N-MFP2 0000097098 XXXXXXXX 2021-03-31 0000097098 5493007YVNX55LTRQ706 S000001474 9 N N 002-47015 BlackRock Advisors, LLC 801-47710 BlackRock International Limited 801-51087 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 42 67 2895573231.49 2910676159.38 2857299963.24 2726643906.64 4294392414.41 4280037256.17 4065130938.78 3879909197.30 0.3297 0.3407 0.3404 0.3330 0.4890 0.5009 0.4843 0.4738 122133121.26 8061589086.07 3341095000.00 2996757.77 1696779.45 8185022185.65 8179233277.72 0.0021 1.0007 1.0007 1.0007 1.0007 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 36505.67 36478.11 1.0008 1.0008 1.0008 1.0008 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0004 Y BlackRock Advisors, LLC, Management Fees, 2.18; 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 17935.83 17923.50 1.0007 1.0007 1.0007 1.0007 0.12 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.12 0.00 0.0002 Y BlackRock Advisors, LLC, Management Fees, 0.96; BlackRock Investments, LLC, Service/Distribution Fees, 3.11; C000003921 3000000.00 8184967744.15 8179178876.11 1.0007 1.0007 1.0007 1.0007 170208628.33 220799869.31 64895631.98 294794725.36 91103935.84 272271941.85 31872787.76 192006643.86 484575093.20 1088610242.01 0.0005 Y BlackRock Advisors, LLC, Management Fees, 512673.84; Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.091 08224LR73 549300PGDCWK6DU9QM65 US08224LR736 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2021-04-07 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0009 63998880.00 63998880.00 0.0078 N N Y N DBS Bank Ltd. DBS Bank Ltd. 0.156 23305DU60 ATUEL7OJR5057F2PV266 US23305DU602 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-07-06 2021-07-06 2021-07-06 N N N 0.0016 37984232.28 37984232.28 0.0046 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.190 ZBUT11V806EZRVTWT807 0000782124 BRT7G0VZ5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y HOLCIM US FINANCE SARL & CIE SCS 529900CXLAPDSXWXLL07 2021-05-24 0.000000 263999.00 263909.50 Money Market WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 2021-04-27 0.000000 356000.00 355942.68 Money Market VW CREDIT INC 549300UUPJ2NXDB68M19 2021-05-04 0.000000 1004200.00 1004016.23 Money Market GNMA_16-166 2058-04-16 0.995110 69875600.00 2640084.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2059-07-16 0.810680 120451200.00 4136046.96 Agency Collateralized Mortgage Obligation Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0019 8000000.00 8000000.00 0.0010 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.250 ZBUT11V806EZRVTWT807 BRT7ER652 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ILLINOIS (STATE OF) 54930048FV8RWPR02D67 2040-03-01 4.000000 1.00 1.10 Other Instrument MUNI LOS ANGELES CALIF DEPARTMENT OF WATER & POWER 549300S8NXV6YU61GG95 2050-07-01 6.603000 4.00 6.58 Other Instrument MUNI MONTGOMERY ALA 2026-12-01 5.000000 5.00 6.18 Other Instrument MUNI GFMT_18-2 2058-10-25 0.390810 6.00 0.05 Private Label Collateralized Mortgage Obligations HLM_19-14R 2034-01-25 0.000000 10.00 9.98 Asset-Backed Securities GFMT_18-2 2058-10-25 0.500000 32.00 0.01 Private Label Collateralized Mortgage Obligations GREAT WOLF TRUST GWT_19-WOLF 2036-12-15 1.739000 440.00 435.96 Private Label Collateralized Mortgage Obligations ANTALIS SA (ILE-DE-FRANCE) 549300G2LM2ZKZ0X4Y50 2021-05-06 0.000000 1605.00 1604.77 Money Market CGDB_19-MOB 2036-11-15 1.056000 7650.00 7648.98 Private Label Collateralized Mortgage Obligations NAA_04-AR4 2034-12-25 1.208630 26700.00 7308.31 Private Label Collateralized Mortgage Obligations JPMMT_17-4 2048-11-25 3.000000 70000.00 14179.88 Private Label Collateralized Mortgage Obligations UNIVERSITY OF TEXAS SYSTEM 2032-08-01 0.030000 835000.00 835020.88 Money Market COMM MORTGAGE TRUST COMM_13-CR11 2050-08-10 0.918860 1399000.00 23512.79 Private Label Collateralized Mortgage Obligations IHPT_18-STAY 2033-01-15 0.000000 108797600.00 14633.96 Private Label Collateralized Mortgage Obligations BX TRUST BX_18-BILT 2030-05-15 0.000000 112448000.00 11921.09 Private Label Collateralized Mortgage Obligations FSMT_17-2 2047-10-25 0.650250 135463680.00 144396.65 Private Label Collateralized Mortgage Obligations JPC_20-60M 2022-10-15 0.003300 246900000.00 9250.52 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0025 1000000.00 1000000.00 0.0001 N Y Y N BNP Paribas SA BNP Paribas SA 0.170 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ZAIS8_18-1A 2029-04-15 1.191250 22474.00 21762.93 Asset-Backed Securities STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6 2050-12-25 5.666670 113487.00 109031.09 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK ST 2023-11-25 4.358630 344000.00 193312.77 Private Label Collateralized Mortgage Obligations FREDDIE MAC STACR_14-DN1 2024-02-25 4.608630 473333.00 438696.54 Private Label Collateralized Mortgage Obligations STACR_19-DNA3 2049-07-25 8.258630 1000000.00 1033462.44 Private Label Collateralized Mortgage Obligations STACR_19-DNA4 2049-10-25 6.358630 1000000.00 986086.77 Private Label Collateralized Mortgage Obligations FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_14-C03 2024-07-25 3.108630 1188319.00 591410.07 Private Label Collateralized Mortgage Obligations STRUCTURED AGENCY CREDIT RISK STACR_19-HQA3 2049-09-25 7.608630 1463254.00 1465550.00 Private Label Collateralized Mortgage Obligations DT AUTO OWNER TRUST DTAOT_19-1A 2024-11-15 3.610000 1784000.00 1808850.13 Asset-Backed Securities STRUCTURED AGENCY CREDIT RISK STACR_18-DNA3 2048-09-25 7.858630 6205127.00 6329426.69 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0017 11000000.00 11000000.00 0.0013 N Y Y N Natixis SA Natixis SA 0.108 63873JSJ0 2549003L5ZG5M2ZSE107 US63873JSJ06 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-18 2021-05-18 2021-05-18 N N N 0.0011 19997173.40 19997173.40 0.0024 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.120 MBNUM2BPBDO7JBLYG310 BRT5BL5U8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 100.00 101.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 100.00 105.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-12-31 1.750000 4400.00 4577.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 0.500000 246100.00 235397.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 10608300.00 11999889.70 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0012 12000000.00 12000000.00 0.0015 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.190 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2031-01-22 2.699000 1363.00 1384.40 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2027-06-01 2.300000 47164.00 48283.04 Corporate Debt Securities SCENTRE GROUP TRUST 1 549300SQ859FBKRKSI77 2027-03-23 3.750000 60000.00 64169.95 Corporate Debt Securities BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2028-09-30 1.904000 855000.00 840165.75 Corporate Debt Securities TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 2034-03-31 5.600000 869000.00 1057937.98 Corporate Debt Securities NATWEST GROUP PLC 2138005O9XJIJN4JPN90 2030-01-27 5.076000 1770000.00 2062427.01 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC 35380028MYWPB6AUO129 2021-10-19 2.442000 2176000.00 2225632.38 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0019 6000000.00 6000000.00 0.0007 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.270 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y EQT CORP 4NT01YGM4X7ZX86ISY52 2027-10-01 3.900000 91999.00 94942.97 Corporate Debt Securities ITAU UNIBANCO HOLDING SA (CAYMAN ISLANDS BRANCH) 2031-04-15 3.875000 200000.00 195514.58 Corporate Debt Securities ARCELORMITTAL 2EULGUTUI56JI9SAL165 2041-03-01 7.000000 550000.00 740895.83 Corporate Debt Securities BOEING CO RVHJWBXLJ1RFUBSY1F30 2030-05-01 5.150000 898725.00 1051470.80 Corporate Debt Securities NXP BV 724500RKKW4NOJ9YQF60 2024-03-01 4.875000 2420860.00 2697169.90 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0027 4500000.00 4500000.00 0.0005 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.659 7TK5RJIZDFROZCA6XF66 BRTL107X2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 1.750000 710600.00 743549.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-15 1.500000 10850800.00 11076205.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.625000 11059200.00 11839827.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 27555600.00 27340418.32 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-05-05 2021-05-05 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch - BR NR Moody's - BR A1 Standard & Poor's - BR A N N 0.0066 50000000.00 50000000.00 0.0061 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 0.190 VYVVCKR63DVZZN70PB21 BRTRFGQB6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y GLS AUTO RECEIVABLES TRUST GCAR_20-1A 2024-02-15 2.170000 100000.00 43478.46 Asset-Backed Securities ODART_19-1A 2028-11-14 3.950000 100000.00 109264.43 Asset-Backed Securities DT AUTO OWNER TRUST DTAOT_20-1A 2023-09-15 1.940000 105000.00 34669.03 Asset-Backed Securities MMAF EQUIPMENT FINANCE LLC MMAF_18-A 2042-03-10 3.610000 155000.00 165779.13 Asset-Backed Securities TPMT_20-4 2060-10-25 2.875000 165000.00 165999.54 Asset-Backed Securities FCAT_20-1-A 2024-08-15 1.900000 194000.00 103318.56 Asset-Backed Securities SDART_20-2 2023-05-15 0.620000 270000.00 117286.07 Asset-Backed Securities DT AUTO OWNER TRUST DTAOT_18-3A 2024-07-15 3.790000 405000.00 284628.58 Asset-Backed Securities CPS_20-A 2023-05-15 2.090000 500000.00 129983.01 Asset-Backed Securities NSLP_14-1A 2031-04-25 1.597750 500000.00 461667.25 Asset-Backed Securities WLAKE_20-3 2025-11-17 0.780000 630000.00 632991.03 Asset-Backed Securities CPS_18-D 2023-09-15 3.830000 650000.00 504753.24 Asset-Backed Securities PROG_19-SFR1 2035-08-17 3.422000 890000.00 910973.51 Private Label Collateralized Mortgage Obligations AOMT_20-5 2065-05-25 2.041000 949947.00 735438.36 Private Label Collateralized Mortgage Obligations ANTR_17-2A 2030-01-20 3.774000 1000000.00 1001848.33 Asset-Backed Securities FLAGSHIP CREDIT AUTO TRUST FCAT_19-1 2023-08-15 3.110000 1059000.00 188676.50 Asset-Backed Securities DEFT_19-2 2024-10-22 1.910000 1099000.00 1112037.98 Asset-Backed Securities GRTLK_15-1R 2030-01-16 4.123380 1100000.00 1055353.44 Asset-Backed Securities INVITATION HOMES TRUST IHSFR_17-SFR2 2036-12-17 1.556000 1160000.00 1162151.67 Private Label Collateralized Mortgage Obligations BXMT_20-FL3 2037-03-15 1.508250 1250000.00 1252295.31 Private Label Collateralized Mortgage Obligations DRYDEN SENIOR LOAN FUND DRSLF_17 2030-07-18 1.433380 1363000.00 1366825.86 Asset-Backed Securities TEXTAINER MARINE CONTAINERS LTD TMCL_19-1A 2044-04-20 3.960000 1372000.00 1172839.75 Asset-Backed Securities CFII_19-2A 2031-09-15 1.950000 1499000.00 872123.75 Asset-Backed Securities PROG_21-SFR1 2038-04-17 1.303000 1750000.00 1710092.66 Private Label Collateralized Mortgage Obligations ORANGE LAKE TIMESHARE TRUST ONGLT 2030-11-08 3.350000 1950000.00 635487.20 Asset-Backed Securities DEER CREEK CLO LTD DCRK_17-1A 2030-10-20 1.874000 2000000.00 2007607.78 Asset-Backed Securities VOYA_17-2A 2030-06-07 2.591250 2000000.00 2009796.88 Asset-Backed Securities CLI FUNDING LLC CLIF_19-1A 2044-05-18 3.710000 2049000.00 1683133.51 Asset-Backed Securities TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1 2045-08-21 2.730000 2750000.00 2631615.94 Asset-Backed Securities PSTAT_18-5A 2027-01-20 1.074000 2807999.00 1411014.92 Asset-Backed Securities CARLYLE GLOBAL MARKET STRATEGIES 2031-07-20 1.924000 3000000.00 3009723.33 Asset-Backed Securities HLM-8A_16 2030-07-22 1.824000 3000000.00 3014000.00 Asset-Backed Securities NEWFL_16-1R 2028-04-20 2.224000 3450000.00 3459399.33 Asset-Backed Securities SBA TOWER TRUST 2047-04-15 3.168000 3588000.00 3599718.40 Asset-Backed Securities OAKTREE CLO LTD OAKCL_15-1A 2027-10-20 1.574000 3920000.00 3929998.18 Asset-Backed Securities VIBR_18-8A 2031-01-20 1.694000 4500000.00 4517027.50 Asset-Backed Securities GALC_20-1 2026-02-16 1.850000 4675000.00 4809136.14 Asset-Backed Securities ABPCI_8 2032-04-20 2.074000 4987138.00 5027198.57 Asset-Backed Securities NEWARK BSL CLO 1 LTD NBCLO_16 2029-12-21 2.212880 4999372.00 5040329.56 Asset-Backed Securities ACIS_15-6A 2027-05-01 1.795000 4999990.00 493361.97 Asset-Backed Securities CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_18-2A 2027-05-17 3.470000 5250000.00 233681.59 Asset-Backed Securities CAALT_20-2A 2029-09-17 1.930000 5300000.00 5410111.62 Asset-Backed Securities PROG_19-SFR4 2036-10-17 2.687000 5749000.00 5906287.85 Private Label Collateralized Mortgage Obligations MP CLO III LTD MP3_13-1A 2030-10-20 1.480000 5900000.00 5919034.06 Asset-Backed Securities HGVT_19-A 2033-07-25 2.540000 5953000.00 3985311.71 Asset-Backed Securities MAGNE_14-8A 2031-04-15 3.141250 6250000.00 6238276.69 Asset-Backed Securities BENEFIT STREET PARTNERS CLO LTD 2027-07-18 1.003380 6505000.00 2194127.68 Asset-Backed Securities EART_19-2A 2023-05-15 3.060000 7055000.00 1552211.34 Asset-Backed Securities ZCLO3_15-3A 2031-07-15 2.891250 9999999.00 9777933.40 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0019 97000000.00 97000000.00 0.0119 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.485 MBNUM2BPBDO7JBLYG310 BRTWDY7G8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GNMA_14-H15 2064-07-20 1.692270 100000.00 3662.62 Agency Collateralized Mortgage Obligation GNMA_14-H13A 2064-07-20 1.959860 702783.00 25041.17 Agency Collateralized Mortgage Obligation GNMA_19-H10J 2069-06-20 1.732450 4344177.00 269516.36 Agency Collateralized Mortgage Obligation GNMA_14-H17A 2064-08-20 1.676210 7313238.00 252688.18 Agency Collateralized Mortgage Obligation FHSTR_318 2043-11-15 0.000000 12563184.00 4999999.74 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-06-01 2021-06-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0048 5000000.00 5000000.00 0.0006 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.544 ZBUT11V806EZRVTWT807 BRW1ZAUR0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 2027-10-01 4.625000 25000.00 26960.13 Corporate Debt Securities CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 2043-06-01 4.950000 27000.00 30820.50 Corporate Debt Securities TELEFLEX INC UUL85LWXB4NGSWWXIQ25 2026-06-01 4.875000 49000.00 51021.25 Corporate Debt Securities BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 2024-02-15 0.950000 60000.00 59670.33 Corporate Debt Securities SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 2034-12-01 5.750000 89000.00 101830.83 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2049-12-31 5.000000 93000.00 96063.32 Corporate Debt Securities SIGNATURE AVIATION US HOLDINGS INC 213800CSNQ87U1MC8N11 2028-03-01 4.000000 99500.00 100826.67 Corporate Debt Securities JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7 2050-10-15 3.124700 250000.00 204141.47 Private Label Collateralized Mortgage Obligations KNDL 2019-KNSQ MORTGAGE TRUST KNDL_19-KNSQ 2036-05-15 1.162000 389991.00 390189.81 Private Label Collateralized Mortgage Obligations JPMBB COMMERCIAL MORTGAGE SECURI 2048-07-15 3.550800 500000.00 537071.50 Private Label Collateralized Mortgage Obligations ICAHN ENTERPRISES LP 549300T0G4GS0SINS786 2024-09-15 4.750000 563700.00 583559.77 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2022-09-20 4.250000 715000.00 736484.76 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD 2026-04-20 5.500000 1200000.00 1253600.00 Corporate Debt Securities TEVA PHARMACEUTICAL FINANCE NETH 5493004T21MOAFINJP35 2028-03-01 6.750000 1243000.00 1405966.62 Corporate Debt Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2031-01-01 6.125000 2150000.00 2404482.06 Corporate Debt Securities AMERICAN TRANSMISSION SYSTEMS INC 2044-09-01 5.000000 2257000.00 2611950.87 Corporate Debt Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2025-12-01 5.500000 2375000.00 2530384.38 Corporate Debt Securities AECOM 0EEB8GF0W0NPCIHZX097 2027-03-15 5.125000 2575000.00 2794075.28 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2027-08-17 4.125000 3575000.00 3690228.21 Corporate Debt Securities EQM MIDSTREAM PARTNERS LP 549300NELT611CL6XM83 2029-01-15 4.500000 3690000.00 3620904.75 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2030-11-13 4.000000 5155700.00 5170307.82 Corporate Debt Securities NAA_04-AR4 2034-12-25 1.208630 15463300.00 4232601.32 Private Label Collateralized Mortgage Obligations JPMMT_18-9 2049-02-25 0.412990 362065000.00 210562.51 Private Label Collateralized Mortgage Obligations Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-06-29 2021-06-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0054 30000000.00 30000000.00 0.0037 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.420 ZBUT11V806EZRVTWT807 BRW2XJPL0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 2030-06-30 1.400000 7.00 6.53 Corporate Debt Securities MACYS RETAIL HOLDINGS LLC 549300JMONK27O4SQQ19 2034-07-15 6.700000 9.00 9.15 Corporate Debt Securities BERKS CNTY PA MUN AUTH 2041-11-01 4.250000 16.00 15.98 Other Instrument MUNI JPMMT_21-1 2051-06-25 2.500000 30.00 29.90 Private Label Collateralized Mortgage Obligations SEQUOIA MORTGAGE TRUST SEMT_16-2 2046-08-25 3.500000 64.00 5.37 Private Label Collateralized Mortgage Obligations AADVANTAGE LOYALTY IP LTD 2029-04-20 5.750000 100.00 106.35 Corporate Debt Securities ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 2061-02-04 4.000000 34000.00 31443.99 Corporate Debt Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2096-09-15 7.730000 60000.00 68555.13 Corporate Debt Securities XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 2036-07-01 6.500000 90000.00 127865.70 Corporate Debt Securities CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 2027-01-26 1.247000 250000.00 244851.72 Corporate Debt Securities MRCD MORTGAGE TRUST MRCD_19-PARK 2036-12-15 2.717520 250000.00 260950.15 Private Label Collateralized Mortgage Obligations CPTS_19-CPT 2039-11-13 2.996000 368000.00 381489.90 Private Label Collateralized Mortgage Obligations IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 2029-09-15 4.875000 386090.00 390497.86 Corporate Debt Securities HUDSONS BAY SIMON JV TRUST HBCT_ 2034-08-05 4.154500 570000.00 516999.74 Private Label Collateralized Mortgage Obligations JPMMT_20-INV2 2050-10-25 1.050000 611800.00 7495.20 Private Label Collateralized Mortgage Obligations SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 2038-05-15 6.800000 680000.00 939528.04 Corporate Debt Securities FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 2024-11-01 4.063000 725000.00 766955.15 Corporate Debt Securities FMBT_19-FBLU 2036-12-10 3.962870 1153000.00 1202632.49 Private Label Collateralized Mortgage Obligations BMARK_20-B16 2053-02-18 0.927550 1427990.00 100006.41 Private Label Collateralized Mortgage Obligations SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 2024-03-15 4.650000 2100000.00 2104340.00 Corporate Debt Securities DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 2031-03-24 3.125000 2681000.00 2665711.97 Corporate Debt Securities WELLS FARGO COMMERCIAL MORTGAGE 2059-03-17 3.123000 3000000.00 2825716.50 Private Label Collateralized Mortgage Obligations MCMLT_18-3 2058-08-26 3.250000 3189000.00 3252913.12 Private Label Collateralized Mortgage Obligations JP MORGAN MORTGAGE TRUST JPMMT_19-9 2050-05-25 3.500000 3300000.00 1672539.89 Private Label Collateralized Mortgage Obligations BOEING CO RVHJWBXLJ1RFUBSY1F30 2040-05-01 5.705000 3668990.00 4561181.36 Corporate Debt Securities DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 2023-03-24 0.900000 4012000.00 4012742.22 Corporate Debt Securities WPT_17-WWP 2036-11-10 3.595540 5000000.00 4934451.43 Private Label Collateralized Mortgage Obligations JPMCC_19-FL12 2031-09-15 4.200000 5315000.00 5318758.88 Private Label Collateralized Mortgage Obligations FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 2028-10-01 6.625000 5851000.00 6885895.63 Corporate Debt Securities GS MORTGAGE SECURITIES CORPORATI 2049-11-15 3.233000 6000000.00 4497841.00 Private Label Collateralized Mortgage Obligations MILL CITY MORTGAGE TRUST MCMLT_18-2 2058-05-25 3.500000 12679000.00 6076758.63 Asset-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-07 2021-04-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0042 50000000.00 50000000.00 0.0061 N N Y N UBS AG, Stamford UBS AG, Stamford 1.380 90275DMG2 254900R882POXXVAK772 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 0.0009 37021276.11 37021276.11 0.0045 N N N N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 0.744 1V8Y6QCX6YMJ2OELII46 BRW4JGBV1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PACTIV LLC 549300O4WTC6DL4JIE57 2025-12-15 7.950000 5000.00 5704.54 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2049-12-31 6.300000 250000.00 271525.00 Corporate Debt Securities CWHL_06-13 2036-09-25 6.250000 649998.00 72921.43 Private Label Collateralized Mortgage Obligations CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2049-12-31 5.350000 891000.00 934624.35 Corporate Debt Securities OPTION ONE MORTGAGE LOAN TRUST O 2036-07-25 0.248630 1109000.00 456607.54 Asset-Backed Securities DBALT_07-OA2 2047-04-25 1.030000 1373698.00 268773.67 Private Label Collateralized Mortgage Obligations WMABS_06-HE3 2036-08-25 0.268630 1715600.00 895849.54 Asset-Backed Securities HLM_15-6A 2031-02-05 7.795130 1775250.00 1585853.37 Asset-Backed Securities MP4_13-2X-ERR 2029-07-25 7.217750 1800000.00 1661475.69 Asset-Backed Securities BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-CHRS 2038-08-05 4.266500 2000000.00 1714632.83 Private Label Collateralized Mortgage Obligations CARLYLE GLOBAL MARKET STRATEGIES 2027-04-27 4.562880 2000000.00 1917250.08 Asset-Backed Securities FFML_04-FF11 2035-01-25 1.983630 2000000.00 114660.49 Asset-Backed Securities FHLT_05-A 2035-01-25 1.158630 2000000.00 522832.51 Asset-Backed Securities INSTITUTIONAL MORTGAGE SECURITIE 2048-12-15 3.180000 2000000.00 989604.00 Private Label Collateralized Mortgage Obligations MORGAN STANLEY ABS CAPITAL I MSAC_06-HE4 2036-06-25 0.588630 2000000.00 738645.91 Asset-Backed Securities CSMC_17-CHOP 2032-07-15 4.456000 2080000.00 1744792.28 Private Label Collateralized Mortgage Obligations LCM LTD PARTNERSHIP LCM_21A 2028-04-20 5.974000 2250000.00 2188813.75 Asset-Backed Securities RAMC_06-2 2036-08-25 6.254000 2380000.00 1294007.97 Asset-Backed Securities SHACK_15-8A 2027-10-20 5.564000 2400000.00 2239194.44 Asset-Backed Securities JTWN_13-2A 2030-04-22 5.672380 2500000.00 2365536.24 Asset-Backed Securities VOYA_15-1A 2029-01-18 2.573380 2555000.00 2361242.28 Asset-Backed Securities HVML_05-15 2045-10-20 2.897980 2607000.00 21797.86 Private Label Collateralized Mortgage Obligations PCHLT_05-1 2035-01-25 2.433630 2800000.00 6907.60 Asset-Backed Securities WMABS_06-HE2 2036-05-25 0.588630 3000000.00 1387083.63 Asset-Backed Securities MLHE_06-W1 2037-01-25 0.693630 3013000.00 652154.83 Asset-Backed Securities MLCC_05-B 2030-07-25 1.038630 3500000.00 135960.33 Private Label Collateralized Mortgage Obligations COUNTRYWIDE ALTERNATIVE LOAN TRU 2047-08-25 0.348630 3600000.00 418940.00 Private Label Collateralized Mortgage Obligations FFML_06-FF14 2036-10-25 0.418630 4000000.00 3410887.09 Asset-Backed Securities LXS_07-7N 2047-06-25 0.348630 4200000.00 526186.72 Private Label Collateralized Mortgage Obligations ALLIANCE BANCORP TRUST ALBT_07-OA1 2037-07-25 0.348630 4618680.00 1046736.91 Private Label Collateralized Mortgage Obligations HASC_06-OPT3 2036-02-25 0.478630 5000000.00 1933165.61 Asset-Backed Securities LEXN_07-3A 2047-04-10 2.024750 5000000.00 22716.01 Asset-Backed Securities CWALT_06-25CB 2036-10-25 33.078580 5208328.00 994440.46 Private Label Collateralized Mortgage Obligations COMM_13-CR9 2045-07-10 4.243220 5311000.00 3125300.50 Private Label Collateralized Mortgage Obligations MLMI_06-R3 2037-06-25 0.588630 5449000.00 1151313.43 Asset-Backed Securities OAKCL_14-1A 2029-05-13 6.493750 5500000.00 5170793.79 Asset-Backed Securities LBMLT_06-WL2 2036-01-25 0.693630 6094000.00 892093.48 Asset-Backed Securities CWALT_06-21CB 2036-07-25 0.808630 6515990.00 742414.75 Private Label Collateralized Mortgage Obligations PCHLT_05-4 2035-12-25 4.608630 6817000.00 5304.34 Asset-Backed Securities NCT_06-1 2037-05-25 0.708630 7500000.00 9675.79 Asset-Backed Securities HEMT_06-2 2036-07-25 5.910000 8140000.00 73867.79 Asset-Backed Securities JPMMT_07-A1 2035-07-25 2.860770 8618000.00 287661.16 Private Label Collateralized Mortgage Obligations IMM_04-10 2035-03-25 0.808630 8997360.00 145552.08 Private Label Collateralized Mortgage Obligations CTIUS_06-1A-B 2046-05-05 0.623000 10000000.00 5257.39 Asset-Backed Securities RAMP_04-RS10 2034-10-25 2.283630 10000000.00 15913.86 Asset-Backed Securities BEAR STEARNS MORTGAGE FUNDING BSMF_06-SL1 2036-08-25 0.388630 10335000.00 193500.82 Asset-Backed Securities HORZN_19-1 2039-07-15 6.900000 13660000.00 11660162.45 Asset-Backed Securities HBCT_15-HBFL 2034-08-05 0.652310 14179839.00 6822.09 Private Label Collateralized Mortgage Obligations LEHMAN XS TRUST LXS_07-9 2037-04-25 5.990000 15637000.00 1291296.73 Asset-Backed Securities FBRSI_05-2 2035-09-25 1.983630 15999900.00 5449.65 Asset-Backed Securities CMLBC_01-CMLB 2031-06-20 0.647910 17379872.00 28676.59 Private Label Collateralized Mortgage Obligations JP MORGAN MORTGAGE TRUST JPMMT_0 2037-06-25 6.000000 18862000.00 1669409.98 Private Label Collateralized Mortgage Obligations LEHMAN MORTGAGE TRUST LMT_06-8 2036-12-25 0.458630 20000000.00 305940.73 Private Label Collateralized Mortgage Obligations AHPT_17-ATRM 2049-12-29 3.980990 21007552.00 16616308.32 Private Label Collateralized Mortgage Obligations ARSI_06-W3 2036-04-25 0.348630 25000000.00 276842.84 Asset-Backed Securities CBA COMMERCIAL SMALL BALANCE CBAC_06-1 2038-06-25 0.608630 25004416.00 984945.55 Asset-Backed Securities LEHMAN MORTGAGE TRUST LMT_06-5 2036-09-25 0.458630 25270000.00 413123.28 Private Label Collateralized Mortgage Obligations CWALT_06-19CB 2036-08-25 0.508630 30200000.00 736896.87 Private Label Collateralized Mortgage Obligations MSAC_06-WMC1 2035-12-25 0.708630 34428000.00 2058445.58 Asset-Backed Securities RES_05-B 2037-06-10 0.686000 38452999.00 6895.80 Private Label Collateralized Mortgage Obligations GSAA_07-2 2037-03-25 0.188630 45097536.00 1017026.95 Asset-Backed Securities CWH_07-1 2037-07-25 0.338630 51000000.00 22819.02 Asset-Backed Securities CWALT_05-16 2035-06-25 0.748630 60292800.00 54765.19 Private Label Collateralized Mortgage Obligations BEAR STEARNS SECOND LIEN TRUST BSSLT_07-1 2037-08-25 0.548630 70000000.00 1037315.72 Asset-Backed Securities BSARM_06-1 2036-02-25 2.360000 98113000.00 1073080.04 Private Label Collateralized Mortgage Obligations CSMC_07-C1 2040-02-15 0.165220 150000000.00 54349.06 Private Label Collateralized Mortgage Obligations HGMT_15-HGLR 2037-03-30 0.000000 300000000.00 30000.00 Private Label Collateralized Mortgage Obligations JPMCC_06-CB17 2043-12-12 0.738470 338395000.00 69691.91 Private Label Collateralized Mortgage Obligations BAMH_97-2 2028-04-10 0.150000 499994112.00 54736.56 Asset-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-07-04 2021-07-04 Y CREDIT SUISSE SECURITIES (USA) L 1.0000 95 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A+ N N 0.0074 75000000.00 75000000.00 0.0092 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.370 ZBUT11V806EZRVTWT807 BRW4JJTB0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRUIST FINL CORP SUB BD 3.625%25 2025-09-16 3.625000 268000.00 293280.55 Corporate Debt Securities CHARLES RIV LABS INTL INC SR GLBL 144A 31 2031-03-15 4.000000 478400.00 483609.24 Corporate Debt Securities CHILDRENS HOSP CORP SR GLBL 2020A 50 2050-02-01 2.585000 29000.00 26302.66 Corporate Debt Securities CLEARWAY ENERGY OPER LLC SR GLBL 144A 31 2031-02-15 3.750000 5447000.00 5226895.81 Corporate Debt Securities COSAN LTD SR GLBL 144A 29 2029-09-20 5.500000 159000.00 168069.01 Corporate Debt Securities CREDIT SUISSE INTERNATIONAL TIER I PERP GLBL 2500-12-31 6.375000 173600.00 185462.67 Corporate Debt Securities CREDIT SUISSE INTERNATIONAL TIER I PERP GLBL 2500-12-31 4.500000 2200000.00 2031700.00 Corporate Debt Securities DEVON ENERGY CORP NEW SR NT 5.6%41 2041-07-15 5.600000 132000.00 153373.73 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT 31 2031-03-24 3.125000 564000.00 560783.87 Corporate Debt Securities DOLPHIN ENERGY LTD LLC SR SEC GLBL 21 2021-12-15 5.500000 734000.00 770547.08 Corporate Debt Securities EQUITRANS MIDSTREAM CORP SR GLBL 144A 29 2029-01-15 4.500000 778000.00 763431.95 Corporate Debt Securities ELANCO ANIMAL HEALTH INC CR SEN SR GLBL21 2021-08-27 4.912000 835000.00 846179.91 Corporate Debt Securities OVINTIV INC SR GLBL NT 37 2037-08-15 6.625000 264000.00 318567.55 Corporate Debt Securities OVINTIV INC SR NT 3.9%21 2021-11-15 3.900000 1690000.00 1733894.93 Corporate Debt Securities ENLINK MIDSTREAM PARTNERS LP SR NT 5.6%44 2044-04-01 5.600000 2477000.00 2100496.00 Corporate Debt Securities FIFTH THIRD BANCORP ALT TIER I PERP 2500-12-31 4.500000 83000.00 88146.00 Corporate Debt Securities FIRSTENERGY TRANSMISSION LLC SR GLBL 144A 49 2049-04-01 4.550000 156000.00 169506.48 Corporate Debt Securities FIRSTENERGY TRANSMISSION LLC SR 144A NT 28 2028-09-15 2.866000 432000.00 436339.58 Corporate Debt Securities FIRSTENERGY CORP SR GLBL -C NT 50 2050-03-01 3.400000 701600.00 612379.87 Corporate Debt Securities ALLY FINL INC SR NT 8%31 2031-11-01 8.000000 160000.00 221538.13 Corporate Debt Securities GO DADDY OPER CO LLC / GD FIN SR GLBL 144A 29 2029-03-01 3.500000 1024000.00 997939.20 Corporate Debt Securities HIGHLANDS HLDGS BD ISSUER LTD SR SEC GLBL 25 2025-10-15 7.625000 813120.00 907656.95 Corporate Debt Securities SERVICE PPTYS TR SR GLBL NT 29 2029-10-01 4.950000 11607000.00 11313923.25 Corporate Debt Securities HOWARD HUGHES CORP SR GLBL 144A 31 2031-02-01 4.375000 377200.00 369399.56 Corporate Debt Securities CENOVUS ENERGY INC SR NT 4%24 2024-04-15 4.000000 309000.00 335668.07 Corporate Debt Securities IHS MARKIT LTD SR GLBL 144A 22 2022-11-01 5.000000 245000.00 263400.59 Corporate Debt Securities IHS MARKIT LTD SR GLBL 144A 26 2026-03-01 4.000000 288000.00 318448.00 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR GLBL NT 24 2024-02-01 6.750000 3945760.00 4073997.20 Corporate Debt Securities INGRAM MICRO INC SR NT 5%22 2022-08-10 5.000000 136000.00 141749.17 Corporate Debt Securities INTL GAME TECH PLC SR SEC GLBL 26 2026-04-15 4.125000 895000.00 915650.26 Corporate Debt Securities IRON MTN INC DEL SR GLBL 144A 29 2029-09-15 4.875000 3134340.00 3170123.71 Corporate Debt Securities JERSEY CENT PWR & LT CO SR NT 6.15%37 2037-06-01 6.150000 372000.00 464907.00 Corporate Debt Securities KBR INC SR GLBL 144A 28 2028-09-30 4.750000 266400.00 269730.00 Corporate Debt Securities JSC NATIONAL COMPANY KAZMUNAY FR 4.75%041927 2027-04-19 4.750000 120000.00 139315.57 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT6.5%40 2040-02-09 6.500000 651000.00 857594.13 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 3%26 2026-06-01 3.000000 409000.00 433396.85 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 39 2039-10-01 4.625000 50000.00 55237.25 Corporate Debt Securities LPL HLDGS INC SR GLBL 144A 29 2029-03-15 4.000000 3913000.00 3950477.84 Corporate Debt Securities LENNAR CORP SR GLBL NT 25 2025-05-30 4.750000 286000.00 322703.33 Corporate Debt Securities LENNAR CORP SR NT 4.125%22 2022-01-15 4.125000 278000.00 284590.92 Corporate Debt Securities LENNAR CORP SR GLBL NT4.5%24 2024-04-30 4.500000 1026128.00 1135154.10 Corporate Debt Securities LENNAR CORP 5.375%22 2022-10-01 5.375000 443000.00 482593.12 Corporate Debt Securities LENNAR CORP SR GLBL NT 24 2024-11-15 5.875000 1230000.00 1420274.17 Corporate Debt Securities LENNAR CORP SR GLBL NT 5%27 2027-06-15 5.000000 280000.00 324722.22 Corporate Debt Securities LEVEL 3 FING INC SR SEC GLBL 27 2027-03-01 3.400000 322000.00 343687.77 Corporate Debt Securities LINCOLN NATL CORP IND JR SB GLBL DB 67 2067-04-20 2.264000 252000.00 208858.16 Corporate Debt Securities MATTEL INC SR GLBL 144A 26 2026-04-01 3.375000 1245000.00 1271300.62 Corporate Debt Securities MERCADOLIBRE INC SR GLBL NT 26 2026-01-14 2.375000 199200.00 199023.49 Corporate Debt Securities MERCADOLIBRE INC SR GLBL NT 31 2031-01-14 3.125000 162720.00 155885.31 Corporate Debt Securities MURPHY OIL CORP SR NT 4%22 2022-06-01 4.000000 812000.00 847186.67 Corporate Debt Securities MURPHY OIL CORP SR GLBL NT 27 2027-12-01 5.875000 352000.00 348333.33 Corporate Debt Securities MURPHY OIL CORP SR GLBL NT 28 2028-07-15 6.375000 4012160.00 3970450.25 Corporate Debt Securities NRG ENERGY INC SR GLBL NT 26 2026-05-15 7.250000 2975000.00 3171763.19 Corporate Debt Securities NIPPON LIFE INSURANCE COMPANY LW TIER II 50 2050-01-23 3.400000 406532.00 417865.21 Corporate Debt Securities NORDSTROM INC SR NT 4%21 2021-10-15 4.000000 639000.00 654811.70 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT3.5%25 2025-06-15 3.500000 321000.00 319493.08 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT4.4%46 2046-04-15 4.400000 473000.00 407247.74 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT4.1%47 2047-02-15 4.100000 306000.00 244873.10 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT8.5%27 2027-07-15 8.500000 385000.00 461208.61 Corporate Debt Securities OHIO EDISON CO SR GLBL NT 36 2036-07-15 6.875000 79000.00 105707.05 Corporate Debt Securities OLIN CORP SR GLBL NT 5%30 2030-02-01 5.000000 2620000.00 2746633.33 Corporate Debt Securities PT ADARO INDONESIA 144A SR GLBL 144A 24 2024-10-31 4.250000 160000.00 164273.33 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD4.2%41 2041-06-01 4.200000 2766950.00 2763555.87 Corporate Debt Securities QWEST CORP SR NT 6.75%21 2021-12-01 6.750000 6374000.00 6739740.12 Corporate Debt Securities PDC ENERGY INC SR GLBL NT 25 2025-12-01 6.250000 61000.00 62880.83 Corporate Debt Securities SASOL FING USA LLC SR GLBL NT 26 2026-09-18 4.375000 1440000.00 1473060.00 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR GLBL NT 4%46 2046-05-10 4.000000 256000.00 285252.27 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 44 2044-10-01 4.250000 229000.00 250532.87 Corporate Debt Securities SIRIUS XM RADIO INC SR GLBL 144A 24 2024-07-15 4.625000 55000.00 57118.26 Corporate Debt Securities SMITHFIELD FOODS INC SR GLBL 144A 22 2022-02-01 3.350000 387000.00 391084.14 Corporate Debt Securities SMITHFIELD FOODS INC SR GLBL 144A 21 2021-10-03 2.650000 313000.00 317880.54 Corporate Debt Securities STANDARD CHARTERED PLC ALT TIER I PERP 2500-12-31 4.750000 1500000.00 1516061.67 Corporate Debt Securities SYNAPTICS INC SR GLBL 144A 29 2029-06-15 4.000000 974562.00 971562.51 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.5%31 2031-04-15 3.500000 902360.00 906716.39 Corporate Debt Securities TELECOM ITALIA CAP SR GLBL -C NT 33 2033-11-15 6.375000 834000.00 1007224.58 Corporate Debt Securities TELECOM ITALIA CAP GTD SR NT 6%34 2034-09-30 6.000000 1355000.00 1540960.20 Corporate Debt Securities BROOKFIELD ASSET MGMT INC SR GLBL 144A 26 2026-03-01 6.125000 1240000.00 1277329.17 Corporate Debt Securities TEVA PHARMACEUTICAL FIN NETH SR GLBL NT2.2%21 2021-07-21 2.200000 414000.00 415228.20 Corporate Debt Securities TOPBUILD COR SR GLBL 144A 29 2029-03-15 3.625000 2691000.00 2631424.25 Corporate Debt Securities U S BK NATL ASSN VR 032818-032858 2058-03-28 0.000000 1840636.00 1821916.73 Corporate Debt Securities UBS GROUP FDG SWITZ AG ALT TIER I PERP 2500-12-31 7.000000 153600.00 170567.68 Corporate Debt Securities UNITED STATES CELLULAR CORP SR NT 6.7%33 2033-12-15 6.700000 214000.00 262091.74 Corporate Debt Securities UNIVERSAL HLTH SVCS INC SR SEC GLBL 2026-06-01 5.000000 75000.00 78125.00 Corporate Debt Securities VIACOM INC JR SB GLBL DB 57 2057-02-28 5.875000 429000.00 436765.85 Corporate Debt Securities VONTIER CORPORATION SR GLBL 144A 26 2026-04-01 1.800000 656000.00 652359.20 Corporate Debt Securities WESTINGHOUSE AIR BRAKE TECHNOL 4.7%28 2028-09-15 4.950000 637138.00 726369.18 Corporate Debt Securities WOORI BK KOREA FR 4.25% 2500-12-31 4.250000 256000.00 272506.31 Corporate Debt Securities TRAVEL PLUS LEISURE CO SR SEC GLBL NT23 2023-03-01 3.900000 158000.00 162463.50 Corporate Debt Securities YUM BRANDS INC SR NT 5.35%43 2043-11-01 5.350000 535000.00 573676.04 Corporate Debt Securities GFL ENVIRONMENTAL INC SR SEC GLBL 25 2025-06-01 4.250000 165600.00 172500.00 Corporate Debt Securities NOVA CHEMICALS CORP MTN BE SR GLBL REGS 24 2024-06-01 4.875000 122000.00 129512.76 Corporate Debt Securities 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 28 2028-01-15 3.875000 151280.00 153053.34 Corporate Debt Securities AI CANDELARIA SPAIN S L U SR SEC GLBL 28 2028-12-15 7.500000 516000.00 592494.42 Corporate Debt Securities EDF S A PERP SUB GLBL 2500-12-31 5.250000 1920000.00 2017278.40 Corporate Debt Securities SOCIETE GENERALE ALT TIER I PERP 2099-12-31 8.000000 277600.00 324637.16 Corporate Debt Securities SOCIETE GENERALE ALT TIER I PERP 2500-12-31 7.375000 205600.00 210839.23 Corporate Debt Securities INDUSTRIAL SR TR SR SEC GLBL 22 2022-11-01 5.500000 400000.00 425105.56 Corporate Debt Securities INTL GAME TECH PLC SR SEC GLBL 29 2029-01-15 5.250000 148000.00 155538.75 Corporate Debt Securities ROLLS ROYCE PLC GLBL REGS NT 25 2025-10-14 3.625000 300000.00 304639.58 Corporate Debt Securities SEAGATE HDD CAYMAN SR GLBL REGS 29 2029-06-01 4.091000 208800.00 215277.61 Corporate Debt Securities VIRGIN MEDIA SECD FIN PLC SR SEC GLBL 26 2026-08-15 5.500000 160000.00 166700.00 Corporate Debt Securities JBS USA LUX S A / JBS USA FOOD SR GLBL REGS 30 2030-01-15 5.500000 252000.00 278827.50 Corporate Debt Securities AEGEA FIN S A R L S A SR GLBL REGS 24 2024-10-10 5.750000 800000.00 850730.22 Corporate Debt Securities EMPRESA NACIONAL DEL PETROLEO GLBL REGS NT 24 2024-10-30 4.375000 800000.00 881055.33 Corporate Debt Securities FMG RESOURCES AUGUST 2006 PTY SR GLBL REGS 27 2027-09-15 4.500000 224000.00 238420.00 Corporate Debt Securities ADIENT US LLC SR SEC GLBL 26 2026-05-15 7.000000 224000.00 243923.56 Corporate Debt Securities AES CORP SR SEC GLBL 25 2025-07-15 3.300000 359000.00 383349.77 Corporate Debt Securities BERRY GLOBAL ESCROW CORP SR SEC GLBL 26 2026-07-15 4.875000 220800.00 235980.37 Corporate Debt Securities BRINKS CO SR GLBL REGS 27 2027-10-15 4.625000 120000.00 125259.17 Corporate Debt Securities CENTENE CORP DEL SR GLBL REGS 26 2026-08-15 5.375000 249600.00 263482.27 Corporate Debt Securities CENTENE CORP DEL SR GLBL REGS 26 2026-06-01 5.375000 135200.00 143861.81 Corporate Debt Securities COLFAX CORP SR GLBL REGS 24 2024-02-15 6.000000 160000.00 166321.07 Corporate Debt Securities CHENIERE ENERGY INC SR SEC GLBL 28 2028-10-15 4.625000 260000.00 274347.12 Corporate Debt Securities DARLING INGREDIENTS INC SR GLBL REGS 27 2027-04-15 5.250000 136000.00 146080.09 Corporate Debt Securities HANESBRANDS INC SR GLBL REGS 26 2026-05-15 4.875000 208000.00 227922.50 Corporate Debt Securities HANESBRANDS INC SR GLBL REGS 25 2025-05-15 5.375000 240000.00 259866.13 Corporate Debt Securities HAT HLDGS I LLC / HAT HLDGS II SR GLBL REGS 24 2024-07-15 5.250000 168800.00 176361.11 Corporate Debt Securities DELL INTL LLC/EMC CORP SR GLBL REGS 24 2024-06-15 7.125000 239200.00 251454.02 Corporate Debt Securities GREAT WEST LIFECO FIN LP SR GLBL REGS 47 2047-06-03 4.150000 152000.00 172564.50 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR GLBL REGS 24 2024-09-15 4.750000 158400.00 163980.61 Corporate Debt Securities IRON MTN INC DEL SR GLBL REGS 27 2027-09-15 4.875000 797000.00 816260.83 Corporate Debt Securities IRON MTN INC DEL SR GLBL REGS 28 2028-03-15 5.250000 142800.00 148666.70 Corporate Debt Securities IQVIA INC SR GLBL REGS 27 2027-05-15 5.000000 180000.00 192400.00 Corporate Debt Securities L BRANDS INC SR SEC GLBL 25 2025-07-01 6.875000 249000.00 280943.59 Corporate Debt Securities LEVEL 3 FING INC GLBL REGS NT 27 2027-09-15 4.625000 276000.00 283467.33 Corporate Debt Securities MICHAELS STORES INC SR GLBL REGS 27 2027-07-15 8.000000 100000.00 111688.89 Corporate Debt Securities NAVISTAR INTL CORP NEW SR GLBL REGS 25 2025-11-01 6.625000 300000.00 318781.25 Corporate Debt Securities NEXTERA ENERGY OPER PARTNER LP SR GLBL REGS 24 2024-07-15 4.250000 218000.00 230855.94 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN 5%22 2022-04-15 5.000000 473000.00 484076.08 Corporate Debt Securities AVIENT CORPORATION SR GLBL REGS 25 2025-05-15 5.750000 144000.00 155948.00 Corporate Debt Securities PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 26 2026-04-15 5.750000 216000.00 233227.20 Corporate Debt Securities NORTONLIFELOCK INC SR GLBL REGS 25 2025-04-15 5.000000 177000.00 183404.84 Corporate Debt Securities SIRIUS XM RADIO INC SR GLBL REGS 29 2029-07-01 5.500000 160000.00 174448.00 Corporate Debt Securities SIRIUS XM RADIO INC SR GLBL REGS 30 2030-07-01 4.125000 160000.00 161450.00 Corporate Debt Securities TALLGRASS ENERGY PARTNERS LP/ SR GLBL REGS 28 2028-01-15 5.500000 259000.00 254237.28 Corporate Debt Securities TALEN ENERGY SUPPLY LLC 7.25%27 2027-05-15 7.250000 132000.00 137595.33 Corporate Debt Securities TWITTER INC SR GLBL REGS 27 2027-12-15 3.875000 212000.00 223958.86 Corporate Debt Securities TRANS-ALLEGHENY INTST LINE CO SR REGS NT 25 2025-06-01 3.850000 526000.00 571607.56 Corporate Debt Securities VALVOLINE INC SR GLBL REGS 30 2030-02-15 4.250000 83000.00 86045.87 Corporate Debt Securities VISTRA OPERATIONS CO LLC SR GLBL REGS 27 2027-07-31 5.000000 20000.00 20712.67 Corporate Debt Securities WYNN LAS VEGAS LLC / WYNN SR GLBL REGS 23 2023-05-30 4.250000 134000.00 137908.33 Corporate Debt Securities VICI PPTYS INC SR GLBL REGS 27 2027-02-15 3.750000 55000.00 55057.29 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 25 2025-06-01 11.500000 154000.00 182329.58 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-07 2021-04-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0037 100000000.00 100000000.00 0.0122 N N Y N Colgate-Palmolive Co. Colgate-Palmolive Co. 0.031 19416ER17 YMEGZFW4SBUSS5BQXF88 US19416ER177 Non-Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-01 2021-04-01 2021-04-01 N N N 0.0003 6999994.33 6999994.33 0.0009 N Y Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.081 07644AR71 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-07 2021-04-07 2021-04-07 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0008 13999782.16 13999782.16 0.0017 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.010 VYVVCKR63DVZZN70PB21 BRWKF2GG8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-01 0.000000 5.00 4.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 5.00 5.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 6.750000 10.00 12.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-09 0.000000 17.00 16.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 745.00 963.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 6.500000 1193.00 1576.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 1976.00 2273.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-11-15 1.625000 3279.00 2759.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 9779.00 12655.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-24 0.000000 13869.00 13862.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 21052.00 22637.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 39488.00 53913.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-26 0.000000 60395.00 60387.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-13 0.000000 60545.00 60544.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 81431.00 101969.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-27 0.000000 95238.00 95230.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-24 0.000000 151888.00 151883.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.250000 200093.00 195221.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 326769.00 335389.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 0.625000 392390.00 374608.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 421269.00 475419.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-10 0.000000 461548.00 461528.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 0.174000 564293.00 565132.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-15 0.125000 568724.00 567278.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 588507.00 637273.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-16 0.000000 619048.00 618960.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 632786.00 791140.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-24 0.000000 825086.00 824590.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 914545.00 973945.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-27 0.000000 1519283.00 1519237.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 2961873.00 3348553.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 2.000000 14395452.00 13231017.83 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 25000000.00 25000000.00 0.0031 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.010 MBNUM2BPBDO7JBLYG310 BRWKF2GE3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 6.875000 14.00 18.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 0.250000 58.00 56.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 2.750000 2750.00 2995.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-30 0.250000 156773.00 153043.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.250000 3380242.00 3297942.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 4480934.00 4981763.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-30 3.000000 7103592.00 7805021.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 0.375000 9350957.00 9166290.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 67577789.00 66392882.82 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 90000000.00 90000000.00 0.0110 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 0.000 254900Y8NKGV541U8Q32 BRWKG1YQ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 186450200.00 200000030.49 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2021-04-01 2021-04-01 2021-04-01 N N N 0.0000 200000000.00 200000000.00 0.0244 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.010 MBNUM2BPBDO7JBLYG310 BRWKF2G86 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2050-07-20 3.000000 1000.00 1050.25 Agency Mortgage-Backed Securities GINNIE MAE II 2050-09-20 3.000000 9579.00 9612.45 Agency Mortgage-Backed Securities GINNIE MAE II 2050-07-20 3.500000 448289.00 490195.50 Agency Mortgage-Backed Securities GINNIE MAE II 2050-07-20 3.000000 25744185.00 24999999.63 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 25000000.00 25000000.00 0.0031 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.010 ZBUT11V806EZRVTWT807 BRWKF2GF0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.125000 80294400.00 94860049.81 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 93000000.00 93000000.00 0.0114 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.010 ZBUT11V806EZRVTWT807 BRWKF2GP8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2046-10-20 3.500000 10000.00 5349.78 Agency Mortgage-Backed Securities GINNIE MAE II 2047-02-20 5.000000 30000.00 8280.91 Agency Mortgage-Backed Securities GINNIE MAE II 2044-09-20 3.500000 61565.00 12994.68 Agency Mortgage-Backed Securities GINNIE MAE II 2033-05-20 7.500000 90446.00 40769.92 Agency Mortgage-Backed Securities GINNIE MAE II 2033-07-20 4.500000 120804.00 123976.87 Agency Mortgage-Backed Securities GINNIE MAE II 2034-07-20 5.000000 147909.00 157689.05 Agency Mortgage-Backed Securities GINNIE MAE II 2046-11-20 3.500000 154767.00 58560.29 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.000000 260867.00 125895.42 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 4.000000 365278.00 129529.75 Agency Mortgage-Backed Securities GINNIE MAE I 2050-01-15 3.000000 426496.00 228015.47 Agency Mortgage-Backed Securities GINNIE MAE II 2039-07-20 6.000000 510000.00 41300.39 Agency Mortgage-Backed Securities GINNIE MAE I 2046-09-15 4.500000 624562.00 152779.24 Agency Mortgage-Backed Securities GINNIE MAE I 2047-06-15 5.000000 666953.00 297715.37 Agency Mortgage-Backed Securities GINNIE MAE I 2029-02-15 6.000000 782078.00 7006.77 Agency Mortgage-Backed Securities GINNIE MAE I 2038-12-15 5.000000 998323.00 28289.12 Agency Mortgage-Backed Securities GINNIE MAE II 2029-01-20 3.500000 1010772.00 41222.91 Agency Mortgage-Backed Securities GINNIE MAE II 2030-08-20 7.500000 1022582.00 117683.40 Agency Mortgage-Backed Securities GINNIE MAE II 2050-11-20 3.500000 1053988.00 1125797.99 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 3.500000 1068374.00 454820.75 Agency Mortgage-Backed Securities GINNIE MAE II 2036-12-20 5.000000 1081814.00 36639.28 Agency Mortgage-Backed Securities GINNIE MAE I 2029-01-15 6.000000 1092682.00 7536.15 Agency Mortgage-Backed Securities GINNIE MAE II 2051-01-20 4.500000 1107668.00 1229319.17 Agency Mortgage-Backed Securities GINNIE MAE II 2050-12-20 3.000000 1111952.00 1155898.01 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 5.000000 1187296.00 365060.71 Agency Mortgage-Backed Securities GINNIE MAE II 2051-03-20 3.000000 1256966.00 1313100.85 Agency Mortgage-Backed Securities GINNIE MAE II 2051-03-20 3.000000 1341636.00 1411541.94 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 5.000000 1343102.00 1378626.15 Agency Mortgage-Backed Securities GINNIE MAE II 2050-12-20 2.500000 1389422.00 1428333.46 Agency Mortgage-Backed Securities GINNIE MAE II 2051-02-20 2.500000 1412044.00 1456947.39 Agency Mortgage-Backed Securities GINNIE MAE II 2051-02-20 3.000000 1417200.00 1478043.78 Agency Mortgage-Backed Securities GINNIE MAE II 2051-01-20 4.500000 1424010.00 1543449.43 Agency Mortgage-Backed Securities GINNIE MAE II 2034-09-20 6.000000 1450670.00 1640396.45 Agency Mortgage-Backed Securities GINNIE MAE I 2062-03-15 2.920000 1487884.00 1489473.56 Agency Mortgage-Backed Securities GINNIE MAE II 2051-01-20 4.500000 1519138.00 1703256.08 Agency Mortgage-Backed Securities GINNIE MAE II 2051-03-20 2.500000 1957880.00 2052949.44 Agency Mortgage-Backed Securities GINNIE MAE II 2051-03-20 3.000000 1975390.00 2122457.79 Agency Mortgage-Backed Securities GINNIE MAE I 2040-07-15 4.500000 2000000.00 288686.95 Agency Mortgage-Backed Securities GINNIE MAE II 2042-05-20 3.500000 2023316.00 193427.00 Agency Mortgage-Backed Securities GINNIE MAE II 2035-08-20 5.500000 2025760.00 2327641.52 Agency Mortgage-Backed Securities GINNIE MAE I 2062-11-15 3.000000 2098940.00 2083328.08 Agency Mortgage-Backed Securities GINNIE MAE II 2051-03-20 2.500000 2400804.00 2481594.25 Agency Mortgage-Backed Securities GINNIE MAE I 2027-04-15 8.000000 2483692.00 23761.69 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 3.500000 2530852.00 1266352.99 Agency Mortgage-Backed Securities GINNIE MAE II 2040-05-20 6.000000 2539664.00 125992.73 Agency Mortgage-Backed Securities GINNIE MAE I 2053-08-15 2.040000 2658700.00 2631836.50 Agency Mortgage-Backed Securities GINNIE MAE II 2039-12-20 5.500000 2770532.00 3168389.35 Agency Mortgage-Backed Securities GINNIE MAE II 2029-02-20 7.000000 2791412.00 9990.37 Agency Mortgage-Backed Securities GINNIE MAE II 2050-08-20 4.000000 3191708.00 3068660.68 Agency Mortgage-Backed Securities GINNIE MAE II 2047-02-20 3.500000 3311980.00 1230394.21 Agency Mortgage-Backed Securities GINNIE MAE I 2054-02-15 3.230000 3433340.00 3688411.19 Agency Mortgage-Backed Securities GINNIE MAE II 2051-03-20 2.500000 3455904.00 3610850.61 Agency Mortgage-Backed Securities GINNIE MAE I 2056-03-15 1.990000 3566080.00 3511081.54 Agency Mortgage-Backed Securities GINNIE MAE II 2050-06-20 2.500000 3839556.00 3905189.12 Agency Mortgage-Backed Securities GINNIE MAE II 2051-03-20 2.500000 4001384.00 4136043.91 Agency Mortgage-Backed Securities GINNIE MAE II 2050-06-20 2.500000 4025176.00 4045026.68 Agency Mortgage-Backed Securities GINNIE MAE I 2050-02-15 2.040000 5162800.00 5120583.78 Agency Mortgage-Backed Securities GINNIE MAE I 2062-12-15 3.000000 5277680.00 5332731.48 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 6677792.00 7109136.99 Agency Mortgage-Backed Securities GINNIE MAE I 2056-03-15 2.000000 7159700.00 7056053.79 Agency Mortgage-Backed Securities GINNIE MAE II 2049-09-20 3.500000 8568384.00 4068269.32 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 3.500000 11261328.00 4217705.91 Agency Mortgage-Backed Securities GINNIE MAE II 2030-03-20 7.000000 11602544.00 85337.57 Agency Mortgage-Backed Securities GINNIE MAE I 2052-07-15 2.550000 16500384.00 17013925.46 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 3.500000 16822260.00 9062555.44 Agency Mortgage-Backed Securities GINNIE MAE I 2027-09-15 7.000000 20641120.00 36594.72 Agency Mortgage-Backed Securities GINNIE MAE I 2060-06-15 3.740000 24558784.00 27499495.98 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 4.500000 38433152.00 34506371.53 Agency Mortgage-Backed Securities GINNIE MAE II 2045-01-20 2.750000 41216512.00 2969137.00 Agency Mortgage-Backed Securities GINNIE MAE II 2051-03-20 1.500000 50948288.00 49754569.61 Agency Mortgage-Backed Securities GINNIE MAE II 2044-05-20 2.875000 72049360.00 2929363.95 Agency Mortgage-Backed Securities GINNIE MAE II 2031-04-20 6.500000 124606720.00 444083.63 Agency Mortgage-Backed Securities GINNIE MAE II 2044-10-20 2.125000 172361984.00 10375659.68 Agency Mortgage-Backed Securities GINNIE MAE II 2031-04-20 7.000000 178654208.00 651057.18 Agency Mortgage-Backed Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 250000000.00 250000000.00 0.0305 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.010 549300H47WTHXPU08X20 BRWKF23V9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Note 2.25 11/15/2027 2021-04-01 0.010000 30517600.00 32640008.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 32000000.00 32000000.00 0.0039 N Y Y N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 0.050 86564GUS8 254900S1KUTSTBKJ6286 US86564GUS82 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-05 2021-04-05 2021-04-05 N N N 0.0007 49999861.00 49999861.00 0.0061 N N Y N National Australia Bank Ltd. National Australia Bank Ltd. 0.233 63254GQP3 F8SB4JFBSYQFRQEH3Z21 US63254GQP36 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-06-25 2022-03-29 2022-03-29 N N N 0.0023 19999999.60 19999999.60 0.0024 N N N N BNP Paribas SA BNP Paribas SA 0.045 09660ER11 R0MUWSFPU8MPRO8K5P83 US09660ER115 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0004 49999939.00 49999939.00 0.0061 N Y Y N Barclays Bank plc Barclays Bank plc 0.075 06743LR12 G5GSEF7VJP5I7OUK5573 US06743LR125 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0008 104999783.70 104999783.70 0.0128 N Y Y N Antalis SA Antalis SA 0.075 03664AR18 549300G2LM2ZKZ0X4Y50 US03664AR186 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0008 17999963.46 17999963.46 0.0022 N Y Y N United States International Development Finance Corp. Variable Rate Notes United States International Development Finance Corp. Variable Rate Notes 0.100 90376PAU5 US90376PAU57 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2021-04-07 2021-04-07 2030-03-15 Y US INTERNATIONAL DEVELOPMENT FIN 1.0000 7 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 0.0010 7500000.00 7500000.00 0.0009 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.012 9127962Q1 254900HROIFWPRGM1V77 US9127962Q14 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2021-04-22 2021-04-22 2021-04-22 N N N 0.0001 41889694.62 41889694.62 0.0051 N Y Y N Royal Bank of Canada, New York Royal Bank of Canada, New York 0.650 78012UVY8 549300HXQQQCCUBS2Z23 US78012UVY80 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2021-05-03 2021-05-03 2021-05-03 N N N 0.0009 25012773.75 25012773.75 0.0031 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.500 89114NKX2 PT3QB789TSUIDF371261 US89114NKX20 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-05-13 2021-05-13 2021-05-13 N N N 0.0011 40018415.20 40018415.20 0.0049 N N N N DNB Bank ASA, New York DNB Bank ASA, New York 0.395 23341VL74 549300GKFG0RYRRQ1414 US23341VL749 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-05-05 2021-05-05 2021-05-05 N N N 0.0021 30005496.30 30005496.30 0.0037 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.600 13606CBW3 549300H8L46OOZOFHU82 US13606CBW38 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-04 2021-05-04 2021-05-04 N N N 0.0010 50023535.50 50023535.50 0.0061 N N N N Barclays Capital, Inc. Barclays Capital, Inc. 0.570 AC28XWWI3WIBK2824319 BRW562EW8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NRZT_20-RPL2 2025-08-25 5.000000 337778.00 343691.03 Private Label Collateralized Mortgage Obligations MP18_18 2031-10-15 0.000000 3582665.00 2734433.23 Asset-Backed Securities CFMT_18-RM2 2068-10-25 4.000000 3751000.00 4131150.87 Private Label Collateralized Mortgage Obligations MDPK_18-32A 2048-01-22 0.000000 5500000.00 4501750.00 Asset-Backed Securities PSTAT_20-3 2028-07-20 0.000000 5750000.00 4538975.25 Asset-Backed Securities Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-07-04 2021-07-04 Y BARCLAYS CAPITAL INC 1.0000 95 N Fitch - BR A+ Moody's - BR NR Standard & Poor's - BR A N N 0.0057 13000000.00 13000000.00 0.0016 N N N Y Barclays Bank plc Barclays Bank plc 0.570 G5GSEF7VJP5I7OUK5573 BRW563WG1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CALIFORNIA (STATE OF) 2028-04-01 3.500000 405000.00 459529.20 Other Instrument MUNI BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 2054-04-01 3.552000 12812035.00 13451099.30 Other Instrument MUNI Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-07-04 2021-07-04 Y BARCLAYS BANK PLC 1.0000 95 N Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A N N 0.0057 13000000.00 13000000.00 0.0016 N N N Y Nordea Bank Abp Nordea Bank Abp 0.285 65558TZF5 529900ODI3047E2LIV03 US65558TZF55 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-06-09 2021-06-09 2021-06-09 N N N 0.0016 51012885.15 51012885.15 0.0062 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.299 86959RGY0 NHBDILHZTYCNBV5UYZ31 US86959RGY09 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-06-16 2021-06-16 2021-06-16 N N N 0.0018 35009094.75 35009094.75 0.0043 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia 0.280 20272AS31 MSFSBD3QN1GSN7Q6C537 US20272AS318 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-05-28 2021-05-28 2021-05-28 N N N 0.0017 23003722.09 23003722.09 0.0028 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.280 9612C4L66 EN5TNI6CI43VEPAMHL14 US9612C4L668 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-05-28 2021-05-28 2021-05-28 N N N 0.0016 30005296.50 30005296.50 0.0037 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.358 13606CD50 549300H8L46OOZOFHU82 US13606CD504 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-23 2021-07-23 2021-07-23 N N N 0.0019 50021184.00 50021184.00 0.0061 N N N N DNB Bank ASA DNB Bank ASA 0.301 2332K4KU7 549300GKFG0RYRRQ1414 US2332K4KU72 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-06-25 2021-06-25 2021-06-25 N N N 0.0016 55016079.80 55016079.80 0.0067 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 0.430 78012UWW1 549300HXQQQCCUBS2Z23 US78012UWW16 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2021-07-26 2021-07-26 2021-07-26 N N N 0.0004 35043078.35 35043078.35 0.0043 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.363 89114NMD4 PT3QB789TSUIDF371261 US89114NMD48 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-19 2021-07-19 2021-07-19 N N N 0.0019 35015158.15 35015158.15 0.0043 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.430 89114NMT9 PT3QB789TSUIDF371261 US89114NMT99 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-07-28 2021-07-28 2021-07-28 N N N 0.0014 50047898.50 50047898.50 0.0061 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.353 13606CDJ0 549300H8L46OOZOFHU82 US13606CDJ09 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-06 2021-08-06 2021-08-06 N N N 0.0021 29014610.78 29014610.78 0.0035 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.490 60700HDU0 US60700HDU05 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-05-05 2021-05-05 2025-11-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 6490000.00 6490000.00 0.0008 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.354 63254GNT8 F8SB4JFBSYQFRQEH3Z21 US63254GNT84 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-08 2021-07-08 2021-07-08 N N N 0.0014 14006790.98 14006790.98 0.0017 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.400 89114NNZ4 PT3QB789TSUIDF371261 US89114NNZ41 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-16 2021-08-16 2021-08-16 N N N 0.0015 35033248.25 35033248.25 0.0043 N N N N UBS AG UBS AG 0.395 90276JKK1 BFM8T61CT2L1QCEMIK50 US90276JKK15 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-09 2021-07-09 2021-07-09 N N N 0.0022 50004861.00 50004861.00 0.0061 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.358 9612C4M32 EN5TNI6CI43VEPAMHL14 US9612C4M328 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-02 2021-07-02 2021-07-02 N N N 0.0017 24008209.92 24008209.92 0.0029 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.358 9612C4M40 EN5TNI6CI43VEPAMHL14 US9612C4M401 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-05 2021-07-02 2021-07-02 N N N 0.0017 25008552.00 25008552.00 0.0031 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.490 60700HDY2 US60700HDY27 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-05-05 2021-05-05 2025-07-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 35 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0005 13625000.00 13625000.00 0.0017 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.112 07644ARS5 US07644ARS59 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-26 2021-04-26 2021-04-26 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0011 49996028.00 49996028.00 0.0061 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.276 89114NPP4 PT3QB789TSUIDF371261 US89114NPP41 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-26 2021-08-24 2021-08-24 N N N 0.0019 91038623.13 91038623.13 0.0111 N N N N Barclays Bank plc Barclays Bank plc 0.170 G5GSEF7VJP5I7OUK5573 BRW767N78 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 4257000.00 4765431.25 Corporate Debt Securities MICROSOFT CORP INR2EJN1ERAN0W5ZP974 2056-08-08 3.950000 8916000.00 10463418.86 Corporate Debt Securities GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 2029-01-17 5.650000 8982000.00 10767566.71 Corporate Debt Securities CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 2025-03-17 4.375000 9500000.00 10436413.68 Corporate Debt Securities KKR GROUP FINANCE CO VI LLC 549300TUJWGHJM3FSJ07 2029-07-01 3.750000 9525000.00 10624518.38 Corporate Debt Securities BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 2029-11-08 3.250000 9991000.00 10530708.27 Corporate Debt Securities IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 2029-07-26 3.875000 10000000.00 10709488.89 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2022-05-15 2.500000 10203000.00 10502503.40 Corporate Debt Securities SBL HOLDINGS INC 2031-02-18 5.000000 10358000.00 10450496.94 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0017 85000000.00 85000000.00 0.0104 N Y Y N Barclays Bank plc Barclays Bank plc 0.370 G5GSEF7VJP5I7OUK5573 BRW7695D1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AMERICAN TRANSMISSION SYSTEMS INC 2022-01-15 5.250000 4741000.00 4943930.60 Corporate Debt Securities CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 2023-09-15 3.800000 10913000.00 11556418.35 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0037 15000000.00 15000000.00 0.0018 N Y Y N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 0.314 22536UD64 N4JDFKKH2FTD8RKFXO39 US22536UD645 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-20 2021-04-20 2021-04-20 N N N 0.0019 29501473.82 29501473.82 0.0036 N N N N BPCE SA BPCE SA 0.121 05571BSD6 9695005MSX1OYEMGDF46 US05571BSD63 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-13 2021-05-13 2021-05-13 N N N 0.0012 38994456.54 38994456.54 0.0048 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.222 06367BRJ0 NQQ6HPCNCCU6TUTQYE16 US06367BRJ07 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-17 2021-09-17 2021-09-17 N N N 0.0020 75013574.25 75013574.25 0.0092 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.251 07644DKS6 US07644DKS61 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-05-12 2021-08-12 2021-08-12 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0019 40007050.00 40007050.00 0.0049 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.234 13606CEP5 549300H8L46OOZOFHU82 US13606CEP59 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-14 2021-09-13 2021-09-13 N N N 0.0021 49008597.54 49008597.54 0.0060 N N N N HSBC Bank plc HSBC Bank plc 0.393 40433FRP6 MP6I5ZYZBEU3UXPYFY54 US40433FRP61 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-11 2021-08-11 2021-08-11 N N N 0.0021 40023782.40 40023782.40 0.0049 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.490 60700HEL9 US60700HEL96 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-05-05 2021-05-05 2031-03-01 Y MIZUHO BANK LTD 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 15500000.00 15500000.00 0.0019 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.360 62630WEL7 US62630WEL72 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-05-05 2021-05-05 2050-12-31 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 13895000.00 13895000.00 0.0017 N N N N The Maturity Date for this security has been modified Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust 0.093 68328GU61 635400ZZE5J8OXXBBY26 US68328GU611 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+ 2021-07-06 2021-07-06 2021-07-06 N Y ONTARIO TEACHERS PENSION PLAN 1.0000 Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ N 0.0009 49988548.50 49988548.50 0.0061 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 0.259 69034CLB2 5493007O3QFXCPOGWK22 US69034CLB27 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-28 2021-04-28 2021-04-28 N N N 0.0020 35800684.14 35800684.14 0.0044 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 0.219 63254GNX9 F8SB4JFBSYQFRQEH3Z21 US63254GNX96 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-28 2021-04-29 2021-04-29 N N N 0.0012 38503136.21 38503136.21 0.0047 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.225 06417LQB6 L3I9ZG2KFGXZ61BMYR72 US06417LQB61 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-10 2021-08-10 2021-08-10 N N N 0.0018 50006939.00 50006939.00 0.0061 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.320 60700HFG9 US60700HFG92 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2049-11-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 31095000.00 31095000.00 0.0038 N N Y N HSBC Bank plc HSBC Bank plc 0.330 40433FRR2 MP6I5ZYZBEU3UXPYFY54 US40433FRR28 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-31 2021-08-31 2021-08-31 N N N 0.0021 30014588.40 30014588.40 0.0037 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.277 13606CG32 549300H8L46OOZOFHU82 US13606CG325 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-05 2021-10-04 2021-10-04 N N N 0.0021 60006028.20 60006028.20 0.0073 N N N N Bank of America NA Bank of America NA 0.287 06050TMT6 B4TYDEB6GKMZO031MB27 US06050TMT69 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-10-01 2021-10-01 N N N 0.0025 14000000.00 14000000.00 0.0017 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.124 17327AT49 MBNUM2BPBDO7JBLYG310 US17327AT495 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-04 2021-06-04 2021-06-04 N N N 0.0012 56987444.04 56987444.04 0.0070 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.277 06367BTQ2 NQQ6HPCNCCU6TUTQYE16 US06367BTQ22 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-06 2021-10-06 2021-10-06 N N N 0.0021 50007536.00 50007536.00 0.0061 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.208 86960LBS8 NHBDILHZTYCNBV5UYZ31 US86960LBS88 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-06-03 2021-09-02 2021-09-02 N N N 0.0020 41001683.05 41001683.05 0.0050 N N N N Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates Taxable Series 2020-XF2907, Tender Option Bond Trust Receipts/Certificates 0.320 88034W6F6 US88034W6F63 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2024-03-01 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 34140000.00 34140000.00 0.0042 N N Y N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.075 2284K0R15 549300LXH4KLRKIKII81 US2284K0R152 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0008 29999939.10 29999939.10 0.0037 N Y Y N UBS AG UBS AG 0.354 90276JLK0 BFM8T61CT2L1QCEMIK50 US90276JLK06 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-14 2021-10-14 2021-10-14 N N N 0.0025 50015733.50 50015733.50 0.0061 N N N N TD Securities USA LLC TD Securities USA LLC 0.170 SUVUFHICNZMP2WKHG940 BRWHNLME2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AMERICAN AIRLINES 2015-1 PASS THROUGH TRUSTS 2028-11-01 3.375000 3716636.00 2665796.57 Corporate Debt Securities AMERICAN AIRLINES PASS THROUGH TRUST SERIES 2014 1 2026-10-01 3.700000 4500000.00 3084203.96 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2021-04-01 2021-04-01 2021-04-01 N N N 0.0017 5000000.00 5000000.00 0.0006 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York 0.240 22552G2V1 ANGGYXNX0JLX3X63JN86 US22552G2V11 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2022-04-08 2022-04-08 N N N 0.0025 40994193.99 40994193.99 0.0050 N N N N Bank of Montreal Bank of Montreal 0.280 NQQ6HPCNCCU6TUTQYE16 XS2314827507 BRWJC88X3 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-09 2022-03-09 2022-03-09 N N N 0.0028 17959787.46 17959787.46 0.0022 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.224 86565CB32 549300MS3WYYVQ4HXM15 US86565CB326 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-14 2021-09-13 2021-09-13 N N N 0.0022 43001919.95 43001919.95 0.0053 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.214 05253MNV2 JHE42UYNWWTJB8YTTU19 US05253MNV27 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-06-02 2022-03-02 2022-03-02 N N N 0.0022 14999999.40 14999999.40 0.0018 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.191 9612C4Q53 EN5TNI6CI43VEPAMHL14 US9612C4Q535 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-06-01 2021-09-01 2021-09-01 N N N 0.0020 39998366.40 39998366.40 0.0049 N N N N Alinghi Funding Co. LLC Alinghi Funding Co. LLC 0.190 01626FZ76 549300VRDDZC1N8S3N22 US01626FZ767 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-07 2021-12-07 2021-12-07 N Y UBS AG 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0019 33955670.46 33955670.46 0.0041 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.215 05253MNX8 JHE42UYNWWTJB8YTTU19 US05253MNX82 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-06-09 2022-03-09 2022-03-09 N N N 0.0022 24999999.00 24999999.00 0.0031 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.360 62630WDX2 US62630WDX20 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2023-04-03 Y BARCLAYS BANK PLC 1.0000 7 Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0036 2500000.00 2500000.00 0.0003 N N Y N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.150 62630WAS6 US62630WAS61 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2047-06-01 Y TXBL MUNI FUNDING TRUST VARIOUS 1.0000 7 N Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0005 9000000.00 9000000.00 0.0011 N N Y N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.214 85325VG38 RILFO74KP1CM8P6PCT96 US85325VG382 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-07 2021-09-03 2021-09-03 N N N 0.0022 44998137.45 44998137.45 0.0055 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 0.185 91127PW31 IO66REGK3RCBAMA8HR66 US91127PW318 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-09-03 2021-09-03 2021-09-03 N N N 0.0018 20234029.43 20234029.43 0.0025 N N N N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.050 1VUV7VQFKUOQSJ21A208 BRWKGDUV4 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0005 38400000.00 38400000.00 0.0047 N Y Y N Royal Bank of Canada Royal Bank of Canada 0.050 BRWKF1JP7 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-01 2021-04-01 2021-04-01 N N N 0.0005 130000000.00 130000000.00 0.0159 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 0.070 BRWKESRX3 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0007 145000000.00 145000000.00 0.0177 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.030 BRWKF2372 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0003 250000000.00 250000000.00 0.0305 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB 0.020 BRWKEYL16 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-01 2021-04-01 2021-04-01 N N N 0.0002 230000000.00 230000000.00 0.0281 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.280 86565CTV1 5U0XI89JRFVHWIBS4F54 US86565CTV18 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-01 2021-06-01 2021-06-01 N N N 0.0013 50012729.50 50012729.50 0.0061 N N N N Glencove Funding DAC Glencove Funding DAC 0.165 37829AFJ2 5493005GLCPFS0U8NK07 US37829AFJ25 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-05 2021-04-07 2021-05-24 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 0.0016 50000000.00 50000000.00 0.0061 N N Y N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.300 22845ATU4 549300LXH4KLRKIKII81 US22845ATU42 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-02 2021-06-02 2021-06-02 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0015 15003906.30 15003906.30 0.0018 N N N N BPCE SA BPCE SA 0.225 05571BZ14 9695005MSX1OYEMGDF46 US05571BZ141 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-01 2021-12-01 2021-12-01 N N N 0.0023 29954675.10 29954675.10 0.0037 N N N N UBS AG UBS AG 0.358 90276JLY0 BFM8T61CT2L1QCEMIK50 US90276JLY00 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-02 2021-12-02 2021-12-02 N N N 0.0028 20010562.40 20010562.40 0.0024 N N N N Societe Generale SA Societe Generale SA 0.112 83369BT22 O2RNE8IBXP4R0TD8PU41 US83369BT221 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-02 2021-06-02 2021-06-02 N N N 0.0011 19996150.00 19996150.00 0.0024 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.146 0556X0WA8 549300HVMZ89HDMELW08 US0556X0WA83 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-09-10 2021-09-10 2021-09-10 N Y BANK OF NEW ZEALAND 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0015 20236797.00 20236797.00 0.0025 N N N N Concord Minutemen Capital Co. LLC Concord Minutemen Capital Co. LLC 0.172 20632KTE9 549300B4YYZ4SNU1JB49 US20632KTE90 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-14 2021-06-14 2021-06-14 N Y BARCLAYS BANK PLC 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 GOLDMAN SACHS INTERNATIONAL 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0017 10496281.22 10496281.22 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.315 JBONEPAGQXF4QP29B387 XS2272347092 BRWBURXJ1 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-12 2021-04-12 2021-04-12 N N N 0.0032 49997833.50 49997833.50 0.0061 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.101 60682WRK6 JBONEPAGQXF4QP29B387 US60682WRK61 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-19 2021-04-19 2021-04-19 N N N 0.0010 48547437.53 48547437.53 0.0059 N N N N ASB Finance Ltd. ASB Finance Ltd. 0.112 0020P2TU0 549300A8V0FZJN79NH08 US0020P2TU02 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-06-28 2021-06-28 2021-06-28 N N N 0.0011 44987762.70 44987762.70 0.0055 N N N N ING US Funding LLC ING US Funding LLC 0.181 45685QZE2 US45685QZE24 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-12-14 2021-12-14 2021-12-14 N Y ING BANK NV 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0018 29961729.90 29961729.90 0.0037 N N N N ASB Finance Ltd. ASB Finance Ltd. 0.124 0020P2UN4 549300A8V0FZJN79NH08 US0020P2UN40 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-07-22 2021-07-22 2021-07-22 N N N 0.0012 29988511.80 29988511.80 0.0037 N N N N Mackinac Funding Co. LLC Mackinac Funding Co. LLC 0.112 55458ERF9 549300DSZ0UOZX6UNF02 US55458ERF96 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-15 2021-04-15 2021-04-15 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0011 29998625.10 29998625.10 0.0037 N N N N Bank of America NA Bank of America NA 0.270 06050TMV1 B4TYDEB6GKMZO031MB27 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2022-01-10 2022-01-10 N N N 0.0027 10500293.27 10500293.27 0.0013 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.240 89236THR9 Z2VZBHUMB7PWWJ63I008 US89236THR95 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch - BR A+ Moody's - BR A1 Standard & Poor's - BR A+ 2021-04-01 2021-12-13 2021-12-13 N N N 0.0024 18000900.00 18000900.00 0.0022 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.053 912796A90 254900HROIFWPRGM1V77 US912796A908 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2021-12-30 2021-12-30 2021-12-30 N N N 0.0005 39031454.22 39031454.22 0.0048 N Y Y N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.260 86565CVR7 5U0XI89JRFVHWIBS4F54 US86565CVR77 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-07-06 2021-07-06 2021-07-06 N N N 0.0016 46012128.82 46012128.82 0.0056 N N N N ASB Finance Ltd. ASB Finance Ltd. 0.147 0020P2WD4 549300A8V0FZJN79NH08 US0020P2WD40 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-09-13 2021-09-13 2021-09-13 N N N 0.0015 37974592.82 37974592.82 0.0046 N N N N Antalis SA Antalis SA 0.137 03664ASB5 549300G2LM2ZKZ0X4Y50 US03664ASB51 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-11 2021-05-11 2021-05-11 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0014 19996925.00 19996925.00 0.0024 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 0.250 60710AVT6 RB0PEZSDGCO3JS6CEU02 US60710AVT68 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-10 2021-08-10 2021-08-10 N N N 0.0018 30007243.50 30007243.50 0.0037 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 0.210 60710AWP3 RB0PEZSDGCO3JS6CEU02 US60710AWP38 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-26 2021-08-26 2021-08-26 N N N 0.0019 50004299.00 50004299.00 0.0061 N N N N Antalis SA Antalis SA 0.138 03664ASC3 549300G2LM2ZKZ0X4Y50 US03664ASC35 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-12 2021-05-12 2021-05-12 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0014 33994605.22 33994605.22 0.0042 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.159 0556X0XJ8 US0556X0XJ83 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-10-18 2021-10-18 2021-10-18 N N N 0.0016 46758976.06 46758976.06 0.0057 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 0.225 06367CA31 NQQ6HPCNCCU6TUTQYE16 US06367CA318 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-23 2022-02-23 2022-02-23 N N N 0.0022 20003550.20 20003550.20 0.0024 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.240 55380TNN6 C3GTMMZIHMY46P4OIX74 US55380TNN62 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-19 2021-10-19 2021-10-19 N N N 0.0019 33009787.14 33009787.14 0.0040 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.240 55380TNU0 C3GTMMZIHMY46P4OIX74 US55380TNU06 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-22 2021-10-22 2021-10-22 N N N 0.0019 30008859.30 30008859.30 0.0037 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 0.240 55380TPB0 C3GTMMZIHMY46P4OIX74 US55380TPB07 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-27 2021-10-27 2021-10-27 N N N 0.0019 12003490.56 12003490.56 0.0015 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.200 76582JY16 US76582JY163 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-01 2021-11-01 2021-11-01 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0020 34958821.45 34958821.45 0.0043 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 0.162 96122GVK8 549300W0N3O6Q4RCKE25 US96122GVK83 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-08-19 2021-08-19 2021-08-19 N Y WESTPAC NEW ZEALAND LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0016 24984333.25 24984333.25 0.0031 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 0.214 2284K0XV2 549300LXH4KLRKIKII81 US2284K0XV24 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-10-29 2021-10-29 2021-10-29 N Y CREDIT SUISSE AG 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0021 44944084.80 44944084.80 0.0055 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 0.240 60710AXN7 RB0PEZSDGCO3JS6CEU02 US60710AXN70 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-03 2021-11-03 2021-11-03 N N N 0.0022 30004319.70 30004319.70 0.0037 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.200 76582JY24 US76582JY247 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-11-02 2021-11-02 2021-11-02 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0020 61926716.00 61926716.00 0.0076 N N N N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.010 254900BN8XS34XZDJ223 BRWKF2G37 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.125000 4316800.00 5100015.40 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 5000000.00 5000000.00 0.0006 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.010 VYVVCKR63DVZZN70PB21 BRWKF2H36 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SP 785288 C 2051-01-20 2.500000 49399948.00 51000000.12 Agency Mortgage-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 50000000.00 50000000.00 0.0061 N Y Y N KBC Bank NV KBC Bank NV 0.020 BRWKF4097 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0002 200000000.00 200000000.00 0.0244 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.180 1VUV7VQFKUOQSJ21A208 BRWKF1X89 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 2042-08-15 3.750000 9000.00 8292.70 Corporate Debt Securities BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 2049-12-31 4.900000 555359.00 589333.08 Corporate Debt Securities DAI-ICHI LIFE HOLDINGS INC 549300ZUFXI7JXZVTZ25 2049-12-31 4.000000 28552000.00 30902781.33 Corporate Debt Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2021-04-07 N N N 0.0018 30000000.00 30000000.00 0.0037 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.080 BFXS5XCH7N0Y05NIXW11 BRWKF9AB0 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2021-04-07 N N N 0.0008 90000000.00 90000000.00 0.0110 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.130 BRWKF2SK6 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2021-04-07 N N N 0.0013 25000000.00 25000000.00 0.0031 N N Y N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.090 MK13839SGLMX6JEXRB54 BRWKESS95 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0009 16000000.00 16000000.00 0.0020 N Y Y N Banque Nationale du Canada Banque Nationale du Canada 0.080 BSGEFEIOM18Y80CKCV46 BRWKCKDT6 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-06 2021-04-06 2021-04-06 N N N 0.0008 51000000.00 51000000.00 0.0062 N N Y N Bank of Montreal Bank of Montreal 0.070 NQQ6HPCNCCU6TUTQYE16 BRWKCTXK4 Non-Negotiable Time Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-06 2021-04-06 2021-04-06 N N N 0.0007 100000000.00 100000000.00 0.0122 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.080 BFXS5XCH7N0Y05NIXW11 BRWKCTXL2 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-06 2021-04-06 2021-04-06 N N N 0.0008 36000000.00 36000000.00 0.0044 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.130 BRWKCRY92 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-06 2021-04-06 2021-04-06 N N N 0.0013 102000000.00 102000000.00 0.0125 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.090 BFXS5XCH7N0Y05NIXW11 BRWKAMG46 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-05 2021-04-05 2021-04-05 N N N 0.0009 95000000.00 95000000.00 0.0116 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.220 VYVVCKR63DVZZN70PB21 BRWK9PDG7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ULTRATECH CE 335800PC9O9B4BQHG814 2031-02-16 2.800000 2262000.00 2130447.11 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2023-05-01 3.375000 3324000.00 3561474.87 Corporate Debt Securities BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 2030-04-15 3.400000 4480077.00 4808078.37 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0022 10000000.00 10000000.00 0.0012 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.090 BFXS5XCH7N0Y05NIXW11 BRWK91H19 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0009 46000000.00 46000000.00 0.0056 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV 0.090 BFXS5XCH7N0Y05NIXW11 BRWK7NYF3 Non-Negotiable Time Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0009 46000000.00 46000000.00 0.0056 N Y Y N Norinchukin Bank, New York Norinchukin Bank, New York 0.060 65602YEK2 549300KQZJBM38M51L16 US65602YEK29 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-04-01 2021-04-01 N N N 0.0007 67499979.08 67499979.08 0.0082 N Y Y N Norinchukin Bank, New York Norinchukin Bank, New York 0.225 65602YEJ5 549300KQZJBM38M51L16 US65602YEJ55 Certificate of Deposit Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-28 2021-09-27 2021-09-27 N N N 0.0022 44999999.10 44999999.10 0.0055 N N N N Westpac Banking Corp. Westpac Banking Corp. 0.213 9612C4N98 EN5TNI6CI43VEPAMHL14 US9612C4N987 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-05-12 2022-02-04 2022-02-04 N N N 0.0022 23496100.65 23496100.65 0.0029 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.360 62630WFM4 US62630WFM47 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-05-05 2021-05-05 2040-12-01 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 950000.00 950000.00 0.0001 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.390 549300HN4UKV1E2R3U73 BRWHFRU25 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 2027-02-09 4.100000 1282000.00 1429958.47 Corporate Debt Securities INTL PAPER CO 824LMFJDH41EY779Q875 2039-11-15 7.300000 3905000.00 5918018.82 Corporate Debt Securities CVS HEALTH CORP 549300EJG376EN5NQE29 2040-04-01 4.125000 15105000.00 16802877.53 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-05-05 2021-05-05 Y BOFA SECURITIES INC 1.0000 35 N Fitch - BR AA- Moody's - BR NR Standard & Poor's - BR A+ N N 0.0039 23000000.00 23000000.00 0.0028 N N N Y Bank of America Securities, Inc. Bank of America Securities, Inc. 0.670 549300HN4UKV1E2R3U73 BRWHFV7H9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FIDELITY NATIONAL INFORMATION SE 6WQI0GK1PRFVBA061U48 2026-03-01 1.150000 2168294.00 2134374.05 Corporate Debt Securities SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 2030-06-05 3.125000 3345494.00 3493362.98 Corporate Debt Securities INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 2048-09-26 5.000000 9625000.00 11675552.78 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2027-02-15 3.800000 10152000.00 11252330.16 Corporate Debt Securities CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 2050-05-01 3.750000 10850000.00 11344380.25 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-06-04 2021-06-04 Y BOFA SECURITIES INC 1.0000 65 N Fitch - BR AA- Moody's - BR NR Standard & Poor's - BR A+ N N 0.0067 38000000.00 38000000.00 0.0046 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 0.350 VYVVCKR63DVZZN70PB21 BRWHFRCR0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46 2051-08-15 4.978480 124417.00 136422.08 Private Label Collateralized Mortgage Obligations AMSR TRUST AMSR_20-SFR1 2037-04-17 2.619000 446000.00 451770.13 Private Label Collateralized Mortgage Obligations VANTAGE DATA CENTERS ISSUER LLC VDC_19-1A 2044-07-15 3.188000 900000.00 924622.80 Asset-Backed Securities NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_19-10K 2039-05-17 4.272420 1036373.00 1071554.23 Private Label Collateralized Mortgage Obligations WFCM_16-BNK1-XA 2049-08-15 1.735650 1716181.00 121175.71 Private Label Collateralized Mortgage Obligations JPMWM_20-ATR1 2050-02-25 3.000000 2499999.00 1633070.94 Private Label Collateralized Mortgage Obligations CSMC_17-PFHP 2030-12-15 1.706000 6539000.00 6445415.29 Private Label Collateralized Mortgage Obligations BANK BANK_17-BNK9 2054-11-15 0.799930 7390000.00 313985.53 Private Label Collateralized Mortgage Obligations CREDIT SUISSE MORTGAGE TRUST CSM 2049-12-15 3.794800 12169007.00 13449117.58 Private Label Collateralized Mortgage Obligations BANK_17-BNK6 2060-07-15 0.331430 46500000.00 1004920.34 Private Label Collateralized Mortgage Obligations COMM_14-LC17 2047-10-10 0.035480 58568000.00 127945.75 Private Label Collateralized Mortgage Obligations Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-05-13 2021-05-13 2021-05-13 N N N 0.0035 24000000.00 24000000.00 0.0029 N N N Y Ionic Capital II Trust Ionic Capital II Trust 0.161 46221LSE0 254900ABXGHL7TZDR053 US46221LSE01 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-14 2021-05-14 2021-05-14 N Y CITIBANK NA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0016 54989311.85 54989311.85 0.0067 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.188 60682WVL9 JBONEPAGQXF4QP29B387 US60682WVL98 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-20 2021-08-20 2021-08-20 N N N 0.0019 19985405.60 19985405.60 0.0024 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.210 89114NZX6 PT3QB789TSUIDF371261 US89114NZX64 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-04-01 2022-02-18 2022-02-18 N N N 0.0021 14998924.05 14998924.05 0.0018 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 0.165 0556X0YG3 549300HVMZ89HDMELW08 US0556X0YG36 Financial Company Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-11-16 2021-11-16 2021-11-16 N N N 0.0017 35463030.66 35463030.66 0.0043 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.490 60700HGX1 US60700HGX17 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2041-02-15 Y MIZUHO CAPITAL MARKETS LLC 1.0000 7 Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR NR N N 0.0005 5000000.00 5000000.00 0.0006 N N Y N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.194 76582JVC5 US76582JVC51 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-08-12 2021-08-12 2021-08-12 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0019 44968007.70 44968007.70 0.0055 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 0.223 85325VF96 RILFO74KP1CM8P6PCT96 US85325VF962 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-03 2021-10-01 2021-10-01 N N N 0.0022 39999996.00 39999996.00 0.0049 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 0.270 N4JDFKKH2FTD8RKFXO39 XS2306988051 BRWHLQJM9 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-02-22 2022-02-22 2022-02-22 N N N 0.0027 24937064.50 24937064.50 0.0030 N N N N Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates 0.490 60700HHK8 US60700HHK86 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2050-12-31 Y MIZUHO BANK LTD 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 500000.00 500000.00 0.0001 N N Y N The Maturity Date for this security has been modified Wells Fargo Securities LLC Wells Fargo Securities LLC 0.330 VYVVCKR63DVZZN70PB21 BRWHKV262 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LYB INTERNATIONAL FINANCE BV 549300J6QSW38QNOJK61 2023-07-15 4.000000 632000.00 685185.61 Corporate Debt Securities HEALTHCARE TRUST OF AMERICA HOLDINGS LP 549300IYGAS4GE6VDL07 2026-08-01 3.500000 817000.00 899683.12 Corporate Debt Securities BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 2024-06-15 3.650000 830000.00 902946.39 Corporate Debt Securities BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 2044-07-15 4.400000 838000.00 930991.93 Corporate Debt Securities ANHEUSER-BUSCH COMPANIES LLC 5493002J2SVENP0PVK27 2046-02-01 4.900000 845000.00 1002293.93 Corporate Debt Securities ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 2046-05-15 4.900000 974000.00 1136327.92 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2036-05-01 6.450000 1017000.00 1400586.98 Corporate Debt Securities XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 2028-06-15 4.000000 1066000.00 1195463.33 Corporate Debt Securities NEVADA PWR CO MJZFGXRJ52U8U4MKJ519 2029-05-01 3.700000 1300000.00 1454643.67 Corporate Debt Securities BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 2021-06-25 3.500000 1786000.00 1810992.09 Corporate Debt Securities SCHLUMBERGER FINANCE CANADA LTD 549300P4EXZFF0LRNF59 2025-09-17 1.400000 1830000.00 1830264.33 Corporate Debt Securities AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 2047-09-01 3.750000 2788704.00 2953363.03 Corporate Debt Securities BERK HATH FIN 549300RLHFT5RU20WM87 2051-01-15 2.500000 3326000.00 2875918.29 Corporate Debt Securities AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 2026-07-15 3.300000 3687000.00 3991644.52 Corporate Debt Securities ANHEUSER-BUSCH COMPANIES LLC 5493002J2SVENP0PVK27 2036-02-01 4.700000 4464000.00 5221020.00 Corporate Debt Securities ESSEX PORTFOLIO LP 5493003GN3O58H286O74 2026-04-15 3.375000 4803000.00 5275002.82 Corporate Debt Securities TOLL ROAD INVESTORS PARTNERSHIP II LP 2042-02-15 0.000000 5600000.00 2278696.00 Corporate Debt Securities COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 2049-10-01 3.817000 5725000.00 6154976.13 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-05-18 2021-05-18 2021-05-18 N N N 0.0033 40000000.00 40000000.00 0.0049 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 0.540 VYVVCKR63DVZZN70PB21 BRWHXJZE2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 2025-05-15 6.750000 2065000.00 2261588.00 Corporate Debt Securities ARDAGH PACKAGING FINANCE PLC 6354001JXMLKNZDZR978 2026-08-15 4.125000 2090000.00 2161684.39 Corporate Debt Securities CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 2047-06-15 5.400000 2459000.00 2740506.32 Corporate Debt Securities CASCADES INC. FPD41G4F3GH7OJ38TS94 2028-01-15 5.375000 4423863.00 4689064.37 Corporate Debt Securities MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 2027-02-01 4.750000 5000000.00 5059450.00 Corporate Debt Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-05-27 2021-05-27 2021-05-27 N N N 0.0054 15000000.00 15000000.00 0.0018 N N N Y Westpac Banking Corp. Westpac Banking Corp. 0.200 9612C4Q38 EN5TNI6CI43VEPAMHL14 US9612C4Q386 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-05-24 2021-08-31 2021-08-31 N N N 0.0020 29999999.10 29999999.10 0.0037 N N N N Nuveen California Quality Municipal Income Fund Nuveen California Quality Municipal Income Fund 0.140 67066Y865 549300ZT6V9X5U9BHR46 US67066Y8654 Investment Company Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2040-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0014 31900000.00 31900000.00 0.0039 N N Y N Antalis SA Antalis SA 0.088 03664AR67 549300G2LM2ZKZ0X4Y50 US03664AR673 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-06 2021-04-06 2021-04-06 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0009 51999246.00 51999246.00 0.0064 N N Y N Victory Receivables Corp. Victory Receivables Corp. 0.071 92646KR61 549300D0F37QF0LP7F94 US92646KR614 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-06 2021-04-06 2021-04-06 N Y MUFG BANK LTD 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0007 24999708.25 24999708.25 0.0031 N N Y N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 0.088 08224LR65 549300PGDCWK6DU9QM65 US08224LR652 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-06 2021-04-06 2021-04-06 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0009 25999623.00 25999623.00 0.0032 N N Y N Barclays Capital, Inc. Barclays Capital, Inc. 0.340 AC28XWWI3WIBK2824319 BRW9JC298 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 28178900.00 30600048.22 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2021-04-01 2021-05-05 2021-05-05 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch - BR A+ Moody's - BR NR Standard & Poor's - BR A N N 0.0034 30000000.00 30000000.00 0.0037 N N N Y Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.150 62630WEX1 US62630WEX11 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2038-11-01 Y BARCLAYS BANK PLC 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0005 15600000.00 15600000.00 0.0019 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.008 912796D71 254900HROIFWPRGM1V77 US912796D712 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2021-04-06 2021-04-06 2021-04-06 N N N 0.0001 119999833.20 119999833.20 0.0147 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York 0.310 22549L7L3 549300D0YARF5HYP1809 US22549L7L30 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-01 2021-11-16 2021-11-16 N N N 0.0019 20014363.20 20014363.20 0.0024 N N N N SwedBank, Inc., New York SwedBank, Inc., New York 0.250 87019VM61 US87019VM619 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-07-26 2021-07-26 2021-07-26 N N N 0.0015 30009924.60 30009924.60 0.0037 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.011 9127964Z9 254900HROIFWPRGM1V77 US9127964Z94 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2021-04-29 2021-04-29 2021-04-29 N N N 0.0001 103999090.00 103999090.00 0.0127 N Y Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 0.272 07644DKW7 US07644DKW73 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-05-04 2021-11-04 2021-11-04 N Y ROYAL BANK OF CANADA 1.0000 Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ N 0.0022 30008699.10 30008699.10 0.0037 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.294 XS2260656280 BRWARAEK2 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-04-07 2021-04-07 2021-04-07 N N N 0.0029 71998179.84 71998179.84 0.0088 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 0.310 5493006GGLR4BTEL8O61 XS2260656363 BRWARB0G4 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-17 2021-05-17 2021-05-17 N N N 0.0031 61987617.98 61987617.98 0.0076 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 0.284 13606CJU9 549300H8L46OOZOFHU82 US13606CJU99 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-14 2021-12-13 2021-12-13 N N N 0.0023 30014566.80 30014566.80 0.0037 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.130 76582JS62 US76582JS629 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-06 2021-05-06 2021-05-06 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0013 46993984.00 46993984.00 0.0057 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 0.272 78012UYY5 549300HXQQQCCUBS2Z23 US78012UYY53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2021-06-10 2021-12-10 2021-12-10 N N N 0.0023 30012285.90 30012285.90 0.0037 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.270 86565CTJ8 5U0XI89JRFVHWIBS4F54 US86565CTJ89 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-01 2021-06-01 2021-06-01 N N N 0.0013 75017802.75 75017802.75 0.0092 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.135 76582JSA3 US76582JSA33 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-10 2021-05-10 2021-05-10 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0013 29995566.60 29995566.60 0.0037 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 0.280 60710AUC4 RB0PEZSDGCO3JS6CEU02 US60710AUC43 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-10 2021-05-10 2021-05-10 N N N 0.0012 50008880.50 50008880.50 0.0061 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 0.270 86565CTE9 5U0XI89JRFVHWIBS4F54 US86565CTE92 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-10 2021-05-10 2021-05-10 N N N 0.0011 33005861.46 33005861.46 0.0040 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 0.250 83050PPR4 F3JS33DEI6XQ4ZBPTN86 US83050PPR46 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2021-06-01 2021-06-01 2021-06-01 N N N 0.0011 25005893.00 25005893.00 0.0031 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 0.260 02089XLC9 5493002FS5SZRATKZR12 US02089XLC91 Asset Backed Commercial Paper Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-05 2021-05-05 2021-05-19 Y ALPINE SECURITIZATION LLC 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 0.0026 25007339.25 25007339.25 0.0031 N N N N BlackRock Liquidity Funds 2021-04-07 /s/Ann Frechette Ann Frechette Assistant Treasurer