-26      | 4.8000%  | 0.0000% | $2547000.00        | $2626755.06        | Corporate Debt Securities |
| CITIGROUP INC            | 2036-09-11      | 5.1740%  | 0.0000% | $5000.00           | $5131.14           | Corporate Debt Securities |
| CITIGROUP INC            | 2036-03-27      | 5.3330%  | 0.0000% | $7000.00           | $7282.60           | Corporate Debt Securities |
| COCA-COLA CO/THE         | 2040-06-01      | 2.5000%  | 0.0000% | $126000.00         | $94342.15          | Corporate Debt Securities |
| COMCAST CORP             | 2047-11-01      | 3.9690%  | 0.0000% | $3611000.00        | $2746101.40        | Corporate Debt Securities |
| COMMONWEALTH EDISON CO   | 2051-03-15      | 3.1250%  | 0.0000% | $330000.00         | $224023.39         | Corporate Debt Securities |
| CONAGRA BRANDS INC       | 2030-08-01      | 5.0000%  | 0.0000% | $138000.00         | $143053.71         | Corporate Debt Securities |
| CONSTELLATION EN GEN LLC | 2029-02-01      | 4.6250%  | 0.0000% | $1000.00           | $1023.25           | Corporate Debt Securities |
| CODELCO INC              | 2055-01-13      | 6.7800%  | 0.0000% | $1000.00           | $1075.70           | Corporate Debt Securities |
| CROWN CASTLE INC         | 2026-06-15      | 3.7000%  | 0.0000% | $450000.00         | $451284.75         | Corporate Debt Securities |
| DTE ELECTRIC CO          | 2047-08-15      | 3.7500%  | 0.0000% | $111000.00         | $87548.75          | Corporate Debt Securities |
| DEERE & COMPANY          | 2030-04-15      | 3.1000%  | 0.0000% | $20000.00          | $19441.23          | Corporate Debt Securities |
| WALT DISNEY COMPANY/THE  | 2026-11-15      | 3.3750%  | 0.0000% | $1092000.00        | $1096118.20        | Corporate Debt Securities |
| WALT DISNEY COMPANY/THE  | 2034-08-01      | 8.4500%  | 0.0000% | $10000.00          | $12928.95          | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC  | 2046-10-01      | 3.4000%  | 0.0000% | $417000.00         | $309572.00         | Corporate Debt Securities |
| EQT CORP                 | 2029-01-15      | 4.5000%  | 0.0000% | $200000.00         | $201205.00         | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC    | 2031-06-01      | 3.0500%  | 0.0000% | $1000.00           | $942.18            | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPER | 2034-01-31      | 4.8500%  | 0.0000% | $1000.00           | $1033.35           | Corporate Debt Securities |
| EXXON MOBIL CORPORATION  | 2030-10-15      | 2.6100%  | 0.0000% | $2000.00           | $1890.32           | Corporate Debt Securities |
| FS KKR CAPITAL CORP      | 2031-01-15      | 6.1250%  | 0.0000% | $48000.00          | $46871.14          | Corporate Debt Securities |
| META PLATFORMS INC       | 2027-08-15      | 3.5000%  | 0.0000% | $2000.00           | $2027.78           | Corporate Debt Securities |
| META PLATFORMS INC       | 2030-11-15      | 4.2000%  | 0.0000% | $1000.00           | $1007.85           | Corporate Debt Securities |
| FEDEX CORP               | 2045-11-15      | 4.7500%  | 0.0000% | $918000.00         | $817429.28         | Corporate Debt Securities |
| FIFTH THIRD BANCORP      | 2037-01-29      | 5.1410%  | 0.0000% | $1000.00           | $996.10            | Corporate Debt Securities |
| FISERV INC               | 2031-02-15      | 4.5500%  | 0.0000% | $1000.00           | $1015.56           | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO | 2036-02-15      | 4.7000%  | 0.0000% | $427000.00         | $426167.59         | Corporate Debt Securities |
| GA GLOBAL FUNDING TRUST  | 2032-04-01      | 5.5000%  | 0.0000% | $3978000.00        | $4138673.63        | Corporate Debt Securities |
| GENUINE PARTS CO         | 2032-02-01      | 2.7500%  | 0.0000% | $365000.00         | $328537.82         | Corporate Debt Securities |
| GEORGIA POWER CO         | 2055-10-01      | 5.5000%  | 0.0000% | $100000.00         | $99817.61          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2034-10-24      | 6.5610%  | 0.0000% | $8000.00           | $8997.09           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2030-03-15      | 3.8000%  | 0.0000% | $661000.00         | $660867.80         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2027-09-10      | 1.5420%  | 0.0000% | $9736000.00        | $9646006.91        | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC    | 2029-01-28      | 5.1000%  | 0.0000% | $1262000.00        | $1254040.99        | Corporate Debt Securities |
| HENNEMAN TRUST           | 2055-05-15      | 6.5800%  | 0.0000% | $200000.00         | $212833.67         | Corporate Debt Securities |
| HERSHEY COMPANY          | 2029-11-15      | 2.4500%  | 0.0000% | $454000.00         | $430811.57         | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL  | 2030-02-01      | 4.7000%  | 0.0000% | $616000.00         | $643787.42         | Corporate Debt Securities |
| HUMANA INC               | 2033-03-01      | 5.8750%  | 0.0000% | $198000.00         | $209548.54         | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2029-01-23      | 3.5090%  | 0.0000% | $400000.00         | $396312.92         | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2041-04-22      | 3.1090%  | 0.0000% | $463000.00         | $365910.47         | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2042-04-22      | 3.1570%  | 0.0000% | $48000.00          | $37595.23          | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2027-09-22      | 1.4700%  | 0.0000% | $14000.00          | $13849.03          | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2027-09-22      | 1.4700%  | 0.0000% | $225000.00         | $222573.75         | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2028-02-24      | 4.9390%  | 0.0000% | $2030000.00        | $2063346.67        | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2033-09-14      | 5.7170%  | 0.0000% | $938000.00         | $1008338.33        | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2034-10-23      | 6.2540%  | 0.0000% | $1000000.00        | $1109681.06        | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2030-04-22      | 5.5810%  | 0.0000% | $228000.00         | $240832.46         | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2031-01-24      | 5.1400%  | 0.0000% | $36000.00          | $37180.32          | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2036-01-24      | 5.5020%  | 0.0000% | $89000.00          | $92875.68          | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2036-10-22      | 4.8100%  | 0.0000% | $1000.00           | $1000.73           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2032-01-22      | 4.4969%  | 0.0000% | $1000.00           | $1002.38           | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2032-01-22      | 4.4969%  | 0.0000% | $1000.00           | $1002.38           | Corporate Debt Securities |
| JABIL INC                | 2033-02-01      | 4.7500%  | 0.0000% | $404000.00         | $398939.34         | Corporate Debt Securities |
| JEFFERIES FIN GROUP INC  | 2036-02-15      | 5.5000%  | 0.0000% | $1000.00           | $993.23            | Corporate Debt Securities |
| KLA CORP                 | 2062-07-15      | 5.2500%  | 0.0000% | $275000.00         | $258227.06         | Corporate Debt Securities |
| KKR GROUP FIN CO X LLC   | 2051-12-15      | 3.2500%  | 0.0000% | $100000.00         | $66857.25          | Corporate Debt Securities |
| KILROY REALTY LP         | 2032-11-15      | 2.5000%  | 0.0000% | $5000.00           | $4202.24           | Corporate Debt Securities |
| KIMBERLY-CLARK CORP      | 2047-05-04      | 3.9000%  | 0.0000% | $460000.00         | $369309.47         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO     | 2049-10-01      | 4.8750%  | 0.0000% | $379000.00         | $331585.05         | Corporate Debt Securities |
| ELI LILLY & CO           | 2053-02-27      | 4.8750%  | 0.0000% | $275000.00         | $256574.66         | Corporate Debt Securities |
| ELI LILLY & CO           | 2029-08-14      | 4.2000%  | 0.0000% | $3000.00           | $3088.19           | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC | 2031-11-04      | 4.9565%  | 0.0000% | $1000.00           | $1016.30           | Corporate Debt Securities |
| LOCKHEED MARTIN CORP     | 2062-06-15      | 4.3000%  | 0.0000% | $194000.00         | $155742.23         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP     | 2062-06-15      | 4.3000%  | 0.0000% | $600000.00         | $481677.00         | Corporate Debt Securities |
| MSD INVESTMENT CORP      | 2031-02-05      | 6.1250%  | 0.0000% | $36000.00          | $36238.60          | Corporate Debt Securities |
| MACQUARIE GROUP LTD      | 2034-12-07      | 6.2550%  | 0.0000% | $700000.00         | $767052.12         | Corporate Debt Securities |
| MACQUARIE BANK LTD       | 2026-12-07      | 5.3910%  | 0.0000% | $23000.00          | $23484.77          | Corporate Debt Securities |
| MARS INC                 | 2032-03-01      | 5.0000%  | 0.0000% | $83000.00          | $86997.65          | Corporate Debt Securities |
| MASTERCARD INC           | 2032-01-15      | 4.3500%  | 0.0000% | $118000.00         | $118774.38         | Corporate Debt Securities |
| MERCEDES-BENZ FIN NA     | 2026-08-03      | 5.2000%  | 0.0000% | $150000.00         | $154841.50         | Corporate Debt Securities |
| MERCEDES-BENZ FIN NA     | 2028-08-03      | 5.1000%  | 0.0000% | $984000.00         | $1033096.68        | Corporate Debt Securities |
| MERCK & CO INC           | 2031-03-15      | 4.1500%  | 0.0000% | $2000.00           | $2005.71           | Corporate Debt Securities |
| MERCK & CO INC           | 2046-03-15      | 5.5000%  | 0.0000% | $3032000.00        | $3048996.04        | Corporate Debt Securities |
| MICROSOFT CORP           | 2047-02-06      | 4.2500%  | 0.0000% | $300000.00         | $270504.50         | Corporate Debt Securities |
| MID-AMERICA APARTMENTS   | 2051-09-15      | 2.8750%  | 0.0000% | $1731000.00        | $1124355.90        | Corporate Debt Securities |
| MID-AMERICA APARTMENTS   | 2033-01-15      | 4.6500%  | 0.0000% | $99000.00          | $99789.36          | Corporate Debt Securities |
| MIDAMERICAN ENERGY CO    | 2048-08-01      | 3.6500%  | 0.0000% | $390000.00         | $300318.96         | Corporate Debt Securities |
| MORGAN STANLEY           | 2029-04-12      | 4.9940%  | 0.0000% | $2000.00           | $2065.78           | Corporate Debt Securities |
| MORGAN STANLEY           | 2029-10-18      | 4.1330%  | 0.0000% | $9000.00           | $9092.71           | Corporate Debt Securities |
| MORGAN STANLEY           | 2030-01-09      | 4.4550%  | 0.0000% | $1000.00           | $1000.59           | Corporate Debt Securities |
| MORGAN STANLEY           | 2030-01-09      | 4.2380%  | 0.0000% | $1000.00           | $1001.76           | Corporate Debt Securities |
| MORGAN STANLEY           | 2030-01-09      | 4.2380%  | 0.0000% | $1000.00           | $1001.76           | Corporate Debt Securities |
| MORGAN STANLEY           | 2032-01-16      | 4.4930%  | 0.0000% | $1000.00           | $1001.13           | Corporate Debt Securities |
| NIAGARA MOHAWK POWER     | 2032-01-10      | 2.7590%  | 0.0000% | $19000.00          | $17094.73          | Corporate Debt Securities |
| NORFOLK SOUTHERN CORP    | 2053-06-01      | 4.5500%  | 0.0000% | $199000.00         | $171037.90         | Corporate Debt Securities |
| NORTHERN TRUST CORP      | 2040-11-19      | 5.1170%  | 0.0000% | $2000.00           | $2014.42           | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP    | 2055-11-05      | 5.3000%  | 0.0000% | $1000.00           | $985.10            | Corporate Debt Securities |
| ORANGE SA                | 2036-01-13      | 5.0000%  | 0.0000% | $570000.00         | $567794.73         | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP    | 2030-07-15      | 6.2000%  | 0.0000% | $277000.00         | $280604.69         | Corporate Debt Securities |
| PFIZER INC               | 2027-11-15      | 3.8750%  | 0.0000% | $3000.00           | $3031.10           | Corporate Debt Securities |
| PHILIP MORRIS INTL INC   | 2031-11-01      | 4.7500%  | 0.0000% | $187000.00         | $192662.93         | Corporate Debt Securities |
| POLARIS INC              | 2029-03-15      | 6.9500%  | 0.0000% | $335000.00         | $364805.79         | Corporate Debt Securities |
| PROLOGIS LP              | 2050-10-15      | 2.1250%  | 0.0000% | $370000.00         | $203299.43         | Corporate Debt Securities |
| PUBLIC SERVICE COLORADO  | 2035-09-15      | 5.1500%  | 0.0000% | $45000.00          | $46594.29          | Corporate Debt Securities |
| PUBLIC STORAGE OP CO     | 2026-11-09      | 1.5000%  | 0.0000% | $11000.00          | $10836.82          | Corporate Debt Securities |
| QUALCOMM INC             | 2027-05-20      | 3.2500%  | 0.0000% | $13000.00          | $13009.22          | Corporate Debt Securities |
| RADIAN GROUP INC         | 2027-03-15      | 4.8750%  | 0.0000% | $262000.00         | $267892.71         | Corporate Debt Securities |
| ROYAL BANK OF CANADA     | 2085-11-24      | 6.5000%  | 0.0000% | $3000.00           | $3021.41           | Corporate Debt Securities |
| SBL HOLDINGS INC         | 2028-09-26      | 5.9000%  | 0.0000% | $100000.00         | $101823.22         | Corporate Debt Securities |
| SALESFORCE INC           | 2031-07-15      | 1.9500%  | 0.0000% | $8000.00           | $7117.70           | Corporate Debt Securities |
| SAN DIEGO G & E          | 2035-04-15      | 5.4000%  | 0.0000% | $3000.00           | $3144.09           | Corporate Debt Securities |
| SANOFI SA                | 2027-11-03      | 3.7500%  | 0.0000% | $2000.00           | $2021.74           | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP  | 2034-01-15      | 6.2500%  | 0.0000% | $68000.00          | $74594.24          | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP  | 2054-01-15      | 6.6500%  | 0.0000% | $70000.00          | $78939.76          | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP  | 2031-01-15      | 4.3000%  | 0.0000% | $7003000.00        | $6999292.30        | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP  | 2031-01-15      | 4.3000%  | 0.0000% | $3000.00           | $2998.41           | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP  | 2031-01-15      | 4.3000%  | 0.0000% | $1000000.00        | $999470.56         | Corporate Debt Securities |
| SIXTH STREET LENDING PAR | 2030-01-15      | 5.7500%  | 0.0000% | $100000.00         | $101432.58         | Corporate Debt Securities |
| SIXTH STREET LENDING PAR | 2030-07-15      | 6.1250%  | 0.0000% | $175000.00         | $179452.36         | Corporate Debt Securities |
| SOUTH BOW USA INFRA HLDS | 2029-10-01      | 5.0260%  | 0.0000% | $205000.00         | $211419.31         | Corporate Debt Securities |
| SOCIETE GENERALE         | 2053-01-10      | 7.3670%  | 0.0000% | $200000.00         | $219982.56         | Corporate Debt Securities |
| SOUTHWESTERN ELEC POWER  | 2051-11-01      | 3.2500%  | 0.0000% | $2000.00           | $1338.51           | Corporate Debt Securities |
| SPIRIT AEROSYSTEMS INC   | 2028-06-15      | 4.6000%  | 0.0000% | $997000.00         | $1008764.60        | Corporate Debt Securities |
| STARBUCKS CORP           | 2050-11-15      | 3.5000%  | 0.0000% | $105000.00         | $75343.98          | Corporate Debt Securities |
| STARBUCKS CORP           | 2028-05-15      | 4.5000%  | 0.0000% | $20000.00          | $20395.90          | Corporate Debt Securities |
| STATE STREET CORP        | 2029-02-20      | 4.5300%  | 0.0000% | $3000.00           | $3094.09           | Corporate Debt Securities |
| SUMITOMO MITSUI FINL GRP | 2030-07-08      | 2.1300%  | 0.0000% | $232000.00         | $211823.35         | Corporate Debt Securities |
| SUMITOMO MITSUI FINL GRP | 2029-01-15      | 4.1080%  | 0.0000% | $1559000.00        | $1559875.64        | Corporate Debt Securities |
| SUTTER HEALTH            | 2032-08-15      | 5.2130%  | 0.0000% | $60000.00          | $63511.38          | Corporate Debt Securities |
| TJX COS INC              | 2031-05-15      | 1.6000%  | 0.0000% | $327000.00         | $288143.68         | Corporate Debt Securities |
| TARGET CORP              | 2027-01-15      | 1.9500%  | 0.0000% | $305000.00         | $300373.91         | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC    | 2027-02-08      | 4.6000%  | 0.0000% | $28000.00          | $28845.54          | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC | 2030-08-10      | 4.9770%  | 0.0000% | $2000.00           | $2114.72           | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC | 2029-01-31      | 5.0000%  | 0.0000% | $968000.00         | $1020523.68        | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC | 2034-01-31      | 5.2000%  | 0.0000% | $2000.00           | $2130.22           | Corporate Debt Securities |
| TOLEDO HOSPITAL/THE      | 2048-11-15      | 6.0150%  | 0.0000% | $116000.00         | $113668.54         | Corporate Debt Securities |
| TORONTO-DOMINION BANK    | 2026-12-17      | 4.5680%  | 0.0000% | $518000.00         | $524348.72         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP | 2032-09-03      | 4.6500%  | 0.0000% | $1000.00           | $1026.37           | Corporate Debt Securities |
| TRUIST FINANCIAL CORP    | 2032-01-27      | 4.5970%  | 0.0000% | $950000.00         | $952776.93         | Corporate Debt Securities |
| TRUIST FINANCIAL CORP    | 2032-01-27      | 4.5970%  | 0.0000% | $3000.00           | $3008.77           | Corporate Debt Securities |
| TRUST 2401               | 2034-02-13      | 7.3750%  | 0.0000% | $87000.00          | $96277.43          | Corporate Debt Securities |
| UNILEVER CAPITAL CORP    | 2027-08-12      | 4.2500%  | 0.0000% | $374000.00         | $384233.89         | Corporate Debt Securities |
| UNILEVER CAPITAL CORP    | 2027-08-12      | 4.2500%  | 0.0000% | $150000.00         | $154104.50         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC   | 2027-04-15      | 4.6000%  | 0.0000% | $850000.00         | $868255.17         | Corporate Debt Securities |
| VENTAS REALTY LP         | 2036-02-15      | 5.0000%  | 0.0000% | $1060000.00        | $1059605.44        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS   | 2045-11-30      | 5.7500%  | 0.0000% | $1000.00           | $1006.32           | Corporate Debt Securities |
| VISA INC                 | 2027-08-15      | 0.7500%  | 0.0000% | $2000.00           | $1923.36           | Corporate Debt Securities |
| WASTE MANAGEMENT INC     | 2029-01-15      | 3.8750%  | 0.0000% | $1750000.00        | $1749325.52        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT | 2035-12-15      | 5.5000%  | 0.0000% | $55000.00          | $55288.51          | Corporate Debt Securities |
| WESTPAC BANKING CORP     | 2030-07-01      | 4.3540%  | 0.0000% | $3000.00           | $3035.03           | Corporate Debt Securities |
| XILINX INC               | 2030-06-01      | 2.3750%  | 0.0000% | $37000.00          | $34537.00          | Corporate Debt Securities |
| AIR LIQUIDE FINANCE      | 2026-09-27      | 2.5000%  | 0.0000% | $495000.00         | $494926.58         | Corporate Debt Securities |
| BPCE SA                  | 2032-01-13      | 4.7600%  | 0.0000% | $1000.00           | $1001.77           | Corporate Debt Securities |
| UBS GROUP AG             | 2047-05-06      | 5.5280%  | 0.0000% | $1000.00           | $1006.35           | Corporate Debt Securities |
| UBS GROUP AG             | 2047-05-06      | 5.5280%  | 0.0000% | $1000.00           | $1006.35           | Corporate Debt Securities |
| CODELCO INC              | 2035-01-13      | 6.3300%  | 0.0000% | $1000.00           | $1065.49           | Corporate Debt Securities |
| INVERSIONES CMPC SA      | 2033-06-23      | 6.1250%  | 0.0000% | $200000.00         | $206199.03         | Corporate Debt Securities |
| CARGILL INC              | 2026-02-02      | 0.7500%  | 0.0000% | $400000.00         | $401371.33         | Corporate Debt Securities |
| CONTINENTAL RESOURCES    | 2026-11-15      | 2.2680%  | 0.0000% | $363000.00         | $359150.38         | Corporate Debt Securities |
| KKR GROUP FIN CO X LLC   | 2051-12-15      | 3.2500%  | 0.0000% | $350000.00         | $234000.38         | Corporate Debt Securities |
| NETFLIX INC              | 2030-06-15      | 4.8750%  | 0.0000% | $5000.00           | $5144.77           | Corporate Debt Securities |

### Security 53: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP9816333
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| FIDELITY NATL INFO SVCS INC   | 2026-02-19      | 0.0000%  | 0.0000% | $36511300.00       | $36429624.22       | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN | 2026-02-18      | 0.0000%  | 0.0000% | $60000000.00       | $59877240.00       | Corporate Debt Securities |
| ROGERS COMMUNICATIONS IN      | 2026-03-12      | 0.0000%  | 0.0000% | $549388.00         | $546848.73         | Corporate Debt Securities |
| VICTORY RECEIVABLES CORP      | 2026-03-30      | 0.0000%  | 0.0000% | $8197250.00        | $8146287.70        | Corporate Debt Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-02-06

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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