# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001145549-25-038815
**Filing Date:** 2025-6
**Character Count:** 193961
**Document Hash:** 773c5902517414ad59058c25079c717e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038815.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038815

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029691

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**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:** 17 days

- **WAL:** 22 days

- **Total Value of Portfolio Securities:** $6262994371.80

- **Amortized Cost of Portfolio Securities:** $2816300000.00

- **Cash:** $350098212.55

- **Total Other Assets:** $2698363.43

- **Total Liabilities:** $50324838.24

- **Net Assets of Series:** $6565466109.54

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $2969624617.21            | $4267204923.31             | 50.4900%                  | 72.5500%                   |
| 2025-05-02 | $2957489956.00            | $4188787557.77             | 50.3000%                  | 71.2500%                   |
| 2025-05-05 | $3391245012.34            | $4414944797.04             | 57.2400%                  | 74.5200%                   |
| 2025-05-06 | $2849172775.88            | $4237791852.08             | 47.2000%                  | 70.2000%                   |
| 2025-05-07 | $3208445625.84            | $4238112704.34             | 53.1400%                  | 70.2000%                   |
| 2025-05-08 | $2964787670.47            | $4441672998.26             | 49.0800%                  | 73.5200%                   |
| 2025-05-09 | $2930969743.01            | $4373277955.51             | 48.9800%                  | 73.0800%                   |
| 2025-05-12 | $3177821889.75            | $4523376999.65             | 52.2300%                  | 74.3500%                   |
| 2025-05-13 | $3221704607.06            | $4544851448.01             | 53.4200%                  | 75.3600%                   |
| 2025-05-14 | $3170128400.28            | $4118311305.33             | 55.8300%                  | 72.5200%                   |
| 2025-05-15 | $4800193457.04            | $6164573712.54             | 61.6200%                  | 79.1400%                   |
| 2025-05-16 | $4590989656.28            | $6668219322.05             | 54.5600%                  | 79.2500%                   |
| 2025-05-19 | $2630788189.01            | $4624100167.44             | 41.3200%                  | 72.6200%                   |
| 2025-05-20 | $2811117177.57            | $4819522431.39             | 43.4900%                  | 74.5700%                   |
| 2025-05-21 | $3650748941.84            | $4732074118.24             | 56.6000%                  | 73.3600%                   |
| 2025-05-22 | $3143134882.73            | $4343106242.41             | 51.0100%                  | 70.4800%                   |
| 2025-05-23 | $3102442954.20            | $4292863930.69             | 50.1700%                  | 69.4200%                   |
| 2025-05-27 | $3081997199.22            | $4334549986.05             | 48.8500%                  | 68.7100%                   |
| 2025-05-28 | $3225390836.91            | $4397466986.43             | 49.7300%                  | 67.8000%                   |
| 2025-05-29 | $3080552251.25            | $4483790113.25             | 46.4300%                  | 67.5900%                   |
| 2025-05-30 | $2880588372.01            | $4414741965.72             | 43.5400%                  | 66.7300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%             |
| 2025-05-02 | 0.0000%             |
| 2025-05-05 | 0.0000%             |
| 2025-05-06 | 0.0000%             |
| 2025-05-07 | 0.0000%             |
| 2025-05-08 | 0.0000%             |
| 2025-05-09 | 0.0000%             |
| 2025-05-12 | 0.0000%             |
| 2025-05-13 | 0.0000%             |
| 2025-05-14 | 0.0000%             |
| 2025-05-15 | 0.0000%             |
| 2025-05-16 | 0.0000%             |
| 2025-05-19 | 0.0000%             |
| 2025-05-20 | 0.0000%             |
| 2025-05-21 | 0.0000%             |
| 2025-05-22 | 0.0000%             |
| 2025-05-23 | 0.0000%             |
| 2025-05-27 | 0.0000%             |
| 2025-05-28 | 0.0000%             |
| 2025-05-29 | 0.0000%             |
| 2025-05-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.0000                      |
|  |  |
| 2025-05-02 | 0.0000                      |
|  |  |
| 2025-05-05 | 0.0000                      |
|  |  |
| 2025-05-06 | 0.0000                      |
|  |  |
| 2025-05-07 | 0.0000                      |
|  |  |
| 2025-05-08 | 0.0000                      |
|  |  |
| 2025-05-09 | 0.0000                      |
|  |  |
| 2025-05-12 | 0.0000                      |
|  |  |
| 2025-05-13 | 0.0000                      |
|  |  |
| 2025-05-14 | 0.0000                      |
|  |  |
| 2025-05-15 | 0.0000                      |
|  |  |
| 2025-05-16 | 0.0000                      |
|  |  |
| 2025-05-19 | 0.0000                      |
|  |  |
| 2025-05-20 | 0.0000                      |
|  |  |
| 2025-05-21 | 0.0000                      |
|  |  |
| 2025-05-22 | 0.0000                      |
|  |  |
| 2025-05-23 | 0.0000                      |
|  |  |
| 2025-05-27 | 0.0000                      |
|  |  |
| 2025-05-28 | 0.0000                      |
|  |  |
| 2025-05-29 | 0.0000                      |
|  |  |
| 2025-05-30 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $6565466109.54

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 543174.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.0000          |
|  |  |
| 2025-05-02 | 0.0000          |
|  |  |
| 2025-05-05 | 0.0000          |
|  |  |
| 2025-05-06 | 0.0000          |
|  |  |
| 2025-05-07 | 0.0000          |
|  |  |
| 2025-05-08 | 0.0000          |
|  |  |
| 2025-05-09 | 0.0000          |
|  |  |
| 2025-05-12 | 0.0000          |
|  |  |
| 2025-05-13 | 0.0000          |
|  |  |
| 2025-05-14 | 0.0000          |
|  |  |
| 2025-05-15 | 0.0000          |
|  |  |
| 2025-05-16 | 0.0000          |
|  |  |
| 2025-05-19 | 0.0000          |
|  |  |
| 2025-05-20 | 0.0000          |
|  |  |
| 2025-05-21 | 0.0000          |
|  |  |
| 2025-05-22 | 0.0000          |
|  |  |
| 2025-05-23 | 0.0000          |
|  |  |
| 2025-05-27 | 0.0000          |
|  |  |
| 2025-05-28 | 0.0000          |
|  |  |
| 2025-05-29 | 0.0000          |
|  |  |
| 2025-05-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $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   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO FUNDING USA LLC

- **C.1 - Title:** ABN AMRO FUNDING USA LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084BVR2, C.4 - ISIN: US00084BVR22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98929420.00
- **C.18.a - Value (excl. sponsor support):** $98929420.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TT21, C.4 - ISIN: US04821TT211, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39985504.00
- **C.18.a - Value (excl. sponsor support):** $39985504.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2T42, C.4 - ISIN: US0530A2T426, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $230026026.37
- **C.18.a - Value (excl. sponsor support):** $230026026.37
- **C.19 - Percentage of Net Assets:** 3.5000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: BPCE

- **C.1 - Title:** BPCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BTB9, C.4 - ISIN: US05571BTB98, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $74891835.00
- **C.18.a - Value (excl. sponsor support):** $74891835.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-11
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDX7, C.4 - ISIN: US05973RDX70, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $5000796.00
- **C.18.a - Value (excl. sponsor support):** $5000796.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QT34, C.4 - ISIN: US06744QT342, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $74963685.00
- **C.18.a - Value (excl. sponsor support):** $74963685.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QT59, C.4 - ISIN: US06744QT599, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $74945542.50
- **C.18.a - Value (excl. sponsor support):** $74945542.50
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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 8: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LT65, C.4 - ISIN: US06945LT650, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49957610.00
- **C.18.a - Value (excl. sponsor support):** $49957610.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 9: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LUU0, C.4 - ISIN: US06945LUU06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49640155.00
- **C.18.a - Value (excl. sponsor support):** $49640155.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 10: BNG BANK NV

- **C.1 - Title:** BNG BANK NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RTB3, C.4 - ISIN: US09657RTB32, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99855520.00
- **C.18.a - Value (excl. sponsor support):** $99855520.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-11
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: 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: 12800AV50, C.4 - ISIN: US12800AV500, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $74390017.50
- **C.18.a - Value (excl. sponsor support):** $74390017.50
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: CATERPILLAR FINANCIAL SERVICES

- **C.1 - Title:** CATERPILLAR FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14912DT25, C.4 - ISIN: US14912DT251, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119956860.00
- **C.18.a - Value (excl. sponsor support):** $119956860.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: CATERPILLAR FINANCIAL SERVICES

- **C.1 - Title:** CATERPILLAR FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14912DT41, C.4 - ISIN: US14912DT418, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $104537281.84
- **C.18.a - Value (excl. sponsor support):** $104537281.84
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: CATERPILLAR FINANCIAL SERVICES

- **C.1 - Title:** CATERPILLAR FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14912DT90, C.4 - ISIN: US14912DT905, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24969990.00
- **C.18.a - Value (excl. sponsor support):** $24969990.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-09
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 15: CITIGROUP GLOBAL MKTS INC

- **C.1 - Title:** CITIGROUP GLOBAL MKTS INC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327AT49, C.4 - ISIN: US17327AT495, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39975960.00
- **C.18.a - Value (excl. sponsor support):** $39975960.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: COCA COLA CO

- **C.1 - Title:** COCA COLA CO
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19121ATH4, C.4 - ISIN: US19121ATH40, C.3 - LEI: UWJKFUJFZ02DKWI3RY53
- **C.18 - Value (incl. sponsor support):** $59870856.00
- **C.18.a - Value (excl. sponsor support):** $59870856.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533TUX2, C.4 - ISIN: US22533TUX26, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $49627900.00
- **C.18.a - Value (excl. sponsor support):** $49627900.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DU86, C.4 - ISIN: US23305DU867, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $99529510.00
- **C.18.a - Value (excl. sponsor support):** $99529510.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: EXPORT DEVELOPMENT CANADA

- **C.1 - Title:** EXPORT DEVELOPMENT CANADA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30215GTR3, C.4 - ISIN: US30215GTR38, C.3 - LEI: Z6MHCSLXHKYG4B6PHW02
- **C.18 - Value (incl. sponsor support):** $49846990.00
- **C.18.a - Value (excl. sponsor support):** $49846990.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-25
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **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 20: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LV11, C.4 - ISIN: US38346LV113, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49615700.00
- **C.18.a - Value (excl. sponsor support):** $49615700.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LVT0, C.4 - ISIN: US38346LVT06, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49454960.00
- **C.18.a - Value (excl. sponsor support):** $49454960.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HT38, C.4 - ISIN: US39014HT381, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $74963700.00
- **C.18.a - Value (excl. sponsor support):** $74963700.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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 23: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HT53, C.4 - ISIN: US39014HT530, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $49963680.00
- **C.18.a - Value (excl. sponsor support):** $49963680.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QU15, C.4 - ISIN: US45685QU157, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $99609070.00
- **C.18.a - Value (excl. sponsor support):** $99609070.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QVM8, C.4 - ISIN: US45685QVM85, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $74239170.00
- **C.18.a - Value (excl. sponsor support):** $74239170.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: KBC BANK N.V.

- **C.1 - Title:** KBC BANK N.V. 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDZV6, C.4 - ISIN: US4823TDZV60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124999700.00
- **C.18.a - Value (excl. sponsor support):** $124999700.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: LVMH MOET HENNESSY LOUIS VUITTON SE

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244LVK7, C.4 - ISIN: US50244LVK78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64364254.50
- **C.18.a - Value (excl. sponsor support):** $64364254.50
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QT59, C.4 - ISIN: US53944QT597, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $59956428.00
- **C.18.a - Value (excl. sponsor support):** $59956428.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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 29: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PV11, C.4 - ISIN: US60689PV118, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $74420925.00
- **C.18.a - Value (excl. sponsor support):** $74420925.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PV78, C.4 - ISIN: US60689PV787, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $60136658.40
- **C.18.a - Value (excl. sponsor support):** $60136658.40
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: NRW BANK

- **C.1 - Title:** NRW BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LTG4, C.4 - ISIN: US62939LTG40, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $194600874.00
- **C.18.a - Value (excl. sponsor support):** $194600874.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307LUQ2, C.4 - ISIN: US63307LUQ21, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $49665800.00
- **C.18.a - Value (excl. sponsor support):** $49665800.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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 33: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOCIETY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E0T94, C.4 - ISIN: US6385E0T940, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $84897379.50
- **C.18.a - Value (excl. sponsor support):** $84897379.50
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-09
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 34: OVERSEA-CHINESE BANKING

- **C.1 - Title:** OVERSEA-CHINESE BANKING
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AVE9, C.4 - ISIN: US69034AVE99, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $74304352.50
- **C.18.a - Value (excl. sponsor support):** $74304352.50
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: SANOFI PAPER

- **C.1 - Title:** SANOFI PAPER
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2VU3, C.4 - ISIN: US8010M2VU32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74188125.00
- **C.18.a - Value (excl. sponsor support):** $74188125.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: SIEMENS CAPITAL CO LLC

- **C.1 - Title:** SIEMENS CAPITAL CO LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82619TT23, C.4 - ISIN: US82619TT230, C.3 - LEI: EOSCVWUER252U910GR08
- **C.18 - Value (incl. sponsor support):** $79171788.96
- **C.18.a - Value (excl. sponsor support):** $79171788.96
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 37: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BUX2, C.4 - ISIN: US83369BUX27, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $84353677.00
- **C.18.a - Value (excl. sponsor support):** $84353677.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: STANDARD CHARTERED BANK/NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK/NEW YORK 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQZ6, C.4 - ISIN: US85325VQZ66, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $25012977.50
- **C.18.a - Value (excl. sponsor support):** $25012977.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: SUMITOMO MITSUI TRUST BANK LIMITED

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563GUN0, C.4 - ISIN: US86563GUN05, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $78299508.23
- **C.18.a - Value (excl. sponsor support):** $78299508.23
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TAQ6, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: SUMITOMO MITSUI TRUST BANK LIMITED

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YU26, C.4 - ISIN: US86564YU265, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $74700862.50
- **C.18.a - Value (excl. sponsor support):** $74700862.50
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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 42: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152ET32, C.4 - ISIN: US89152ET328, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99951700.00
- **C.18.a - Value (excl. sponsor support):** $99951700.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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 43: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152ET40, C.4 - ISIN: US89152ET401, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $74954670.00
- **C.18.a - Value (excl. sponsor support):** $74954670.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152ETA6, C.4 - ISIN: US89152ETA63, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $49933335.00
- **C.18.a - Value (excl. sponsor support):** $49933335.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 45: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150076006.50
- **C.18.a - Value (excl. sponsor support):** $150076006.50
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KT69, C.4 - ISIN: US92646KT693, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49957610.00
- **C.18.a - Value (excl. sponsor support):** $49957610.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 47: NORDEA BANK AB/NEW YORK

- **C.1 - Title:** NORDEA BANK AB/NEW YORK 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47197163
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: ROYAL BANK CANADA TORONTO

- **C.1 - Title:** ROYAL BANK CANADA TORONTO 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47197173
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: SKANDINAV ENSKILDA BANK NY

- **C.1 - Title:** SKANDINAV ENSKILDA BANK NY 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47198213
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 3.8100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: NATIONAL BANK OF CANADA MONTREAL

- **C.1 - Title:** NATIONAL BANK OF CANADA MONTREAL 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47198223
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: SWEDBANK (NEW YORK)

- **C.1 - Title:** SWEDBANK (NEW YORK) 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47198243
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: LMNI47199183
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMNI47199203
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: LMNI47200103
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: DNB NOR BANK

- **C.1 - Title:** DNB NOR BANK 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47201143
- **C.18 - Value (incl. sponsor support):** $191300000.00
- **C.18.a - Value (excl. sponsor support):** $191300000.00
- **C.19 - Percentage of Net Assets:** 2.9100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 56: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47202163
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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 57: SVENSKA HANDELSBANKEN NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN NY 4.310000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47202193
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 3.8100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10171273
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 3.8100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2041-05-15      | 2.2500%  | 0.0000% | $358928300.00      | $255000050.80      | U.S. Treasuries (including strips) |

### Security 59: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10171293
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ACADEMY LTD              | 2027-11-15      | 6.0000%  | 0.0000% | $17700000.00       | $17761950.00       | Corporate Debt Securities |
| PARAMOUNT GLOBAL         | 2042-07-01      | 4.8500%  | 0.0000% | $18037000.00       | $14414514.05       | Corporate Debt Securities |
| CALIFORNIA RESOURCES CRP | 2029-06-15      | 8.2500%  | 0.0000% | $19496000.00       | $20264191.14       | Corporate Debt Securities |
| CARPENTER TECHNOLOGY     | 2030-03-15      | 7.6250%  | 0.0000% | $149000.00         | $156050.00         | Corporate Debt Securities |
| CARS.COM INC             | 2028-11-01      | 6.3750%  | 0.0000% | $2322000.00        | $2328723.16        | Corporate Debt Securities |
| COGENT COMM GROUP LLC    | 2027-06-15      | 7.0000%  | 0.0000% | $275000.00         | $285428.92         | Corporate Debt Securities |
| DIRECTV FIN LLC/COINC    | 2031-02-15      | 10.0000% | 0.0000% | $7524000.00        | $7566025.72        | Corporate Debt Securities |
| ENTEGRIS INC             | 2029-04-15      | 4.7500%  | 0.0000% | $15189000.00       | $14823970.36       | Corporate Debt Securities |
| FIVE POINT OP CO LP/FIVE | 2028-01-15      | 10.5000% | 0.0000% | $596572.00         | $612628.74         | Corporate Debt Securities |
| FORD MOTOR CREDIT CO LLC | 2026-03-06      | 7.2969%  | 0.0000% | $4936000.00        | $5055293.40        | Corporate Debt Securities |
| GYP HOLDINGS III CORP    | 2029-05-01      | 4.6250%  | 0.0000% | $11830000.00       | $11415899.07       | Corporate Debt Securities |
| GENWORTH HOLDINGS INC    | 2066-11-15      | 6.5904%  | 0.0000% | $3713000.00        | $3081258.14        | Corporate Debt Securities |
| ITT HOLDINGS LLC         | 2029-08-01      | 6.5000%  | 0.0000% | $177000.00         | $168597.12         | Corporate Debt Securities |
| MATADOR RESOURCES CO     | 2033-04-15      | 6.2500%  | 0.0000% | $2218000.00        | $2145876.18        | Corporate Debt Securities |
| MOHEGAN TRIBAL / MS DIG  | 2031-04-15      | 11.8750% | 0.0000% | $13600000.00       | $14363953.56       | Corporate Debt Securities |
| RITHM CAPITAL CORP       | 2025-10-15      | 6.2500%  | 0.0000% | $86000.00          | $86532.56          | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE  | 2026-03-09      | 2.0000%  | 0.0000% | $17600000.00       | $17080272.00       | Corporate Debt Securities |
| GEN DIGITAL INC          | 2027-09-30      | 6.7500%  | 0.0000% | $11200000.00       | $11518528.00       | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM COR | 2026-04-15      | 3.4000%  | 0.0000% | $14986000.00       | $14798375.28       | Corporate Debt Securities |
| PRIME SECSRVC BRW/FINANC | 2028-01-15      | 6.2500%  | 0.0000% | $1674000.00        | $1714054.64        | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC    | 2027-09-30      | 5.5000%  | 0.0000% | $6028000.00        | $6068729.19        | Corporate Debt Securities |
| VM CONSOLIDATED INC      | 2029-04-15      | 5.5000%  | 0.0000% | $219000.00         | $218072.54         | Corporate Debt Securities |
| WASH MULTIFAM ACQ INC    | 2026-04-15      | 5.7500%  | 0.0000% | $1524000.00        | $1528751.07        | Corporate Debt Securities |
| WAYFAIR LLC              | 2030-09-15      | 7.7500%  | 0.0000% | $540000.00         | $542843.85         | Corporate Debt Securities |

### Security 60: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10175493
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NEW ALBERTSONS LP        | 2026-06-15      | 7.7500%  | 0.0000% | $1000.00           | $1062.82           | Corporate Debt Securities |
| ALGOMA STEEL INC         | 2029-04-15      | 9.1250%  | 0.0000% | $9900000.00        | $8626921.88        | Corporate Debt Securities |
| BREAD FINANCIAL HLDGS    | 2035-06-15      | 8.3750%  | 0.0000% | $2673000.00        | $2645818.56        | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2027-03-11      | 1.6580%  | 0.0000% | $31000.00          | $30383.67          | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2037-03-08      | 3.8460%  | 0.0000% | $10000.00          | $9033.80           | Corporate Debt Securities |
| BANK OF NY MELLON CORP   | 2079-12-31      | 4.7000%  | 0.0000% | $173000.00         | $173740.25         | Corporate Debt Securities |
| BNP PARIBAS              | 2026-06-09      | 2.2190%  | 0.0000% | $240000.00         | $242349.66         | Corporate Debt Securities |
| BOMBARDIER INC           | 2034-05-01      | 7.4500%  | 0.0000% | $2257000.00        | $2398833.01        | Corporate Debt Securities |
| CARNIVAL CORP            | 2031-06-15      | 5.8750%  | 0.0000% | $61000.00          | $61123.14          | Corporate Debt Securities |
| CHEPLAPHARM ARZNEIMITTEL | 2028-01-15      | 5.5000%  | 0.0000% | $200000.00         | $194653.00         | Corporate Debt Securities |
| CITIGROUP INC            | 2031-01-29      | 2.6660%  | 0.0000% | $7680000.00        | $7009080.74        | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS | 2061-12-15      | 4.3441%  | 0.0000% | $9873000.00        | $9849308.99        | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS | 2062-08-25      | 4.0512%  | 0.0000% | $14015000.00       | $13719844.10       | Corporate Debt Securities |
| CONSOLIDATED ENERGY FIN  | 2026-05-15      | 6.5000%  | 0.0000% | $26496000.00       | $25666895.99       | Corporate Debt Securities |
| DIRECTV FIN LLC/COINC    | 2031-02-15      | 10.0000% | 0.0000% | $37234000.00       | $37441972.58       | Corporate Debt Securities |
| DOMTAR CORP              | 2042-09-01      | 6.2500%  | 0.0000% | $193000.00         | $97552.12          | Corporate Debt Securities |
| EFESTO BIDCO SPA/US LLC  | 2032-02-15      | 7.5000%  | 0.0000% | $1024000.00        | $1051733.33        | Corporate Debt Securities |
| EMPIRE COMMUNITIES CORP  | 2029-05-01      | 9.7500%  | 0.0000% | $4000.00           | $4016.42           | Corporate Debt Securities |
| FOOT LOCKER INC          | 2029-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1918.61           | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS  | 2031-03-15      | 8.6250%  | 0.0000% | $764000.00         | $827158.92         | Corporate Debt Securities |
| GEO GROUP INC/THE        | 2031-04-15      | 10.2500% | 0.0000% | $3572000.00        | $3959785.25        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2030-10-23      | 4.6920%  | 0.0000% | $6684000.00        | $6679737.84        | Corporate Debt Securities |
| GRUBHUB HOLDINGS INC     | 2027-07-01      | 5.5000%  | 0.0000% | $7823000.00        | $7332919.47        | Corporate Debt Securities |
| GS FINANCE CORP          | 2057-09-28      | 4.2643%  | 0.0000% | $1853000.00        | $1847652.31        | Corporate Debt Securities |
| KOHL'S CORPORATION       | 2033-01-15      | 6.0000%  | 0.0000% | $5000.00           | $3012.50           | Corporate Debt Securities |
| LABL INC                 | 2028-11-01      | 9.5000%  | 0.0000% | $800000.00         | $718266.22         | Corporate Debt Securities |
| LAS VEGAS SANDS CORP     | 2030-06-14      | 6.0000%  | 0.0000% | $3000.00           | $3044.10           | Corporate Debt Securities |
| MASS MUTUAL LIFE INS CO  | 2065-04-15      | 4.5000%  | 0.0000% | $159000.00         | $118528.94         | Corporate Debt Securities |
| MOHEGAN TRIBAL / MS DIG  | 2031-04-15      | 11.8750% | 0.0000% | $3066000.00        | $3238226.59        | Corporate Debt Securities |
| NEW GOLD INC             | 2032-04-01      | 6.8750%  | 0.0000% | $100000.00         | $103302.00         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL   | 2082-03-15      | 3.8000%  | 0.0000% | $2000.00           | $1912.57           | Corporate Debt Securities |
| OT MIDCO INC             | 2030-02-15      | 10.0000% | 0.0000% | $14707000.00       | $12745641.80       | Corporate Debt Securities |
| SERVICE CORP INTL        | 2027-12-15      | 4.6250%  | 0.0000% | $4000.00           | $4023.99           | Corporate Debt Securities |
| 7-ELEVEN INC             | 2041-02-10      | 2.5000%  | 0.0000% | $18140000.00       | $11790979.84       | Corporate Debt Securities |
| SHELF DRILL HOLD LTD     | 2029-04-15      | 9.6250%  | 0.0000% | $18804000.00       | $14228258.16       | Corporate Debt Securities |
| SHUTTERFLY FINANCE LLC   | 2027-10-01      | 9.7500%  | 0.0000% | $523.00            | $547.05            | Corporate Debt Securities |
| STAPLES INC              | 2029-09-01      | 10.7500% | 0.0000% | $15394000.00       | $14371320.99       | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH      | 2028-09-15      | 2.5000%  | 0.0000% | $25000.00          | $23109.71          | Corporate Debt Securities |
| TKC HOLDINGS INC         | 2028-05-15      | 6.8750%  | 0.0000% | $1356000.00        | $1357091.02        | Corporate Debt Securities |
| TELECOM ARGENTINA SA     | 2025-08-06      | 8.5000%  | 0.0000% | $6000.00           | $2096.48           | Corporate Debt Securities |
| TOTALENERGIES CAP INTL   | 2050-05-29      | 3.1270%  | 0.0000% | $2000.00           | $1282.61           | Corporate Debt Securities |
| TRANSDIGM INC            | 2033-05-31      | 6.3750%  | 0.0000% | $5396000.00        | $5339778.18        | Corporate Debt Securities |
| UNION PACIFIC CORP       | 2053-02-14      | 3.5000%  | 0.0000% | $1000.00           | $697.13            | Corporate Debt Securities |
| USA COM PART/USA COM FIN | 2027-09-01      | 6.8750%  | 0.0000% | $6146000.00        | $6242225.02        | Corporate Debt Securities |
| VZ SECURED FINANCING BV  | 2032-01-15      | 5.0000%  | 0.0000% | $6527000.00        | $5762949.38        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC   | 2032-02-01      | 9.8750%  | 0.0000% | $559000.00         | $613716.24         | Corporate Debt Securities |
| PARAMOUNT GLOBAL         | 2034-12-15      | 4.8500%  | 0.0000% | $4000.00           | $3400.20           | Corporate Debt Securities |
| VORNADO REALTY LP        | 2031-06-01      | 3.4000%  | 0.0000% | $4243000.00        | $3717400.73        | Corporate Debt Securities |
| WISCONSIN ELECTRIC POWER | 2042-12-15      | 3.6500%  | 0.0000% | $32000.00          | $24481.89          | Corporate Debt Securities |
| ZF NA CAPITAL            | 2028-04-14      | 6.8750%  | 0.0000% | $262000.00         | $260761.98         | Corporate Debt Securities |
| CLEARWATER PAPER CORP    | 2028-08-15      | 4.7500%  | 0.0000% | $5000.00           | $4833.87           | Corporate Debt Securities |
| ENOVA INTERNATIONAL INC  | 2029-08-01      | 9.1250%  | 0.0000% | $3000.00           | $3177.52           | Corporate Debt Securities |
| INTERFACE INC            | 2028-12-01      | 5.5000%  | 0.0000% | $2000.00           | $2026.19           | Corporate Debt Securities |
| XEROX ISSUER CORPORATION | 2031-04-15      | 13.5000% | 0.0000% | $10000000.00       | $10118350.00       | Corporate Debt Securities |

### Security 61: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.520000%
- **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: LMRP8140043
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| AGCO CORP                                        | 2034-03-21      | 5.8000%  | 0.0000% | $632000.00         | $638020.85         | Corporate Debt Securities                 |
| AP MOLLER-MAERSK A/S                             | 2033-09-14      | 5.8750%  | 0.0000% | $4000.00           | $4187.37           | Corporate Debt Securities                 |
| AT&T INC                                         | 2042-12-15      | 4.3000%  | 0.0000% | $1000.00           | $846.27            | Corporate Debt Securities                 |
| ABBVIE INC                                       | 2035-05-14      | 4.5000%  | 0.0000% | $721000.00         | $685656.58         | Corporate Debt Securities                 |
| AETNA INC                                        | 2047-08-15      | 3.8750%  | 0.0000% | $56000.00          | $40123.56          | Corporate Debt Securities                 |
| ALEXANDER FUND TRUST II                          | 2028-07-31      | 7.4670%  | 0.0000% | $100000.00         | $108497.00         | Corporate Debt Securities                 |
| ALLY FINANCIAL INC                               | 2029-05-15      | 5.7370%  | 0.0000% | $6699000.00        | $6773897.61        | Corporate Debt Securities                 |
| AMERICA MOVIL SAB DE CV                          | 2040-03-30      | 6.1250%  | 0.0000% | $639000.00         | $653676.76         | Corporate Debt Securities                 |
| AMERICAN ASSETS TRUST LP                         | 2031-02-01      | 3.3750%  | 0.0000% | $50000.00          | $44196.31          | Corporate Debt Securities                 |
| AMERICAN TOWER CORP                              | 2030-01-15      | 2.9000%  | 0.0000% | $111000.00         | $103545.80         | Corporate Debt Securities                 |
| APA CORP                                         | 2055-02-15      | 6.7500%  | 0.0000% | $801000.00         | $745074.18         | Corporate Debt Securities                 |
| APA CORP                                         | 2055-02-15      | 6.7500%  | 0.0000% | $500000.00         | $465090.00         | Corporate Debt Securities                 |
| APA CORP                                         | 2055-02-15      | 6.7500%  | 0.0000% | $1000.00           | $930.18            | Corporate Debt Securities                 |
| APOLLO DEBT SOLUTIONS BD                         | 2031-07-29      | 6.7000%  | 0.0000% | $30000.00          | $31446.58          | Corporate Debt Securities                 |
| APTARGROUP INC                                   | 2032-03-15      | 3.6000%  | 0.0000% | $500000.00         | $457940.00         | Corporate Debt Securities                 |
| ARCHER-DANIELS-MIDLAND C                         | 2049-03-15      | 4.5000%  | 0.0000% | $290000.00         | $242917.05         | Corporate Debt Securities                 |
| ARTHUR J GALLAGHER & CO                          | 2034-07-15      | 5.4500%  | 0.0000% | $300000.00         | $308294.25         | Corporate Debt Securities                 |
| ATLASSIAN CORPORATION                            | 2034-05-15      | 5.5000%  | 0.0000% | $366000.00         | $369554.47         | Corporate Debt Securities                 |
| AUTONATION INC                                   | 2032-03-01      | 3.8500%  | 0.0000% | $50000.00          | $45639.90          | Corporate Debt Securities                 |
| AUTONATION INC                                   | 2031-08-01      | 2.4000%  | 0.0000% | $25000.00          | $21284.58          | Corporate Debt Securities                 |
| AVNET INC                                        | 2032-06-01      | 5.5000%  | 0.0000% | $363000.00         | $366763.30         | Corporate Debt Securities                 |
| AVNET INC                                        | 2032-06-01      | 5.5000%  | 0.0000% | $60000.00          | $60622.03          | Corporate Debt Securities                 |
| AVOLON HOLDINGS FNDG LTD                         | 2029-03-01      | 5.7500%  | 0.0000% | $834000.00         | $859691.60         | Corporate Debt Securities                 |
| BGC GROUP INC                                    | 2029-06-10      | 6.6000%  | 0.0000% | $115000.00         | $121513.22         | Corporate Debt Securities                 |
| BANCO DE CREDITO DEL PER                         | 2029-01-11      | 5.8500%  | 0.0000% | $15000.00          | $15745.91          | Corporate Debt Securities                 |
| BANK OF AMERICA CORP                             | 2500-12-31      | 4.3750%  | 0.0000% | $945000.00         | $918332.49         | Corporate Debt Securities                 |
| BANK OF AMERICA CORP                             | 2028-12-20      | 3.4190%  | 0.0000% | $1000.00           | $985.00            | Corporate Debt Securities                 |
| BANK OF AMERICA CORP                             | 2079-12-31      | 6.1250%  | 0.0000% | $852000.00         | $863156.58         | Corporate Debt Securities                 |
| BANK OF AMERICA CORP                             | 2079-12-31      | 6.1250%  | 0.0000% | $17000.00          | $17222.61          | Corporate Debt Securities                 |
| BANK OF AMERICA CORP                             | 2149-12-31      | 6.6250%  | 0.0000% | $884000.00         | $902117.46         | Corporate Debt Securities                 |
| BANK OF AMERICA CORP                             | 2149-12-31      | 6.6250%  | 0.0000% | $35000.00          | $35717.32          | Corporate Debt Securities                 |
| BANK OF MONTREAL                                 | 2500-12-31      | 6.7090%  | 0.0000% | $33000.00          | $33428.93          | Corporate Debt Securities                 |
| BANK OF NY MELLON CORP                           | 2079-12-31      | 3.7500%  | 0.0000% | $4000.00           | $3881.21           | Corporate Debt Securities                 |
| BECTON DICKINSON & CO                            | 2047-06-06      | 4.6690%  | 0.0000% | $1000.00           | $853.22            | Corporate Debt Securities                 |
| BECTON DICKINSON & CO                            | 2029-06-07      | 5.0810%  | 0.0000% | $1000.00           | $1037.72           | Corporate Debt Securities                 |
| BLACKSTONE HOLDINGS FINA                         | 2052-01-30      | 3.2000%  | 0.0000% | $2455000.00        | $1574309.67        | Corporate Debt Securities                 |
| BLACKSTONE PRIVATE CRE                           | 2028-11-27      | 7.3000%  | 0.0000% | $100000.00         | $105812.83         | Corporate Debt Securities                 |
| BLACKSTONE PRIVATE CRE                           | 2029-07-16      | 5.9500%  | 0.0000% | $581000.00         | $598666.60         | Corporate Debt Securities                 |
| BLACKSTONE PRIVATE CRE                           | 2032-01-29      | 6.0000%  | 0.0000% | $3000.00           | $3049.97           | Corporate Debt Securities                 |
| BLACKSTONE SECURED LEND                          | 2030-06-30      | 5.3000%  | 0.0000% | $300000.00         | $298452.33         | Corporate Debt Securities                 |
| BOEING CO                                        | 2027-03-01      | 2.8000%  | 0.0000% | $2000.00           | $1941.40           | Corporate Debt Securities                 |
| BOEING CO                                        | 2049-05-01      | 3.9000%  | 0.0000% | $378000.00         | $265628.79         | Corporate Debt Securities                 |
| BOEING CO                                        | 2035-02-01      | 3.2500%  | 0.0000% | $111000.00         | $92287.96          | Corporate Debt Securities                 |
| BOEING CO                                        | 2059-08-01      | 3.9500%  | 0.0000% | $457000.00         | $308788.93         | Corporate Debt Securities                 |
| BOEING CO                                        | 2040-05-01      | 5.7050%  | 0.0000% | $20000.00          | $19307.11          | Corporate Debt Securities                 |
| BOEING CO                                        | 2060-05-01      | 5.9300%  | 0.0000% | $5000.00           | $4641.18           | Corporate Debt Securities                 |
| BOEING CO                                        | 2026-02-04      | 2.1960%  | 0.0000% | $53000.00          | $52408.84          | Corporate Debt Securities                 |
| BOEING CO                                        | 2026-02-04      | 2.1960%  | 0.0000% | $27000.00          | $26698.84          | Corporate Debt Securities                 |
| BOEING CO/THE                                    | 2034-05-01      | 6.5280%  | 0.0000% | $2000.00           | $2143.98           | Corporate Debt Securities                 |
| BOEING CO/THE                                    | 2064-05-01      | 7.0080%  | 0.0000% | $2970000.00        | $3180945.24        | Corporate Debt Securities                 |
| BRISTOL-MYERS SQUIBB CO                          | 2027-02-22      | 4.9000%  | 0.0000% | $11000.00          | $11268.39          | Corporate Debt Securities                 |
| BROADCOM CRP /  CAYMN FI                         | 2028-01-15      | 3.5000%  | 0.0000% | $2029000.00        | $2011398.42        | Corporate Debt Securities                 |
| BRUNSWICK CORP                                   | 2052-04-01      | 5.1000%  | 0.0000% | $127000.00         | $94561.45          | Corporate Debt Securities                 |
| BURLINGTON RESOURCES LLC                         | 2031-08-15      | 7.2000%  | 0.0000% | $500000.00         | $571285.00         | Corporate Debt Securities                 |
| CDW LLC/CDW FINANCE                              | 2034-08-22      | 5.5500%  | 0.0000% | $671000.00         | $670301.04         | Corporate Debt Securities                 |
| CF INDUSTRIES INC                                | 2034-03-15      | 5.1500%  | 0.0000% | $733000.00         | $717327.85         | Corporate Debt Securities                 |
| CSX CORP                                         | 2035-06-15      | 5.0500%  | 0.0000% | $1000000.00        | $997832.22         | Corporate Debt Securities                 |
| CVS HEALTH CORP                                  | 2045-07-20      | 5.1250%  | 0.0000% | $76000.00          | $66416.93          | Corporate Debt Securities                 |
| CVS HEALTH CORP                                  | 2038-03-25      | 4.7800%  | 0.0000% | $2000.00           | $1790.24           | Corporate Debt Securities                 |
| CVS HEALTH CORP                                  | 2029-08-15      | 3.2500%  | 0.0000% | $40000.00          | $37925.17          | Corporate Debt Securities                 |
| CVS HEALTH CORP                                  | 2030-04-01      | 3.7500%  | 0.0000% | $1604000.00        | $1526327.64        | Corporate Debt Securities                 |
| CVS HEALTH CORP                                  | 2030-02-21      | 5.1250%  | 0.0000% | $64000.00          | $65187.44          | Corporate Debt Securities                 |
| CVS HEALTH CORP                                  | 2033-06-01      | 5.3000%  | 0.0000% | $8000.00           | $8092.98           | Corporate Debt Securities                 |
| CVS HEALTH CORP                                  | 2053-06-01      | 5.8750%  | 0.0000% | $128000.00         | $121389.03         | Corporate Debt Securities                 |
| CVS HEALTH CORP                                  | 2029-06-01      | 5.4000%  | 0.0000% | $100000.00         | $104564.00         | Corporate Debt Securities                 |
| CVS HEALTH CORP                                  | 2034-06-01      | 5.7000%  | 0.0000% | $225000.00         | $232391.63         | Corporate Debt Securities                 |
| THE CAMPBELLS COMPANY                            | 2035-03-23      | 4.7500%  | 0.0000% | $39000.00          | $37053.91          | Corporate Debt Securities                 |
| CANADIAN NATL RESOURCES                          | 2038-03-15      | 6.2500%  | 0.0000% | $320000.00         | $324640.27         | Corporate Debt Securities                 |
| CATERPILLAR FINL SERVICE                         | 2030-01-08      | 4.8000%  | 0.0000% | $1018000.00        | $1054722.65        | Corporate Debt Securities                 |
| CELULOSA ARAUCO CONSTITU                         | 2029-04-30      | 4.2500%  | 0.0000% | $892000.00         | $858943.97         | Corporate Debt Securities                 |
| CHENIERE ENERGY PARTNERS                         | 2032-01-31      | 3.2500%  | 0.0000% | $25000.00          | $22142.08          | Corporate Debt Securities                 |
| CHENIERE ENERGY PARTNERS                         | 2034-08-15      | 5.7500%  | 0.0000% | $157000.00         | $160077.33         | Corporate Debt Securities                 |
| CHOICE HOTELS INTL INC                           | 2034-08-01      | 5.8500%  | 0.0000% | $39000.00          | $39089.99          | Corporate Debt Securities                 |
| CHOICE HOTELS INTL INC                           | 2034-08-01      | 5.8500%  | 0.0000% | $200000.00         | $200461.50         | Corporate Debt Securities                 |
| CITIGROUP INC                                    | 2031-05-07      | 4.9520%  | 0.0000% | $2000.00           | $2004.43           | Corporate Debt Securities                 |
| CITIGROUP INC                                    | 2036-03-27      | 5.3330%  | 0.0000% | $2000.00           | $1989.33           | Corporate Debt Securities                 |
| COCA-COLA CO/THE                                 | 2034-05-13      | 5.0000%  | 0.0000% | $444000.00         | $451335.37         | Corporate Debt Securities                 |
| CONAGRA BRANDS INC                               | 2028-11-01      | 4.8500%  | 0.0000% | $1770000.00        | $1782366.89        | Corporate Debt Securities                 |
| CONAGRA BRANDS INC                               | 2048-11-01      | 5.4000%  | 0.0000% | $32000.00          | $28272.32          | Corporate Debt Securities                 |
| COOPERAT RABOBANK UA/NY                          | 2026-10-05      | 5.5000%  | 0.0000% | $976000.00         | $998509.27         | Corporate Debt Securities                 |
| COREBRIDGE FINANCIAL INC                         | 2052-12-15      | 6.8750%  | 0.0000% | $961000.00         | $1004918.10        | Corporate Debt Securities                 |
| CROWN CASTLE INC                                 | 2029-02-15      | 4.3000%  | 0.0000% | $6000.00           | $5955.67           | Corporate Debt Securities                 |
| CROWN CASTLE INC                                 | 2051-01-15      | 3.2500%  | 0.0000% | $200000.00         | $128447.50         | Corporate Debt Securities                 |
| CROWN CASTLE INC                                 | 2033-05-01      | 5.1000%  | 0.0000% | $40000.00          | $39284.73          | Corporate Debt Securities                 |
| CROWN CASTLE INC                                 | 2033-05-01      | 5.1000%  | 0.0000% | $16000.00          | $15713.89          | Corporate Debt Securities                 |
| DANSKE BANK A/S                                  | 2028-04-01      | 4.2980%  | 0.0000% | $457000.00         | $456288.88         | Corporate Debt Securities                 |
| DEUTSCHE BANK NY                                 | 2034-02-10      | 7.0790%  | 0.0000% | $4625000.00        | $4952358.79        | Corporate Debt Securities                 |
| DOMINION ENERGY INC                              | 2055-02-01      | 6.8750%  | 0.0000% | $63000.00          | $66899.43          | Corporate Debt Securities                 |
| DOMINION ENERGY INC                              | 2054-06-01      | 7.0000%  | 0.0000% | $3000.00           | $3264.92           | Corporate Debt Securities                 |
| DOMINION ENERGY INC                              | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2176.61           | Corporate Debt Securities                 |
| DUQUESNE LIGHT HOLDINGS                          | 2027-08-01      | 3.6160%  | 0.0000% | $1382000.00        | $1351102.47        | Corporate Debt Securities                 |
| EPR PROPERTIES                                   | 2029-08-15      | 3.7500%  | 0.0000% | $60000.00          | $57053.25          | Corporate Debt Securities                 |
| EDISON INTERNATIONAL                             | 2028-03-15      | 4.1250%  | 0.0000% | $7000.00           | $6793.11           | Corporate Debt Securities                 |
| EDISON INTERNATIONAL                             | 2029-11-15      | 6.9500%  | 0.0000% | $1000.00           | $1038.57           | Corporate Debt Securities                 |
| EDISON INTERNATIONAL                             | 2029-06-15      | 5.4500%  | 0.0000% | $435000.00         | $439810.74         | Corporate Debt Securities                 |
| EDISON INTERNATIONAL                             | 2029-06-15      | 5.4500%  | 0.0000% | $40000.00          | $40442.37          | Corporate Debt Securities                 |
| EDISON INTERNATIONAL                             | 2032-03-15      | 5.2500%  | 0.0000% | $3000.00           | $2869.37           | Corporate Debt Securities                 |
| EDISON INTERNATIONAL                             | 2032-03-15      | 5.2500%  | 0.0000% | $1000.00           | $956.46            | Corporate Debt Securities                 |
| EMERA US FINANCE LP                              | 2046-06-15      | 4.7500%  | 0.0000% | $30000.00          | $24836.72          | Corporate Debt Securities                 |
| ENBRIDGE INC                                     | 2055-03-15      | 7.3750%  | 0.0000% | $20000.00          | $20619.49          | Corporate Debt Securities                 |
| ENEL FINANCE INTL NV                             | 2029-06-26      | 5.1250%  | 0.0000% | $800000.00         | $825946.89         | Corporate Debt Securities                 |
| EVERGY INC                                       | 2055-06-01      | 6.6500%  | 0.0000% | $189000.00         | $193363.33         | Corporate Debt Securities                 |
| EXELON CORP                                      | 2055-03-15      | 6.5000%  | 0.0000% | $275000.00         | $278986.43         | Corporate Debt Securities                 |
| FS KKR CAPITAL CORP                              | 2029-01-15      | 7.8750%  | 0.0000% | $109000.00         | $117297.22         | Corporate Debt Securities                 |
| FS KKR CAPITAL CORP                              | 2030-01-15      | 6.1250%  | 0.0000% | $79000.00          | $80275.56          | Corporate Debt Securities                 |
| META PLATFORMS INC                               | 2064-08-15      | 5.5500%  | 0.0000% | $3000.00           | $2910.59           | Corporate Debt Securities                 |
| FHLMC Multifamily Structured Pass Through Certs. | 2026-12-25      | 1.2513%  | 0.0000% | $15332829.00       | $181435.83         | Agency Collateralized Mortgage Obligation |
| FIRSTENERGY CORP                                 | 2047-07-15      | 4.8500%  | 0.0000% | $347000.00         | $291263.99         | Corporate Debt Securities                 |
| FRESENIUS MED CARE III                           | 2031-02-16      | 2.3750%  | 0.0000% | $200000.00         | $170936.22         | Corporate Debt Securities                 |
| GFL ENVIRONMENTAL INC                            | 2028-09-01      | 3.5000%  | 0.0000% | $540000.00         | $520475.10         | Corporate Debt Securities                 |
| ALLY FINANCIAL INC                               | 2031-11-01      | 8.0000%  | 0.0000% | $629000.00         | $704092.82         | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP INC                          | 2034-10-24      | 6.5610%  | 0.0000% | $1000.00           | $1094.54           | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP INC                          | 2032-07-21      | 2.3830%  | 0.0000% | $1000.00           | $867.45            | Corporate Debt Securities                 |
| GOLDMAN SACHS BANK USA                           | 2027-05-21      | 5.4140%  | 0.0000% | $2588000.00        | $2608040.18        | Corporate Debt Securities                 |
| GREAT-WEST LIFECO FIN 18                         | 2048-05-17      | 4.5810%  | 0.0000% | $6000.00           | $4940.67           | Corporate Debt Securities                 |
| HF SINCLAIR CORP                                 | 2031-01-15      | 5.7500%  | 0.0000% | $100000.00         | $102443.47         | Corporate Debt Securities                 |
| HCA INC                                          | 2030-09-01      | 3.5000%  | 0.0000% | $7225000.00        | $6794699.07        | Corporate Debt Securities                 |
| HCA INC                                          | 2034-04-01      | 5.6000%  | 0.0000% | $176000.00         | $178016.57         | Corporate Debt Securities                 |
| HCA INC                                          | 2028-03-01      | 5.0000%  | 0.0000% | $19000.00          | $19444.60          | Corporate Debt Securities                 |
| HCA INC                                          | 2055-03-01      | 6.2000%  | 0.0000% | $242000.00         | $240230.98         | Corporate Debt Securities                 |
| HCA INC                                          | 2034-09-15      | 5.4500%  | 0.0000% | $42000.00          | $42042.18          | Corporate Debt Securities                 |
| HSBC HOLDINGS PLC                                | 2031-06-04      | 2.8480%  | 0.0000% | $934000.00         | $852969.48         | Corporate Debt Securities                 |
| HSBC HOLDINGS PLC                                | 2500-12-31      | 6.8750%  | 0.0000% | $486000.00         | $495421.99         | Corporate Debt Securities                 |
| HARTFORD INSUR GRP INC/T                         | 2048-03-15      | 4.4000%  | 0.0000% | $3017000.00        | $2499574.44        | Corporate Debt Securities                 |
| HASBRO INC                                       | 2029-11-19      | 3.9000%  | 0.0000% | $1446000.00        | $1378286.23        | Corporate Debt Securities                 |
| HASBRO INC                                       | 2034-05-14      | 6.0500%  | 0.0000% | $353000.00         | $358149.88         | Corporate Debt Securities                 |
| HASBRO INC                                       | 2034-05-14      | 6.0500%  | 0.0000% | $259000.00         | $262778.52         | Corporate Debt Securities                 |
| HIGHWOODS REALTY LP                              | 2031-02-01      | 2.6000%  | 0.0000% | $100000.00         | $85582.44          | Corporate Debt Securities                 |
| HOME DEPOT INC                                   | 2041-04-01      | 5.9500%  | 0.0000% | $1432000.00        | $1495009.99        | Corporate Debt Securities                 |
| HOME DEPOT INC                                   | 2027-04-15      | 2.5000%  | 0.0000% | $2233000.00        | $2171759.98        | Corporate Debt Securities                 |
| HOST HOTELS & RESORTS LP                         | 2030-09-15      | 3.5000%  | 0.0000% | $30000.00          | $27535.55          | Corporate Debt Securities                 |
| HOST HOTELS & RESORTS LP                         | 2031-12-15      | 2.9000%  | 0.0000% | $666000.00         | $577383.15         | Corporate Debt Securities                 |
| HOST HOTELS & RESORTS LP                         | 2035-04-15      | 5.5000%  | 0.0000% | $100000.00         | $96667.50          | Corporate Debt Securities                 |
| HYATT HOTELS CORP                                | 2030-04-23      | 5.7500%  | 0.0000% | $1146000.00        | $1171887.82        | Corporate Debt Securities                 |
| ICON INVESTMENTS SIX DAC                         | 2034-05-08      | 6.0000%  | 0.0000% | $200000.00         | $200307.33         | Corporate Debt Securities                 |
| JBS USA HOLD/FOOD/LUX CO                         | 2032-01-15      | 3.6250%  | 0.0000% | $124000.00         | $113064.90         | Corporate Debt Securities                 |
| JBS USA HOLD/FOOD/LUX CO                         | 2032-01-15      | 3.6250%  | 0.0000% | $46000.00          | $41943.43          | Corporate Debt Securities                 |
| JABIL INC                                        | 2031-01-15      | 3.0000%  | 0.0000% | $100000.00         | $90696.00          | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                              | 2030-10-15      | 2.7390%  | 0.0000% | $2000.00           | $1848.55           | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                              | 2033-01-25      | 2.9630%  | 0.0000% | $46000.00          | $41071.48          | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                              | 2028-01-23      | 5.0400%  | 0.0000% | $2000.00           | $2048.58           | Corporate Debt Securities                 |
| JACOBS ENGINEERING GROUP                         | 2028-08-18      | 6.3500%  | 0.0000% | $15000.00          | $15922.52          | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO                              | 2500-12-31      | 6.8750%  | 0.0000% | $76000.00          | $80284.62          | Corporate Debt Securities                 |
| KILROY REALTY LP                                 | 2028-12-15      | 4.7500%  | 0.0000% | $3000.00           | $3006.33           | Corporate Debt Securities                 |
| KILROY REALTY LP                                 | 2030-02-15      | 3.0500%  | 0.0000% | $100000.00         | $89246.58          | Corporate Debt Securities                 |
| KINDER MORGAN ENER PART                          | 2038-01-15      | 6.9500%  | 0.0000% | $47000.00          | $51944.05          | Corporate Debt Securities                 |
| KYNDRYL HOLDINGS INC                             | 2031-10-15      | 3.1500%  | 0.0000% | $180000.00         | $160282.35         | Corporate Debt Securities                 |
| LPL HOLDINGS INC                                 | 2030-03-15      | 5.2000%  | 0.0000% | $25000.00          | $25427.94          | Corporate Debt Securities                 |
| LPL HOLDINGS INC                                 | 2028-04-03      | 4.9000%  | 0.0000% | $201000.00         | $202627.76         | Corporate Debt Securities                 |
| LPL HOLDINGS INC                                 | 2030-06-15      | 5.1500%  | 0.0000% | $801000.00         | $808500.70         | Corporate Debt Securities                 |
| LYB INT FINANCE III                              | 2034-03-01      | 5.5000%  | 0.0000% | $2725000.00        | $2691393.18        | Corporate Debt Securities                 |
| LIBERTY MUTUAL INSURANCE                         | 2097-10-15      | 7.6970%  | 0.0000% | $1000.00           | $1092.94           | Corporate Debt Securities                 |
| LIBERTY MUTUAL INSURANCE                         | 2097-10-15      | 7.6970%  | 0.0000% | $2000.00           | $2185.88           | Corporate Debt Securities                 |
| ELI LILLY & CO                                   | 2034-02-09      | 4.7000%  | 0.0000% | $1034000.00        | $1031003.12        | Corporate Debt Securities                 |
| MSCI INC                                         | 2031-02-15      | 3.8750%  | 0.0000% | $1900000.00        | $1801821.99        | Corporate Debt Securities                 |
| MSCI INC                                         | 2033-08-15      | 3.2500%  | 0.0000% | $120000.00         | $103790.30         | Corporate Debt Securities                 |
| MAGNA INTERNATIONAL INC                          | 2035-06-01      | 5.8750%  | 0.0000% | $944000.00         | $950943.64         | Corporate Debt Securities                 |
| MAREX GROUP PLC                                  | 2029-11-04      | 6.4040%  | 0.0000% | $15000.00          | $15347.18          | Corporate Debt Securities                 |
| MARVELL TECHNOLOGY INC                           | 2029-02-15      | 5.7500%  | 0.0000% | $5000.00           | $5249.20           | Corporate Debt Securities                 |
| MASS INSTITUTE OF TECH                           | 2116-07-01      | 3.8850%  | 0.0000% | $1000.00           | $691.98            | Corporate Debt Securities                 |
| MASTERCARD INC                                   | 2032-01-15      | 4.3500%  | 0.0000% | $2000.00           | $2001.18           | Corporate Debt Securities                 |
| MCDONALD'S CORP                                  | 2034-05-17      | 5.2000%  | 0.0000% | $210000.00         | $212849.23         | Corporate Debt Securities                 |
| METLIFE INC                                      | 2033-07-15      | 5.3750%  | 0.0000% | $2000.00           | $2096.15           | Corporate Debt Securities                 |
| MICRON TECHNOLOGY INC                            | 2032-04-15      | 2.7030%  | 0.0000% | $33000.00          | $28191.20          | Corporate Debt Securities                 |
| MICRON TECHNOLOGY INC                            | 2029-11-01      | 6.7500%  | 0.0000% | $300000.00         | $321980.25         | Corporate Debt Securities                 |
| MICRON TECHNOLOGY INC                            | 2029-11-01      | 6.7500%  | 0.0000% | $53000.00          | $56883.18          | Corporate Debt Securities                 |
| MICRON TECHNOLOGY INC                            | 2028-04-15      | 5.3750%  | 0.0000% | $35000.00          | $35919.41          | Corporate Debt Securities                 |
| MICRON TECHNOLOGY INC                            | 2031-01-15      | 5.3000%  | 0.0000% | $88000.00          | $90249.72          | Corporate Debt Securities                 |
| MICRON TECHNOLOGY INC                            | 2031-01-15      | 5.3000%  | 0.0000% | $412000.00         | $422532.78         | Corporate Debt Securities                 |
| MICRON TECHNOLOGY INC                            | 2035-01-15      | 5.8000%  | 0.0000% | $642000.00         | $659031.55         | Corporate Debt Securities                 |
| MICRON TECHNOLOGY INC                            | 2035-11-01      | 6.0500%  | 0.0000% | $64000.00          | $65436.14          | Corporate Debt Securities                 |
| MILEAGE PLUS HLDINGS LLC                         | 2027-06-20      | 6.5000%  | 0.0000% | $1876.00           | $856.59            | Corporate Debt Securities                 |
| MILEAGE PLUS HLDINGS LLC                         | 2027-06-20      | 6.5000%  | 0.0000% | $15165.00          | $6924.42           | Corporate Debt Securities                 |
| MILEAGE PLUS HLDINGS LLC                         | 2027-06-20      | 6.5000%  | 0.0000% | $147968.00         | $67563.00          | Corporate Debt Securities                 |
| MORGAN STANLEY                                   | 2033-01-21      | 2.9430%  | 0.0000% | $1000.00           | $886.92            | Corporate Debt Securities                 |
| MORGAN STANLEY                                   | 2037-04-20      | 5.2970%  | 0.0000% | $1000.00           | $986.03            | Corporate Debt Securities                 |
| MORGAN STANLEY                                   | 2099-12-31      | 5.8750%  | 0.0000% | $44000.00          | $43832.78          | Corporate Debt Securities                 |
| MORGAN STANLEY DIRECT                            | 2029-05-17      | 6.1500%  | 0.0000% | $20000.00          | $20378.22          | Corporate Debt Securities                 |
| NXP BV/NXP FDG/NXP USA                           | 2031-05-11      | 2.5000%  | 0.0000% | $412000.00         | $356433.33         | Corporate Debt Securities                 |
| NASDAQ INC                                       | 2063-06-28      | 6.1000%  | 0.0000% | $3000.00           | $3043.04           | Corporate Debt Securities                 |
| NATIONAL HEALTH INVESTOR                         | 2031-02-01      | 3.0000%  | 0.0000% | $100000.00         | $87999.67          | Corporate Debt Securities                 |
| NATWEST GROUP PLC                                | 2035-11-28      | 3.0320%  | 0.0000% | $268000.00         | $237171.54         | Corporate Debt Securities                 |
| NATWEST GROUP PLC                                | 2034-06-01      | 6.4750%  | 0.0000% | $1320000.00        | $1412221.98        | Corporate Debt Securities                 |
| NEWS CORP                                        | 2032-02-15      | 5.1250%  | 0.0000% | $220000.00         | $215133.14         | Corporate Debt Securities                 |
| NEXTERA ENERGY CAPITAL                           | 2025-09-01      | 5.7490%  | 0.0000% | $1000.00           | $1016.70           | Corporate Debt Securities                 |
| NEXTERA ENERGY CAPITAL                           | 2055-08-15      | 6.5000%  | 0.0000% | $93000.00          | $95897.26          | Corporate Debt Securities                 |
| NORFOLK SOUTHERN CORP                            | 2031-05-15      | 2.3000%  | 0.0000% | $602000.00         | $527188.46         | Corporate Debt Securities                 |
| NVENT FINANCE SARL                               | 2033-05-15      | 5.6500%  | 0.0000% | $2000.00           | $1993.61           | Corporate Debt Securities                 |
| NVENT FINANCE SARL                               | 2033-05-15      | 5.6500%  | 0.0000% | $240000.00         | $239233.00         | Corporate Debt Securities                 |
| OCHSNER LSU HEALTH SYST                          | 2031-05-15      | 2.5100%  | 0.0000% | $3600000.00        | $2892441.00        | Corporate Debt Securities                 |
| OMEGA HLTHCARE INVESTORS                         | 2031-02-01      | 3.3750%  | 0.0000% | $400000.00         | $364842.50         | Corporate Debt Securities                 |
| BLUE OWL CAPITAL CORP                            | 2028-06-11      | 2.8750%  | 0.0000% | $198000.00         | $184941.21         | Corporate Debt Securities                 |
| BLUE OWL CAPITAL CORP                            | 2030-07-15      | 6.2000%  | 0.0000% | $178000.00         | $179095.29         | Corporate Debt Securities                 |
| PNC FINANCIAL SERVICES                           | 2500-12-31      | 6.2000%  | 0.0000% | $924000.00         | $942938.92         | Corporate Debt Securities                 |
| PNC FINANCIAL SERVICES                           | 2500-12-31      | 6.2000%  | 0.0000% | $43000.00          | $43881.36          | Corporate Debt Securities                 |
| PNC FINANCIAL SERVICES                           | 2079-12-31      | 6.2500%  | 0.0000% | $24000.00          | $24356.90          | Corporate Debt Securities                 |
| PACIFICORP                                       | 2053-12-01      | 5.3500%  | 0.0000% | $1854000.00        | $1675740.48        | Corporate Debt Securities                 |
| PAYCHEX INC                                      | 2032-04-15      | 5.3500%  | 0.0000% | $106000.00         | $108133.84         | Corporate Debt Securities                 |
| PAYCHEX INC                                      | 2032-04-15      | 5.3500%  | 0.0000% | $2000.00           | $2040.26           | Corporate Debt Securities                 |
| PHILIP MORRIS INTL INC                           | 2044-11-10      | 4.2500%  | 0.0000% | $5000.00           | $4136.56           | Corporate Debt Securities                 |
| PHILIP MORRIS INTL INC                           | 2034-02-13      | 5.2500%  | 0.0000% | $79000.00          | $80677.50          | Corporate Debt Securities                 |
| PIEDMONT OPERATING PARTN                         | 2028-07-20      | 9.2500%  | 0.0000% | $225000.00         | $255191.13         | Corporate Debt Securities                 |
| PIEDMONT OPERATING PARTN                         | 2028-07-20      | 9.2500%  | 0.0000% | $200000.00         | $226836.56         | Corporate Debt Securities                 |
| PROLOGIS LP                                      | 2048-09-15      | 4.3750%  | 0.0000% | $1857000.00        | $1513556.36        | Corporate Debt Securities                 |
| PRUDENTIAL FINANCIAL INC                         | 2051-03-13      | 3.7000%  | 0.0000% | $1000.00           | $719.90            | Corporate Debt Securities                 |
| PRUDENTIAL FINANCIAL INC                         | 2030-03-10      | 2.1000%  | 0.0000% | $5000.00           | $4526.83           | Corporate Debt Securities                 |
| PUGET ENERGY INC                                 | 2035-03-15      | 5.7250%  | 0.0000% | $100000.00         | $100000.51         | Corporate Debt Securities                 |
| RADIAN GROUP INC                                 | 2029-05-15      | 6.2000%  | 0.0000% | $2000.00           | $2061.45           | Corporate Debt Securities                 |
| ROYAL CARIBBEAN CRUISES                          | 2027-10-15      | 7.5000%  | 0.0000% | $80000.00          | $84792.40          | Corporate Debt Securities                 |
| ROYAL CARIBBEAN CRUISES                          | 2028-03-15      | 3.7000%  | 0.0000% | $19000.00          | $18430.35          | Corporate Debt Securities                 |
| ROYAL CARIBBEAN CRUISES                          | 2028-04-01      | 5.5000%  | 0.0000% | $17000.00          | $17217.33          | Corporate Debt Securities                 |
| ROYAL CARIBBEAN CRUISES                          | 2026-07-01      | 4.2500%  | 0.0000% | $100000.00         | $100841.03         | Corporate Debt Securities                 |
| ROYALTY PHARMA PLC                               | 2054-09-02      | 5.9000%  | 0.0000% | $100000.00         | $95437.22          | Corporate Debt Securities                 |
| CHARLES SCHWAB CORP                              | 2079-12-31      | 5.0000%  | 0.0000% | $1182000.00        | $1170193.13        | Corporate Debt Securities                 |
| CHARLES SCHWAB CORP                              | 2079-12-31      | 4.0000%  | 0.0000% | $1000.00           | $909.10            | Corporate Debt Securities                 |
| CHARLES SCHWAB CORP                              | 2079-12-31      | 4.0000%  | 0.0000% | $600000.00         | $545459.33         | Corporate Debt Securities                 |
| SEMPRA                                           | 2055-04-01      | 6.5500%  | 0.0000% | $306000.00         | $289994.58         | Corporate Debt Securities                 |
| SIXTH STREET LENDING PAR                         | 2029-03-11      | 6.5000%  | 0.0000% | $61000.00          | $63356.67          | Corporate Debt Securities                 |
| SOLVENTUM CORP                                   | 2064-05-15      | 6.0000%  | 0.0000% | $10000.00          | $9564.40           | Corporate Debt Securities                 |
| EXPAND ENERGY CORP                               | 2030-03-15      | 5.3750%  | 0.0000% | $5000.00           | $5023.34           | Corporate Debt Securities                 |
| STANLEY BLACK & DECKER I                         | 2030-03-15      | 2.3000%  | 0.0000% | $2000.00           | $1771.48           | Corporate Debt Securities                 |
| STANLEY BLACK & DECKER I                         | 2050-11-15      | 2.7500%  | 0.0000% | $30000.00          | $16436.58          | Corporate Debt Securities                 |
| STANLEY BLACK & DECKER I                         | 2032-05-15      | 3.0000%  | 0.0000% | $2888000.00        | $2485557.20        | Corporate Debt Securities                 |
| STATE STREET BANK & TR                           | 2026-11-25      | 4.5940%  | 0.0000% | $2307000.00        | $2317261.66        | Corporate Debt Securities                 |
| TD SYNNEX CORP                                   | 2034-04-12      | 6.1000%  | 0.0000% | $360000.00         | $370862.40         | Corporate Debt Securities                 |
| SYNCHRONY FINANCIAL                              | 2031-10-28      | 2.8750%  | 0.0000% | $65000.00          | $55392.06          | Corporate Debt Securities                 |
| SYNCHRONY FINANCIAL                              | 2030-08-02      | 5.9350%  | 0.0000% | $100000.00         | $103370.36         | Corporate Debt Securities                 |
| T-MOBILE USA INC                                 | 2054-06-15      | 6.0000%  | 0.0000% | $2000.00           | $2041.92           | Corporate Debt Securities                 |
| TELEFONICA EUROPE BV                             | 2030-09-15      | 8.2500%  | 0.0000% | $53000.00          | $61842.92          | Corporate Debt Securities                 |
| TELUS CORP                                       | 2048-11-16      | 4.6000%  | 0.0000% | $52000.00          | $41463.70          | Corporate Debt Securities                 |
| TRITON CONTAINER                                 | 2031-06-15      | 3.1500%  | 0.0000% | $156000.00         | $135250.05         | Corporate Debt Securities                 |
| TRUIST FINANCIAL CORP                            | 2099-12-31      | 4.9500%  | 0.0000% | $11000.00          | $11229.93          | Corporate Debt Securities                 |
| UNITED RENTALS NORTH AM                          | 2029-12-15      | 6.0000%  | 0.0000% | $1100000.00        | $1151051.00        | Corporate Debt Securities                 |
| UNIVERSAL HEALTH SVCS                            | 2032-01-15      | 2.6500%  | 0.0000% | $213000.00         | $178825.75         | Corporate Debt Securities                 |
| UNIVERSAL HEALTH SVCS                            | 2034-10-15      | 5.0500%  | 0.0000% | $21000.00          | $19770.50          | Corporate Debt Securities                 |
| VALE OVERSEAS LIMITED                            | 2036-11-21      | 6.8750%  | 0.0000% | $330000.00         | $352660.69         | Corporate Debt Securities                 |
| VICI PROPERTIES / NOTE                           | 2030-08-15      | 4.1250%  | 0.0000% | $25000.00          | $23825.28          | Corporate Debt Securities                 |
| VICI PROPERTIES LP                               | 2032-05-15      | 5.1250%  | 0.0000% | $220000.00         | $215640.79         | Corporate Debt Securities                 |
| VICI PROPERTIES LP                               | 2032-05-15      | 5.1250%  | 0.0000% | $100000.00         | $98018.54          | Corporate Debt Securities                 |
| VICI PROPERTIES LP                               | 2034-04-01      | 5.7500%  | 0.0000% | $290000.00         | $293515.85         | Corporate Debt Securities                 |
| VICI PROPERTIES LP                               | 2054-04-01      | 6.1250%  | 0.0000% | $100000.00         | $96349.82          | Corporate Debt Securities                 |
| VICI PROPERTIES LP                               | 2031-11-15      | 5.1250%  | 0.0000% | $30000.00          | $29597.26          | Corporate Debt Securities                 |
| VICI PROPERTIES LP                               | 2035-04-01      | 5.6250%  | 0.0000% | $18000.00          | $17922.44          | Corporate Debt Securities                 |
| WASTE MANAGEMENT INC                             | 2034-02-15      | 4.8750%  | 0.0000% | $3000.00           | $3028.20           | Corporate Debt Securities                 |
| WELLS FARGO & COMPANY                            | 2045-05-01      | 3.9000%  | 0.0000% | $200000.00         | $154042.33         | Corporate Debt Securities                 |
| WELLS FARGO & COMPANY                            | 2028-03-24      | 3.5260%  | 0.0000% | $44000.00          | $43400.91          | Corporate Debt Securities                 |
| WELLS FARGO & COMPANY                            | 2053-04-25      | 4.6110%  | 0.0000% | $1000.00           | $826.42            | Corporate Debt Securities                 |
| WELLS FARGO & COMPANY                            | 2028-01-24      | 4.9000%  | 0.0000% | $1000.00           | $1021.20           | Corporate Debt Securities                 |
| WESTERN MIDSTREAM OPERAT                         | 2050-02-01      | 5.2500%  | 0.0000% | $936000.00         | $774665.58         | Corporate Debt Securities                 |
| WILLIS NORTH AMERICA INC                         | 2033-05-15      | 5.3500%  | 0.0000% | $24000.00          | $24192.46          | Corporate Debt Securities                 |
| CENCOSUD SA                                      | 2031-05-28      | 5.9500%  | 0.0000% | $200000.00         | $203430.11         | Corporate Debt Securities                 |
| COMISION FEDERAL DE ELEC                         | 2027-02-23      | 4.7500%  | 0.0000% | $283000.00         | $285487.18         | Corporate Debt Securities                 |
| ORBIA ADVANCE CORP SAB                           | 2031-05-11      | 2.8750%  | 0.0000% | $200000.00         | $165053.47         | Corporate Debt Securities                 |
| HARLEY-DAVIDSON FINL SER                         | 2025-06-08      | 3.3500%  | 0.0000% | $26000.00          | $26397.42          | Corporate Debt Securities                 |
| ALLIANZ SE                                       | 2053-09-06      | 6.3500%  | 0.0000% | $800000.00         | $831813.33         | Corporate Debt Securities                 |
| UPM-KYMMENE OYJ                                  | 2027-11-26      | 7.4500%  | 0.0000% | $271000.00         | $287235.01         | Corporate Debt Securities                 |
| INDO ASAHAN/MINERAL IND                          | 2030-05-15      | 5.4500%  | 0.0000% | $234000.00         | $235455.67         | Corporate Debt Securities                 |

### Security 62: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP8205703
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D Mortgage Trust       | 2069-07-25      | 6.4510%  | 0.0000% | $100000.00         | $86031.41          | Private Label Collateralized Mortgage Obligations |
| AGCO CORP                | 2034-03-21      | 5.8000%  | 0.0000% | $235000.00         | $237238.77         | Corporate Debt Securities                         |
| AEP TEXAS INC            | 2034-05-15      | 5.7000%  | 0.0000% | $100000.00         | $100524.50         | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC  | 2051-08-15      | 2.7500%  | 0.0000% | $35000.00          | $20868.08          | Corporate Debt Securities                         |
| AES CORP/THE             | 2031-01-15      | 2.4500%  | 0.0000% | $39000.00          | $33611.27          | Corporate Debt Securities                         |
| AS MILEAGE PLAN IP LTD   | 2029-10-20      | 5.0210%  | 0.0000% | $75000.00          | $73754.92          | Corporate Debt Securities                         |
| ABBVIE INC               | 2035-05-14      | 4.5000%  | 0.0000% | $2794000.00        | $2657038.12        | Corporate Debt Securities                         |
| AETNA INC                | 2047-08-15      | 3.8750%  | 0.0000% | $301000.00         | $215664.12         | Corporate Debt Securities                         |
| AIR LEASE CORP           | 2030-12-01      | 3.1250%  | 0.0000% | $86000.00          | $79772.58          | Corporate Debt Securities                         |
| AIRCASTLE LTD            | 2028-07-18      | 6.5000%  | 0.0000% | $100000.00         | $105950.33         | Corporate Debt Securities                         |
| ALLY FINANCIAL INC       | 2029-05-15      | 5.7370%  | 0.0000% | $2829000.00        | $2860629.40        | Corporate Debt Securities                         |
| AMAZON.COM INC           | 2027-08-22      | 3.1500%  | 0.0000% | $2000.00           | $1976.67           | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV  | 2040-03-30      | 6.1250%  | 0.0000% | $2579000.00        | $2638235.33        | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST LP | 2034-10-01      | 6.1500%  | 0.0000% | $477000.00         | $471213.59         | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER  | 2025-08-15      | 5.6990%  | 0.0000% | $3000.00           | $3053.59           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO      | 2079-12-31      | 3.5500%  | 0.0000% | $11000.00          | $10732.97          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP      | 2030-01-15      | 2.9000%  | 0.0000% | $70000.00          | $65299.15          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP      | 2026-04-15      | 1.6000%  | 0.0000% | $5582000.00        | $5445631.74        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP      | 2028-03-15      | 5.5000%  | 0.0000% | $100000.00         | $103288.83         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP      | 2033-07-15      | 5.5500%  | 0.0000% | $2000.00           | $2073.76           | Corporate Debt Securities                         |
| APA CORP                 | 2055-02-15      | 6.7500%  | 0.0000% | $400000.00         | $372072.00         | Corporate Debt Securities                         |
| APA CORP                 | 2055-02-15      | 6.7500%  | 0.0000% | $241000.00         | $224173.38         | Corporate Debt Securities                         |
| APA CORP                 | 2055-02-15      | 6.7500%  | 0.0000% | $3000.00           | $2790.54           | Corporate Debt Securities                         |
| APA CORP                 | 2055-02-15      | 6.7500%  | 0.0000% | $1000.00           | $930.18            | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BD | 2029-04-13      | 6.9000%  | 0.0000% | $6000.00           | $6266.33           | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BD | 2031-07-29      | 6.7000%  | 0.0000% | $9000.00           | $9433.98           | Corporate Debt Securities                         |
| ARCELORMITTAL SA         | 2054-06-17      | 6.3500%  | 0.0000% | $361000.00         | $362617.78         | Corporate Debt Securities                         |
| ASHTEAD CAPITAL INC      | 2034-04-15      | 5.8000%  | 0.0000% | $270000.00         | $272454.30         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD       | 2054-10-15      | 6.6250%  | 0.0000% | $100000.00         | $99267.12          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD       | 2054-10-15      | 6.6250%  | 0.0000% | $2000.00           | $1985.34           | Corporate Debt Securities                         |
| ATLASSIAN CORPORATION    | 2034-05-15      | 5.5000%  | 0.0000% | $7000.00           | $7067.98           | Corporate Debt Securities                         |
| AUTONATION INC           | 2030-06-01      | 4.7500%  | 0.0000% | $132000.00         | $132808.90         | Corporate Debt Securities                         |
| AUTONATION INC           | 2031-08-01      | 2.4000%  | 0.0000% | $30000.00          | $25541.50          | Corporate Debt Securities                         |
| AUTONATION INC           | 2035-03-15      | 5.8900%  | 0.0000% | $14000.00          | $14129.87          | Corporate Debt Securities                         |
| AUTONATION INC           | 2035-03-15      | 5.8900%  | 0.0000% | $50000.00          | $50463.83          | Corporate Debt Securities                         |
| AVIATION CAPITAL GROUP   | 2030-04-10      | 5.1250%  | 0.0000% | $2000.00           | $2006.17           | Corporate Debt Securities                         |
| AVNET INC                | 2032-06-01      | 5.5000%  | 0.0000% | $473000.00         | $477903.70         | Corporate Debt Securities                         |
| AVNET INC                | 2032-06-01      | 5.5000%  | 0.0000% | $197000.00         | $199042.34         | Corporate Debt Securities                         |
| AVNET INC                | 2032-06-01      | 5.5000%  | 0.0000% | $100000.00         | $101036.72         | Corporate Debt Securities                         |
| AVNET INC                | 2032-06-01      | 5.5000%  | 0.0000% | $38000.00          | $38393.95          | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD | 2026-04-15      | 4.2500%  | 0.0000% | $2000.00           | $1995.20           | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD | 2029-03-01      | 5.7500%  | 0.0000% | $1164000.00        | $1199857.34        | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD | 2030-05-30      | 5.3750%  | 0.0000% | $50000.00          | $50066.00          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC          | 2034-03-26      | 5.3000%  | 0.0000% | $1236000.00        | $1256100.11        | Corporate Debt Securities                         |
| BGC GROUP INC            | 2030-04-02      | 6.1500%  | 0.0000% | $2000.00           | $2017.18           | Corporate Debt Securities                         |
| BALTIMORE GAS & ELECTRIC | 2054-06-01      | 5.6500%  | 0.0000% | $211000.00         | $208780.92         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PER | 2029-01-11      | 5.8500%  | 0.0000% | $18000.00          | $18895.10          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP     | 2500-12-31      | 6.3000%  | 0.0000% | $20000.00          | $20423.00          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP     | 2500-12-31      | 4.3750%  | 0.0000% | $689000.00         | $669556.71         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP     | 2079-12-31      | 6.1250%  | 0.0000% | $2000.00           | $2026.19           | Corporate Debt Securities                         |
| BANK OF AMERICA CORP     | 2079-12-31      | 6.1250%  | 0.0000% | $258000.00         | $261378.40         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP     | 2149-12-31      | 6.6250%  | 0.0000% | $3833000.00        | $3911556.80        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP     | 2149-12-31      | 6.6250%  | 0.0000% | $644000.00         | $657198.69         | Corporate Debt Securities                         |
| BANK OF MONTREAL         | 2084-05-26      | 7.7000%  | 0.0000% | $631000.00         | $652097.84         | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA      | 2079-12-31      | 7.1513%  | 0.0000% | $58000.00          | $56921.50          | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA      | 2099-12-31      | 4.9000%  | 0.0000% | $518000.00         | $523700.88         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CRE   | 2029-01-15      | 4.0000%  | 0.0000% | $99000.00          | $95314.23          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CRE   | 2029-01-15      | 4.0000%  | 0.0000% | $2000.00           | $1925.54           | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CRE   | 2029-07-16      | 5.9500%  | 0.0000% | $100000.00         | $103040.72         | Corporate Debt Securities                         |
| BLOCK FINANCIAL LLC      | 2030-08-15      | 3.8750%  | 0.0000% | $252000.00         | $239932.24         | Corporate Debt Securities                         |
| BLUE OWL CREDIT INCOME   | 2030-03-15      | 5.8000%  | 0.0000% | $120000.00         | $120074.80         | Corporate Debt Securities                         |
| BLUE OWL CREDIT INCOME   | 2030-03-15      | 5.8000%  | 0.0000% | $128000.00         | $128079.79         | Corporate Debt Securities                         |
| BOEING CO                | 2040-02-15      | 5.8750%  | 0.0000% | $5000.00           | $4942.13           | Corporate Debt Securities                         |
| BOEING CO                | 2028-11-01      | 3.4500%  | 0.0000% | $150000.00         | $143602.38         | Corporate Debt Securities                         |
| BOEING CO                | 2034-05-01      | 3.6000%  | 0.0000% | $10000.00          | $8658.40           | Corporate Debt Securities                         |
| BOEING CO                | 2049-05-01      | 3.9000%  | 0.0000% | $10000.00          | $7027.22           | Corporate Debt Securities                         |
| BOEING CO                | 2030-02-01      | 2.9500%  | 0.0000% | $99000.00          | $91680.08          | Corporate Debt Securities                         |
| BOEING CO                | 2035-02-01      | 3.2500%  | 0.0000% | $45000.00          | $37414.04          | Corporate Debt Securities                         |
| BOEING CO                | 2040-05-01      | 5.7050%  | 0.0000% | $165000.00         | $159283.69         | Corporate Debt Securities                         |
| BOEING CO                | 2060-05-01      | 5.9300%  | 0.0000% | $417000.00         | $387074.81         | Corporate Debt Securities                         |
| BOEING CO                | 2060-05-01      | 5.9300%  | 0.0000% | $2000.00           | $1856.47           | Corporate Debt Securities                         |
| BOEING CO                | 2030-05-01      | 5.1500%  | 0.0000% | $70000.00          | $70789.50          | Corporate Debt Securities                         |
| BOEING CO                | 2026-02-04      | 2.1960%  | 0.0000% | $1427000.00        | $1411083.24        | Corporate Debt Securities                         |
| BOEING CO                | 2026-02-04      | 2.1960%  | 0.0000% | $2000.00           | $1977.69           | Corporate Debt Securities                         |
| BOEING CO/THE            | 2034-05-01      | 6.5280%  | 0.0000% | $230000.00         | $246557.39         | Corporate Debt Securities                         |
| BOEING CO/THE            | 2054-05-01      | 6.8580%  | 0.0000% | $2699000.00        | $2896039.15        | Corporate Debt Securities                         |
| BOEING CO/THE            | 2064-05-01      | 7.0080%  | 0.0000% | $4000.00           | $4284.10           | Corporate Debt Securities                         |
| BOEING CO/THE            | 2064-05-01      | 7.0080%  | 0.0000% | $2008000.00        | $2150618.87        | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC  | 2033-08-04      | 5.9500%  | 0.0000% | $234000.00         | $239253.82         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO  | 2027-02-22      | 4.9000%  | 0.0000% | $5000.00           | $5121.99           | Corporate Debt Securities                         |
| BROADCOM CRP /  CAYMN FI | 2028-01-15      | 3.5000%  | 0.0000% | $1346000.00        | $1334323.45        | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC   | 2051-03-30      | 3.5000%  | 0.0000% | $255000.00         | $169053.10         | Corporate Debt Securities                         |
| BROWN & BROWN INC        | 2052-03-17      | 4.9500%  | 0.0000% | $112000.00         | $93473.80          | Corporate Debt Securities                         |
| BRUNSWICK CORP           | 2031-08-18      | 2.4000%  | 0.0000% | $177000.00         | $146784.33         | Corporate Debt Securities                         |
| CNA FINANCIAL CORP       | 2033-06-15      | 5.5000%  | 0.0000% | $93000.00          | $96147.90          | Corporate Debt Securities                         |
| CNO FINANCIAL GROUP INC  | 2034-06-15      | 6.4500%  | 0.0000% | $64000.00          | $67770.40          | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2043-12-05      | 5.3000%  | 0.0000% | $200000.00         | $180826.78         | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2028-03-25      | 4.3000%  | 0.0000% | $6000.00           | $5973.20           | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2030-04-01      | 3.7500%  | 0.0000% | $210000.00         | $199830.92         | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2030-04-01      | 3.7500%  | 0.0000% | $2082000.00        | $1981180.88        | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2050-04-01      | 4.2500%  | 0.0000% | $99000.00          | $73347.64          | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2030-02-21      | 5.1250%  | 0.0000% | $3000.00           | $3055.66           | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2033-02-21      | 5.2500%  | 0.0000% | $200000.00         | $199607.50         | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2033-06-01      | 5.3000%  | 0.0000% | $71000.00          | $71825.22          | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2053-06-01      | 5.8750%  | 0.0000% | $832000.00         | $789028.70         | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2063-06-01      | 6.0000%  | 0.0000% | $200000.00         | $189292.67         | Corporate Debt Securities                         |
| CVS HEALTH CORP          | 2034-06-01      | 5.7000%  | 0.0000% | $100000.00         | $103285.17         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY    | 2035-03-23      | 4.7500%  | 0.0000% | $162000.00         | $153916.24         | Corporate Debt Securities                         |
| CANADIAN NATL RESOURCES  | 2035-02-01      | 5.8500%  | 0.0000% | $20000.00          | $20233.95          | Corporate Debt Securities                         |
| CANADIAN NATL RESOURCES  | 2038-03-15      | 6.2500%  | 0.0000% | $1186000.00        | $1203197.99        | Corporate Debt Securities                         |
| CANADIAN NATL RESOURCES  | 2038-03-15      | 6.2500%  | 0.0000% | $66000.00          | $66957.06          | Corporate Debt Securities                         |
| CANADIAN NATL RESOURCES  | 2029-12-15      | 5.0000%  | 0.0000% | $33000.00          | $33628.54          | Corporate Debt Securities                         |
| CAPITAL ONE FINANCIAL CO | 2036-01-30      | 6.1830%  | 0.0000% | $8000.00           | $8092.40           | Corporate Debt Securities                         |
| CELLNEX FINANCE          | 2041-07-07      | 3.8750%  | 0.0000% | $863000.00         | $670889.61         | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS | 2029-10-01      | 4.5000%  | 0.0000% | $13000.00          | $12804.80          | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS | 2032-01-31      | 3.2500%  | 0.0000% | $402000.00         | $356044.70         | Corporate Debt Securities                         |
| CHENIERE ENERGY INC      | 2034-04-15      | 5.6500%  | 0.0000% | $11000.00          | $11028.96          | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC   | 2031-01-15      | 3.7000%  | 0.0000% | $1256000.00        | $1162358.92        | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC   | 2034-08-01      | 5.8500%  | 0.0000% | $160000.00         | $160369.20         | Corporate Debt Securities                         |
| CIMIC FINANCE USA PTY LT | 2034-03-25      | 7.0000%  | 0.0000% | $48000.00          | $50794.03          | Corporate Debt Securities                         |
| CITIGROUP INC            | 2031-03-31      | 4.4120%  | 0.0000% | $1000.00           | $984.01            | Corporate Debt Securities                         |
| CITIGROUP INC            | 2035-06-11      | 5.4490%  | 0.0000% | $6222000.00        | $6387629.81        | Corporate Debt Securities                         |
| CITIGROUP INC            | 2036-01-24      | 6.0200%  | 0.0000% | $1000.00           | $1024.96           | Corporate Debt Securities                         |
| CITIGROUP INC            | 2028-05-07      | 4.6430%  | 0.0000% | $1576000.00        | $1577538.74        | Corporate Debt Securities                         |
| CITIZENS FINANCIAL GROUP | 2032-09-30      | 2.6380%  | 0.0000% | $220000.00         | $180654.47         | Corporate Debt Securities                         |
| COCA-COLA CO/THE         | 2034-05-13      | 5.0000%  | 0.0000% | $906000.00         | $920968.13         | Corporate Debt Securities                         |
| COMCAST CORP             | 2032-05-15      | 4.9500%  | 0.0000% | $286000.00         | $287994.85         | Corporate Debt Securities                         |
| CONAGRA BRANDS INC       | 2028-11-01      | 4.8500%  | 0.0000% | $405000.00         | $407829.71         | Corporate Debt Securities                         |
| CONCENTRIX CORP          | 2033-08-02      | 6.8500%  | 0.0000% | $580000.00         | $606571.41         | Corporate Debt Securities                         |
| CON EDISON CO OF NY INC  | 2035-03-15      | 5.1250%  | 0.0000% | $2159000.00        | $2165772.96        | Corporate Debt Securities                         |
| CONTINENTAL RESOURCES    | 2031-01-15      | 5.7500%  | 0.0000% | $100000.00         | $101651.25         | Corporate Debt Securities                         |
| COREBRIDGE FINANCIAL INC | 2054-09-15      | 6.3750%  | 0.0000% | $210000.00         | $206766.26         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA       | 2099-12-31      | 8.1250%  | 0.0000% | $300000.00         | $308661.46         | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2027-09-01      | 3.6500%  | 0.0000% | $468000.00         | $461056.57         | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2029-02-15      | 4.3000%  | 0.0000% | $9000.00           | $8933.50           | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2029-02-15      | 4.3000%  | 0.0000% | $100000.00         | $99261.17          | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2029-11-15      | 3.1000%  | 0.0000% | $87000.00          | $80952.78          | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2051-01-15      | 3.2500%  | 0.0000% | $2835000.00        | $1820743.31        | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2026-07-15      | 1.0500%  | 0.0000% | $59000.00          | $56787.94          | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2031-07-15      | 2.5000%  | 0.0000% | $10000.00          | $8668.05           | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2033-05-01      | 5.1000%  | 0.0000% | $361000.00         | $354544.72         | Corporate Debt Securities                         |
| CROWN CASTLE INC         | 2034-09-01      | 5.2000%  | 0.0000% | $16000.00          | $15806.33          | Corporate Debt Securities                         |
| DELTA AIR LINES INC      | 2028-04-19      | 4.3750%  | 0.0000% | $484000.00         | $479122.56         | Corporate Debt Securities                         |
| DOLLAR GENERAL CORP      | 2030-04-03      | 3.5000%  | 0.0000% | $285000.00         | $267641.13         | Corporate Debt Securities                         |
| DOMINION ENERGY INC      | 2054-06-01      | 7.0000%  | 0.0000% | $200000.00         | $217661.11         | Corporate Debt Securities                         |
| DOMINION ENERGY INC      | 2055-05-15      | 6.6250%  | 0.0000% | $2000.00           | $2001.96           | Corporate Debt Securities                         |
| DOMINION ENERGY INC      | 2055-05-15      | 6.6250%  | 0.0000% | $1000000.00        | $1000980.42        | Corporate Debt Securities                         |
| DOMINION ENERGY INC      | 2055-05-15      | 6.6250%  | 0.0000% | $2002000.00        | $2003962.79        | Corporate Debt Securities                         |
| EIDP INC                 | 2033-05-15      | 4.8000%  | 0.0000% | $136000.00         | $133518.00         | Corporate Debt Securities                         |
| DUKE ENERGY CORP         | 2054-09-01      | 6.4500%  | 0.0000% | $544000.00         | $558370.21         | Corporate Debt Securities                         |
| EQT CORP                 | 2030-02-01      | 7.0000%  | 0.0000% | $16000.00          | $17474.22          | Corporate Debt Securities                         |
| EQT CORP                 | 2034-02-01      | 5.7500%  | 0.0000% | $42000.00          | $43010.39          | Corporate Debt Securities                         |
| EQT CORP                 | 2028-07-15      | 5.5000%  | 0.0000% | $2000.00           | $2077.47           | Corporate Debt Securities                         |
| EQT CORP                 | 2031-01-15      | 4.7500%  | 0.0000% | $2000.00           | $1969.98           | Corporate Debt Securities                         |
| EQT CORP                 | 2027-06-01      | 7.5000%  | 0.0000% | $72000.00          | $75978.12          | Corporate Debt Securities                         |
| EPR PROPERTIES           | 2029-08-15      | 3.7500%  | 0.0000% | $19000.00          | $18066.86          | Corporate Debt Securities                         |
| EDISON INTERNATIONAL     | 2029-06-15      | 5.4500%  | 0.0000% | $60000.00          | $60663.55          | Corporate Debt Securities                         |
| EDISON INTERNATIONAL     | 2032-03-15      | 5.2500%  | 0.0000% | $335000.00         | $320413.26         | Corporate Debt Securities                         |
| EDISON INTERNATIONAL     | 2032-03-15      | 5.2500%  | 0.0000% | $241000.00         | $230506.26         | Corporate Debt Securities                         |
| EDISON INTERNATIONAL     | 2032-03-15      | 5.2500%  | 0.0000% | $22000.00          | $21042.06          | Corporate Debt Securities                         |
| EMERA US FINANCE LP      | 2046-06-15      | 4.7500%  | 0.0000% | $40000.00          | $33115.63          | Corporate Debt Securities                         |
| OVINTIV INC              | 2038-02-01      | 6.5000%  | 0.0000% | $100000.00         | $99392.61          | Corporate Debt Securities                         |
| OVINTIV INC              | 2038-02-01      | 6.5000%  | 0.0000% | $534000.00         | $530756.54         | Corporate Debt Securities                         |
| ENBRIDGE INC             | 2053-11-15      | 6.7000%  | 0.0000% | $24000.00          | $25243.00          | Corporate Debt Securities                         |
| ENBRIDGE INC             | 2055-03-15      | 7.3750%  | 0.0000% | $23000.00          | $23712.42          | Corporate Debt Securities                         |
| EQUITABLE HOLDINGS INC   | 2500-12-31      | 4.9500%  | 0.0000% | $41000.00          | $41708.38          | Corporate Debt Securities                         |
| EVEREST REINSURANCE HLDG | 2067-05-01      | 6.9729%  | 0.0000% | $1000.00           | $977.95            | Corporate Debt Securities                         |
| EVERGY INC               | 2055-06-01      | 6.6500%  | 0.0000% | $11000.00          | $11253.95          | Corporate Debt Securities                         |
| EXELON CORP              | 2055-03-15      | 6.5000%  | 0.0000% | $2000.00           | $2028.99           | Corporate Debt Securities                         |
| FMC CORP                 | 2049-10-01      | 4.5000%  | 0.0000% | $85000.00          | $60632.62          | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP      | 2028-10-12      | 3.1250%  | 0.0000% | $375000.00         | $341136.25         | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP      | 2029-08-15      | 6.8750%  | 0.0000% | $2000.00           | $2074.52           | Corporate Debt Securities                         |
| FACTSET RESEARCH SYSTEMS | 2032-03-01      | 3.4500%  | 0.0000% | $14000.00          | $12724.03          | Corporate Debt Securities                         |
| FIRST AMERICAN FINANCIAL | 2030-05-15      | 4.0000%  | 0.0000% | $10000.00          | $9388.37           | Corporate Debt Securities                         |
| FIRST AMERICAN FINANCIAL | 2031-08-15      | 2.4000%  | 0.0000% | $487000.00         | $413652.93         | Corporate Debt Securities                         |
| FIRST HORIZON CORP       | 2031-03-07      | 5.5140%  | 0.0000% | $912000.00         | $928555.38         | Corporate Debt Securities                         |
| FIRSTENERGY CORP         | 2047-07-15      | 4.8500%  | 0.0000% | $2113000.00        | $1773604.66        | Corporate Debt Securities                         |
| FLOWERS FOODS INC        | 2055-03-15      | 6.2000%  | 0.0000% | $293000.00         | $290695.72         | Corporate Debt Securities                         |
| FORTITUDE GROUP HOLDINGS | 2030-04-01      | 6.2500%  | 0.0000% | $2000.00           | $2043.99           | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC    | 2037-01-25      | 6.2000%  | 0.0000% | $482000.00         | $500745.52         | Corporate Debt Securities                         |
| FREEPORT-MCMORAN INC     | 2043-03-15      | 5.4500%  | 0.0000% | $45000.00          | $42104.89          | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC    | 2028-09-01      | 3.5000%  | 0.0000% | $125000.00         | $120480.35         | Corporate Debt Securities                         |
| ALLY FINANCIAL INC       | 2031-11-01      | 8.0000%  | 0.0000% | $80000.00          | $89550.76          | Corporate Debt Securities                         |
| GENERAL MOTORS CO        | 2035-04-15      | 6.2500%  | 0.0000% | $2000.00           | $2031.95           | Corporate Debt Securities                         |
| GEN LUX SARL/GEN USA INC | 2029-06-04      | 6.0000%  | 0.0000% | $80000.00          | $84827.47          | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAPITAL  | 2029-06-01      | 3.3750%  | 0.0000% | $2000.00           | $1958.56           | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC      | 2031-11-15      | 2.9000%  | 0.0000% | $515000.00         | $447482.64         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC  | 2044-07-08      | 4.8000%  | 0.0000% | $40000.00          | $35661.73          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC  | 2032-01-27      | 1.9920%  | 0.0000% | $1000.00           | $855.95            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC  | 2032-07-21      | 2.3830%  | 0.0000% | $2000.00           | $1734.90           | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA   | 2027-05-21      | 5.4140%  | 0.0000% | $1000.00           | $1007.74           | Corporate Debt Securities                         |
| GREAT-WEST LIFECO FIN 18 | 2048-05-17      | 4.5810%  | 0.0000% | $4000.00           | $3293.78           | Corporate Debt Securities                         |
| HF SINCLAIR CORP         | 2035-01-15      | 6.2500%  | 0.0000% | $100000.00         | $100146.86         | Corporate Debt Securities                         |
| HF SINCLAIR CORP         | 2035-01-15      | 6.2500%  | 0.0000% | $401000.00         | $401588.91         | Corporate Debt Securities                         |
| HCA INC                  | 2031-04-01      | 5.4500%  | 0.0000% | $64000.00          | $65607.16          | Corporate Debt Securities                         |
| HCA INC                  | 2034-04-01      | 5.6000%  | 0.0000% | $15000.00          | $15171.87          | Corporate Debt Securities                         |
| HCA INC                  | 2055-03-01      | 6.2000%  | 0.0000% | $101000.00         | $100261.69         | Corporate Debt Securities                         |
| HCA INC                  | 2026-09-01      | 5.3750%  | 0.0000% | $2000.00           | $2035.10           | Corporate Debt Securities                         |
| L3HARRIS TECH INC        | 2035-04-27      | 4.8540%  | 0.0000% | $220000.00         | $211879.69         | Corporate Debt Securities                         |
| HASBRO INC               | 2040-03-15      | 6.3500%  | 0.0000% | $50000.00          | $50661.46          | Corporate Debt Securities                         |
| HASBRO INC               | 2034-05-14      | 6.0500%  | 0.0000% | $264000.00         | $267851.47         | Corporate Debt Securities                         |
| HASBRO INC               | 2034-05-14      | 6.0500%  | 0.0000% | $20000.00          | $20291.78          | Corporate Debt Securities                         |
| HYATT HOTELS CORP        | 2028-09-15      | 4.3750%  | 0.0000% | $4448000.00        | $4429338.79        | Corporate Debt Securities                         |
| HYATT HOTELS CORP        | 2032-03-30      | 5.7500%  | 0.0000% | $140000.00         | $142497.91         | Corporate Debt Securities                         |
| INTEL CORP               | 2026-05-19      | 2.6000%  | 0.0000% | $10782000.00       | $10569426.88       | Corporate Debt Securities                         |
| JBS USA HOLD/FOOD/LUX CO | 2030-01-15      | 5.5000%  | 0.0000% | $202000.00         | $208816.49         | Corporate Debt Securities                         |
| JBS USA HOLD/FOOD/LUX CO | 2030-01-15      | 5.5000%  | 0.0000% | $151000.00         | $156095.50         | Corporate Debt Securities                         |
| JBS USA HOLD/FOOD/LUX CO | 2032-01-15      | 3.6250%  | 0.0000% | $277000.00         | $252572.41         | Corporate Debt Securities                         |
| JBS USA HOLD/FOOD/LUX CO | 2033-04-01      | 5.7500%  | 0.0000% | $99000.00          | $101095.20         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2051-04-22      | 3.1090%  | 0.0000% | $1004000.00        | $655854.69         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2033-01-25      | 2.9630%  | 0.0000% | $13000.00          | $11607.16          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2028-02-24      | 2.9470%  | 0.0000% | $2000.00           | $1961.06           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO      | 2028-01-23      | 5.0400%  | 0.0000% | $2869000.00        | $2938688.01        | Corporate Debt Securities                         |
| JBS USA HOLD/FOOD/LUX CO | 2034-03-15      | 6.7500%  | 0.0000% | $5000.00           | $5438.31           | Corporate Debt Securities                         |
| JEFFERIES FIN GROUP INC  | 2028-07-21      | 5.8750%  | 0.0000% | $1000.00           | $1046.16           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON        | 2031-06-01      | 4.9000%  | 0.0000% | $2000.00           | $2098.55           | Corporate Debt Securities                         |
| KILROY REALTY LP         | 2030-02-15      | 3.0500%  | 0.0000% | $2000.00           | $1784.93           | Corporate Debt Securities                         |
| KILROY REALTY LP         | 2033-11-15      | 2.6500%  | 0.0000% | $191000.00         | $146203.66         | Corporate Debt Securities                         |
| KILROY REALTY LP         | 2036-01-15      | 6.2500%  | 0.0000% | $338000.00         | $336877.00         | Corporate Debt Securities                         |
| KINROSS GOLD CORP        | 2033-07-15      | 6.2500%  | 0.0000% | $28000.00          | $30196.25          | Corporate Debt Securities                         |
| LKQ CORP                 | 2033-06-15      | 6.2500%  | 0.0000% | $30000.00          | $32056.98          | Corporate Debt Securities                         |
| LPL HOLDINGS INC         | 2028-11-17      | 6.7500%  | 0.0000% | $3000.00           | $3189.47           | Corporate Debt Securities                         |
| LPL HOLDINGS INC         | 2030-03-15      | 5.2000%  | 0.0000% | $100000.00         | $101711.78         | Corporate Debt Securities                         |
| LPL HOLDINGS INC         | 2030-03-15      | 5.2000%  | 0.0000% | $2000.00           | $2034.24           | Corporate Debt Securities                         |
| LPL HOLDINGS INC         | 2028-04-03      | 4.9000%  | 0.0000% | $574000.00         | $578648.44         | Corporate Debt Securities                         |
| LPL HOLDINGS INC         | 2028-04-03      | 4.9000%  | 0.0000% | $75000.00          | $75607.38          | Corporate Debt Securities                         |
| LPL HOLDINGS INC         | 2035-06-15      | 5.7500%  | 0.0000% | $638000.00         | $637798.50         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP     | 2045-03-01      | 3.8000%  | 0.0000% | $100000.00         | $78222.44          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP     | 2028-05-15      | 4.4500%  | 0.0000% | $618000.00         | $623416.26         | Corporate Debt Securities                         |
| M&T BANK CORPORATION     | 2036-01-16      | 5.3850%  | 0.0000% | $2000.00           | $1983.79           | Corporate Debt Securities                         |
| MPLX LP                  | 2053-03-01      | 5.6500%  | 0.0000% | $432000.00         | $388851.00         | Corporate Debt Securities                         |
| MSCI INC                 | 2033-08-15      | 3.2500%  | 0.0000% | $231000.00         | $199796.33         | Corporate Debt Securities                         |
| MAGNA INTERNATIONAL INC  | 2035-06-01      | 5.8750%  | 0.0000% | $42000.00          | $42308.93          | Corporate Debt Securities                         |
| MAREX GROUP PLC          | 2029-11-04      | 6.4040%  | 0.0000% | $220000.00         | $225091.92         | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC   | 2029-02-15      | 5.7500%  | 0.0000% | $8000.00           | $8398.73           | Corporate Debt Securities                         |
| MASS INSTITUTE OF TECH   | 2116-07-01      | 3.8850%  | 0.0000% | $1000.00           | $691.98            | Corporate Debt Securities                         |
| MASTEC INC               | 2028-08-15      | 4.5000%  | 0.0000% | $300000.00         | $297559.50         | Corporate Debt Securities                         |
| MATTEL INC               | 2041-11-01      | 5.4500%  | 0.0000% | $700000.00         | $603799.19         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC    | 2030-02-15      | 4.6630%  | 0.0000% | $44000.00          | $43955.14          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC    | 2033-09-15      | 5.8750%  | 0.0000% | $6000.00           | $6219.54           | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC    | 2035-01-15      | 5.8000%  | 0.0000% | $965000.00         | $990600.38         | Corporate Debt Securities                         |
| MILEAGE PLUS HLDINGS LLC | 2027-06-20      | 6.5000%  | 0.0000% | $3287.00           | $1500.86           | Corporate Debt Securities                         |
| MILEAGE PLUS HLDINGS LLC | 2027-06-20      | 6.5000%  | 0.0000% | $102.00            | $46.57             | Corporate Debt Securities                         |
| MILEAGE PLUS HLDINGS LLC | 2027-06-20      | 6.5000%  | 0.0000% | $136485.00         | $62319.80          | Corporate Debt Securities                         |
| MILEAGE PLUS HLDINGS LLC | 2027-06-20      | 6.5000%  | 0.0000% | $2.00              | $0.91              | Corporate Debt Securities                         |
| MORGAN STANLEY           | 2032-07-21      | 2.2390%  | 0.0000% | $1000.00           | $858.37            | Corporate Debt Securities                         |
| MORGAN STANLEY           | 2033-01-21      | 2.9430%  | 0.0000% | $1787000.00        | $1584918.45        | Corporate Debt Securities                         |
| MORGAN STANLEY           | 2037-04-20      | 5.2970%  | 0.0000% | $7000.00           | $6902.18           | Corporate Debt Securities                         |
| NXP BV/NXP FDG/NXP USA   | 2032-02-15      | 2.6500%  | 0.0000% | $54000.00          | $46347.08          | Corporate Debt Securities                         |
| NXP BV/NXP FDG/NXP USA   | 2030-05-01      | 3.4000%  | 0.0000% | $174000.00         | $162888.17         | Corporate Debt Securities                         |
| NXP BV/NXP FDG/NXP USA   | 2031-05-11      | 2.5000%  | 0.0000% | $529000.00         | $457653.48         | Corporate Debt Securities                         |
| NXP BV/NXP FDG/NXP USA   | 2033-01-15      | 5.0000%  | 0.0000% | $490000.00         | $486917.90         | Corporate Debt Securities                         |
| NXP BV/NXP FDG/NXP USA   | 2033-01-15      | 5.0000%  | 0.0000% | $2000.00           | $1987.42           | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO     | 2031-03-01      | 2.9500%  | 0.0000% | $248000.00         | $220348.76         | Corporate Debt Securities                         |
| NATIONAL HEALTH INVESTOR | 2031-02-01      | 3.0000%  | 0.0000% | $200000.00         | $175999.33         | Corporate Debt Securities                         |
| NATWEST GROUP PLC        | 2035-11-28      | 3.0320%  | 0.0000% | $750000.00         | $663726.33         | Corporate Debt Securities                         |
| NEWS CORP                | 2032-02-15      | 5.1250%  | 0.0000% | $410000.00         | $400929.95         | Corporate Debt Securities                         |
| NEWS CORP                | 2032-02-15      | 5.1250%  | 0.0000% | $254000.00         | $248380.99         | Corporate Debt Securities                         |
| NEWS CORP                | 2032-02-15      | 5.1250%  | 0.0000% | $360000.00         | $352036.05         | Corporate Debt Securities                         |
| NISOURCE INC             | 2027-05-15      | 3.4900%  | 0.0000% | $141000.00         | $138239.81         | Corporate Debt Securities                         |
| NORFOLK SOUTHERN CORP    | 2031-05-15      | 2.3000%  | 0.0000% | $1596000.00        | $1397662.42        | Corporate Debt Securities                         |
| NVENT FINANCE SARL       | 2033-05-15      | 5.6500%  | 0.0000% | $130000.00         | $129584.54         | Corporate Debt Securities                         |
| NVENT FINANCE SARL       | 2033-05-15      | 5.6500%  | 0.0000% | $381000.00         | $379782.39         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORP    | 2028-06-11      | 2.8750%  | 0.0000% | $432000.00         | $403508.10         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORP    | 2029-03-15      | 5.9500%  | 0.0000% | $28000.00          | $28258.04          | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORP    | 2029-03-15      | 5.9500%  | 0.0000% | $153000.00         | $154410.02         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORP    | 2029-03-15      | 5.9500%  | 0.0000% | $121000.00         | $122115.12         | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES   | 2079-12-31      | 3.4000%  | 0.0000% | $60000.00          | $57702.20          | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES   | 2079-12-31      | 6.2500%  | 0.0000% | $480000.00         | $487138.00         | Corporate Debt Securities                         |
| PACIFIC GAS & ELECTRIC   | 2050-07-01      | 4.9500%  | 0.0000% | $61000.00          | $49627.62          | Corporate Debt Securities                         |
| PENTAIR FINANCE SARL     | 2032-07-15      | 5.9000%  | 0.0000% | $17000.00          | $17882.38          | Corporate Debt Securities                         |
| PIEDMONT OPERATING PARTN | 2028-07-20      | 9.2500%  | 0.0000% | $147000.00         | $166724.87         | Corporate Debt Securities                         |
| PIEDMONT OPERATING PARTN | 2029-07-15      | 6.8750%  | 0.0000% | $583000.00         | $620411.84         | Corporate Debt Securities                         |
| PIONEER NATURAL RESOURCE | 2031-01-15      | 2.1500%  | 0.0000% | $1000.00           | $881.77            | Corporate Debt Securities                         |
| PUBLIC STORAGE OP CO     | 2026-02-15      | 0.8750%  | 0.0000% | $569000.00         | $555959.71         | Corporate Debt Securities                         |
| QUANTA SERVICES INC      | 2030-10-01      | 2.9000%  | 0.0000% | $82000.00          | $74741.59          | Corporate Debt Securities                         |
| RTX CORP                 | 2050-07-01      | 3.1250%  | 0.0000% | $512000.00         | $335326.22         | Corporate Debt Securities                         |
| RTX CORP                 | 2031-03-15      | 6.0000%  | 0.0000% | $98000.00          | $105180.46         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES  | 2028-04-01      | 5.5000%  | 0.0000% | $88000.00          | $89124.98          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES  | 2031-09-30      | 5.6250%  | 0.0000% | $1336000.00        | $1336607.88        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES  | 2031-09-30      | 5.6250%  | 0.0000% | $2000.00           | $2000.91           | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC       | 2050-09-02      | 3.5500%  | 0.0000% | $62000.00          | $40740.06          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC       | 2031-09-02      | 2.1500%  | 0.0000% | $52000.00          | $44137.89          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC       | 2051-09-02      | 3.3500%  | 0.0000% | $76000.00          | $47975.68          | Corporate Debt Securities                         |
| SBL HOLDINGS INC         | 2031-02-18      | 5.0000%  | 0.0000% | $101000.00         | $91610.70          | Corporate Debt Securities                         |
| SBL HOLDINGS INC         | 2031-02-18      | 5.0000%  | 0.0000% | $2000.00           | $1814.07           | Corporate Debt Securities                         |
| SANDS CHINA LTD          | 2031-08-08      | 3.2500%  | 0.0000% | $500000.00         | $437955.56         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP      | 2079-12-31      | 5.0000%  | 0.0000% | $78000.00          | $77220.87          | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $318000.00         | $289093.45         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $195000.00         | $177274.28         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $2000.00           | $1818.20           | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $3000.00           | $2727.30           | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $431000.00         | $430564.21         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP      | 2079-12-31      | 4.0000%  | 0.0000% | $1000.00           | $998.99            | Corporate Debt Securities                         |
| SEMPRA                   | 2055-04-01      | 6.5500%  | 0.0000% | $7000.00           | $6633.86           | Corporate Debt Securities                         |
| SHERWIN-WILLIAMS CO      | 2030-05-15      | 2.3000%  | 0.0000% | $5000.00           | $4465.84           | Corporate Debt Securities                         |
| SIXTH STREET LENDING PAR | 2030-07-15      | 6.1250%  | 0.0000% | $24000.00          | $24773.50          | Corporate Debt Securities                         |
| SOUTH BOW USA INFRA HLDS | 2034-10-01      | 5.5840%  | 0.0000% | $362000.00         | $351314.32         | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY   | 2029-03-01      | 6.1250%  | 0.0000% | $19000.00          | $19575.93          | Corporate Debt Securities                         |
| SOLVENTUM CORP           | 2029-03-01      | 5.4000%  | 0.0000% | $83000.00          | $85709.95          | Corporate Debt Securities                         |
| SOLVENTUM CORP           | 2064-05-15      | 6.0000%  | 0.0000% | $16000.00          | $15303.04          | Corporate Debt Securities                         |
| SONOCO PRODUCTS CO       | 2030-05-01      | 3.1250%  | 0.0000% | $100000.00         | $91879.74          | Corporate Debt Securities                         |
| SONOCO PRODUCTS CO       | 2034-09-01      | 5.0000%  | 0.0000% | $100000.00         | $96164.11          | Corporate Debt Securities                         |
| SOUTHERN CO              | 2051-01-15      | 4.0000%  | 0.0000% | $31000.00          | $31222.27          | Corporate Debt Securities                         |
| SOUTHERN CO              | 2055-03-15      | 6.3750%  | 0.0000% | $2296000.00        | $2379073.11        | Corporate Debt Securities                         |
| SOUTHERN CO              | 2055-03-15      | 6.3750%  | 0.0000% | $217000.00         | $224851.42         | Corporate Debt Securities                         |
| SOUTHERN CO              | 2055-03-15      | 6.3750%  | 0.0000% | $200000.00         | $207236.33         | Corporate Debt Securities                         |
| EXPAND ENERGY CORP       | 2030-03-15      | 5.3750%  | 0.0000% | $84000.00          | $84392.10          | Corporate Debt Securities                         |
| EXPAND ENERGY CORP       | 2032-02-01      | 4.7500%  | 0.0000% | $10000.00          | $9588.31           | Corporate Debt Securities                         |
| SOUTHWESTERN PUBLIC SERV | 2048-11-15      | 4.4000%  | 0.0000% | $1000.00           | $782.73            | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC   | 2030-05-21      | 4.3050%  | 0.0000% | $300000.00         | $292288.88         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER I | 2028-11-15      | 4.2500%  | 0.0000% | $603000.00         | $595028.84         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER I | 2032-05-15      | 3.0000%  | 0.0000% | $445000.00         | $382989.25         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER I | 2032-05-15      | 3.0000%  | 0.0000% | $8000.00           | $6885.20           | Corporate Debt Securities                         |
| TD SYNNEX CORP           | 2034-04-12      | 6.1000%  | 0.0000% | $122000.00         | $125681.15         | Corporate Debt Securities                         |
| TD SYNNEX CORP           | 2034-04-12      | 6.1000%  | 0.0000% | $70000.00          | $72112.13          | Corporate Debt Securities                         |
| TD SYNNEX CORP           | 2034-04-12      | 6.1000%  | 0.0000% | $35000.00          | $36056.07          | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL      | 2027-12-01      | 3.9500%  | 0.0000% | $81000.00          | $80354.45          | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL      | 2029-03-19      | 5.1500%  | 0.0000% | $25000.00          | $25049.17          | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL      | 2031-03-06      | 5.4500%  | 0.0000% | $69000.00          | $69469.66          | Corporate Debt Securities                         |
| TARGA RESOURCES PARTNERS | 2027-07-15      | 6.5000%  | 0.0000% | $3000.00           | $3079.88           | Corporate Debt Securities                         |
| TELEFONICA EMISIONES SAU | 2047-03-08      | 5.2130%  | 0.0000% | $863000.00         | $754334.54         | Corporate Debt Securities                         |
| TELUS CORP               | 2032-05-13      | 3.4000%  | 0.0000% | $14000.00          | $12495.64          | Corporate Debt Securities                         |
| THAIOIL TRSRY CENTER     | 2050-06-18      | 3.7500%  | 0.0000% | $1300000.00        | $849504.50         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES    | 2028-05-15      | 4.2500%  | 0.0000% | $2000.00           | $1983.60           | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES    | 2049-03-15      | 5.1000%  | 0.0000% | $25000.00          | $22275.88          | Corporate Debt Securities                         |
| TRIMBLE INC              | 2033-03-15      | 6.1000%  | 0.0000% | $260000.00         | $274556.97         | Corporate Debt Securities                         |
| TRITON CONTAINER         | 2031-06-15      | 3.1500%  | 0.0000% | $50000.00          | $43349.38          | Corporate Debt Securities                         |
| TRITON CONTAINER/TAL INT | 2032-03-15      | 3.2500%  | 0.0000% | $100000.00         | $85154.08          | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP    | 2099-12-31      | 4.9500%  | 0.0000% | $231000.00         | $235828.48         | Corporate Debt Securities                         |
| UBS GROUP AG             | 2045-05-15      | 4.8750%  | 0.0000% | $338000.00         | $294753.32         | Corporate Debt Securities                         |
| UBS GROUP AG             | 2026-04-17      | 4.5500%  | 0.0000% | $250000.00         | $251237.08         | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE    | 2055-05-14      | 5.9500%  | 0.0000% | $2000.00           | $1995.17           | Corporate Debt Securities                         |
| UNIVERSAL HEALTH SVCS    | 2030-10-15      | 2.6500%  | 0.0000% | $359000.00         | $315633.70         | Corporate Debt Securities                         |
| UNIVERSAL HEALTH SVCS    | 2030-10-15      | 2.6500%  | 0.0000% | $145000.00         | $127484.36         | Corporate Debt Securities                         |
| UNIVERSAL HEALTH SVCS    | 2034-10-15      | 5.0500%  | 0.0000% | $1047000.00        | $985700.77         | Corporate Debt Securities                         |
| UNIVERSAL HEALTH SVCS    | 2034-10-15      | 5.0500%  | 0.0000% | $6000.00           | $5648.72           | Corporate Debt Securities                         |
| VAR ENERGI ASA           | 2030-05-22      | 5.8750%  | 0.0000% | $1000000.00        | $1011495.56        | Corporate Debt Securities                         |
| VERISIGN INC             | 2032-06-01      | 5.2500%  | 0.0000% | $25000.00          | $25484.02          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS   | 2061-03-22      | 3.7000%  | 0.0000% | $138000.00         | $93964.05          | Corporate Debt Securities                         |
| VICI PROPERTIES LP       | 2030-02-15      | 4.9500%  | 0.0000% | $27000.00          | $27118.19          | Corporate Debt Securities                         |
| VICI PROPERTIES LP       | 2034-04-01      | 5.7500%  | 0.0000% | $67000.00          | $67812.28          | Corporate Debt Securities                         |
| VICI PROPERTIES LP       | 2054-04-01      | 6.1250%  | 0.0000% | $191000.00         | $184028.16         | Corporate Debt Securities                         |
| VICI PROPERTIES LP       | 2054-04-01      | 6.1250%  | 0.0000% | $20000.00          | $19269.96          | Corporate Debt Securities                         |
| VICI PROPERTIES LP       | 2035-04-01      | 5.6250%  | 0.0000% | $80000.00          | $79655.30          | Corporate Debt Securities                         |
| VONTIER CORP             | 2031-04-01      | 2.9500%  | 0.0000% | $100000.00         | $88530.47          | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY    | 2053-04-25      | 4.6110%  | 0.0000% | $1000.00           | $826.42            | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANK    | 2030-06-01      | 5.2500%  | 0.0000% | $500000.00         | $511802.08         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT | 2050-02-01      | 5.2500%  | 0.0000% | $16000.00          | $13242.15          | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT | 2050-02-01      | 5.2500%  | 0.0000% | $500000.00         | $413817.08         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT | 2030-02-01      | 4.0500%  | 0.0000% | $2000.00           | $1923.66           | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT | 2030-02-01      | 4.0500%  | 0.0000% | $50000.00          | $48091.38          | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT | 2030-02-01      | 4.0500%  | 0.0000% | $2000.00           | $1923.66           | Corporate Debt Securities                         |
| WILLIS NORTH AMERICA INC | 2028-09-15      | 4.5000%  | 0.0000% | $50000.00          | $50300.25          | Corporate Debt Securities                         |
| WILLIS NORTH AMERICA INC | 2033-05-15      | 5.3500%  | 0.0000% | $28000.00          | $28224.54          | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD | 2027-07-26      | 3.5500%  | 0.0000% | $6000.00           | $5936.51           | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD | 2026-05-01      | 4.3750%  | 0.0000% | $328000.00         | $327148.61         | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD | 2029-11-15      | 5.7500%  | 0.0000% | $25000.00          | $25451.15          | Corporate Debt Securities                         |
| TIERRA MOJADA LUX II SRL | 2040-12-01      | 5.7500%  | 0.0000% | $540000.00         | $435683.56         | Corporate Debt Securities                         |
| TIERRA MOJADA LUX II SRL | 2040-12-01      | 5.7500%  | 0.0000% | $300000.00         | $242046.42         | Corporate Debt Securities                         |
| NEXA RESOURCES SA        | 2034-04-09      | 6.7500%  | 0.0000% | $400000.00         | $413833.00         | Corporate Debt Securities                         |
| NEXA RESOURCES SA        | 2037-04-08      | 6.6000%  | 0.0000% | $500000.00         | $500381.67         | Corporate Debt Securities                         |
| ALFA DESARROLLO SPA      | 2051-09-27      | 4.5500%  | 0.0000% | $231000.00         | $167041.60         | Corporate Debt Securities                         |
| CENCOSUD SA              | 2031-05-28      | 5.9500%  | 0.0000% | $2511000.00        | $2554065.05        | Corporate Debt Securities                         |
| TRUST FIBRAUNO           | 2030-01-15      | 4.8690%  | 0.0000% | $800000.00         | $757695.00         | Corporate Debt Securities                         |
| TRUST FIBRAUNO           | 2050-01-15      | 6.3900%  | 0.0000% | $200000.00         | $159620.50         | Corporate Debt Securities                         |
| ASHTEAD CAPITAL INC      | 2031-08-12      | 2.4500%  | 0.0000% | $400000.00         | $340984.00         | Corporate Debt Securities                         |
| WEIR GROUP INC           | 2030-05-06      | 5.3500%  | 0.0000% | $1000000.00        | $1004726.67        | Corporate Debt Securities                         |

### Security 63: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP9816333
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| American Express Credit Account Master Trust           | 2032-04-15      | 4.5100%  | 0.0000% | $6350000.00        | $6377258.78        | Asset-Backed Securities |
| Avis Budget Rental Car Funding AESOP LLC               | 2029-08-20      | 5.2400%  | 0.0000% | $1000000.00        | $1002941.11        | Asset-Backed Securities |
| Avis Budget Rental Car Funding AESOP LLC               | 2031-08-20      | 5.5100%  | 0.0000% | $1300000.00        | $1306767.94        | Asset-Backed Securities |
| Discover Card Execution Note Trust                     | 2028-06-15      | 4.9300%  | 0.0000% | $32118000.00       | $32344790.56       | Asset-Backed Securities |
| Ford Credit Auto Owner Trust/Ford Credit               | 2037-08-15      | 4.8600%  | 0.0000% | $7300000.00        | $7388257.00        | Asset-Backed Securities |
| Ford Credit Auto Owner Trust/Ford Credit               | 2037-08-15      | 5.0100%  | 0.0000% | $2000000.00        | $2018861.00        | Asset-Backed Securities |
| General Motors                                         | 2030-06-17      | 5.3400%  | 0.0000% | $100000.00         | $102485.90         | Asset-Backed Securities |
| Hertz Vehicle Financing LLC                            | 2029-09-25      | 6.0300%  | 0.0000% | $2000000.00        | $1993403.00        | Asset-Backed Securities |
| Honda Auto Receivables Owner Trust                     | 2031-08-15      | 4.2800%  | 0.0000% | $14000000.00       | $13957139.78       | Asset-Backed Securities |
| Hyundai Auto Lease Securitization Trust                | 2027-03-15      | 4.7700%  | 0.0000% | $25000000.00       | $21595529.69       | Asset-Backed Securities |
| Lendbuzz Securitization Trust                          | 2030-11-15      | 5.4700%  | 0.0000% | $5500000.00        | $5596355.42        | Asset-Backed Securities |
| SFS Auto Receivables Securitization Trust              | 2032-10-20      | 5.2000%  | 0.0000% | $4000000.00        | $4006217.78        | Asset-Backed Securities |
| Stellantis Financial Underwritten Enhanced Lease Trust | 2029-08-20      | 5.0800%  | 0.0000% | $3996267.00        | $3989357.90        | Asset-Backed Securities |
| Toyota Auto Receivables Owner Trust                    | 2030-06-17      | 4.4900%  | 0.0000% | $4300000.00        | $4320634.98        | Asset-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-06-06

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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