N-MFP2 0000097098 XXXXXXXX 2020-04-30 0000097098 5493007YVNX55LTRQ706 S000001474 9 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime N 44 74 2826676024.85 2250412821.43 2958986043.47 2790973016.77 3101663302.78 3029626735.53 3385991178.85 3296820434.68 0.3781 0.3019 0.3707 0.3494 0.4149 0.4064 0.4242 0.4127 285308067.91 7747751990.27 2562688000.00 4686173.23 5764241.76 8031981989.65 8023898066.42 0.0086 1.0005 1.0004 1.0005 1.0008 C000003917 1.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000060555 1.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003919 3000000.00 36516.63 36478.11 1.0005 1.0005 1.0005 1.0008 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0067 Y BlackRock Advisors, LLC, Management Fees, 2.09; C000003920 50000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003915 5000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003916 5000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003918 5000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003922 5000.00 17928.46 17910.76 1.0005 1.0004 1.0005 1.0007 13.87 0.00 0.00 0.00 0.00 0.00 0.00 0.00 13.87 0.00 0.0045 Y BlackRock Advisors, LLC, Management Fees, 0.90; C000003921 3000000.00 8031927544.56 8023843677.55 1.0005 1.0004 1.0005 1.0008 153835386.73 240067785.46 242859071.97 188237528.72 555676426.88 128726015.29 357658134.68 358012606.02 2112579293.53 1497248039.96 0.0068 Y BlackRock Advisors, LLC, Management Fees, 429294.05; Cooperatieve Rabobank UA, New York Cooperatieve Rabobank UA, New York 1.523 21684L5E8 DG3RU1DBUFHT4ZF9WN62 US21684L5E86 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-06 2020-10-05 2020-10-05 N N N 0.0071 45999982.98 45999982.98 0.0057 N N N N ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 1.467 00182HHD7 213800VD256NU2D97H12 US00182HHD70 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-07 2020-07-07 2020-07-07 N Y ANZ BANK NEW ZEALAND LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0083 99964669.00 99964669.00 0.0124 N N N N ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 1.176 00182HHN5 213800VD256NU2D97H12 US00182HHN52 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-16 2020-07-16 2020-07-16 N Y ANZ BANK NEW ZEALAND LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0074 44983367.55 44983367.55 0.0056 N N N N CPPIB Capital, Inc. CPPIB Capital, Inc. 0.330 22411VAL2 549300KW9NB55HTDK075 US22411VAL27 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR AAA Moody's - BR Aaa Standard & Poor's - BR AAA 2020-05-01 2020-12-10 2020-12-10 N N N 0.0046 23231257.71 23231257.71 0.0029 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 0.948 22536UYG9 N4JDFKKH2FTD8RKFXO39 US22536UYG92 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-20 2020-08-20 2020-08-20 N N N 0.0053 25020045.75 25020045.75 0.0031 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 1.847 22536UYT1 N4JDFKKH2FTD8RKFXO39 US22536UYT14 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2021-02-01 2021-02-01 N N N 0.0095 39901102.00 39901102.00 0.0050 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 0.795 02089XHM2 5493002FS5SZRATKZR12 US02089XHM20 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-26 2020-06-04 2020-06-04 Y ALPINE SECURITIZATION LTD 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0083 24994045.50 24994045.50 0.0031 N N N N MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.508 59157TK93 54930024MDLTV1K1YL10 US59157TK932 Asset Backed Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-10-09 2020-10-09 2020-10-09 N Y METROPOLITAN LIFE INSURANCE COMP 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0051 62663688.75 62663688.75 0.0078 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.821 22845ANU0 549300LXH4KLRKIKII81 US22845ANU06 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-28 2020-08-28 2020-08-28 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0059 70033931.80 70033931.80 0.0087 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 1.282 22845APQ7 549300LXH4KLRKIKII81 US22845APQ75 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-06 2020-07-06 2020-07-06 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0040 85045696.00 85045696.00 0.0106 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 1.262 22845AQB9 549300LXH4KLRKIKII81 US22845AQB97 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-08 2020-07-06 2020-07-06 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0040 65032526.00 65032526.00 0.0081 N N N N Metropolitan Life Global Funding I Metropolitan Life Global Funding I 1.582 59217GCM9 635400MMSOCXNNNZDZ82 US59217GCM96 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR AA- 2020-07-08 2021-01-08 2021-01-08 N N N 0.0136 34948792.20 34948792.20 0.0044 N N N N DZ Bank AG Deutsche Zentral-Genossenschaftsbank, New York DZ Bank AG Deutsche Zentral-Genossenschaftsbank, New York 0.680 23328AP32 5493005PGG4HB3CD7345 US23328AP329 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-21 2020-07-21 2020-07-21 N N N 0.0030 62053196.62 62053196.62 0.0077 N N N N DNB Bank ASA DNB Bank ASA 0.081 2332K0E73 549300GKFG0RYRRQ1414 US2332K0E731 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-07 2020-05-07 2020-05-07 N N N 0.0008 249996110.00 249996110.00 0.0311 N N Y N Dexia Credit Local SA Dexia Credit Local SA 0.042 25215VEN5 US25215VEN55 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-22 2020-05-22 2020-05-22 N Y BELGIUM (KINGDOM OF) 0.5141 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ FRANCE (REPUBLIC OF) 0.4559 Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1+ LUXEMBOURG (GRAND DUCHY OF) 0.0300 Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0004 55998562.48 55998562.48 0.0070 N N N N UBS AG UBS AG 1.579 902674XE5 BFM8T61CT2L1QCEMIK50 US902674XE58 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR AA- Moody's - BR Aa3 Standard & Poor's - BR A+ 2020-06-08 2020-06-08 2020-06-08 N N N 0.0122 15635220.42 15635220.42 0.0019 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 2.125 05253JAR2 JHE42UYNWWTJB8YTTU19 US05253JAR23 Other Instrument Fixed Rate Corporate Note Y Fitch - BR A+ Moody's - BR Aa3 Standard & Poor's - BR AA- 2020-08-19 2020-08-19 2020-08-19 N N N 0.0111 7302181.80 7302181.80 0.0009 N N N N UBS AG, Stamford UBS AG, Stamford 1.380 90275DMG2 BFM8T61CT2L1QCEMIK50 US90275DMG24 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-16 2021-04-16 2021-04-16 N N N 0.0132 37022187.42 37022187.42 0.0046 N N N N UBS AG UBS AG 1.511 90276JHQ2 BFM8T61CT2L1QCEMIK50 US90276JHQ22 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-10 2020-07-10 2020-07-10 N N N 0.0071 65006002.75 65006002.75 0.0081 N N N N BPCE SA BPCE SA 0.274 05571BGX5 9695005MSX1OYEMGDF46 US05571BGX55 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-31 2020-07-31 2020-07-31 N N N 0.0027 50964810.00 50964810.00 0.0063 N N N N UBS AG UBS AG 0.815 90351WNR2 BFM8T61CT2L1QCEMIK50 US90351WNR24 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-01-25 2021-01-25 2021-01-25 N N N 0.0081 59635625.00 59635625.00 0.0074 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 1.801 05586FTF4 R0MUWSFPU8MPRO8K5P83 US05586FTF44 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-05 2021-02-05 2021-02-05 N N N 0.0095 29923582.80 29923582.80 0.0037 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 0.830 05586FXK8 R0MUWSFPU8MPRO8K5P83 US05586FXK82 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-20 2020-07-20 2020-07-20 N N N 0.0026 36046543.68 36046543.68 0.0045 N N N N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 0.880 90376PAU5 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2020-06-15 2020-06-15 2030-03-15 Y US INTERNATIONAL DEVELOPMENT FIN 1.0000 46 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR Y UNITED STATES OF AMERICA 1.0000 Fitch - BR F1+ Moody's - BR Govt Standard & Poor's - BR A-1+ N 0.0088 7500000.00 7500000.00 0.0009 N N Y N Erste Abwicklungsanstalt Erste Abwicklungsanstalt 0.098 29604CE65 7TG4VWERK338227TR435 US29604CE657 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-06 2020-05-06 2020-05-06 N N N 0.0010 44999272.35 44999272.35 0.0056 N N Y N Bank of America NA Bank of America NA 1.262 06050TMQ2 B4TYDEB6GKMZO031MB27 US06050TMQ21 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-06 2020-10-06 2020-10-06 N N N 0.0113 31956865.60 31956865.60 0.0040 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.909 N4JDFKKH2FTD8RKFXO39 XS2101529035 BRW0QTBC5 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-01-08 2021-01-08 2021-01-08 N N N 0.0191 44734658.85 44734658.85 0.0055 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.832 06370R6Z7 NQQ6HPCNCCU6TUTQYE16 US06370R6Z74 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-18 2020-11-18 2020-11-18 N N N 0.0071 29998381.80 29998381.80 0.0037 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.145 06370RC56 NQQ6HPCNCCU6TUTQYE16 US06370RC563 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-06-01 2020-06-01 N N N 0.0025 35007358.75 35007358.75 0.0044 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.101 06370RD48 NQQ6HPCNCCU6TUTQYE16 US06370RD488 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-11 2020-06-08 2020-06-08 N N N 0.0018 65023229.05 65023229.05 0.0081 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.350 06370RS26 NQQ6HPCNCCU6TUTQYE16 US06370RS262 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-07-13 2020-07-13 N N N 0.0059 49976681.50 49976681.50 0.0062 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.073 9127962N8 254900HROIFWPRGM1V77 US9127962N82 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-05-26 2020-05-26 2020-05-26 N N N 0.0007 102994635.76 102994635.76 0.0128 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.984 06417LLD7 L3I9ZG2KFGXZ61BMYR72 US06417LLD72 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-15 2020-05-15 2020-05-15 N N N 0.0015 60020897.40 60020897.40 0.0075 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.081 9127962P3 254900HROIFWPRGM1V77 US9127962P31 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 74994500.25 74994500.25 0.0093 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 1.009 06417LLV7 L3I9ZG2KFGXZ61BMYR72 US06417LLV70 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-11 2020-06-11 2020-06-11 N N N 0.0027 40017046.40 40017046.40 0.0050 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 0.362 31428FGG4 549300B2Q47IR0CR5B54 US31428FGG46 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-16 2020-07-16 2020-07-16 N N N 0.0036 81937386.44 81937386.44 0.0102 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.490 06417MCN3 L3I9ZG2KFGXZ61BMYR72 US06417MCN39 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-10-23 2020-10-23 N N N 0.0069 50951946.78 50951946.78 0.0063 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 1.114 31428HBA8 549300B2Q47IR0CR5B54 US31428HBA86 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-09 2020-08-07 2020-08-07 N N N 0.0052 35009807.35 35009807.35 0.0044 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.981 06417MEU5 L3I9ZG2KFGXZ61BMYR72 US06417MEU53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-18 2020-08-17 2020-08-17 N N N 0.0041 43013851.59 43013851.59 0.0054 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 0.948 06417MFB6 L3I9ZG2KFGXZ61BMYR72 US06417MFB63 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-20 2020-08-20 2020-08-20 N N N 0.0059 29997209.10 29997209.10 0.0037 N N N N Barton Capital LLC Barton Capital LLC 0.502 06945LGM4 549300KOFKIMD0C37W24 US06945LGM46 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-21 2020-07-21 2020-07-21 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0050 44949262.50 44949262.50 0.0056 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 1.533 60710AHJ4 51KMXRLB0RIEGI0WJN58 US60710AHJ43 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-01 2020-10-01 2020-10-01 N N N 0.0070 49989729.00 49989729.00 0.0062 N N N N Glencove Funding DAC Glencove Funding DAC 0.256 37829ACH9 5493005GLCPFS0U8NK07 US37829ACH95 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-07 2020-05-07 2020-05-11 Y GLENCOVE FUNDING LLC 1.0000 7 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR Y JP MORGAN SECURITIES LLC 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0026 43000000.00 43000000.00 0.0054 N N Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 1.390 07644DKF4 US07644DKF41 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-13 2020-10-13 2020-10-13 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0091 57928028.96 57928028.96 0.0072 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.984 07645RCE4 US07645RCE45 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0015 18006269.22 18006269.22 0.0022 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.152 08224LE77 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-07 2020-05-07 2020-05-07 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0015 48998570.67 48998570.67 0.0061 N N Y N Mont Blanc Capital Corp. Mont Blanc Capital Corp. 0.365 6117P4F54 549300NC8BUDZTUFIQ67 US6117P4F547 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-06-05 2020-06-05 2020-06-05 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0037 34678511.24 34678511.24 0.0043 N N N N Banque Federative du Credit Mutuel SA Banque Federative du Credit Mutuel SA 1.800 VBHFXSYT7OG62HNT8T76 XS2110689499 BRW143W64 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-18 2020-12-18 2020-12-18 N N N 0.0180 36800313.22 36800313.22 0.0046 N N N N DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main 1.735 529900HNOAA1KXQJUQ27 XS2112933143 BRW18QWG7 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-29 2020-05-29 2020-05-29 N N N 0.0174 69982129.00 69982129.00 0.0087 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 1.762 JBONEPAGQXF4QP29B387 XS2113029412 BRW18UPW1 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-07 2020-05-07 2020-05-07 N N N 0.0176 79991600.80 79991600.80 0.0100 N N Y N BNG Bank NV BNG Bank NV 0.638 09657RLW5 529900GGYMNGRQTDOO93 US09657RLW50 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0064 86675736.21 86675736.21 0.0107 N N N N NRW Bank NRW Bank 0.262 62939LJ34 52990002O5KK6XOGJ020 US62939LJ341 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-09-03 2020-09-03 2020-09-03 N N N 0.0026 157857326.00 157857326.00 0.0196 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.731 N4JDFKKH2FTD8RKFXO39 XS2121417716 BRW1QL4F1 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-02-12 2021-02-12 2021-02-12 N N N 0.0173 54626789.80 54626789.80 0.0068 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.374 63254EGX2 F8SB4JFBSYQFRQEH3Z21 US63254EGX22 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0037 81922674.00 81922674.00 0.0102 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.878 63254GLD5 F8SB4JFBSYQFRQEH3Z21 US63254GLD50 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-20 2020-05-20 2020-05-20 N N N 0.0017 77030250.22 77030250.22 0.0096 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.948 63254GMM4 F8SB4JFBSYQFRQEH3Z21 US63254GMM41 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-20 2020-08-20 2020-08-20 N N N 0.0056 62013498.02 62013498.02 0.0077 N N N N Natixis SA, New York Natixis SA, New York 1.074 63873NW49 KX1WK48MPD4Y2NCUIZ63 US63873NW498 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-15 2020-05-15 2020-05-15 N N N 0.0109 40015431.20 40015431.20 0.0050 N N N N HSBC Bank plc HSBC Bank plc 1.541 40433FPV5 MP6I5ZYZBEU3UXPYFY54 US40433FPV57 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-15 2020-10-13 2020-10-13 N N N 0.0081 39996439.20 39996439.20 0.0050 N N N N HSBC Bank plc HSBC Bank plc 0.694 40433FQQ5 MP6I5ZYZBEU3UXPYFY54 US40433FQQ53 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-30 2020-12-30 2020-12-30 N N N 0.0083 39946151.60 39946151.60 0.0050 N N N N Nederlandse Waterschapsbank NV Nederlandse Waterschapsbank NV 0.044 63975UFJ6 JLP5FSPH9WPSHY3NIM24 US63975UFJ60 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-06-18 2020-06-18 2020-06-18 N N N 0.0004 50997014.97 50997014.97 0.0063 N N N N PSP Capital, Inc. PSP Capital, Inc. 0.260 69368EBR0 549300B456N0WEIC5249 US69368EBR09 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-01 2020-08-19 2020-08-19 N N N 0.0054 29972278.50 29972278.50 0.0037 N N N N ING US Funding LLC ING US Funding LLC 1.365 44988GAZ1 US44988GAZ19 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-06-23 2020-09-23 2020-09-23 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0091 32976962.37 32976962.37 0.0041 N N N N ING US Funding LLC ING US Funding LLC 1.587 44988GBR8 US44988GBR83 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-09 2020-10-07 2020-10-07 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0086 19991460.20 19991460.20 0.0025 N N N N ING US Funding LLC ING US Funding LLC 1.335 44988GBT4 US44988GBT40 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-21 2020-10-19 2020-10-19 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0086 39981378.00 39981378.00 0.0050 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.999 13606BY67 2IGI19DL77OX0HC3ZE78 US13606BY676 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-13 2020-05-13 2020-05-13 N N N 0.0101 75023312.25 75023312.25 0.0093 N N N N ING US Funding LLC ING US Funding LLC 0.421 45685QHM4 US45685QHM42 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-21 2020-08-21 2020-08-21 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0042 74902302.00 74902302.00 0.0093 N N N N Chariot Funding LLC Chariot Funding LLC 1.751 15963RBS1 549300EEWRNP448AMT79 US15963RBS13 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-04 2020-08-04 2020-08-04 N Y JPMORGAN CHASE BANK NA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0086 72944155.73 72944155.73 0.0091 N N N N Chariot Funding LLC Chariot Funding LLC 0.373 15963TGH6 549300EEWRNP448AMT79 US15963TGH68 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-17 2020-07-17 2020-07-17 N Y JPMORGAN CHASE BANK NA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0037 34972093.45 34972093.45 0.0043 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 1.064 76582EDU6 US76582EDU64 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-10 2020-06-10 2020-06-10 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0027 30514980.69 30514980.69 0.0038 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.117 76582JE18 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0012 100999677.81 100999677.81 0.0126 N Y Y N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 0.411 65409RG20 54930052Z500U6IGFJ82 US65409RG204 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-02 2020-07-02 2020-07-02 N Y COOPERATIEVE RABOBANK UA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0041 50963853.75 50963853.75 0.0063 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 0.485 65409RH52 54930052Z500U6IGFJ82 US65409RH525 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-08-05 2020-08-05 2020-08-05 N Y COOPERATIEVE RABOBANK UA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0049 25467157.53 25467157.53 0.0032 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 1.336 65558TNE1 529900ODI3047E2LIV03 US65558TNE19 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-16 2020-10-16 2020-10-16 N N N 0.0071 20000898.00 20000898.00 0.0025 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 1.300 78012UUV5 ES7IP3U3RHIGC71XBU11 US78012UUV50 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-01-07 2021-01-07 2021-01-07 N N N 0.0053 40215246.80 40215246.80 0.0050 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 1.710 65558TTQ8 529900ODI3047E2LIV03 US65558TTQ84 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-01-28 2021-01-28 2021-01-28 N N N 0.0042 53516895.75 53516895.75 0.0066 N N N N Royal Bank of Canada Royal Bank of Canada 1.164 78014XCH8 ES7IP3U3RHIGC71XBU11 US78014XCH89 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0014 35000991.90 35000991.90 0.0044 N Y Y N Nordea Bank Abp, New York Nordea Bank Abp, New York 1.000 65558TXB6 529900ODI3047E2LIV03 US65558TXB69 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-10-15 2020-10-15 2020-10-15 N N N 0.0037 55161387.05 55161387.05 0.0068 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 1.927 N4JDFKKH2FTD8RKFXO39 XS2091207048 BRTZ9ST75 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-04 2020-09-04 2020-09-04 N N N 0.0193 49865250.00 49865250.00 0.0062 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.090 MBNUM2BPBDO7JBLYG310 DM3000000000 BRT5BL5U8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BASF SE 529900PM64WH8AF1E917 2020-10-02 0.000000 250000.00 248700.00 Money Market SHERWIN-WILLIAMS COMPANY (THE) Z15BMIOX8DDH0X2OBP21 2020-05-13 0.000000 274049.00 274035.57 Money Market NISSAN MOTOR ACCEPTANCE CORP 7D6DIU2QXTUJRFNNJA49 2020-12-14 0.000000 5888201.00 5754744.92 Money Market NISSAN MOTOR ACCEPTANCE CORP 7D6DIU2QXTUJRFNNJA49 2021-01-29 0.000000 6750000.00 6557517.00 Money Market Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0009 12000000.00 12000000.00 0.0015 N Y Y N BNP Paribas SA BNP Paribas SA 0.140 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 2029-02-11 4.750000 1.00 1.10 Corporate Debt Securities BJETS_19-1 2034-07-15 5.193000 23.00 13.59 Asset-Backed Securities ALBERTA (PROVINCE OF) LQPXMHHNJKIPJYE53543 2028-03-15 3.300000 696.00 803.26 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2030-01-23 4.431000 864.00 1005.89 Corporate Debt Securities FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R04 2039-06-25 5.737250 5074.00 2661.71 Private Label Collateralized Mortgage Obligations CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 2050-07-01 4.150000 31200.00 36891.89 Corporate Debt Securities BABSN_18A-3 2029-07-20 3.035250 59530.00 58218.56 Asset-Backed Securities CARLYLE GLOBAL MARKET STRATEGIES CGMS_18-1A 2031-04-20 2.155250 250000.00 240584.67 Asset-Backed Securities FHLMC_19-FTR2 2048-11-25 2.637250 4358112.00 3442537.05 Private Label Collateralized Mortgage Obligations STACR_20-HQA2 2050-03-25 3.587250 12824895.00 8841366.39 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0014 11000000.00 11000000.00 0.0014 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.740 549300HN4UKV1E2R3U73 BRT5CVEP6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SLST_19-1 2058-10-25 3.000000 61405403.00 45600000.23 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2020-05-01 2020-07-04 2020-07-04 Y BOFA SECURITIES INC 1.0000 65 N Fitch - BR AA- Moody's - BR NR Standard & Poor's - BR A+ N N 0.0074 38000000.00 38000000.00 0.0047 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.220 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BENCHMARK MORTGAGE TRUST BMARK_20-B16 2053-02-15 2.732000 134000.00 139849.33 Private Label Collateralized Mortgage Obligations DEUTSCHE BANK COMMERCIAL MORTGAG 2049-05-10 1.676000 189996.00 31917.33 Private Label Collateralized Mortgage Obligations BOMFT_17-SPL4 2055-01-25 4.750000 440846.00 448960.60 Asset-Backed Securities VENTR_20-R 2027-04-15 2.038880 597700.00 399188.89 Asset-Backed Securities JPMCC_18-PHH 2035-06-15 0.480000 224899396.00 50083.84 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0022 1000000.00 1000000.00 0.0001 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.160 ZBUT11V806EZRVTWT807 0000782124 BRT7G0VZ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2020-05-11 0.000000 1899750.00 1897493.10 Money Market WHITE PLAINS CAPITAL COMPANY LLC 2020-05-08 0.000000 6502995.00 6502507.28 Money Market Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0016 8000000.00 8000000.00 0.0010 N Y Y N Barclays Bank plc Barclays Bank plc 0.160 G5GSEF7VJP5I7OUK5573 BRTA2SM33 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y CARNIVAL CORP F1OF2ZSX47CR0BCWA982 2023-04-01 11.500000 2336469.00 2457820.00 Corporate Debt Securities VALERO ENERGY CORP 549300XTO5VR8SKV1V74 2023-04-15 2.700000 7361033.00 7344691.50 Corporate Debt Securities LYB INTERNATIONAL FINANCE III LLC 2050-05-01 4.200000 14789000.00 15052638.57 Corporate Debt Securities GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 2025-09-30 1.750000 15000000.00 15044850.00 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0016 38000000.00 38000000.00 0.0047 N Y Y N Shell International Finance BV Shell International Finance BV 1.097 8225X2FW9 213800ITMMKU4Z7I4F78 US8225X2FW98 Non-Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0110 14972550.00 14972550.00 0.0019 N N N N TD Securities USA LLC TD Securities USA LLC 0.160 SUVUFHICNZMP2WKHG940 BRTECPD97 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y DELL INTERNATIONAL LLC 2026-06-15 6.020000 383000.00 423749.29 Corporate Debt Securities SPRINT SPECTRUM CO I/ II /III/ L 2021-09-20 3.360000 800000.00 301870.00 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2024-01-16 3.150000 1015192.00 1104376.62 Corporate Debt Securities BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 2024-10-01 3.750000 1409557.00 1325647.25 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0016 3000000.00 3000000.00 0.0004 N Y Y N Lloyds Bank plc Lloyds Bank plc 0.187 53943REJ4 H7FNTJ4851HG0EXQ1Z70 US53943REJ41 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-18 2020-05-18 2020-05-18 N N N 0.0019 18223323.30 18223323.30 0.0023 N N N N Barclays Bank plc Barclays Bank plc 0.190 G5GSEF7VJP5I7OUK5573 BRTJ6RCK5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2026-03-24 4.650000 7699000.00 8400532.88 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0019 8000000.00 8000000.00 0.0010 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.160 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2026-01-27 4.650000 15000.00 17130.79 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2029-03-01 4.350000 102000.00 115134.45 Corporate Debt Securities SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 2026-05-10 2.875000 183000.00 193928.10 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2021-11-17 2.625000 484000.00 497622.38 Corporate Debt Securities BANK OF NEW YORK MELLON CORP/THE WFLLPEPC7FZXENRZV188 2022-08-23 1.950000 1966000.00 2006930.48 Corporate Debt Securities ORANGE SA 969500MCOONR8990S771 2031-03-01 9.000000 2508000.00 4018392.84 Corporate Debt Securities INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 2027-07-14 3.875000 3680000.00 3651773.38 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0016 10000000.00 10000000.00 0.0012 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.240 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 2045-08-04 5.250000 255000.00 338831.67 Corporate Debt Securities DEVELOPMENT BANK OF JAPAN INC 5493001HGBABMWFZUI25 2023-09-06 3.125000 4040100.00 4369762.06 Corporate Debt Securities MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 2023-10-02 4.000000 7186000.00 7366448.44 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0024 11500000.00 11500000.00 0.0014 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.954 7TK5RJIZDFROZCA6XF66 BRTL107X2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.125000 42900.00 44719.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 736000.00 769022.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-15 2.375000 6120300.00 6385631.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 3.125000 7408900.00 7742865.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 11422100.00 11921725.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 23154900.00 24136097.16 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-06-04 2020-06-04 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0095 50000000.00 50000000.00 0.0062 N N N Y Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 0.968 83050PDC0 F3JS33DEI6XQ4ZBPTN86 US83050PDC05 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-19 2020-08-19 2020-08-19 N N N 0.0057 40000761.20 40000761.20 0.0050 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.440 549300HN4UKV1E2R3U73 BRTLP0SL9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FANNIE MAE CONNECTICUT AVENUE SE 2029-07-25 4.037250 4096252.00 3809791.38 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK ST 2024-04-25 4.087250 4504931.00 2999062.69 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK ST 2023-11-25 5.196630 17710000.00 11191146.17 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2020-05-01 2020-06-04 2020-06-04 Y BOFA SECURITIES INC 1.0000 35 N Fitch - BR AA- Moody's - BR NR Standard & Poor's - BR A+ N N 0.0044 15000000.00 15000000.00 0.0019 N N N Y Barclays Bank plc Barclays Bank plc 0.390 G5GSEF7VJP5I7OUK5573 BRTN5GRC3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y GOLDMAN SACHS GROUP INC SR GLBL NT 29 2029-05-01 4.223000 13943882.00 15750000.89 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0039 15000000.00 15000000.00 0.0019 N Y Y N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 1.523 83050PES4 F3JS33DEI6XQ4ZBPTN86 US83050PES48 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-06 2020-10-05 2020-10-05 N N N 0.0071 36999986.31 36999986.31 0.0046 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.160 VYVVCKR63DVZZN70PB21 BRTRFGQB6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AMERICAN AIRLINES 2016-1 CLASS A 2029-07-15 3.575000 20000.00 15670.80 Corporate Debt Securities TEXTAINER MARINE CONTAINERS LTD TMCL_19-1A 2044-04-20 3.960000 250000.00 220937.54 Asset-Backed Securities CERB_18-1A 2030-04-15 3.568880 1000000.00 820197.03 Asset-Backed Securities OHALF_13-2A 2031-05-23 3.532750 1000000.00 884590.71 Asset-Backed Securities ANCHORAGE CAPITAL CLO LTD ANCHC_14-4RA 2031-01-28 2.737130 1140000.00 989054.95 Asset-Backed Securities GMALT_19-3 2021-10-20 0.988250 1350000.00 1171658.98 Asset-Backed Securities WINDR_18-2 2030-07-15 3.418880 1500000.00 1322706.80 Asset-Backed Securities XAN_19-RSO7 2036-04-15 1.814000 1510000.00 1328224.22 Private Label Collateralized Mortgage Obligations FIAOT_19-2A 2024-09-16 2.210000 1575000.00 1238902.12 Asset-Backed Securities CIFC FUNDING LTD CIFC_13-3RA 2031-04-24 2.870250 2000000.00 1729716.75 Asset-Backed Securities WINDR_13-1A 2030-07-20 4.785250 2000000.00 1628878.47 Asset-Backed Securities WINDR_14-3A 2031-10-22 3.397630 2250000.00 1991688.81 Asset-Backed Securities WOODS_11B 2031-04-19 3.335250 2500000.00 2184716.15 Asset-Backed Securities SNDPT 2013-1A B1R 2031-01-26 3.691380 2500000.00 1913819.04 Asset-Backed Securities SHACK_15-8A 2027-10-20 2.785250 2532500.00 2240638.70 Asset-Backed Securities ABPCI 2017-2A 2030-01-20 4.645250 2999999.00 2560890.19 Asset-Backed Securities CEDAR FUNDING LTD CEDF_18-7A 2031-01-20 2.885250 3000000.00 2588614.37 Asset-Backed Securities GILBERT PARK CLO LTD GILBT_17-1A 2030-10-15 4.168880 3000000.00 2466771.10 Asset-Backed Securities GOCAP_13-16A 2029-07-25 4.491380 3124901.00 2390215.85 Asset-Backed Securities ELLINGTON CLO LTD ECLO_17-1A 2029-10-15 4.218880 3400000.00 2990122.75 Asset-Backed Securities IVYH_9R 2030-01-18 3.485250 3500000.00 2870693.44 Asset-Backed Securities IHSFR_18-SFR2 2037-06-17 1.714000 4000000.00 3393322.10 Private Label Collateralized Mortgage Obligations IHSFR_18-SFR1 2037-03-17 1.514000 4000000.00 3426164.24 Private Label Collateralized Mortgage Obligations BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST 2033-03-20 4.125000 4540000.00 3705278.22 Corporate Debt Securities WDMNT_17-2A 2028-07-18 4.185250 4697321.00 4177339.63 Asset-Backed Securities ZAIS5_16-2A 2028-10-15 5.718880 5150000.00 4150966.26 Asset-Backed Securities TRAL_14-3A 2027-10-20 4.285250 6000000.00 5115482.08 Asset-Backed Securities DT AUTO OWNER TRUST DTAOT_17-3A 2023-05-15 3.580000 7159000.00 6342672.68 Asset-Backed Securities CARLYLE GLOBAL MARKET STRATEGIES 2027-04-27 1.771380 7255000.00 5559890.31 Asset-Backed Securities GOCAP_14-18A 2029-10-25 3.591380 8250000.00 7143091.57 Asset-Backed Securities GARR_18-1A 2027-03-20 4.715750 8700000.00 7032303.22 Asset-Backed Securities MARINER FINANCE ISSUANCE TRUST MFIT_19-AA 2032-07-20 2.960000 9000000.00 7808555.00 Asset-Backed Securities ECLO_18-3A 2030-07-20 3.385250 9250000.00 7732540.71 Asset-Backed Securities GOCAP_15-24A 2029-11-05 4.341000 10000000.00 8456695.83 Asset-Backed Securities ZCLO3_15-3A 2031-07-15 3.868880 10000000.00 8816620.33 Asset-Backed Securities EXETER AUTOMOBILE RECEIVABLES TR 2023-01-17 3.030000 11755000.00 9990369.07 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0016 120000000.00 120000000.00 0.0149 N Y Y N Wells Fargo Bank NA Wells Fargo Bank NA 1.960 95001KGF5 KB1H1DSPRFMYMCUFXT09 US95001KGF57 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-16 2021-02-16 2021-02-16 N N N 0.0067 56500172.33 56500172.33 0.0070 N N N N Barclays Bank plc Barclays Bank plc 0.490 G5GSEF7VJP5I7OUK5573 BRTUB3061 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CAPITAL ONE FINL CORP SUB GLBL NT 26 2026-07-28 3.750000 3281000.00 3284554.42 Corporate Debt Securities HSBC BK USA N A GLOBAL FR 5.875%110134 2034-11-01 5.875000 9374000.00 12466312.05 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-08-03 2020-08-03 Y BARCLAYS BANK PLC 1.0000 95 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0049 15000000.00 15000000.00 0.0019 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.052 MBNUM2BPBDO7JBLYG310 BRTWDY7G8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GINNIE MAE II 2050-04-20 4.000000 1000.00 1101.55 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 4.000000 1605.00 1748.10 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 4.000000 83009.00 89162.56 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 4.000000 1638991.00 1762777.80 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 4.000000 2980539.00 3246275.58 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-07-01 2020-07-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0105 5000000.00 5000000.00 0.0006 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.906 ZBUT11V806EZRVTWT807 BRW1ZAUR0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 2022-08-15 3.000000 10000.00 8719.50 Corporate Debt Securities CDK GLOBAL INC 5493000L10CYRTHIJ385 2029-05-15 5.250000 15000.00 15360.94 Corporate Debt Securities STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 2028-01-15 4.750000 65000.00 64438.02 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2020-09-24 2.134130 71000.00 70097.83 Corporate Debt Securities JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_18-WP 2033-07-05 4.247500 75000.00 77036.07 Private Label Collateralized Mortgage Obligations DOMINOS PIZZA MASTER ISSUER LLC DPABS_19-1A 2049-10-25 3.668000 77888.00 75788.90 Asset-Backed Securities QVC INC 549300WBLU5NKPX5X472 2025-02-15 4.450000 79000.00 74367.51 Corporate Debt Securities ICAHN ENTERPRISES LP 549300T0G4GS0SINS786 2025-12-15 6.375000 79092.00 79400.95 Corporate Debt Securities BBCMS_18-BXH 2037-10-15 1.814000 92500.00 65903.81 Private Label Collateralized Mortgage Obligations DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 2021-04-19 3.400000 94000.00 90933.62 Corporate Debt Securities LEVEL 3 FINANCING INC OKXQCBALRQBU7RU5WQ22 2027-09-15 4.625000 110000.00 110360.94 Corporate Debt Securities NETFLIX INC 549300Y7VHGU0I7CE873 2029-05-15 6.375000 122000.00 145706.89 Corporate Debt Securities ENLINK MIDSTREAM PARTNERS LP 88CPW63VL7KHJWS0NY83 2026-07-15 4.850000 215000.00 130904.00 Corporate Debt Securities CIT GROUP INC N8O96ZZJQRFYQUJY7K79 2029-11-13 4.125000 350000.00 339197.40 Corporate Debt Securities GOLDMAN SACHS CAPITAL III 2049-12-31 4.000000 388000.00 301303.56 Corporate Debt Securities JPMMT_14-IVR6 2044-07-25 2.500000 419000.00 407320.33 Private Label Collateralized Mortgage Obligations ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 2049-12-31 5.625000 734000.00 748909.38 Corporate Debt Securities CGCMT_20-GC46 2053-02-18 2.600000 1000000.00 467117.44 Private Label Collateralized Mortgage Obligations NRZT_19-RPL2 2059-02-25 3.750000 1019000.00 908315.03 Private Label Collateralized Mortgage Obligations MILL CITY MORTGAGE TRUST MCMLT_18-1 2062-05-25 3.250000 1334000.00 1253369.12 Private Label Collateralized Mortgage Obligations CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 2049-12-31 6.000000 1365000.00 1199835.00 Corporate Debt Securities JBS USA LUX SA P77IMDGVZE8EFBTF2M92 2029-04-15 6.500000 1552000.00 1653203.33 Corporate Debt Securities SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 2024-12-01 5.125000 1951000.00 2094811.73 Corporate Debt Securities COMM MORTGAGE TRUST COMM_15-LC19 2048-02-10 2.867000 5000000.00 3361727.64 Private Label Collateralized Mortgage Obligations GSMBS_20-PJ2 2050-07-25 3.606890 5343000.00 4366245.97 Private Label Collateralized Mortgage Obligations SRPT_14-STAR 2027-11-15 2.284000 14819952.00 12274750.72 Private Label Collateralized Mortgage Obligations MSBAM_15-C27 2047-12-15 1.064110 54261996.00 1909262.15 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-07-29 2020-07-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0091 30000000.00 30000000.00 0.0037 N N N Y Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 1.483 83050PHM4 F3JS33DEI6XQ4ZBPTN86 US83050PHM41 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-07-06 2021-01-04 2021-01-04 N N N 0.0090 34943521.90 34943521.90 0.0044 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.390 ZBUT11V806EZRVTWT807 BRW2XJPL0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GRAPHIC PACKAGING INTERNATIONAL LLC SO75N4VY5NXGQSK8YQ65 2024-08-15 4.125000 45000.00 45836.72 Corporate Debt Securities TOLL BROS FIN 2028-02-15 4.350000 73400.00 73061.81 Corporate Debt Securities JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_18-C8 2051-06-15 4.210600 80000.00 91390.23 Private Label Collateralized Mortgage Obligations BACARDI LTD 549300R32WTQNHNN5055 2026-07-15 2.750000 80000.00 77889.67 Corporate Debt Securities JBS USA LUX SA P77IMDGVZE8EFBTF2M92 2025-06-15 5.750000 84000.00 86442.09 Corporate Debt Securities WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 2048-03-01 5.300000 106000.00 76678.93 Corporate Debt Securities HUDSONS BAY SIMON JV TRUST HBCT_ 2034-08-05 4.154500 171133.00 160514.66 Private Label Collateralized Mortgage Obligations NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_18-TECH 2034-11-15 1.614000 175000.00 161100.71 Private Label Collateralized Mortgage Obligations UNITED CONTINENTAL HOLDINGS INC 98450079DA0B78DD6764 2022-10-01 4.250000 206000.00 171685.26 Corporate Debt Securities SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 2023-04-24 4.441000 600000.00 600648.10 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2021-01-07 5.085000 2265000.00 2250189.73 Corporate Debt Securities TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 2027-05-15 7.250000 3062000.00 3163747.71 Corporate Debt Securities FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 2034-11-14 5.400000 3691000.00 3497222.50 Corporate Debt Securities ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 2022-12-15 6.125000 4130000.00 4526103.14 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2024-11-01 4.063000 5660000.00 5066844.11 Corporate Debt Securities PREFTS_23 2036-12-22 1.130500 7620000.00 5097114.07 Asset-Backed Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2036-10-10 0.000000 8093000.00 3297897.50 Corporate Debt Securities JPMCC_16-WIKI 2031-10-05 2.797800 11862000.00 10281468.97 Private Label Collateralized Mortgage Obligations TPMT_20-MH1 2060-02-25 2.750000 13666000.00 11974207.66 Asset-Backed Securities RCMT_15-SBC2 2055-06-25 0.470000 16133000.00 241875.57 Private Label Collateralized Mortgage Obligations MORGAN STANLEY BAML TRUST MSBAM_15-C26 2048-10-15 1.171860 56499990.00 2219617.41 Private Label Collateralized Mortgage Obligations SEMT_12-6 2042-12-25 1.192000 140104000.00 963942.93 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-07 2020-05-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0039 50000000.00 50000000.00 0.0062 N N Y N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 1.455 96122JER6 549300W0N3O6Q4RCKE25 US96122JER68 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-06-29 2020-06-29 2020-06-29 N Y WESTPAC NEW ZEALAND LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0072 84988502.90 84988502.90 0.0106 N N N N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 1.110 1V8Y6QCX6YMJ2OELII46 BRW4JGBV1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_11-C3 2046-02-15 5.852880 360000.00 151325.22 Private Label Collateralized Mortgage Obligations LMT_06-1 2036-02-25 5.500000 1279000.00 279367.41 Private Label Collateralized Mortgage Obligations JPMAC_07-CH2 2037-01-25 5.784000 1360000.00 563381.00 Asset-Backed Securities JPMAC_06-CW2 2036-08-25 6.337000 1369600.00 563182.88 Asset-Backed Securities NATIONAL COLLEGIATE STUDENT LOAN TRUST 2005-3 2037-07-27 0.987250 1396000.00 495921.00 Asset-Backed Securities JPALT _05-A2 2036-01-25 1.177250 1576198.00 1135417.54 Private Label Collateralized Mortgage Obligations LXS_05-10 2035-12-01 6.160000 1990430.00 1464321.77 Asset-Backed Securities MASTR ALTERNATIVE LOANS TRUST MALT_06-2 2036-03-25 0.887250 2099999.00 19189.23 Private Label Collateralized Mortgage Obligations JP MORGAN MORTGAGE ACQUISITION C 2035-09-25 1.387250 2179200.00 1426982.88 Asset-Backed Securities LBMLT_06-3 2046-05-25 1.027250 2641200.00 638719.46 Asset-Backed Securities ACE_07-HE1 2037-01-25 0.637250 2680400.00 418883.08 Asset-Backed Securities OOMLT_07-CP1 2037-03-25 0.607250 3000000.00 1052496.52 Asset-Backed Securities INDA_06-AR19 2036-08-25 3.784810 4000000.00 549727.62 Private Label Collateralized Mortgage Obligations KKR_14 2031-07-15 7.368880 4000000.00 2663441.47 Asset-Backed Securities PSLT_07-CT1 2036-11-25 2.979200 4320000.00 47941.25 Asset-Backed Securities RESIDENTIAL ASSET SECURITIZATION 2035-03-25 0.937250 6000000.00 451518.45 Private Label Collateralized Mortgage Obligations PEGASUS AVIATION LEASE SECURITIZATION PALS_01-1A 2031-05-10 2.328880 7992730.00 7978.07 Asset-Backed Securities LXS_07-14H 2047-07-25 1.107250 8000000.00 435915.13 Private Label Collateralized Mortgage Obligations JPMMT_07-A1 2035-07-25 4.171730 8618000.00 352254.68 Private Label Collateralized Mortgage Obligations MARM_03-3 2033-09-25 4.085750 9173000.00 822378.31 Private Label Collateralized Mortgage Obligations ACABS_06-1A 2041-06-10 1.336000 10100000.00 20053.74 Asset-Backed Securities MAB_06-WM4 2036-10-25 0.637250 10600000.00 2671254.98 Asset-Backed Securities NATIONAL COLLEGIATE STUDENT LOAN TRUST 2006-2 2032-01-26 0.847250 14277000.00 5735978.98 Asset-Backed Securities LBMLT_06-5 2036-06-25 0.727250 15299800.00 5099191.91 Asset-Backed Securities MLFF_07-3 2037-06-25 0.737250 18185000.00 7588579.88 Asset-Backed Securities LXS_07-18N 2037-10-25 1.487250 25000000.00 133417.32 Private Label Collateralized Mortgage Obligations FFML_06-HE4 2037-07-25 0.807250 25124800.00 2687375.88 Asset-Backed Securities INABS_07-B 2037-07-25 0.677250 25937800.00 4488692.00 Asset-Backed Securities LXS_06-19 2036-12-25 0.827250 31000000.00 1065554.42 Asset-Backed Securities HOME EQUITY MORTGAGE TRUST HEMT_06-6 2037-03-25 0.687250 35709056.00 1513642.64 Asset-Backed Securities HOME EQUITY MORTGAGE TRUST HEMT_06-3 2036-09-25 5.972000 43819000.00 7117778.10 Asset-Backed Securities JPMCC_06-CB17 2043-12-12 0.856360 338395000.00 88137.18 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-05-01 2020-08-03 2020-08-03 Y CREDIT SUISSE SECURITIES (USA) L 1.0000 95 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A+ N N 0.0131 45000000.00 45000000.00 0.0056 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.340 ZBUT11V806EZRVTWT807 BRW4JJTB0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ADVANCE AUTO PARTS INC SR GLBL 144A 30 2030-04-15 3.900000 3049990.00 3050406.83 Corporate Debt Securities APOLLO MGMT HLDGS LP SUB GLBL 144A 50 2050-01-14 4.950000 4.00 3.67 Corporate Debt Securities BANCO SANTANDER SA SR GLBL FL NT 23 2023-04-12 2.431380 8099990.00 7824028.31 Corporate Debt Securities CITIGROUP INC SR NT 4.5%22 2022-01-14 4.500000 5977000.00 6345362.51 Corporate Debt Securities CITIGROUP INC SR GLBL NT2.7%22 2022-10-27 2.700000 1736000.00 1778228.20 Corporate Debt Securities COMCAST CORP NEW GLBL NT 3.1%25 2025-04-01 3.100000 2437990.00 2651537.61 Corporate Debt Securities CONSOLIDATED EDISON INC SR GLBL 2016A 21 2021-05-15 2.000000 3550000.00 3602137.67 Corporate Debt Securities DISNEY WALT CO SR GLBL FL NT 22 2022-09-01 1.970380 251980.00 250973.08 Corporate Debt Securities DISNEY WALT CO SR GLBL COCO 25 2025-03-24 3.350000 30.00 32.70 Corporate Debt Securities DOMINION ENERGY GAS HLDGS LLC SR GLBL -A NT 20 2020-11-15 2.800000 834000.00 849081.50 Corporate Debt Securities EBAY INC. SR GLBL NT2.7%30 2030-03-11 2.700000 3055000.00 3019638.38 Corporate Debt Securities ENTERGY TEXAS INC 1M GLBL BD 49 2049-09-30 3.550000 1118990.00 1275132.00 Corporate Debt Securities EQUIFAX INC SR GLBL NT2.6%24 2024-12-01 2.600000 1065600.00 1092621.25 Corporate Debt Securities EXXON MOBIL CORP SR GLBL NT 25 2025-03-19 2.992000 3921000.00 4183148.48 Corporate Debt Securities FOX CORP GLBL NT 3.5%30 2030-04-08 3.500000 10.00 10.86 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 28 2028-01-05 3.850000 1289000.00 1133351.46 Corporate Debt Securities HOWMET AEROSPACE INC GLBL NT 6.875%25 2025-05-01 6.875000 13030600.00 13446482.46 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT 20 2020-12-01 2.750000 1769000.00 1804082.71 Corporate Debt Securities INTL PAPER CO SR NT 5.15%46 2046-05-15 5.150000 1018000.00 1256399.48 Corporate Debt Securities KEYBANK NATIONAL ASSOCIATION FR 3.35%061521 2021-06-15 3.350000 2409600.00 2499845.54 Corporate Debt Securities MERCK & CO. INC SR NT 4.15%43 2043-05-18 4.150000 2617000.00 3425011.83 Corporate Debt Securities MIZUHO FINL GROUP INC SR GLBL NT 25 2025-07-16 2.839000 8.00 8.31 Corporate Debt Securities NATIONAL FUEL GAS CO N J SR NT 4.9%21 2021-12-01 4.900000 576000.00 592859.84 Corporate Debt Securities NATIONAL RETAIL PROPERTIES INC SR GLBL NT3.1%50 2050-04-15 3.100000 1558400.00 1209752.15 Corporate Debt Securities NATL RURAL UTILS COOP MTN BE FR 1.75%012122 2022-01-21 1.750000 839987.00 854041.62 Corporate Debt Securities NEXEN INC SR GLBL NT6.4%37 2037-05-15 6.400000 2101000.00 2997755.82 Corporate Debt Securities NORDSTROM INC SR GLBL DEB 28 2028-03-15 6.950000 1939000.00 1840183.71 Corporate Debt Securities NORDSTROM INC SR SEC GLBL 25 2025-05-15 8.750000 5149990.00 5530434.07 Corporate Debt Securities NORFOLK SOUTHERN CORP 3.942%47 2047-11-01 3.942000 1487000.00 1751969.27 Corporate Debt Securities NVIDIA CORP SR GLBL NT3.5%40 2040-04-01 3.500000 10.00 11.39 Corporate Debt Securities OTIS WORLDWIDE CORP SR GLBL 144A 23 2023-04-05 2.087630 2953280.00 2885010.07 Corporate Debt Securities PRUDENTIAL FINL INC MTNS BOOK FR 5.375%062120 2020-06-21 5.375000 1056000.00 1082632.76 Corporate Debt Securities ROCKWELL AUTOMATION INC SR GLBL NT 25 2025-03-01 2.875000 523000.00 551739.79 Corporate Debt Securities SANTANDER UK PLC SR GLBL NT 21 2021-01-08 3.125000 1616000.00 1646513.67 Corporate Debt Securities SHELL INTERNATIONAL FIN BV GLBL NT 2.75%30 2030-04-06 2.750000 8170000.00 8411614.13 Corporate Debt Securities SOCIETE GENERALE MTN 144A FR 2.625%012225 2025-01-22 2.625000 1685000.00 1693603.33 Corporate Debt Securities SOUTHWESTERN ELEC PWR CO SR GLBL -K NT 26 2026-10-01 2.750000 2693000.00 2712242.23 Corporate Debt Securities STARBUCKS CORP SR GLBL NT 50 2050-03-12 3.350000 1442390.00 1421167.64 Corporate Debt Securities TENCENT HLDGS LTD VR 041119-041124 2024-04-11 2.221380 3780000.00 3487946.92 Corporate Debt Securities TRAVELERS COMPANIES INC SR GLBL NT 50 2050-04-27 2.550000 10.00 9.95 Corporate Debt Securities TYCO ELECTRONICS GROUP S A SR GLBL NT 27 2027-08-15 3.125000 18.00 18.91 Corporate Debt Securities UNILEVER CAP CORP GTD SRNT 4.25%21 2021-02-10 4.250000 3421000.00 3543315.95 Corporate Debt Securities UNION PAC CORP SR NT 4.1%67 2067-09-15 4.100000 1234400.00 1398396.21 Corporate Debt Securities UNITED PARCEL SERVICE INC SR NT 2.05%21 2021-04-01 2.050000 1010.00 1023.92 Corporate Debt Securities U S BANCORP MTN SUB NTS BE FR 2.95%071522 2022-07-15 2.950000 1810000.00 1884579.54 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 3%27 2027-03-22 3.000000 10.00 10.87 Corporate Debt Securities WESTLAKE CHEM CORP 3.6%26 2026-08-15 3.600000 14000.00 13606.88 Corporate Debt Securities WESTPAC BKG CORP SR GLBL NT2.5%22 2022-06-28 2.500000 978.00 1014.68 Corporate Debt Securities BAYER US FIN II LLC GLBL REGS NT 23 2023-12-15 3.875000 948.00 1019.83 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-07 2020-05-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0034 100000000.00 100000000.00 0.0125 N N Y N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 0.800 96122JEY1 549300W0N3O6Q4RCKE25 US96122JEY10 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-30 2020-10-30 2020-10-30 N N N 0.0076 54956361.90 54956361.90 0.0068 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 1.168 96122JEZ8 549300W0N3O6Q4RCKE25 US96122JEZ84 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-22 2021-01-22 2021-01-22 N N N 0.0091 53891684.10 53891684.10 0.0067 N N N N Societe Generale SA Societe Generale SA 1.804 83368YFA0 O2RNE8IBXP4R0TD8PU41 US83368YFA01 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-18 2021-03-19 2021-03-19 N N N 0.0111 47811511.20 47811511.20 0.0060 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.829 9612C4J36 EN5TNI6CI43VEPAMHL14 US9612C4J365 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-26 2020-11-25 2020-11-25 N N N 0.0076 49985929.50 49985929.50 0.0062 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 0.440 96130ADZ8 EN5TNI6CI43VEPAMHL14 US96130ADZ84 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-01 2020-11-02 2020-11-02 N N N 0.0069 32958397.23 32958397.23 0.0041 N N N N Starbird Funding Corp. Starbird Funding Corp. 0.638 85520LJM8 549300A8DDPP6QJBB522 US85520LJM81 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-21 2020-09-21 2020-09-21 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0064 44886960.00 44886960.00 0.0056 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.698 55379WP67 C3GTMMZIHMY46P4OIX74 US55379WP673 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-29 2020-05-29 2020-05-29 N N N 0.0009 35013661.55 35013661.55 0.0044 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.254 86565B2E0 5U0XI89JRFVHWIBS4F54 US86565B2E00 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0127 40001303.60 40001303.60 0.0050 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.445 86565B3W9 5U0XI89JRFVHWIBS4F54 US86565B3W98 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-06-30 2020-06-30 2020-06-30 N N N 0.0071 49993199.00 49993199.00 0.0062 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 1.990 ZBUT11V806EZRVTWT807 BRW1TK1E6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 2024-08-15 6.875000 55000.00 39909.26 Corporate Debt Securities TERRAFORM POWER OPERATING LLC 5493000S2OLR3UT5BE13 2030-01-15 4.750000 75000.00 78794.79 Corporate Debt Securities CHARTER COMMUNICATIONS OPERATING 549300TPZNMN50BJ3745 2047-05-01 5.375000 100000.00 122481.57 Corporate Debt Securities LENNAR CORP 529900G61XVRLX5TJX09 2025-05-30 4.750000 128000.00 133253.33 Corporate Debt Securities STANDARD CHARTERED CAP TR I 2049-12-31 2.270130 300000.00 237453.00 Corporate Debt Securities MBIA 54F1KGFE2KNP3VAL3P42 2022-08-15 6.400000 1069000.00 1012592.43 Corporate Debt Securities MCMLT_19-1 2069-10-25 3.500000 1518990.00 1499445.54 Private Label Collateralized Mortgage Obligations NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 2025-04-15 5.000000 1985000.00 1999060.42 Corporate Debt Securities JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-COR 2052-03-10 4.029100 2509040.00 2826221.96 Private Label Collateralized Mortgage Obligations DEUTSCHE BANK AG (NEW YORK BRANC 5493005PGG4HB3CD7345 2032-12-01 4.875000 2540000.00 2356985.59 Corporate Debt Securities DIVERSIFIED HEALTHCARE TRUST 2028-02-15 4.750000 6978500.00 6072522.05 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-13 2020-05-13 2020-05-13 N N N 0.0199 15000000.00 15000000.00 0.0019 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 1.710 VYVVCKR63DVZZN70PB21 BRW2E4270 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2027-09-15 7.500000 16798540.00 17250000.76 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-06-03 2020-06-03 2020-06-03 N N N 0.0171 15000000.00 15000000.00 0.0019 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 1.800 VYVVCKR63DVZZN70PB21 BRW3UF6G1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CAALT_19-3A 2029-01-16 2.860000 23038294.00 22470000.73 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0180 21000000.00 21000000.00 0.0026 N N N Y Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.130 MK13839SGLMX6JEXRB54 BRW4FGP40 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-05 2020-05-05 2020-05-05 N N N 0.0013 55000000.00 55000000.00 0.0068 N N Y N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.130 MK13839SGLMX6JEXRB54 BRW4GSHZ3 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-06 2020-05-06 2020-05-06 N N N 0.0013 93000000.00 93000000.00 0.0116 N N Y N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 1.600 86959RCG3 NHBDILHZTYCNBV5UYZ31 US86959RCG39 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-02 2020-10-02 2020-10-02 N N N 0.0071 53999980.02 53999980.02 0.0067 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 1.369 86959RCR9 NHBDILHZTYCNBV5UYZ31 US86959RCR93 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-15 2020-10-15 2020-10-15 N N N 0.0071 31999991.04 31999991.04 0.0040 N N N N Svenska Handelsbanken AB, New York Svenska Handelsbanken AB, New York 1.232 86959REM8 NHBDILHZTYCNBV5UYZ31 US86959REM88 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-06 2021-01-04 2021-01-04 N N N 0.0079 70895791.17 70895791.17 0.0088 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.299 86960JGL3 NHBDILHZTYCNBV5UYZ31 US86960JGL35 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-07-20 2020-07-20 2020-07-20 N N N 0.0030 26982078.75 26982078.75 0.0033 N N N N Swedbank AB Swedbank AB 0.518 87019RJ31 M312WZV08Y7LYUC71685 US87019RJ316 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-09-03 2020-09-03 2020-09-03 N N N 0.0052 26951805.00 26951805.00 0.0033 N N N N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.110 MK13839SGLMX6JEXRB54 BRW4J4D79 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0011 63000000.00 63000000.00 0.0078 N Y Y N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.130 MK13839SGLMX6JEXRB54 BRW4JBX97 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-07 2020-05-07 2020-05-07 N N N 0.0013 57000000.00 57000000.00 0.0071 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.040 VYVVCKR63DVZZN70PB21 BRW4JEAY1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-05-01 3.000000 24338267.00 25750000.07 Agency Mortgage-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 25000000.00 25000000.00 0.0031 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.020 ZBUT11V806EZRVTWT807 BRW4JEAA3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 1471900.00 2499340.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 80153600.00 122960688.37 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 123000000.00 123000000.00 0.0153 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.040 ZBUT11V806EZRVTWT807 BRW4JEA96 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE I 2060-05-15 4.120000 125356.00 141667.18 Agency Mortgage-Backed Securities GINNIE MAE II 2034-03-20 4.500000 134799.00 107132.42 Agency Mortgage-Backed Securities GINNIE MAE I 2050-02-15 3.140000 160000.00 173103.84 Agency Mortgage-Backed Securities GINNIE MAE I 2055-03-15 2.740000 220000.00 238632.58 Agency Mortgage-Backed Securities GINNIE MAE I 2050-03-15 2.680000 244000.00 263419.88 Agency Mortgage-Backed Securities GINNIE MAE II 2034-07-20 4.500000 270896.00 279954.28 Agency Mortgage-Backed Securities GINNIE MAE I 2055-04-15 2.940000 372700.00 408364.53 Agency Mortgage-Backed Securities GINNIE MAE I 2060-03-15 3.900000 401195.00 445916.47 Agency Mortgage-Backed Securities GINNIE MAE II 2049-09-20 3.000000 410721.00 432561.86 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 3.500000 651703.00 712054.90 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 3.500000 913552.00 992485.13 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1003096.00 1091086.95 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 4.500000 1014242.00 1130173.92 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.500000 1024096.00 1119575.54 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1050994.00 1175691.37 Agency Mortgage-Backed Securities GINNIE MAE II 2049-09-20 3.500000 1057290.00 1076547.13 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1112644.00 1198266.32 Agency Mortgage-Backed Securities GINNIE MAE I 2061-09-15 4.070000 1146826.00 1247493.94 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 4.500000 1151056.00 1272638.59 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 1261402.00 1383302.45 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1338900.00 1441936.31 Agency Mortgage-Backed Securities GINNIE MAE II 2043-06-20 4.125000 1364762.00 160952.21 Agency Mortgage-Backed Securities GINNIE MAE I 2061-12-15 3.240000 1480388.00 1561647.98 Agency Mortgage-Backed Securities GINNIE MAE I 2061-10-15 3.530000 1508782.00 1591346.49 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1626450.00 1759000.08 Agency Mortgage-Backed Securities GINNIE MAE II 2049-01-20 6.500000 1716640.00 1200112.91 Agency Mortgage-Backed Securities GINNIE MAE I 2060-06-15 4.230000 1731512.00 1961902.66 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 3.500000 1760550.00 1917035.51 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1888976.00 2130238.30 Agency Mortgage-Backed Securities GINNIE MAE I 2062-07-15 3.780000 1900000.00 2157522.20 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.500000 2058792.00 2258055.19 Agency Mortgage-Backed Securities GINNIE MAE I 2061-10-15 3.080000 2145540.00 2268975.30 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 3.500000 2429340.00 2645270.54 Agency Mortgage-Backed Securities GINNIE MAE II 2049-10-20 3.500000 2893472.00 3088416.54 Agency Mortgage-Backed Securities GINNIE MAE II 2022-10-20 5.500000 2948668.00 5180.55 Agency Mortgage-Backed Securities GINNIE MAE I 2060-04-15 4.460000 3453884.00 4081080.94 Agency Mortgage-Backed Securities GINNIE MAE II 2037-12-20 6.000000 3591884.00 106669.96 Agency Mortgage-Backed Securities GINNIE MAE II 2050-04-20 3.500000 3607852.00 3910620.94 Agency Mortgage-Backed Securities GINNIE MAE I 2062-05-15 3.280000 3725896.00 4130067.13 Agency Mortgage-Backed Securities GINNIE MAE II 2041-11-20 3.125000 4000000.00 338106.71 Agency Mortgage-Backed Securities GINNIE MAE I 2062-01-15 3.470000 4200656.00 4703534.50 Agency Mortgage-Backed Securities GINNIE MAE II 2041-10-20 3.500000 4375000.00 1007567.27 Agency Mortgage-Backed Securities GINNIE MAE I 2061-02-15 4.420000 5534000.00 6198852.30 Agency Mortgage-Backed Securities GINNIE MAE I 2061-02-15 4.400000 6329080.00 7096217.94 Agency Mortgage-Backed Securities GINNIE MAE II 2049-07-20 4.500000 6335670.00 5160709.54 Agency Mortgage-Backed Securities GINNIE MAE I 2061-04-15 4.180000 6561080.00 7307535.53 Agency Mortgage-Backed Securities GINNIE MAE I 2060-10-15 4.250000 7142496.00 8008085.17 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 4.000000 7820376.00 8747370.44 Agency Mortgage-Backed Securities GINNIE MAE II 2039-07-20 3.250000 10812464.00 420030.79 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 3.000000 13704592.00 3075375.29 Agency Mortgage-Backed Securities GINNIE MAE II 2027-10-20 3.125000 17717100.00 47920.01 Agency Mortgage-Backed Securities GINNIE MAE II 2027-11-20 3.125000 24851424.00 48367.90 Agency Mortgage-Backed Securities GINNIE MAE I 2059-11-15 3.590000 26428864.00 29203958.87 Agency Mortgage-Backed Securities GINNIE MAE I 2060-04-15 3.210000 26840700.00 28500497.58 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 3.875000 30000000.00 2428496.01 Agency Mortgage-Backed Securities GINNIE MAE I 2060-04-15 3.240000 31937300.00 35489941.37 Agency Mortgage-Backed Securities GINNIE MAE II 2044-10-20 3.125000 36486040.00 5207455.98 Agency Mortgage-Backed Securities GINNIE MAE II 2045-01-20 4.000000 62056880.00 17435524.13 Agency Mortgage-Backed Securities GINNIE MAE II 2034-11-20 3.488000 120454528.00 73280441.46 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.500000 148654336.00 82101035.86 Agency Mortgage-Backed Securities GINNIE MAE II 2044-05-20 4.500000 372905984.00 85026874.39 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 455000000.00 455000000.00 0.0566 N Y Y N Barclays Bank plc Barclays Bank plc 0.050 BRW4J4CY1 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 220000000.00 220000000.00 0.0274 N Y Y N Svenska Handelsbanken Svenska Handelsbanken 0.040 BRW4J9X76 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 100000000.00 100000000.00 0.0125 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.040 BRW4J4D61 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 230000000.00 230000000.00 0.0286 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.040 1VUV7VQFKUOQSJ21A208 BRW4J4CX3 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 256188000.00 256188000.00 0.0319 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.020 VYVVCKR63DVZZN70PB21 BRW4JEAX3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 324.00 337.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 332.00 345.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 2.250000 1296.00 1348.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.750000 1340.00 1391.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.750000 2069.00 2149.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 2387.00 2479.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-15 2.375000 4760.00 4965.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.125000 16674.00 17321.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 25033.00 26063.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 31168.00 32386.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 37317.00 38990.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-15 2.875000 39525.00 41115.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 39681.00 41317.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 1.500000 42191.00 43797.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 1.500000 44259.00 45917.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 8.750000 46011.00 48021.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.750000 48120.00 49984.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 1.125000 48761.00 50657.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 49633.00 51505.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.125000 68638.00 71549.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 1.750000 68668.00 71319.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 75273.00 78736.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 8.750000 86415.00 90159.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 106108.00 110911.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 121428.00 126417.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-15 2.625000 131501.00 136412.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 168749.00 175113.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 190493.00 197814.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 201278.00 210082.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 220460.00 229408.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 1.875000 238066.00 247744.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 258746.00 268879.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 3.125000 469161.00 490308.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-15 1.625000 522533.00 544590.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 582948.00 604837.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-15 1.750000 910042.00 945612.34 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 5000000.00 5000000.00 0.0006 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.020 MBNUM2BPBDO7JBLYG310 BRW4JE8Z1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 2.00 5.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 17.00 19.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 910.00 995.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 33456.00 50650.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 8.125000 220342.00 246655.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 1190846.00 1335826.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 2327784.00 2590129.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 2399995.00 2726470.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 0.264040 2674973.00 2683540.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.125000 2769730.00 2809712.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 0.170040 2850101.00 2855994.71 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 15000000.00 15000000.00 0.0019 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 0.060 51KMXRLB0RIEGI0WJN58 BRW4K3ZT7 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 229000000.00 229000000.00 0.0285 N Y Y N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.350 89114M2D8 PT3QB789TSUIDF371261 US89114M2D85 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR NR 2020-05-01 2020-07-10 2020-07-10 N N N 0.0059 19991072.40 19991072.40 0.0025 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.350 89114M2P1 PT3QB789TSUIDF371261 US89114M2P16 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR NR 2020-05-01 2020-07-16 2020-07-16 N N N 0.0059 19990274.20 19990274.20 0.0025 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.170 89114M3K1 PT3QB789TSUIDF371261 US89114M3K10 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR NR 2020-07-29 2020-07-29 2020-07-29 N N N 0.0026 40190445.20 40190445.20 0.0050 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.422 89114N5K7 PT3QB789TSUIDF371261 US89114N5K73 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR NR 2020-06-29 2020-09-28 2020-09-28 N N N 0.0066 60521861.68 60521861.68 0.0075 N N N N BlackRock Liquidity Funds 2020-05-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer