N-MFP2 0000097098 XXXXXXXX 2019-12-31 0000097098 5493007YVNX55LTRQ706 S000001472 9 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime N 28 81 3904172641.00 3929485640.00 4296726908.00 3401499996.00 5487244427.00 5507527052.00 4920718705.00 4472689737.00 0.3088 0.3145 0.3592 0.3011 0.4340 0.4408 0.4113 0.3959 99.93 11206691588.35 4558001194.86 17628992.59 18767503.08 11205553177.79 11199998115.73 0.0192 1.0005 1.0005 1.0005 1.0005 C000003895 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 C000003894 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 C000003898 5000.00 57056903.95 57027025.66 1.0006 1.0005 1.0005 1.0005 1029645.42 2081134.71 433300.58 634827.94 3692990.00 3231443.24 1811082.97 390996.10 10454209.47 6369309.42 0.0165 Y BlackRock Advisors, LLC, Management Fees, 1733.58; BlackRock Investments, LLC, Service/Distribution Fees, 1316.24; C000003899 5000.00 620369386.48 620060750.84 1.0005 1.0005 1.0005 1.0005 1557792.27 4523338.60 264241.78 5825055.95 10615907.49 7004407.59 471595.39 2400254.64 12909536.93 20445224.47 0.0124 Y BlackRock Advisors, LLC, Management Fees, 20395.59; C000003900 5000.00 4283624.76 4281475.94 1.0005 1.0005 1.0005 1.0005 259104.55 116858.34 22597.29 182667.47 130675.68 8810.81 5473.20 7106.29 417850.72 315472.91 0.0144 Y BlackRock Advisors, LLC, Management Fees, 139.53; BlackRock Investments, LLC, Service/Distribution Fees, 382.54; C000003897 5000.00 82049960.75 82007219.35 1.0005 1.0005 1.0005 1.0005 847003.80 1439381.34 864011.69 263994.34 1730827.66 703529.21 1269154.26 188084.35 5932137.40 2597595.46 0.0149 Y BlackRock Advisors, LLC, Management Fees, 2599.90; BlackRock Investments, LLC, Service/Distribution Fees, 168.34; C000003896 3000000.00 10440672710.90 10435501656.40 1.0005 1.0005 1.0005 1.0005 2434655176.14 1050239688.85 1889251038.35 1876500923.29 1793354555.16 2333795654.65 930494756.87 1745454202.19 8148645917.53 8038987621.51 0.0174 Y BlackRock Advisors, LLC, Management Fees, 366362.01; C000003903 1.00 1120590.95 1119987.54 1.0006 1.0006 1.0005 1.0005 36482.13 236937.25 69419.92 71413.80 28892.20 33388.05 90.12 0.00 135479.08 341739.10 0.0124 Y BlackRock Advisors, LLC, Management Fees, 37.82; BlackRock Investments, LLC, Service/Distribution Fees, 343.08; C000003901 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 ANZ New Zealand Int'l Ltd. ANZ New Zealand Int'l Ltd. 2.123 00182HHD7 213800VD256NU2D97H12 US00182HHD70 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-07 2020-07-07 2020-07-07 N Y ANZ BANK NEW ZEALAND LTD 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0198 121006071.78 121006071.78 0.0108 N N N N Alpine Securitization Ltd. Alpine Securitization Ltd. 1.955 02089XHM2 5493002FS5SZRATKZR12 US02089XHM20 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-01-25 2020-02-04 2020-05-19 Y ALPINE SECURITIZATION LLC 1.0000 35 N Fitch NR Moody's NR Standard & Poor's NR Y CREDIT SUISSE AG 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0193 24999989.00 24999989.00 0.0022 N N N N BNP Paribas SA, New York BNP Paribas SA, New York 1.880 05586F4E4 R0MUWSFPU8MPRO8K5P83 US05586F4E45 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-08 2020-04-08 2020-04-08 N N N 0.0188 48007640.64 48007640.64 0.0043 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 1.773 31428FBM6 549300B2Q47IR0CR5B54 US31428FBM68 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-02-21 2020-02-21 2020-02-21 N N N 0.0177 54612078.73 54612078.73 0.0049 N N N N Banco Santander SA, New York Banco Santander SA, New York 1.910 05966DWF5 5493006QMFDDMYWIAM13 US05966DWF58 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-02-14 2020-02-14 2020-02-14 N N N 0.0176 50009393.50 50009393.50 0.0045 N N N N Bank of America NA Bank of America NA 1.993 06050TMQ2 B4TYDEB6GKMZO031MB27 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-09 2020-10-06 2020-10-06 N N N 0.0206 40006010.00 40006010.00 0.0036 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 1.960 31428HBA8 549300B2Q47IR0CR5B54 US31428HBA86 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-09 2020-08-07 2020-08-07 N N N 0.0200 53004419.14 53004419.14 0.0047 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 1.987 31428HBD2 549300B2Q47IR0CR5B54 US31428HBD26 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-03-04 2020-09-04 2020-09-04 N N N 0.0201 84999782.40 84999782.40 0.0076 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.044 06370R6Z7 NQQ6HPCNCCU6TUTQYE16 US06370R6Z74 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-02-18 2020-11-18 2020-11-18 N N N 0.0199 30011098.20 30011098.20 0.0027 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.869 06370RC56 NQQ6HPCNCCU6TUTQYE16 US06370RC563 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-06-01 2020-06-01 N N N 0.0197 54991855.05 54991855.05 0.0049 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.890 06370RD48 NQQ6HPCNCCU6TUTQYE16 US06370RD488 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-08 2020-06-08 2020-06-08 N N N 0.0197 79991776.00 79991776.00 0.0071 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 1.860 06370RS26 NQQ6HPCNCCU6TUTQYE16 US06370RS262 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-07-13 2020-07-13 N N N 0.0183 75015642.00 75015642.00 0.0067 N N N N Bank of Montreal, Chicago Bank of Montreal, Chicago 2.700 06370RWH8 NQQ6HPCNCCU6TUTQYE16 US06370RWH82 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-03-19 2020-03-19 2020-03-19 N N N 0.0189 65109717.40 65109717.40 0.0058 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 1.910 06417LLD7 L3I9ZG2KFGXZ61BMYR72 US06417LLD72 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-15 2020-05-15 2020-05-15 N N N 0.0196 99988641.00 99988641.00 0.0089 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 1.898 06417LLV7 L3I9ZG2KFGXZ61BMYR72 US06417LLV70 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-13 2020-06-11 2020-06-11 N N N 0.0198 79986421.60 79986421.60 0.0071 N N N N Gotham Funding Corp. Gotham Funding Corp. 1.936 38346LC20 549300Z2ZR7VTUMRPR17 US38346LC204 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-03-02 2020-03-02 2020-03-02 N Y MUFG BANK LTD 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0194 44055139.36 44055139.36 0.0039 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 1.870 06417MAD7 L3I9ZG2KFGXZ61BMYR72 US06417MAD74 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-09 2020-04-09 2020-04-09 N N N 0.0189 89009259.56 89009259.56 0.0079 N N N N Bank of Nova Scotia, Houston Bank of Nova Scotia, Houston 1.995 06417MFB6 L3I9ZG2KFGXZ61BMYR72 US06417MFB63 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-21 2020-08-20 2020-08-20 N N N 0.0203 74986786.50 74986786.50 0.0067 N N N N Banque et Caisse d'Epargne de l'Etat Banque et Caisse d'Epargne de l'Etat 1.827 0667K0DH3 R7CQUF1DQM73HUTV1078 US0667K0DH32 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-17 2020-04-17 2020-04-17 N N N 0.0183 25860224.00 25860224.00 0.0023 N N N N Credit Suisse Securities USA LLC Credit Suisse Securities USA LLC 2.212 1V8Y6QCX6YMJ2OELII46 BRT8TNH36 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GALXY_15-19A 2030-07-24 10.656000 1411470.00 1337026.25 Asset-Backed Securities STRUCTURED AGENCY CREDIT RISK STACR_19-HRP1 2049-02-25 11.292000 10249999.00 10592875.14 Private Label Collateralized Mortgage Obligations HOME EQUITY MORTGAGE TRUST HEMT_06-6 2037-03-25 1.992000 35708928.00 1642700.54 Asset-Backed Securities HOME EQUITY MORTGAGE TRUST HEMT_06-3 2036-09-25 5.972000 43818997.00 7252761.15 Asset-Backed Securities HSA_06-HE1 2036-10-25 1.932000 266960000.00 37116006.72 Asset-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2020-01-02 2020-02-04 2020-02-04 Y CREDIT SUISSE SECURITIES (USA) L 1.0000 35 N Fitch NR Moody's NR Standard & Poor's A+ N N 0.0221 50000000.00 50000000.00 0.0045 N N N Y HSBC Bank plc HSBC Bank plc 2.165 40433FQB8 MP6I5ZYZBEU3UXPYFY54 US40433FQB84 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-21 2020-09-21 2020-09-21 N N N 0.0209 75026934.00 75026934.00 0.0067 N N N N Barclays Bank plc Barclays Bank plc 1.660 G5GSEF7VJP5I7OUK5573 BRTA2SM33 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y TEXTRON INC 3PPKBHUG1HD6BO7RNR87 2024-03-01 4.300000 4482000.00 4875850.77 Corporate Debt Securities ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 2045-10-15 7.375000 4792000.00 7253001.48 Corporate Debt Securities WRKCO INC 549300JEB576INN13W07 2026-03-15 4.650000 9891000.00 11029083.19 Corporate Debt Securities KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 2025-05-25 4.417000 9990000.00 10955376.71 Corporate Debt Securities FIRSTENERGY CORP 549300SVYJS666PQJH88 2027-07-15 3.900000 10140000.00 11037440.70 Corporate Debt Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0166 43000000.00 43000000.00 0.0038 N Y Y N HSBC Bank plc HSBC Bank plc 2.095 40433FQJ1 MP6I5ZYZBEU3UXPYFY54 US40433FQJ11 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-03-01 2020-12-01 2020-12-01 N N N 0.0206 40014327.20 40014327.20 0.0036 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.690 7TK5RJIZDFROZCA6XF66 BRTC49TA6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 2022-11-15 2.931830 15000.00 15072.02 Corporate Debt Securities ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 2020-06-15 2.593630 28000.00 28077.02 Corporate Debt Securities OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 2021-08-13 3.154630 45000.00 45429.13 Corporate Debt Securities HERTZ CORPORATION (THE) 549300PD0C69OJ0NLB27 2028-01-15 6.000000 50000.00 50294.17 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2023-06-05 2.941500 56650.00 57381.60 Corporate Debt Securities SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 2020-06-05 2.591500 73000.00 73248.17 Corporate Debt Securities BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 2022-06-06 2.917130 144000.00 145352.99 Corporate Debt Securities MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 2020-05-22 2.548750 283000.00 284112.51 Corporate Debt Securities CAPITAL ONE FIN CORP ZUE8T73ROZOF6FLBAR73 2020-05-12 2.660630 450000.00 452480.14 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMMER 2IGI19DL77OX0HC3ZE78 2023-03-17 2.360000 500000.00 501231.82 Corporate Debt Securities BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 2029-11-08 3.250000 505000.00 507542.39 Corporate Debt Securities CELULOSA ARAUCO 549300QEKV8G0AMNQD28 2050-01-29 5.150000 535000.00 535121.12 Corporate Debt Securities VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 2021-11-12 2.840630 650000.00 658181.17 Corporate Debt Securities AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 2021-11-05 2.490500 659000.00 664413.10 Corporate Debt Securities KIMCO REALTY CORP 549300EA7I6T15IBYS12 2049-10-01 3.700000 960000.00 952153.07 Corporate Debt Securities ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 2022-11-15 2.959500 1244000.00 1249972.73 Corporate Debt Securities LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2021-06-21 2.727750 1325000.00 1333090.67 Corporate Debt Securities DEUTSCHE BANK AG (NEW YORK BRANC 5493005PGG4HB3CD7345 2020-08-20 3.208500 2200000.00 2213011.08 Corporate Debt Securities DISTRICT OF COLUMBIA (WASHINGTON DC) 549300HWFOZXPKGOX654 2033-10-01 5.000000 2279919.00 2931043.60 Other Instrument MUNI VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 2029-12-15 3.100000 2735000.00 2702532.51 Corporate Debt Securities SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 2021-01-15 2.500880 2923000.00 2939132.34 Corporate Debt Securities QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 2030-06-30 2.950000 3200000.00 3212247.11 Corporate Debt Securities DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 2021-06-15 2.490000 4302000.00 4323376.69 Corporate Debt Securities HAMILTON CNTY OHIO 2041-11-15 5.000000 4500000.00 6318650.00 Other Instrument MUNI CALIFORNIA (STATE OF) 2029-11-01 5.000000 5000000.00 6608277.78 Other Instrument MUNI REGIONAL TRANSPORTATION AUTHORITY ILL 549300FOIPI62F5YFO59 2034-06-01 5.750000 14280000.00 19622746.97 Other Instrument MUNI Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0169 55000000.00 55000000.00 0.0049 N Y Y N TD Securities USA LLC TD Securities USA LLC 1.660 SUVUFHICNZMP2WKHG940 BRTECPD97 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y DEUTSCHE BANK AG (NEW YORK BRANC 5493005PGG4HB3CD7345 2022-11-16 3.300000 4794000.00 4862186.66 Corporate Debt Securities HSBC BANK CANADA DMB80L5QKUQ124HSYW98 2021-11-28 3.300000 15693784.00 16137813.46 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0166 20000000.00 20000000.00 0.0018 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.762 ZBUT11V806EZRVTWT807 BRTGVE280 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2041-10-20 4.125000 336909.00 173142.02 Agency Mortgage-Backed Securities GNMA_19-151B 2045-03-20 3.000000 497262.00 42596.79 Agency Collateralized Mortgage Obligation GINNIE MAE I 2060-11-15 4.140000 1163846.00 1264099.70 Agency Mortgage-Backed Securities GNMA_19-18S 2048-08-20 5.000000 1331822.00 172902.47 Agency Collateralized Mortgage Obligation GNMA_18-36K 2048-03-20 5.000000 2695092.00 293492.88 Agency Collateralized Mortgage Obligation GNMA_17-121D 2047-05-20 3.500000 2700232.00 173667.72 Agency Collateralized Mortgage Obligation GINNIE MAE II 2049-12-20 4.000000 3242440.00 3372981.35 Agency Mortgage-Backed Securities GNMA_19-136D 2048-05-20 5.000000 3744170.00 652247.68 Agency Collateralized Mortgage Obligation GNMA_18-168E 2048-12-16 5.000000 3843788.00 549948.18 Agency Collateralized Mortgage Obligation GNMA_16-99J 2043-11-20 5.000000 6125232.00 906540.90 Agency Collateralized Mortgage Obligation GNMA_17-137H 2046-10-20 3.500000 6430570.00 421808.67 Agency Collateralized Mortgage Obligation GNMA_16-171 2046-03-20 3.000000 7153032.00 449066.84 Agency Collateralized Mortgage Obligation GNMA_17-123C 2041-05-16 5.000000 7153280.00 714533.73 Agency Collateralized Mortgage Obligation FNMA_15-53E 2045-07-25 6.000000 7195280.00 566120.30 Agency Collateralized Mortgage Obligation GNMA_10-167 2040-12-20 4.885370 7850000.00 334733.56 Agency Collateralized Mortgage Obligation GNMA_13-82 2043-05-20 3.500000 8351856.00 729801.06 Agency Collateralized Mortgage Obligation GNMA_18-13D 2048-01-20 3.500000 9000000.00 462462.48 Agency Collateralized Mortgage Obligation GNMA_14-185 2044-12-16 3.860250 11551760.00 553295.20 Agency Collateralized Mortgage Obligation GNMA_19-27B 2049-02-20 4.500000 11811100.00 421794.92 Agency Collateralized Mortgage Obligation GNMA_17-187 2047-12-20 4.435370 11936048.00 1886991.40 Agency Collateralized Mortgage Obligation GNMA_11-19B 2041-02-20 4.885370 12926320.00 363922.84 Agency Collateralized Mortgage Obligation GNMA_17-186J 2046-04-20 3.000000 13480256.00 886726.20 Agency Collateralized Mortgage Obligation GINNIE MAE II 2049-09-20 3.500000 13545472.00 13928292.18 Agency Mortgage-Backed Securities FNMA_15-28 2045-05-25 5.500000 13929776.00 958282.13 Agency Collateralized Mortgage Obligation GNMA_13-115B 2038-01-20 3.500000 14532160.00 381932.38 Agency Collateralized Mortgage Obligation GNMA_16-47A 2046-04-20 4.285370 14808320.00 1359696.49 Agency Collateralized Mortgage Obligation GNMA_13-111 2041-05-20 5.000000 17000000.00 57589.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNMA_15-093 2054-11-16 0.770490 17000000.00 458247.87 Agency Collateralized Mortgage Obligation GNMA_18-151C 2043-07-20 0.157990 17314528.00 68858.04 Agency Collateralized Mortgage Obligation GNMA_14-25F 2044-02-20 4.335370 19707000.00 546520.36 Agency Collateralized Mortgage Obligation GNMA_16-61 2041-07-16 0.128120 22094144.00 48565.15 Agency Collateralized Mortgage Obligation GNMA_15-144B 2045-10-20 4.435370 25000000.00 1939179.29 Agency Collateralized Mortgage Obligation GNMA_09-106 2036-04-20 4.335370 26000000.00 452396.22 Agency Collateralized Mortgage Obligation GNMA_12-74 2041-05-20 4.985370 26138560.00 756443.38 Agency Collateralized Mortgage Obligation GNMA_15-94J 2041-12-20 4.000000 28146016.00 580968.20 Agency Collateralized Mortgage Obligation FHLMC_3983 2042-01-15 5.000000 30087712.00 620998.23 Agency Collateralized Mortgage Obligation GNMA_17-25B 2036-05-20 3.471020 32325696.00 2254836.05 Agency Collateralized Mortgage Obligation GNMA_19-38D 2049-03-20 4.285370 33762368.00 4796945.78 Agency Collateralized Mortgage Obligation FNMA_10-135S 2040-12-25 6.500000 37264128.00 575321.32 Agency Collateralized Mortgage Obligation GNMA_13-138 2054-11-16 0.373990 38590336.00 278997.75 Agency Collateralized Mortgage Obligation FNMA_12-83 2041-07-25 4.500000 41036544.00 814118.23 Agency Collateralized Mortgage Obligation GNMA_17-125B 2046-04-20 3.500000 43371392.00 1974991.65 Agency Collateralized Mortgage Obligation GNMA_10-62G 2037-05-16 4.810250 45605312.00 847207.27 Agency Collateralized Mortgage Obligation GNMA_04-99A 2034-11-20 4.335370 46500000.00 312496.60 Agency Collateralized Mortgage Obligation GNMA_19-7 2061-01-16 0.783770 50000000.00 3526402.35 Agency Collateralized Mortgage Obligation GNMA_16-75 2043-09-20 3.000000 50867328.00 2172086.31 Agency Collateralized Mortgage Obligation GNMA_14-158 2044-10-20 3.835370 55735872.00 1969849.81 Agency Collateralized Mortgage Obligation GNMA_16-58F 2045-10-20 4.000000 56071488.00 1762825.43 Agency Collateralized Mortgage Obligation GNMA_19-65B 2045-12-20 1.604750 57028544.00 1719549.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-81 2060-01-16 0.447950 58010112.00 3041722.22 Agency Collateralized Mortgage Obligation GNMA_14-033 2049-05-16 0.363690 58898000.00 405248.63 Agency Collateralized Mortgage Obligation GNMA_12-27 2053-04-16 0.942910 60380000.00 1005932.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_09-50 2039-05-25 5.000000 60760000.00 279725.19 Agency Collateralized Mortgage Obligation GNMA_18-1F 2046-02-20 3.000000 67286656.00 3451482.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-56 2059-11-16 0.633100 71400000.00 3534090.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-95 2060-01-16 0.439390 86608768.00 4513835.51 Agency Collateralized Mortgage Obligation GNMA_18-156 2060-07-16 0.566690 92958464.00 5484784.98 Agency Collateralized Mortgage Obligation FHLMC_4276 2037-09-15 3.760250 99136384.00 1162038.88 Agency Collateralized Mortgage Obligation GNMA_14-134A 2055-02-16 0.000000 100000000.00 465997.61 Agency Collateralized Mortgage Obligation GNMA_16-176 2058-08-16 0.991470 100000000.00 6831547.86 Agency Collateralized Mortgage Obligation GNMA_17-128 2056-12-16 0.871470 111789312.00 7504526.14 Agency Collateralized Mortgage Obligation GNMA_12-22 2053-10-16 0.657610 111912832.00 1135261.98 Agency Collateralized Mortgage Obligation GNMA_08-52 2049-12-16 0.800920 134057800.00 11234267.45 Agency Collateralized Mortgage Obligation GNMA_11-144 2053-08-16 0.087780 151978080.00 150737.51 Agency Collateralized Mortgage Obligation GNMA_12-001 2053-09-16 0.235620 178946880.00 451427.65 Agency Collateralized Mortgage Obligation GNMA_15-145 2057-07-16 0.874700 185404480.00 8462141.72 Agency Collateralized Mortgage Obligation GNMA_11-1 2052-11-16 0.000000 214479658.00 11599.96 Agency Collateralized Mortgage Obligation GNMA_09-61 2039-08-20 4.935370 258300000.00 2616024.74 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-07 2020-01-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0176 117000000.00 117000000.00 0.0104 N N Y N Barclays Bank plc Barclays Bank plc 1.690 G5GSEF7VJP5I7OUK5573 BRTJ6RCK5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y ATHENE HOLDING LTD 549300H316CT32FQXI76 2028-01-12 4.125000 2898000.00 3049101.72 Corporate Debt Securities INGERSOLL-RAND LUXEMBOURG FINANC 549300GHBOWCVY92IS29 2026-03-21 3.500000 8203382.00 8667980.54 Corporate Debt Securities GENERAL MOTORS CO 54930070NSV60J38I987 2048-04-01 5.400000 11008000.00 11551795.20 Corporate Debt Securities APACHE CORP 72ZZ1XRHOOU9P9X16K08 2043-04-15 4.750000 11570000.00 11381823.59 Corporate Debt Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0169 33000000.00 33000000.00 0.0029 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.660 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 2039-06-15 4.125000 2.00 2.32 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 2022-06-17 2.400000 2.00 2.02 Corporate Debt Securities AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 2028-10-01 4.625000 10.00 11.15 Corporate Debt Securities DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 2022-11-15 2.050000 10.00 10.04 Corporate Debt Securities DEUTSCHE BANK AG (NEW YORK BRANC 5493005PGG4HB3CD7345 2022-02-14 5.000000 10.00 10.62 Corporate Debt Securities GOODMAN US FINANCE FOUR LLC 2037-10-15 4.500000 723.00 787.23 Corporate Debt Securities ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 2030-01-27 5.076000 860.00 1008.85 Corporate Debt Securities MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 2030-01-15 5.033000 5999.00 6995.90 Corporate Debt Securities CAMERON LNG LLC 549300C39FLHGVD73K22 2038-01-15 3.402000 29950.00 30084.97 Corporate Debt Securities MCDONALDS CORP UE2136O97NLB5BYP9H04 2038-03-01 6.300000 46000.00 63808.67 Corporate Debt Securities ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 2049-11-15 3.700000 47293.00 48287.73 Corporate Debt Securities INTEL CORP KNX4USFCNGPY45LOCE31 2049-11-15 3.250000 56760.00 57877.65 Corporate Debt Securities BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2023-03-03 3.250000 60000.00 62835.15 Corporate Debt Securities CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 2027-10-01 3.750000 82000.00 87016.83 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2022-06-18 2.508500 122000.00 122580.21 Corporate Debt Securities TECK RESOURCES LTD T8KI5SQ2JRWHL7XY0E11 2041-07-15 6.250000 129000.00 152193.66 Corporate Debt Securities SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 2028-01-15 3.950000 178000.00 177062.68 Corporate Debt Securities EXPRESS SCRIPTS HOLDING CO 5493003UA6VMND084504 2024-06-15 3.500000 180000.00 187095.30 Corporate Debt Securities MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 2028-11-28 3.763000 196000.00 204807.24 Corporate Debt Securities UNITED TECH CORP I07WOS4YJ0N7YRFE7309 2025-08-16 3.950000 210590.00 232729.91 Corporate Debt Securities COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 2023-09-26 3.875000 363059.00 387038.34 Corporate Debt Securities BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 2021-10-15 4.000000 382000.00 398797.81 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 2044-11-18 4.800000 446000.00 453457.12 Corporate Debt Securities TECK RESOURCES LTD T8KI5SQ2JRWHL7XY0E11 2043-02-01 5.400000 470000.00 509663.30 Corporate Debt Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-11-01 3.837000 496254.00 37518.68 Agency Mortgage-Backed Securities MARKEL CORP 549300SCNO12JLWIK605 2049-05-20 5.000000 647260.00 770657.24 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2037-10-01 6.750000 710000.00 1000828.43 Corporate Debt Securities ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 2030-05-08 4.445000 758752.00 844149.96 Corporate Debt Securities BPCE SA 9695005MSX1OYEMGDF46 2024-07-21 5.150000 788000.00 882808.88 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 2026-06-15 3.200000 991000.00 1044289.37 Corporate Debt Securities UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 2060-03-20 3.839000 1711580.00 1755850.97 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2042-06-04 5.000000 1895000.00 2038548.36 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2021-08-15 2.295000 2000000.00 2022052.50 Corporate Debt Securities AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 2021-01-08 2.497000 2188290.00 2208107.89 Corporate Debt Securities ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 2024-07-16 2.550000 2253830.00 2314946.36 Corporate Debt Securities UNITED TECH CORP I07WOS4YJ0N7YRFE7309 2045-05-15 4.150000 3521000.00 4074105.09 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2025-04-24 3.352000 6035000.00 6322660.29 Corporate Debt Securities AMERICAN FIN GRP INC 549300AFOM7IVKIU1G39 2047-06-15 4.500000 6192000.00 6673582.80 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0166 33500000.00 33500000.00 0.0030 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.740 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 2026-02-15 4.500000 1.00 1.05 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 2030-01-30 5.250000 2.00 2.07 Corporate Debt Securities DEUTSCHE BANK AG (NEW YORK BRANC 5493005PGG4HB3CD7345 2022-02-14 5.000000 5.00 5.30 Corporate Debt Securities EMPRESA ELECTRICA COCHRANE SPA 5493000S11JF8TJHYT07 2027-05-14 5.500000 5.00 5.25 Corporate Debt Securities CENTENE CORP 549300Z7JJ4TQSQGT333 2025-01-15 4.750000 10.00 10.58 Corporate Debt Securities DT AUTO OWNER TRUST DTAOT_16-3A 2023-06-15 4.520000 10.00 6.38 Asset-Backed Securities SELECT MEDICAL CORP 2026-08-15 6.250000 90.00 100.12 Corporate Debt Securities ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 2049-02-14 5.950000 140.00 173.17 Corporate Debt Securities USA COMPRESSION PARTNERS LP 2027-09-01 6.875000 800.00 851.46 Corporate Debt Securities VECTOR GRP LTD 549300TUIF4WWN6NDN50 2025-02-01 6.125000 4000.00 4040.92 Corporate Debt Securities NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 2020-09-15 5.000000 40000.00 40683.33 Corporate Debt Securities INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 2025-07-15 9.750000 62000.00 60120.63 Corporate Debt Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-03-15 0.000000 87000.00 84971.33 Agency Debentures and Agency Strips UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2023-11-01 7.500000 249999.00 264671.85 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-04 0.000000 387400.00 386872.36 U.S. Treasuries (including strips) BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 2026-06-15 3.200000 531000.00 559553.64 Corporate Debt Securities LAND OLAKES INC 4ONCJWH5BBCYSJIJYX61 2049-12-31 7.000000 1312000.00 1222346.67 Corporate Debt Securities HUGHES SATELLITE SYSTEMS CORP 2026-08-01 6.625000 1878900.00 2137098.70 Corporate Debt Securities WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 2025-12-01 8.625000 2212000.00 2356682.31 Corporate Debt Securities WARRIOR MET COAL LLC 549300152B1S9YKBYV79 2024-11-01 8.000000 3594200.00 3695236.96 Corporate Debt Securities INTREPID AVIATION GROUP HOLDINGS LLC 549300KHOKL1CX4NIJ92 2021-08-15 8.500000 3758890.00 3991471.32 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 2025-09-15 4.750000 3873000.00 4209386.19 Corporate Debt Securities EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 2025-02-07 6.750000 5110000.00 5246781.93 Corporate Debt Securities SSL ROBOTICS LLC 2023-12-31 9.750000 7409600.00 8153400.35 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0174 28500000.00 28500000.00 0.0025 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 1.940 549300HN4UKV1E2R3U73 BRTLP0SL9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FWLS_15-SC02 2045-09-25 3.668460 254348.00 234954.77 Private Label Collateralized Mortgage Obligations STACR_14-DN3 2024-08-25 5.792000 1308782.00 904144.21 Private Label Collateralized Mortgage Obligations SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 2024-06-07 3.500000 1323857.00 1365195.90 Corporate Debt Securities ROLLS-ROYCE PLC X57JK1U580XATGR67572 2025-10-14 3.625000 2659555.00 2766795.64 Corporate Debt Securities AT&T INC 549300Z40J86GGSTL398 2040-09-01 5.350000 4609000.00 5637520.11 Corporate Debt Securities ING GROEP NV 549300NYKK9MWM7GGW15 2026-01-06 4.625000 4932000.00 5576780.91 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2028-07-25 4.125000 5107000.00 5664380.11 Corporate Debt Securities MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 2028-02-23 4.600000 5112000.00 5626460.32 Corporate Debt Securities SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 2047-04-01 4.000000 5330000.00 5695578.78 Corporate Debt Securities SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 2021-08-15 3.750000 5511000.00 5715031.00 Corporate Debt Securities CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 2022-06-15 2.616000 5640000.00 5702886.00 Corporate Debt Securities ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 2046-09-16 3.875000 6016000.00 5652660.34 Corporate Debt Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2020-01-02 2020-02-04 2020-02-04 Y BOFA SECURITIES INC 1.0000 35 N Fitch AA- Moody's NR Standard & Poor's A+ N N 0.0194 48000000.00 48000000.00 0.0043 N N N Y Barclays Bank plc Barclays Bank plc 1.890 G5GSEF7VJP5I7OUK5573 BRTN5GRC3 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y HESS CORPORATION UASVRYNXNK17ULIGK870 2047-04-01 5.800000 10753000.00 13389086.00 Corporate Debt Securities FRONTIER NORTH INC 2028-02-15 6.730000 15655000.00 14797693.06 Corporate Debt Securities IHS MARKIT LTD 549300HLPTRASHS0E726 2022-11-01 5.000000 17371000.00 18657226.04 Corporate Debt Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0189 42000000.00 42000000.00 0.0037 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.660 VYVVCKR63DVZZN70PB21 BRTRFGQB6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y EFF_19-1 2024-10-22 2.980000 100000.00 101053.58 Asset-Backed Securities PRESTIGE AUTO RECEIVABLES TRUST 2022-11-15 3.910000 100000.00 101175.92 Asset-Backed Securities PART_18-1A 2022-09-15 3.290000 110000.00 110733.02 Asset-Backed Securities GMCAR_18-1 2023-07-17 2.570000 243000.00 245084.31 Asset-Backed Securities ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_18-1A 2024-12-16 3.430000 263000.00 266906.46 Asset-Backed Securities DRIVE AUTO RECEIVABLES TRUST DRIVE_18-4 2024-11-15 3.660000 290000.00 293174.92 Asset-Backed Securities CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1 2023-10-19 2.800000 380000.00 384926.91 Asset-Backed Securities CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_18-1A 2027-02-16 3.010000 450000.00 452273.47 Asset-Backed Securities CROWN CASTLE TOWERS LLC CCI_15-1 2042-05-15 3.222000 1000000.00 1012337.50 Asset-Backed Securities TESLA_18-A 2021-03-22 4.940000 1000000.00 1006486.22 Asset-Backed Securities MMAF_18-A 2022-09-12 3.200000 1010000.00 1023354.00 Asset-Backed Securities AEPTC_19-1 2027-02-01 2.055800 1080000.00 1085111.39 Asset-Backed Securities CPS_19-C 2025-06-16 2.840000 1250000.00 1257550.42 Asset-Backed Securities TWPT_16-5 2056-10-25 3.375000 1357000.00 1365303.14 Asset-Backed Securities JDOT_19-B 2023-12-15 2.210000 1545000.00 1556914.79 Asset-Backed Securities TPMT_16-5 2056-10-25 3.375000 1547000.00 1569129.45 Private Label Collateralized Mortgage Obligations CCG RECEIVABLES TRUST CCG_18-1 2025-06-16 3.420000 1550000.00 1570745.20 Asset-Backed Securities RACEP_9R 2030-10-15 3.350880 1550000.00 1557869.60 Asset-Backed Securities TPMT_16-5 2056-10-25 3.250000 1764000.00 1775979.42 Private Label Collateralized Mortgage Obligations ALM LOAN FUNDING ALM_15-17A 2028-01-15 4.100880 1825000.00 1835678.67 Asset-Backed Securities ALM_13-8A 2028-10-15 4.600880 2000000.00 2016041.54 Asset-Backed Securities DIMND_19A-1 2029-04-25 5.539630 2000000.00 2012599.73 Asset-Backed Securities ACAR_19-1 2025-04-14 3.500000 2124999.00 2158437.99 Asset-Backed Securities CIFC FUNDING LTD CIFC_19-4A 2032-07-15 3.300880 2500000.00 2516375.54 Asset-Backed Securities TRICON AMERICAN HOMES TAH_17-SFR2 2036-01-17 3.275000 2750000.00 2764858.78 Private Label Collateralized Mortgage Obligations SBA TOWER TRUST 2047-04-15 3.168000 2889000.00 2923194.20 Asset-Backed Securities TOWD POINT MORTGAGE TRUST TPMT_1 2056-04-25 3.000000 2925000.00 2944321.58 Private Label Collateralized Mortgage Obligations ABPCI 2017-2A 2030-01-20 5.475880 3000000.00 3019018.96 Asset-Backed Securities DT AUTO OWNER TRUST 2017 -4 2023-07-17 3.470000 3000000.00 3025835.50 Asset-Backed Securities CCG RECEIVABLES TRUST CCG_19-1 2026-09-14 2.800000 3164000.00 3193847.42 Asset-Backed Securities APID_13-16A 2025-01-19 6.465880 3500000.00 3532802.53 Asset-Backed Securities FIAOT_15-2A 2022-11-15 5.590000 3500000.00 3535553.58 Asset-Backed Securities ACIS_15-6A 2027-05-01 4.389130 3750000.00 3775819.56 Asset-Backed Securities ACAR_19-3 2025-09-12 2.760000 3800000.00 3819889.20 Asset-Backed Securities ARES_14-1A 2026-04-17 4.302130 3850000.00 3876999.17 Asset-Backed Securities AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_19-1 2023-04-12 3.320000 3999999.00 4037810.99 Asset-Backed Securities MDPK_15-16A 2026-04-20 4.615880 4250000.00 4286565.05 Asset-Backed Securities AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_19-2 2025-06-12 3.170000 5000000.00 5058510.00 Asset-Backed Securities DRIVE AUTO RECEIVABLES TRUST DRIVE_19-1 2023-06-15 3.410000 5170000.00 5218230.07 Asset-Backed Securities DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5 2023-07-15 3.680000 5510000.00 5568016.63 Asset-Backed Securities SARAT_13-1A 2030-01-20 4.715880 6750000.00 6799482.65 Asset-Backed Securities DT AUTO OWNER TRUST DTAOT_17-3A 2023-05-15 3.580000 7060000.00 7113138.27 Asset-Backed Securities SRT_19-A 2022-06-20 2.770000 7145000.00 7235994.75 Asset-Backed Securities WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_18-2A 2024-01-16 3.200000 8205000.00 8243730.34 Asset-Backed Securities CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_17-2A 2026-04-15 3.020000 8360000.00 8411818.07 Asset-Backed Securities PART_19-1A 2023-05-15 2.450000 8747705.00 8788817.76 Asset-Backed Securities WLAKE_18-3A 2023-10-16 3.610000 9359179.00 9506887.13 Asset-Backed Securities DRYDEN SENIOR LOAN FUND DRSLF_13 2029-04-15 2.900880 10800000.00 10852214.33 Asset-Backed Securities DELL EQUIPMENT FINANCE TRUST DEFT_18-1 2023-06-22 3.180000 21555000.00 21741400.46 Asset-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0166 165000000.00 165000000.00 0.0147 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.258 ZBUT11V806EZRVTWT807 BRTRYFML9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EMC CORP KDMDXRWU7UTJ30FC8R59 2023-06-01 3.375000 29000.00 29658.84 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 2024-03-15 7.000000 52000.00 55271.67 Corporate Debt Securities JBS USA LUX SA P77IMDGVZE8EFBTF2M92 2024-07-15 5.875000 89000.00 93675.80 Corporate Debt Securities CREDIT ACCEP CORP 2024-12-31 5.125000 96000.00 99927.20 Corporate Debt Securities ADT SECURITY CORP 5493009JEEDYLVRA0J13 2021-10-15 6.250000 134000.00 143784.79 Corporate Debt Securities BRINKER INTERNATIONAL INC 52990067JY6PBGJNTG76 2023-05-15 3.875000 149000.00 151584.22 Corporate Debt Securities CHATTANOOGA-HAMILTON CNTY TENN HOSP AUTH 2039-10-01 5.000000 233324.00 261012.81 Other Instrument MUNI WACHOVIA ASSET SECURITIZATION INC WASI_07-HE2A 2037-07-25 1.922000 278000.00 51360.87 Asset-Backed Securities JPC_19-BOLT 2034-07-15 3.550000 320000.00 288175.85 Private Label Collateralized Mortgage Obligations GALXY_23 2029-04-24 8.086000 483840.00 460270.97 Asset-Backed Securities HIGH STREET FUNDING TRUST II 2048-02-15 4.682000 550000.00 643193.93 Corporate Debt Securities MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 2022-03-15 7.750000 644000.00 735032.08 Corporate Debt Securities MSCI INC 549300HTIN2PD78UB763 2026-08-01 4.750000 779000.00 831317.42 Corporate Debt Securities TPMT_19-HE1 2048-04-25 3.266000 1396000.00 1076911.26 Asset-Backed Securities DEUTSCHE BANK AG (NEW YORK BRANC 5493005PGG4HB3CD7345 2032-12-01 4.875000 1885000.00 1780056.55 Corporate Debt Securities NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 2025-04-15 5.000000 3000000.00 3096680.00 Corporate Debt Securities DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 2036-11-03 6.450000 3073000.00 3258033.01 Corporate Debt Securities XEROX CORPORATION 4KF48RN45X1OO8UBLY20 2021-05-15 4.500000 4088000.00 4213849.08 Corporate Debt Securities CFCRE_11-C2 2047-12-15 5.741300 5931000.00 6216695.91 Private Label Collateralized Mortgage Obligations JPMMT_19-LTV3 2050-03-25 3.500000 6250000.00 6105034.60 Private Label Collateralized Mortgage Obligations JPMCC_19-FL12 2031-09-15 4.200000 7315000.00 7324224.67 Private Label Collateralized Mortgage Obligations IVYH_14 2030-04-18 5.453250 7500000.00 7115620.94 Asset-Backed Securities GSMBS_19-SL1 2059-01-25 2.875000 9374000.00 9306516.31 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_11-C4 2044-06-15 0.523430 43148672.00 114980.92 Private Label Collateralized Mortgage Obligations JPMCC_18-PTC 2031-04-15 0.000000 99600000.00 392897.92 Private Label Collateralized Mortgage Obligations SMPT_17-MONT 2022-08-20 0.095700 330600000.00 84975.15 Private Label Collateralized Mortgage Obligations Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-03-31 2020-03-31 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0226 50000000.00 50000000.00 0.0045 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 2.308 ZBUT11V806EZRVTWT807 BRTSDPTD9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BENCHMARK MORTGAGE TRUST BMARK_18-B2 2051-02-15 3.662300 100000.00 104033.02 Private Label Collateralized Mortgage Obligations HESS CORPORATION UASVRYNXNK17ULIGK870 2029-10-01 7.875000 107000.00 141993.15 Corporate Debt Securities JPMBB_14-C25 2047-11-15 4.450980 125000.00 128355.19 Private Label Collateralized Mortgage Obligations UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 2026-09-15 5.875000 140000.00 152583.96 Corporate Debt Securities UNITED AIRLINES P-T TR 2031-09-01 3.700000 145000.00 144374.80 Corporate Debt Securities GS MORTGAGE SECURITIES TRUST GSM 2049-11-10 3.442000 250000.00 264861.18 Private Label Collateralized Mortgage Obligations JPMORGAN CHASE COMMERCIAL MORTGA 2049-08-15 2.434700 250000.00 167422.73 Private Label Collateralized Mortgage Obligations JPMCC_19-BOLT 2034-07-15 4.395130 290000.00 263623.01 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST TRUST JPMCC 2049-01-15 3.143800 675000.00 679937.97 Private Label Collateralized Mortgage Obligations MORGAN STANELY CAPITAL I TRUST MSC_19-AGLN 2034-03-15 3.189750 1000000.00 1000813.67 Private Label Collateralized Mortgage Obligations WYNDHAM DESTINATIONS INC T4VNTWMFQ7JQB65L7T35 2030-03-01 4.625000 1000000.00 999684.03 Corporate Debt Securities BAMLL_19-AHT 2034-03-15 4.500000 1242102.00 1247136.65 Private Label Collateralized Mortgage Obligations LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2049-12-31 7.500000 1368000.00 1522755.00 Corporate Debt Securities TEXTRON FINANCIAL CORPORATION 4E8B2CNXPE5P5AY03O18 2067-02-15 3.644880 1415000.00 1131515.15 Corporate Debt Securities JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_14-C2 2047-07-15 4.399200 1467780.00 1550386.37 Private Label Collateralized Mortgage Obligations JPMBB_14-C24 2047-11-15 2.940300 1820000.00 453361.14 Private Label Collateralized Mortgage Obligations CSAIL_15-C3 2048-08-15 4.353790 2074264.00 2073239.76 Private Label Collateralized Mortgage Obligations CGCMT_19-C7 2072-12-15 2.750000 2150000.00 1717031.45 Private Label Collateralized Mortgage Obligations JBS USA LUX SA P77IMDGVZE8EFBTF2M92 2029-04-15 6.500000 2178000.00 2460708.03 Corporate Debt Securities BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2049-12-31 6.750000 2500000.00 2718262.50 Corporate Debt Securities SLMA_04-1 2039-07-25 2.439630 2570000.00 902779.31 Asset-Backed Securities MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 2027-04-15 5.500000 4820000.00 5405429.17 Corporate Debt Securities KKR FINANCIAL CLO LTD KKR_17 2029-04-15 5.450880 5000000.00 4999994.13 Asset-Backed Securities PREFTS_26 2037-09-22 2.263630 5000000.00 3561931.04 Asset-Backed Securities AECOM 0EEB8GF0W0NPCIHZX097 2027-03-15 5.125000 5855000.00 6388085.55 Corporate Debt Securities TPMT_17-6 2057-10-25 3.000000 5896000.00 5938514.09 Asset-Backed Securities JPMCC_17-FL11 2032-10-15 3.880000 6901416.00 6922584.94 Private Label Collateralized Mortgage Obligations AMERICOLD LLC TRUST ACRE_10-ARTA 2029-01-14 6.811000 8000000.00 8224597.56 Private Label Collateralized Mortgage Obligations JPMMT_19-HYB1 2049-10-25 3.980930 11386000.00 11381406.89 Private Label Collateralized Mortgage Obligations JPMMT_18-LTV1 2049-04-26 0.500000 13000000.00 67154.55 Private Label Collateralized Mortgage Obligations BANK_17-BNK7 2060-09-15 1.343030 14996000.00 1296672.45 Private Label Collateralized Mortgage Obligations BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_17-RT3 2058-01-28 2.310000 15755000.00 857959.53 Asset-Backed Securities NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-4A 2048-01-25 2.542000 23988000.00 15378267.75 Private Label Collateralized Mortgage Obligations WFCMT_10-C1 2043-11-15 1.456260 54051712.00 171483.97 Private Label Collateralized Mortgage Obligations JPMDB_15-WPG 2035-06-05 0.000000 58129800.00 5812.98 Private Label Collateralized Mortgage Obligations BX_19-XL 2024-10-15 0.129740 141900000.00 19250.28 Private Label Collateralized Mortgage Obligations COMM_15-LC23 2053-10-10 0.777120 733896000.00 17126570.26 Private Label Collateralized Mortgage Obligations Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-03-31 2020-03-31 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0231 100000000.00 100000000.00 0.0089 N N N Y Bedford Row Funding Corp. Bedford Row Funding Corp. 1.734 07644AA79 US07644AA792 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-07 2020-01-07 2020-01-07 N Y ROYAL BANK OF CANADA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0173 39986700.00 39986700.00 0.0036 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.840 7TK5RJIZDFROZCA6XF66 BRTTDG2Q7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BBVA BANCOMER SA (TEXAS BRANCH) 549300WIWQK5Q9MCUN92 2029-11-12 5.350000 500.00 507.95 Corporate Debt Securities HASBRO INC 549300NUB6D2R1ITYR45 2029-11-19 3.900000 98000.00 99356.48 Corporate Debt Securities UNIFIN FINANCIERA SAB DE CV SOFOM ENR 5493007GRMPGDJG93Z17 2025-01-15 7.000000 103000.00 106691.86 Corporate Debt Securities SIXSIGMA NETWORKS MEXICO SA DE CV 5493000VGOF3UCTUXW26 2025-05-02 7.500000 170000.00 172819.17 Corporate Debt Securities BANCO SANTANDER SA 5493006QMFDDMYWIAM13 2022-04-11 3.544250 175000.00 179503.55 Corporate Debt Securities GETTY IMAGES INC 5493005NV20IG4VEKZ40 2027-03-01 9.750000 1825000.00 1870130.73 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 2030-01-30 5.250000 2100000.00 2176125.00 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2023-06-05 2.941500 2243350.00 2272321.56 Corporate Debt Securities TEVA PHARMACEUTICAL FINANCE NETH 5493004T21MOAFINJP35 2025-01-31 7.125000 3230000.00 3325049.48 Corporate Debt Securities UNITED TECH CORP I07WOS4YJ0N7YRFE7309 2021-08-16 3.350000 3428000.00 3552468.78 Corporate Debt Securities PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 2022-11-15 2.650000 3439000.00 3502836.44 Corporate Debt Securities BARCLAYS PLC 213800LBQA1Y9L22JB70 2024-05-16 3.284130 3858000.00 3917230.76 Corporate Debt Securities STARBUCKS CORP OQSJ1DU9TAOC51A47K68 2047-12-01 3.750000 4000000.00 4160243.33 Corporate Debt Securities VIACOMCBS INC 5KYC8KF17ROCY24M3H09 2028-02-15 3.375000 4500000.00 4670443.13 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2049-12-31 4.950000 5224112.00 5444504.22 Corporate Debt Securities ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 2029-11-01 3.754000 6006000.00 6171779.95 Corporate Debt Securities DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2049-12-31 4.650000 6845000.00 6996930.48 Corporate Debt Securities Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0184 45000000.00 45000000.00 0.0040 N Y Y N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.070 07644DHG6 US07644DHG60 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-08 2020-01-08 2020-01-08 N N N 0.0156 60006825.00 60006825.00 0.0054 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.840 ZBUT11V806EZRVTWT807 BRTW7RFN6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RESIDENTIAL ASSET MORTGAGE PRODU 2035-07-25 2.572000 399998.00 398568.45 Asset-Backed Securities OCTAGON INVESTMENT PARTNERS 44 OCT44_19-1A 2032-07-20 3.265880 1999370.00 2013387.66 Asset-Backed Securities NELNET STUDENT LOAN TRUST NSLT_06-1 2036-08-23 2.359500 30673000.00 29688043.96 Asset-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-07 2020-01-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0184 30000000.00 30000000.00 0.0027 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.199 MBNUM2BPBDO7JBLYG310 BRTWDY7G8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 1000.00 1054.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 1009.00 1064.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.000000 36016.00 36548.99 Agency Mortgage-Backed Securities GNMA_19-152M 2049-12-20 4.500000 48317.00 51628.16 Agency Collateralized Mortgage Obligation GNMA_19-152H 2049-12-20 4.000000 553292.00 583187.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 1184350.00 1254872.65 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 2113806.00 2211183.64 Agency Mortgage-Backed Securities GNMA_19-152A 2049-12-20 2.500000 3994919.00 3985338.74 Agency Collateralized Mortgage Obligation GINNIE MAE II 2049-12-20 3.500000 4757866.00 4988833.96 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 4760860.00 4991978.06 Agency Mortgage-Backed Securities GINNIE MAE I 2050-02-15 3.500000 7739647.00 8226133.69 Agency Mortgage-Backed Securities GNMA_19-152 2049-12-20 4.500000 11249982.00 734792.57 Agency Collateralized Mortgage Obligation GINNIE MAE II 2049-12-20 4.000000 12538370.00 13192624.93 Agency Mortgage-Backed Securities GNMA_19-152H 2049-12-20 4.000000 16237487.00 16219596.90 Agency Collateralized Mortgage Obligation GNMA_19-152B 2049-12-20 4.278370 17410867.00 3174826.95 Agency Collateralized Mortgage Obligation GNMA_19-152B 2049-12-20 4.278370 33948102.00 6204845.20 Agency Collateralized Mortgage Obligation GNMA_19-152D 2049-12-20 1.656870 40000000.00 2564169.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 41873336.00 43083954.62 Agency Mortgage-Backed Securities GNMA_19-152A 2049-12-20 2.173630 46460300.00 45941328.51 Agency Collateralized Mortgage Obligation GNMA_19-152B 2049-12-20 2.221630 48163513.00 47609493.86 Agency Collateralized Mortgage Obligation GNMA_19-152A 2049-12-20 4.326370 58172812.00 10949098.75 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-03-02 2020-03-02 Y CITIGROUP GLOBAL MARKETS INC 1.0000 62 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0220 205000000.00 205000000.00 0.0183 N N N Y Bedford Row Funding Corp. Bedford Row Funding Corp. 1.910 07645RCE4 US07645RCE45 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-15 2020-05-15 2020-05-15 N N N 0.0203 26989927.38 26989927.38 0.0024 N N N N Bennington Stark Capital Co. LLC Bennington Stark Capital Co. LLC 1.856 08224LA22 549300PGDCWK6DU9QM65 US08224LA229 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N Y SOCIETE GENERALE SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0186 83991455.52 83991455.52 0.0075 N Y Y N ING US Funding LLC ING US Funding LLC 2.098 44988GAZ1 US44988GAZ19 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-03-23 2020-09-23 2020-09-23 N Y ING BANK NV 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0207 39002753.79 39002753.79 0.0035 N N N N ING US Funding LLC ING US Funding LLC 2.212 44988GBR8 US44988GBR83 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-01-09 2020-10-07 2020-10-07 N Y ING BANK NV 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0207 25007517.75 25007517.75 0.0022 N N N N ING US Funding LLC ING US Funding LLC 2.166 44988GBT4 US44988GBT40 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-01-21 2020-10-19 2020-10-19 N Y ING BANK NV 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0208 55012930.50 55012930.50 0.0049 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.350 912796WP0 254900HROIFWPRGM1V77 US912796WP09 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-01-21 2020-01-21 2020-01-21 N N N 0.0135 69945870.40 69945870.40 0.0062 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.210 VYVVCKR63DVZZN70PB21 BRTXPHS93 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WFCM_15-P2 2048-12-15 0.986670 2275000.00 91300.79 Private Label Collateralized Mortgage Obligations BANK OF AMERICA COMMERCIAL MORTG 2050-02-15 0.628900 2520000.00 105292.18 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C26 2048-02-15 1.208450 5458546.00 234911.33 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2059-12-15 0.992250 6320000.00 283119.21 Private Label Collateralized Mortgage Obligations BANK BANK_17-BNK9 2054-11-15 0.812540 7390000.00 382348.25 Private Label Collateralized Mortgage Obligations WFRBS_14-LC14 2047-03-15 2.862000 8600000.00 216518.32 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C13 2045-05-15 1.195760 8850000.00 224459.92 Private Label Collateralized Mortgage Obligations BANK_18-BN11 2061-03-09 0.491870 9521000.00 329117.20 Private Label Collateralized Mortgage Obligations MSBAM_14-C18 2047-10-15 3.194000 9600000.00 472666.50 Private Label Collateralized Mortgage Obligations NRZT_17-2A 2057-03-25 0.895640 11374350.00 319058.54 Private Label Collateralized Mortgage Obligations CGCMT_16-C3 2049-11-15 1.168550 26250000.00 1435254.79 Private Label Collateralized Mortgage Obligations WFCM_16-C37 2049-12-15 0.986480 30544000.00 1228529.03 Private Label Collateralized Mortgage Obligations MSBAM_15-C22 2048-04-15 1.433000 36600000.00 1102769.56 Private Label Collateralized Mortgage Obligations UBSCM_17-C5 2050-11-15 1.015040 38167265.00 2171431.25 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2050-03-10 0.814630 39660000.00 2004745.20 Private Label Collateralized Mortgage Obligations BANK_17-BNK6 2060-07-15 0.337270 46499996.00 1220145.55 Private Label Collateralized Mortgage Obligations BANK_17-BNK5 2060-06-15 1.081560 50000000.00 2822883.67 Private Label Collateralized Mortgage Obligations MSBAM_15-C24 2048-05-15 0.760960 50335000.00 1660225.54 Private Label Collateralized Mortgage Obligations MSBAM_14-C17 2047-08-15 1.109100 60200000.00 1659675.79 Private Label Collateralized Mortgage Obligations COMM_14-UBS6 2047-12-10 0.500000 60589000.00 1313677.23 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2048-07-10 0.771610 61690000.00 1941865.26 Private Label Collateralized Mortgage Obligations COMM_14-LC17 2047-10-10 0.772340 111803716.00 2320004.91 Private Label Collateralized Mortgage Obligations Y Fitch NR Moody's NR Standard & Poor's A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0221 22000000.00 22000000.00 0.0020 N N Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 1.700 L3I9ZG2KFGXZ61BMYR72 BRW0GE874 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 75000000.00 75000000.00 0.0067 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.690 VYVVCKR63DVZZN70PB21 BRW0GEWU6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AGRICULTURAL BK CHINA LTD N Y 2020-04-03 0.000000 6976882.00 6934169.53 Money Market JP MORGAN CHASE BANK NA CD ZERO LKD 20 2020-07-02 0.000000 5227000.00 7320413.50 Corporate Debt Securities JP MORGAN CHASE BANK NA CD ZERO LKD 20 2020-04-03 0.000000 998000.00 1360773.00 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0169 15000000.00 15000000.00 0.0013 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.750 BRW0H6TK8 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0175 100000000.00 100000000.00 0.0089 N N Y N National Bank of Canada National Bank of Canada 1.700 BSGEFEIOM18Y80CKCV46 BRW0H7ZH6 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0170 100000000.00 100000000.00 0.0089 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.690 VYVVCKR63DVZZN70PB21 BRW0HDQC4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FORTIVE CORP 2020-01-07 0.000000 49524.00 49503.20 Money Market SOUTHERN CALIF EDISON CO 2020-01-07 0.000000 4668578.00 4666682.56 Money Market VECTREN UTIL HLDGS INC 2020-02-28 0.000000 11070902.00 11033814.48 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0169 15000000.00 15000000.00 0.0013 N N Y N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 1.550 MK13839SGLMX6JEXRB54 BRW0KAS34 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 17000000.00 17000000.00 0.0015 N Y Y N Bank of Montreal Bank of Montreal 2.000 NQQ6HPCNCCU6TUTQYE16 XS2093772684 BRW01Z1M7 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0200 75002100.00 75002100.00 0.0067 N N Y N Nationwide Building Society Nationwide Building Society 2.010 549300XFX12G42QIKN82 XS2094086605 BRW039C58 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0201 63000607.95 63000607.95 0.0056 N N Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.580 549300H47WTHXPU08X20 US912810QW18 BRW0KE622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-05-15 3.000000 150000000.00 168764522.06 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 165441176.47 165441176.47 0.0148 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.580 549300H47WTHXPU08X20 US912828YG91 BRW0KE7R6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-09-30 1.625000 331575000.00 329531012.14 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 323041819.85 323041819.85 0.0288 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.580 549300H47WTHXPU08X20 US912810RE01 BRW0KE6M8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-02-15 3.625000 18088000.00 22679781.58 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 22233166.67 22233166.67 0.0020 N Y Y N Kells Funding LLC Kells Funding LLC 1.839 48803MPC7 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-03-05 2020-03-05 2020-03-05 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch F1+ Moody's NR Standard & Poor's A-1+ N 0.0184 41862893.52 41862893.52 0.0037 N N N N Kells Funding LLC Kells Funding LLC 1.894 48803MPK9 US48803MPK98 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-03-19 2020-03-19 2020-03-19 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch F1+ Moody's NR Standard & Poor's A-1+ N 0.0189 51787753.16 51787753.16 0.0046 N N N N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 1.580 549300H47WTHXPU08X20 US912810RD28 BRW0KE614 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-11-15 3.750000 200000000.00 253271793.85 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 248284313.73 248284313.73 0.0222 N Y Y N Cooperatieve Rabobank UA, New York Cooperatieve Rabobank UA, New York 1.890 21684L4M1 DG3RU1DBUFHT4ZF9WN62 US21684L4M12 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-07 2020-05-08 2020-05-08 N N N 0.0194 96004486.08 96004486.08 0.0086 N N N N Cooperatieve Rabobank UA, New York Cooperatieve Rabobank UA, New York 2.206 21684L5E8 DG3RU1DBUFHT4ZF9WN62 US21684L5E86 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-06 2020-10-05 2020-10-05 N N N 0.0200 90040635.00 90040635.00 0.0080 N N N N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 3.250 549300H47WTHXPU08X20 US9128283P31 BRW0KETV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-12-31 2.250000 26128000.00 26851272.24 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0325 26320117.65 26320117.65 0.0023 N Y Y N CPPIB Capital, Inc. CPPIB Capital, Inc. 1.860 22411VAL2 549300KW9NB55HTDK075 US22411VAL27 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch AAA Moody's Aaa Standard & Poor's AAA 2020-03-10 2020-12-10 2020-12-10 N N N 0.0185 32503789.83 32503789.83 0.0029 N N N N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 3.250 549300H47WTHXPU08X20 US9128284F40 BRW0KETY7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-03-31 2.625000 115985000.00 122095821.50 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0325 119680600.49 119680600.49 0.0107 N Y Y N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.310 60710AAP7 51KMXRLB0RIEGI0WJN58 US60710AAP75 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-03-06 2020-03-06 2020-03-06 N N N 0.0166 36974137.26 36974137.26 0.0033 N N N N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 2.220 60710ABN1 51KMXRLB0RIEGI0WJN58 US60710ABN19 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-15 2020-01-15 2020-01-15 N N N 0.0175 100019020.00 100019020.00 0.0089 N N N N Federal Reserve Bank of New York Federal Reserve Bank of New York 1.450 254900Y8NKGV541U8Q32 BRW0KVUW1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 345821900.00 350028249.58 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0145 350000000.00 350000000.00 0.0312 N Y Y N Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 1.930 60710AG71 51KMXRLB0RIEGI0WJN58 US60710AG719 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-02-13 2020-02-13 2020-02-13 N N N 0.0186 50003836.00 50003836.00 0.0045 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 1.860 22536UVF4 N4JDFKKH2FTD8RKFXO39 US22536UVF47 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-07 2020-02-07 2020-02-07 N N N 0.0180 100012165.00 100012165.00 0.0089 N N N N Landesbank Hessen-Thueringen Girozentrale Landesbank Hessen-Thueringen Girozentrale 1.813 51489GDQ7 ZUHK7JXNDU6FLQ1O6482 US51489GDQ73 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-24 2020-04-24 2020-04-24 N N N 0.0181 71591060.16 71591060.16 0.0064 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 1.880 22536UXY1 N4JDFKKH2FTD8RKFXO39 US22536UXY18 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-05-04 2020-05-04 2020-05-04 N N N 0.0182 60011754.60 60011754.60 0.0054 N N N N Credit Industriel et Commercial SA, New York Credit Industriel et Commercial SA, New York 1.995 22536UYG9 N4JDFKKH2FTD8RKFXO39 US22536UYG92 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-21 2020-08-20 2020-08-20 N N N 0.0217 69991834.50 69991834.50 0.0062 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 1.800 22549LRM9 ANGGYXNX0JLX3X63JN86 US22549LRM99 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-06-12 2020-06-12 N N N 0.0188 15994256.80 15994256.80 0.0014 N N N N Credit Suisse AG, New York Credit Suisse AG, New York 1.800 22549LZW8 ANGGYXNX0JLX3X63JN86 US22549LZW89 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-06-11 2020-06-11 N N N 0.0188 25990958.50 25990958.50 0.0023 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2.300 22845ALV0 549300LXH4KLRKIKII81 US22845ALV07 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0185 88035863.52 88035863.52 0.0079 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 1.969 76582JDQ4 US76582JDQ40 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-04-24 2020-04-24 2020-04-24 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0197 80500612.32 80500612.32 0.0072 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 1.944 22845AMC1 549300LXH4KLRKIKII81 US22845AMC17 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-01-04 2020-02-04 2020-02-04 N Y CREDIT SUISSE AG 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0198 107002410.71 107002410.71 0.0095 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 1.570 ZBUT11V806EZRVTWT807 BRW0KDPL1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2048-09-20 5.500000 27440221.00 15944777.90 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 3.500000 146940928.00 147255222.43 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 160000000.00 160000000.00 0.0143 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.570 VYVVCKR63DVZZN70PB21 BRW0KDQ89 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-01-01 3.700000 2134.00 2335.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 7000.00 4532.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-04-01 3.500000 25000.00 14044.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-01-01 3.500000 25000.00 16098.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-05-01 3.500000 35000.00 19551.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-03-01 2.500000 53430.00 28764.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-03-01 3.000000 61632.00 32092.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-09-01 3.500000 86041.00 50748.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-04-01 3.500000 100000.00 49481.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2033-12-01 3.500000 117355.00 74176.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 124000.00 69364.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-04-01 2.500000 129475.00 72217.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-09-01 4.000000 137000.00 86599.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-05-01 2.500000 137365.00 88728.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-12-01 3.000000 170000.00 88630.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-02-01 2.500000 200000.00 111863.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-12-01 4.500000 200000.00 115309.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2044-02-01 4.500000 200000.00 123889.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-07-01 3.500000 218000.00 115646.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 250000.00 148369.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-04-01 3.500000 271000.00 170961.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-01-01 3.500000 275000.00 138281.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-07-01 3.500000 280000.00 180203.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-07-01 2.500000 293866.00 174030.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-08-01 4.000000 300000.00 159417.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-12-01 3.500000 323000.00 185039.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-08-01 3.000000 332228.00 185871.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-12-01 3.500000 369000.00 210531.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2034-03-01 4.500000 370000.00 182221.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-06-01 3.500000 392990.00 251585.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-05-01 3.500000 416135.00 261394.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 500000.00 298161.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-01-01 3.000000 500000.00 269291.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-03-01 3.500000 500000.00 294192.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-01-01 2.500000 561329.00 342819.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 586119.00 333303.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-11-01 4.000000 599200.00 314521.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-09-01 4.000000 622590.00 314102.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 626682.00 302994.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-10-01 3.000000 650000.00 321419.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-02-01 2.500000 695000.00 411026.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-05-01 3.000000 735000.00 388146.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-04-01 3.000000 751000.00 398186.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-04-01 4.000000 1000000.00 552791.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2033-08-01 3.500000 1001125.00 643459.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-08-01 2.500000 1074987.00 654535.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-04-01 2.500000 1124782.00 626849.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-01-01 2.500000 1131824.00 644653.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-02-01 2.500000 1180476.00 739555.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-10-01 3.000000 1189919.00 695265.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-10-01 2.500000 1255000.00 698201.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-02-01 4.500000 1495748.00 976399.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-04-01 3.500000 1500000.00 908530.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-06-01 5.500000 1604482.00 893239.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-06-01 4.500000 1627299.00 845606.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-05-01 3.500000 1725000.00 1004090.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 1750000.00 854022.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-05-01 2.500000 1768351.00 1015983.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2034-06-01 4.500000 1793000.00 923194.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-06-01 4.000000 1800000.00 897847.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-06-01 2.500000 1878178.00 1107932.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2044-06-01 4.000000 2228953.00 1110235.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-10-01 4.000000 2400000.00 1479891.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-02-01 5.500000 3000000.00 1621245.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-06-01 3.000000 3115000.00 2005303.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-04-01 3.500000 3298850.00 2082672.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-11-01 4.000000 3500000.00 1882096.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 4232304.00 2652254.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-04-01 3.000000 5250000.00 3249491.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 5900000.00 3716145.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-08-01 3.500000 7622157.00 4564233.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 8413030.00 4887804.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-04-01 3.000000 12000000.00 7488740.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-03-01 2.500000 12213258.00 6659534.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-09-01 3.500000 12300000.00 7883836.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-07-01 3.500000 13000000.00 6572105.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-04-01 2.500000 37660000.00 18325502.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-12-01 3.000000 96652545.00 54825556.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 118313394.00 77631037.05 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 224000000.00 224000000.00 0.0200 N Y Y N DBS Bank Ltd. DBS Bank Ltd. 1.918 23305DEN1 ATUEL7OJR5057F2PV266 US23305DEN12 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-05-22 2020-05-22 2020-05-22 N N N 0.0192 47641928.16 47641928.16 0.0043 N N N N Royal Bank of Canada Royal Bank of Canada 2.050 78014XAX5 ES7IP3U3RHIGC71XBU11 US78014XAX57 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-01-09 2020-01-09 N N N 0.0154 105013151.25 105013151.25 0.0094 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 1.520 BRW0L5EF2 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0152 106000000.00 106000000.00 0.0095 N Y Y N Royal Bank of Canada Royal Bank of Canada 1.550 BRW0L5ED7 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 260000000.00 260000000.00 0.0232 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.530 1VUV7VQFKUOQSJ21A208 BRW0KAS59 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0153 298000000.00 298000000.00 0.0266 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 1.925 63254GLD5 F8SB4JFBSYQFRQEH3Z21 US63254GLD50 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-20 2020-05-20 2020-05-20 N N N 0.0195 119985328.80 119985328.80 0.0107 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 1.580 51KMXRLB0RIEGI0WJN58 BRW0KFMH8 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 225000000.00 225000000.00 0.0201 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.550 VYVVCKR63DVZZN70PB21 BRW0KDQ97 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 360506.00 386702.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 863520.00 931244.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 1801453.00 1936077.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 1888654.00 2012138.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 2138117.00 2313346.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 2667840.00 2866336.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 2961651.00 3177458.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 4058824.00 4372080.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 5618648.00 6055529.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 20193367.00 21849086.87 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 45000000.00 45000000.00 0.0040 N Y Y N National Australia Bank Ltd. National Australia Bank Ltd. 1.995 63254GMM4 F8SB4JFBSYQFRQEH3Z21 US63254GMM41 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-20 2020-08-20 2020-08-20 N N N 0.0201 66992069.88 66992069.88 0.0060 N N N N Dexia Credit Local SA Dexia Credit Local SA 1.856 25215VEN5 US25215VEN55 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-05-22 2020-05-22 2020-05-22 N Y BELGIUM (KINGDOM OF) 0.5141 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ FRANCE (REPUBLIC OF) 0.4559 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ LUXEMBOURG (GRAND DUCHY OF) 0.0300 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0186 63538078.08 63538078.08 0.0057 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.010 63254GMT9 F8SB4JFBSYQFRQEH3Z21 US63254GMT93 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-03-06 2020-12-09 2020-12-09 N N N 0.0203 78499802.97 78499802.97 0.0070 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.550 MBNUM2BPBDO7JBLYG310 BRW0KDP49 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 26.00 31.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 649994.00 709964.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 9456374.00 10495849.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 15109248.00 16398902.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 19030598.00 21951950.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 34327313.00 39325026.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 34359732.00 39319215.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 35267707.00 40099073.04 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 165000000.00 165000000.00 0.0147 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 1.550 549300HN4UKV1E2R3U73 BRW0KDPV9 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 140520.00 159698.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 18244395.00 19652483.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 60552990.00 65990568.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 61023330.00 67197258.12 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 150000000.00 150000000.00 0.0134 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.550 1VUV7VQFKUOQSJ21A208 BRW0KDNY5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 2256594.00 2824719.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 7951800.00 8056328.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 19824835.00 19938045.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 24750195.00 27425961.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 26827072.00 30944457.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 28088696.00 29450437.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 29166730.00 29260063.22 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 145000000.00 145000000.00 0.0129 N Y Y N CDP Financial, Inc. CDP Financial, Inc. 1.509 12509RA27 549300OXMGVYFCBFV096 US12509RA273 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0151 188984365.92 188984365.92 0.0169 N Y Y N CDP Financial, Inc. CDP Financial, Inc. 1.858 12509REB3 549300OXMGVYFCBFV096 US12509REB33 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-05-11 2020-05-11 2020-05-11 N N N 0.0186 45693026.82 45693026.82 0.0041 N N N N Caisse des Depots et Consignations Caisse des Depots et Consignations 1.822 12800ACS1 969500Q2PFTTP0Y5QL44 US12800ACS15 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-03-26 2020-03-26 2020-03-26 N N N 0.0182 39829051.20 39829051.20 0.0036 N N N N National Securities Clearing Corp. National Securities Clearing Corp. 1.833 63763PF87 549300RYC9NELN2ICA34 US63763PF871 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-06-08 2020-06-08 2020-06-08 N N N 0.0183 71922255.48 71922255.48 0.0064 N N N N Erste Abwicklungsanstalt Erste Abwicklungsanstalt 1.663 29604CB35 7TG4VWERK338227TR435 US29604CB356 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0166 15975248.00 15975248.00 0.0014 N N N N Natixis SA, New York Natixis SA, New York 2.720 63873NR37 KX1WK48MPD4Y2NCUIZ63 US63873NR373 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-03 2020-04-03 2020-04-03 N N N 0.0195 95179929.05 95179929.05 0.0085 N N N N Natixis SA, New York Natixis SA, New York 2.000 63873NW49 KX1WK48MPD4Y2NCUIZ63 US63873NW498 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-15 2020-05-15 2020-05-15 N N N 0.0197 61014863.87 61014863.87 0.0054 N N N N Canadian Imperial Bank of Commerce, New York Canadian Imperial Bank of Commerce, New York 1.910 13606BY67 2IGI19DL77OX0HC3ZE78 US13606BY676 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-13 2020-05-13 2020-05-13 N N N 0.0186 8002466.80 8002466.80 0.0007 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.065 55379WP67 C3GTMMZIHMY46P4OIX74 US55379WP673 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-29 2020-05-29 2020-05-29 N N N 0.0198 20004200.20 20004200.20 0.0018 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 2.059 55379WP91 C3GTMMZIHMY46P4OIX74 US55379WP913 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-28 2020-05-29 2020-05-29 N N N 0.0197 100020791.00 100020791.00 0.0089 N N N N MUFG Bank Ltd., New York MUFG Bank Ltd., New York 1.982 55379WZ33 C3GTMMZIHMY46P4OIX74 US55379WZ334 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-27 2020-02-27 2020-02-27 N N N 0.0180 54013634.46 54013634.46 0.0048 N N N N Charta Corp. Charta Corp. 1.820 16115VC49 5493000FNFK79LCM6M65 US16115VC497 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-03-04 2020-03-04 2020-03-04 N Y CITIBANK NA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0182 49840978.00 49840978.00 0.0044 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 1.844 55607KC20 4ZHCHI4KYZG2WVRT8631 US55607KC209 Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0184 59812656.60 59812656.60 0.0053 N N N N Santander UK plc Santander UK plc 1.851 80285PC26 PTCQB104N23FMNK2RZ28 US80285PC269 Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0185 42366786.30 42366786.30 0.0038 N N N N Shell International Finance BV Shell International Finance BV 1.843 8225X2FW9 213800ITMMKU4Z7I4F78 US8225X2FW98 Non-Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0184 19817898.80 19817898.80 0.0018 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.014 83050PDC0 F3JS33DEI6XQ4ZBPTN86 US83050PDC05 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-21 2020-08-19 2020-08-19 N N N 0.0205 59990212.80 59990212.80 0.0054 N N N N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.235 83050PEP0 F3JS33DEI6XQ4ZBPTN86 US83050PEP09 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-10-02 2020-10-02 N N N 0.0201 85031533.30 85031533.30 0.0076 N N N N Citibank NA Citibank NA 2.220 17305TK76 E57ODZWZ7FF32TWEFA76 US17305TK763 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-07 2020-01-07 2020-01-07 N N N 0.0170 100009714.00 100009714.00 0.0089 N N Y N Skandinaviska Enskilda Banken AB, New York Skandinaviska Enskilda Banken AB, New York 2.239 83050PES4 F3JS33DEI6XQ4ZBPTN86 US83050PES48 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-06 2020-10-05 2020-10-05 N N N 0.0201 47017677.64 47017677.64 0.0042 N N N N Coca-Cola Co. (The) Coca-Cola Co. (The) 1.781 19121AEC1 UWJKFUJFZ02DKWI3RY53 US19121AEC18 Non-Financial Company Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-05-12 2020-05-12 2020-05-12 N N N 0.0178 29806595.70 29806595.70 0.0027 N N N N Matchpoint Finance plc Matchpoint Finance plc 1.803 57666ACC4 635400YCKMVA7GIA6Q33 US57666ACC45 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-03-12 2020-03-12 2020-03-12 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0180 54805080.00 54805080.00 0.0049 N N N N Matchpoint Finance plc Matchpoint Finance plc 1.862 57666AEC2 635400YCKMVA7GIA6Q33 US57666AEC27 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-05-12 2020-05-12 2020-05-12 N Y BNP PARIBAS SA 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0186 40227083.87 40227083.87 0.0036 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 1.980 85325T7G4 RILFO74KP1CM8P6PCT96 US85325T7G47 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-03-23 2020-03-23 2020-03-23 N N N 0.0188 38508394.16 38508394.16 0.0034 N N N N Standard Chartered Bank, New York Standard Chartered Bank, New York 1.970 85325V2D1 US85325V2D17 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-02-27 2020-02-27 2020-02-27 N N N 0.0184 30006108.90 30006108.90 0.0027 N N N N Victory Receivables Corp. Victory Receivables Corp. 1.940 92646KC34 549300D0F37QF0LP7F94 US92646KC343 Asset Backed Commercial Paper Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-03-03 2020-03-03 2020-03-03 N Y MUFG BANK LTD 1.0000 Fitch F1 Moody's P-1 Standard & Poor's A-1 N 0.0194 79733020.00 79733020.00 0.0071 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.965 86564F2W2 5493006GGLR4BTEL8O61 US86564F2W28 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-02-26 2020-05-26 2020-05-26 N N N 0.0196 60004528.20 60004528.20 0.0054 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.250 86564FG80 5493006GGLR4BTEL8O61 US86564FG800 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-13 2020-01-13 2020-01-13 N N N 0.0166 69014323.02 69014323.02 0.0062 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 1.964 86564FK93 5493006GGLR4BTEL8O61 US86564FK935 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-21 2020-02-19 2020-02-19 N N N 0.0181 75016590.75 75016590.75 0.0067 N N N N Sumitomo Mitsui Trust Bank Ltd., New York Sumitomo Mitsui Trust Bank Ltd., New York 2.104 86564FWT6 5493006GGLR4BTEL8O61 US86564FWT64 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-02-19 2020-05-18 2020-05-18 N N N 0.0197 64035820.16 64035820.16 0.0057 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.900 86565BJ85 5U0XI89JRFVHWIBS4F54 US86565BJ859 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-09 2020-03-09 2020-03-09 N N N 0.0217 99987733.00 99987733.00 0.0089 N N N N Sumitomo Mitsui Banking Corp., New York Sumitomo Mitsui Banking Corp., New York 1.940 86565BX97 5U0XI89JRFVHWIBS4F54 US86565BX975 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-23 2020-04-23 2020-04-23 N N N 0.0186 108023483.52 108023483.52 0.0096 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 2.041 96122JER6 549300W0N3O6Q4RCKE25 US96122JER68 Financial Company Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-03-30 2020-06-29 2020-06-29 N Y WESTPAC NEW ZEALAND LTD 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0197 103010056.92 103010056.92 0.0092 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.041 9612C4J36 EN5TNI6CI43VEPAMHL14 US9612C4J365 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-02-25 2020-11-25 2020-11-25 N N N 0.0202 100035299.00 100035299.00 0.0089 N N N N Svenska Handelsbanken, New York Svenska Handelsbanken, New York 2.235 86959RCG3 NHBDILHZTYCNBV5UYZ31 US86959RCG39 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-10-02 2020-10-02 N N N 0.0201 66024484.68 66024484.68 0.0059 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 1.950 96130ADZ8 EN5TNI6CI43VEPAMHL14 US96130ADZ84 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-02-03 2020-11-02 2020-11-02 N N N 0.0189 39022547.46 39022547.46 0.0035 N N N N Westpac Banking Corp., New York Westpac Banking Corp., New York 2.035 96130AEQ7 EN5TNI6CI43VEPAMHL14 US96130AEQ76 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-03-09 2020-12-09 2020-12-09 N N N 0.0205 50004471.50 50004471.50 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.084 5U0XI89JRFVHWIBS4F54 XS2047628487 BRTW973D3 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-02-25 2020-02-25 2020-02-25 N N N 0.0208 69796643.70 69796643.70 0.0062 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 1.879 65409RC40 54930052Z500U6IGFJ82 US65409RC401 Asset Backed Commercial Paper Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-03-04 2020-03-04 2020-03-04 N Y COOPERATIEVE RABOBANK UA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1 N 0.0188 69770150.80 69770150.80 0.0062 N N N N Nordea Bank AB Nordea Bank AB 1.837 65558JB30 529900ODI3047E2LIV03 US65558JB305 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0184 73374425.25 73374425.25 0.0065 N N N N Nordea Bank Abp, New York Nordea Bank Abp, New York 2.163 65558TNE1 529900ODI3047E2LIV03 US65558TNE19 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-16 2020-10-16 2020-10-16 N N N 0.0202 50019368.50 50019368.50 0.0045 N N N N Norinchukin Bank, New York Norinchukin Bank, New York 2.270 65602VND4 5493007VSMFZCPV1NB83 US65602VND46 Certificate of Deposit Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-01-21 2020-01-21 2020-01-21 N N N 0.0176 57016161.21 57016161.21 0.0051 N N N N Old Line Funding LLC Old Line Funding LLC 1.788 67983TAU0 5493004QSN8OZAIU2J90 US67983TAU07 Asset Backed Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-28 2020-01-28 2020-01-28 N Y ROYAL BANK OF CANADA 1.0000 Fitch F1+ Moody's P-1 Standard & Poor's A-1+ N 0.0179 12083426.99 12083426.99 0.0011 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.590 MBNUM2BPBDO7JBLYG310 DM3000000000 BRT5BL5U8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 1.500000 2693100.00 2677783.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 22604700.00 24652488.03 U.S. Treasuries (including strips) ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 2020-02-12 0.000000 22939699.00 22825000.50 Money Market SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 2020-01-30 0.000000 39427317.00 39340971.18 Money Market Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 86000000.00 86000000.00 0.0077 N Y Y N BNP Paribas SA BNP Paribas SA 1.640 R0MUWSFPU8MPRO8K5P83 BRT5BLP44 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 2050-03-15 3.250000 1.00 1.01 Corporate Debt Securities ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 2049-09-15 3.375000 928.00 956.49 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2025-10-30 2.406000 1000.00 1005.06 Corporate Debt Securities FHLMC_KVAD 2025-07-25 0.518350 1342.00 38.44 Agency Collateralized Mortgage Obligation BANK OF NEW ZEALAND N7LGVZM7X4UQ66T7LT74 2024-02-20 3.500000 2623.00 2775.63 Corporate Debt Securities MCDONALDS CORP UE2136O97NLB5BYP9H04 2039-02-01 5.700000 17000.00 22149.16 Corporate Debt Securities BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 2024-02-06 3.790000 19000.00 20512.02 Corporate Debt Securities ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 2022-07-01 3.318630 26000.00 26563.53 Corporate Debt Securities DELL INTERNATIONAL LLC 2029-10-01 5.300000 35788.00 40780.17 Corporate Debt Securities GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 2026-05-05 2.270500 87000.00 82920.73 Corporate Debt Securities GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 2038-01-14 5.875000 173000.00 215490.58 Corporate Debt Securities BARCLAYS PLC 213800LBQA1Y9L22JB70 2029-05-16 4.972000 200000.00 226945.38 Corporate Debt Securities HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 2026-05-25 3.900000 281000.00 301041.39 Corporate Debt Securities HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 2023-10-15 3.750000 289000.00 304835.03 Corporate Debt Securities HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 2022-01-05 2.650000 762000.00 780129.46 Corporate Debt Securities AEP TEXAS INC 5493001L78U618KXNZ75 2050-01-15 3.450000 950000.00 953359.04 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2026-05-15 3.079880 1192000.00 1209087.80 Corporate Debt Securities 3M CO LUZQVYP4VS22CLWDAR65 2024-02-14 3.250000 1514917.00 1604051.35 Corporate Debt Securities BARCLAYS PLC 213800LBQA1Y9L22JB70 2028-01-10 4.337000 1775000.00 1943998.24 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 2022-10-31 2.707130 1782000.00 1802469.98 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2049-12-31 6.125000 1849000.00 2038907.71 Corporate Debt Securities FEDEX CORP 549300E707U7WNPZN687 2044-01-15 5.100000 2400000.00 2701524.00 Corporate Debt Securities ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 2022-05-25 2.875000 3996984.00 4059197.62 Corporate Debt Securities CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2043-09-13 6.675000 4081000.00 6072159.01 Corporate Debt Securities ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 2023-09-14 4.250000 5660000.00 6064825.21 Corporate Debt Securities FREMF_12-K19 2045-05-25 0.150000 440896365.00 1024275.95 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0164 30000000.00 30000000.00 0.0027 N Y Y N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.860 89114M2D8 PT3QB789TSUIDF371261 US89114M2D85 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-07-10 2020-07-10 N N N 0.0183 40008262.80 40008262.80 0.0036 N N N N PSP Capital, Inc. PSP Capital, Inc. 1.750 69368EBR0 US69368EBR09 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-08-19 2020-08-19 N N N 0.0166 50033604.00 50033604.00 0.0045 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 1.860 89114M2P1 PT3QB789TSUIDF371261 US89114M2P16 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-02 2020-07-16 2020-07-16 N N N 0.0185 30003151.20 30003151.20 0.0027 N N N N PSP Capital, Inc. PSP Capital, Inc. 1.845 69370AEK6 US69370AEK60 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-05-19 2020-05-19 2020-05-19 N N N 0.0185 46669720.66 46669720.66 0.0042 N N N N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 2.137 89114N5K7 PT3QB789TSUIDF371261 US89114N5K73 Certificate of Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-03-27 2020-09-28 2020-09-28 N N N 0.0201 60043679.40 60043679.40 0.0054 N N N N Credit Industriel et Commercial SA Credit Industriel et Commercial SA 2.641 N4JDFKKH2FTD8RKFXO39 XS1984646510 BRTSMD989 Certificate of Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-02-10 2020-02-10 2020-02-10 N N N 0.0264 89839362.60 89839362.60 0.0080 N N N N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.916 89120DNA3 PT3QB789TSUIDF371261 US89120DNA36 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-01-12 2020-06-12 2020-06-12 N N N 0.0196 74991632.25 74991632.25 0.0067 N N N N UBS AG UBS AG 2.017 90276JHM1 BFM8T61CT2L1QCEMIK50 US90276JHM18 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-03 2020-04-03 2020-04-03 N N N 0.0190 70031938.90 70031938.90 0.0062 N N N N UBS AG UBS AG 2.210 90276JHQ2 BFM8T61CT2L1QCEMIK50 US90276JHQ22 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-01-13 2020-07-10 2020-07-10 N N N 0.0206 60015472.20 60015472.20 0.0054 N N N N UBS AG UBS AG 1.861 90351WDQ5 BFM8T61CT2L1QCEMIK50 US90351WDQ50 Financial Company Commercial Paper Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-24 2020-04-24 2020-04-24 N N N 0.0186 74562760.50 74562760.50 0.0066 N N N N BlackRock Liquidity Funds 2020-01-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer